Integer Programming entities in BCL

The BCL code extracts in this document are formulated for the BCL C++ interface. The other BCL interfaces (C, Java, C#) work similarly, please refer to the Xpress documentation for further detail.

Definition: Integer Programming types are specified when creating decision variables (type XPRBvar); types may be changed with setType.

 XPRBprob prob("test");
 XPRBvar d, ifmake[NP][NL], x;
 int p,l;

 d = prob.newVar("d", XPRB_BV);         // Single binary variable

 for (p = 0; p < NP; p++)               // An array of binaries
  for (l = 0; l < NL; l++)
   ifmake[p][l] = prob.newVar("ifmake", XPRB_BV);

 x = prob.newVar("x", XPRB_UI, MINVAL, MAXVAL);  // An integer variable
 // MINVAL,MAXVAL: reals between -XPRB_INFINITY and XPRB_INFINITY
 ...
 x.setType(XPRB_PI);                    // Change type to partial integer
 x.setLim(10);
 ...
 x.setType(XPRB_PL);                    // Change type to continuous

Solving: use mipOptimize, possibly preceded by setSense (the default optimization direction is minimization), to solve a problem as a MIP problem. To solve just the LP relaxation use option "l" (if following up with MIP search) or lpOptimize (ignore all MIP information).

 prob.setSense(XPRB_MINIM);
 prob.mipOptimize("");

Accessing the solution: for obtaining solution values of decision variables and linear expressions use getSol; the MIP problem status is returned by getMIPstatus.

 int mipstatus = prob.getMIPStat();
 switch (mipstatus) {
  case XPRB_MIP_NOT_LOADED:
  case XPRB_MIP_LP_NOT_OPTIMAL:
    cout << "Solving not started" << endl;
    break;
  case XPRB_MIP_LP_OPTIMAL:
    cout << "Root LP solved" << endl;
    break;
  case XPRB_MIP_UNBOUNDED:
    cout << "LP unbounded" << endl;
    break;
  case XPRB_MIP_NO_SOL_FOUND:
  case XPRB_MIP_INFEAS:
    cout << "MIP search started, no solution" << endl;
    break;
  case XPRB_MIP_SOLUTION:
  case XPRB_MIP_OPTIMAL:
    cout << "MIP solution: " << prob.getObjVal() << endl;
    break;
 }
 cout << x.getName() << ": " << x.getSol() << endl;