# A Branching rule branching on the most violated Integer/Binary. # # This example demonstrates the Xpress change branch callbacks. # # (C) 2024-2025 Fair Isaac Corporation import xpress as xp import math # Class for data object to pass to variable selection callback. class SolData: def __init__(self, colind, coltype, tol): self.colind = colind self.coltype = coltype self.tol = tol # This function will be called every time the Optimizer has selected a candidate entity for branching. def varselectioncb(prob, soldata, obranch): dsol = prob.getCallbackPresolveSolution() # Get solution in the presolved space. branchcol = -1 # To store column index of the variable to branch on, if any. # Find the most fractional column. greatdist = 0 for i in soldata.colind: updist = math.ceil(dsol[i]) - dsol[i] downdist = dsol[i] - math.floor(dsol[i]) dist = min(updist,downdist) if dist > soldata.tol and dist > greatdist: branchcol = i greatdist = dist # If we found a column to branch on then create a branching object # (in the presolved space) that reflects branching on that column and # return it to the caller. if branchcol >= 0: UB = math.floor(dsol[branchcol]) LB = math.ceil(dsol[branchcol]) new_branch = xp.branchobj(prob, isoriginal=False) # Create new branch object to be returned. new_branch.addbranches(2) # Number of branches to add. new_branch.addbounds(0,["U"],[branchcol],[UB]) # Add upper bound to first branch. new_branch.addbounds(1,["L"],[branchcol],[LB]) # Add lower bound to second branch. return new_branch else: return None # Create a new problem. p = xp.problem() modelfile = "Data/burglar.mps" p.readProb(modelfile) # Turn off dual presolve reductions for this example, # otherwise the problem is reduced to an empty problem. p.controls.mipdualreductions = 0 print(f"Start solving problem {modelfile}.") p.mipOptimize("l") # Use mipOptimize with the 'l' flag to stop after solving the root LP relaxation. p.controls.miplog = 3 # Change some controls to make sure we actually need to branch to solve the problem. p.controls.heuremphasis = 0 p.controls.cutstrategy = 0 # Get solution data (presolved problem) to pass to callback. coltype,colind, limit, settype, start, setcols, refval = p.getMIPEntities() mtol = p.controls.miptol sol = SolData(colind,coltype,mtol) p.addChangeBranchObjectCallback(varselectioncb, sol) p.mipOptimize() print("Solving complete.")