XPRSstrongbranchcb
Purpose
Performs strong branching iterations on all specified bound changes. For each candidate bound change, XPRSstrongbranchcb 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 XPRSstrongbranchcb(XPRSprob prob, int nbounds, const int colind[], const char bndtype[], const double bndval[], int iterlim, double objval[], int status[], int (XPRS_CC *callback)(XPRSprob cbprob, void* cbdata, int bndidx), void* data);
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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Array of objective values of each LP after performing the strong branching iterations.
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status
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Array of statuses of each LP after performing the strong branching iterations, as detailed for the
LPSTATUS attribute.
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callback
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Function to be called after each strong branch has been reoptimized. This function returns an integer. Use 0 to indicate that everything went fine. Use a return value different from 0 to signal an error. This will terminate the function.
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cbprob
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The problem passed to the callback function,
callback.
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cbdata
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The user-defined data passed as
data.
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bndidx
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The index of the bound for which
callback is called.
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data
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User context to be provided for
callback.
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Further information
This function currently does not apply to general nonlinear problems.
Prior to calling
XPRSstrongbranchcb, the current LP problem must have been solved to optimality and an optimal basis must be available.
XPRSstrongbranchcb is an extension to
XPRSstrongbranch. If identical input arguments are provided both will return identical results, the difference being that for the case of
XPRSstrongbranchcb the
callback function is called at the end of each LP reoptimization.
For each branch optimized, the LP can be interrogated: the LP status of the branch is available through checking
LPSTATUS, and the objective function value is available through
LPOBJVAL. It is possible to access the full current LP solution by using
XPRSgetcallbacksolution.
The return value of callback function
callback is currently ignored.
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