XPRSstrongbranch
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.
Synopsis
int XPRS_CC XPRSstrongbranch(XPRSprob prob, const int nbnds, const int mbndind[], const char cbndtype[], const double dbndval[], const int itrlimit, double dsobjval[], int msbstatus[]);
Arguments
|
prob
|
The current problem.
|
||||||
|
nbnds
|
Number of bound changes to try.
|
||||||
|
mbndind
|
Integer array of size
nbnds containing the indices of the columns on which the bounds will change.
|
||||||
|
cbndtype
|
Character array of length
nbnds indicating the type of bound to change:
|
||||||
|
dbndval
|
Double array of length
nbnds giving the new bound values.
|
||||||
|
itrlimit
|
Maximum number of LP iterations to perform for each bound change.
|
||||||
|
dsobjval
|
Objective value of each LP after performing the strong branching iterations.
|
||||||
|
msbstatus
|
Status of each LP after performing the strong branching iterations, as detailed for the
LPSTATUS attribute.
|
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 mbndind[] = { 0, 0, 1, 1 };
char cbndtype[] = "LULU";
double dbndval[] = {1, 0, 2, 1};
double dsobjval[4];
int msbstatus[4];
...
XPRSstrongbranch(prob, 4, mbndind, cbndtype, dbndval, 1000,
dsobjval, msbstatus);
Further information
Prior to calling XPRSstrongbranch, the current LP problem must have been solved to optimality and an optimal basis must be available.