XPRSstrongbranch
Purpose
Performs strong branching iterations on all specified bound changes. For each candidate bound change, XPRSstrongbranch performs dual simplex iterations starting from the current optimal solution of the base LP, and returns both the status and objective value reached after these iterations.
Topic area
Synopsis
int XPRS_CC XPRSstrongbranch(XPRSprob prob, int nbounds, const int colind[], const char bndtype[], const double bndval[], int iterlim, double objval[], int status[]);
Arguments
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prob
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The current problem.
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nbounds
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Number of bound changes to try.
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colind
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Integer array of size
nbounds containing the indices of the columns on which the bounds will change.
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bndtype
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Character array of length
nbounds indicating the type of bound to change:
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bndval
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Double array of length
nbounds giving the new bound values.
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iterlim
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Maximum number of LP iterations to perform for each bound change.
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objval
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Objective value of each LP after performing the strong branching iterations.
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status
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Status of each LP after performing the strong branching iterations, as detailed for the
LPSTATUS attribute.
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Example
Suppose that the current LP relaxation has two integer columns (columns
0 and
1 which are fractionals at 0,3 and 1.5, respectively, and we want to perform strong branching in order to choose which to branch on. This could be done in the following way:
int colind[] = { 0, 0, 1, 1 };
char bndtype[] = "LULU";
double bndval[] = {1, 0, 2, 1};
double objval[4];
int status[4];
...
XPRSstrongbranch(prob, 4, colind, bndtype, bndval, 1000,
objval, status);
Further information
1. This function currently does not apply to general nonlinear problems.
2. Prior to calling XPRSstrongbranch, the current LP problem must have been solved to optimality and an optimal basis must be available.
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