Linear relaxations

Some parts of an optimization problem may be best expressed and solved in the declarative (solver-independent) manner of Mathematical Programming (MP). Other parts benefit from constraint propagation and search directions provided by a CP solver. So why not trying to get the best of both worlds by combining the MP and CP approaches?

Xpress Kalis allows you to benefit from CP and MIP hybridization in a clean and easy way by means of linear relaxations of the CP model. Xpress Kalis can build automatically several linear (or mixed integer linear) relaxations of the CP problem and use Xpress Optimizer to solve them.

This process can be fully configured ranging from a complete user definition of the relaxation and choice of when to launch the relaxation to a fully automatic relaxation.

Xpress Kalis uses a double modeling approach by exchanging automatically and in bidirectional way, informations such as objective bounds, infeasibility, optimal relaxed solutions and reduced costs between the cp solver and the linear relaxations solver(s) during the search for a solution.

Note: the linear relaxation functionality of Xpress Kalis can only be used if Xpress Optimizer is installed and licensed.