Initializing help system before first use

problem.fixglobals

problem.fixglobals

Purpose
Fixes all the global entities to the values of the last found MIP solution. This is useful for finding the reduced costs for the continuous variables after the global variables have been fixed to their optimal values.
Synopsis
problem.fixglobals (ifround)
Argument
ifround 
If all global entities should be rounded to the nearest discrete value in the solution before being fixed.
Example
This example performs a global search on problem myprob and then uses fixglobals before solving the remaining linear problem: 
p.read ("myprob", "")
p.mipoptimize ()
p.fixglobals (1)
p.lpoptimize ()
p.writeprtsol ()
Further information
1. Because of tolerances, it is possible for e.g. a binary variable to be slightly fractional in the MIP solution, where it might have the value 0.999999 instead of being at exactly 1.0. With ifround = 0, such a binary will be fixed at 0.999999, but with ifround = 1, it will be fixed at 1.0.
2. This command is useful for inspecting the reduced costs of the continuous variables in a problem after the global entities have been fixed. Sensitivity analysis can also be performed on the continuous variables in a MIP problem using problem.rhssa or problem.objsa after calling fixglobals.
Related topics
problem.mipoptimize.

Parent Topic Reference Manual

© 2001-2019 Fair Isaac Corporation. All rights reserved. This documentation is the property of Fair Isaac Corporation (“FICO”). Receipt or possession of this documentation does not convey rights to disclose, reproduce, make derivative works, use, or allow others to use it except solely for internal evaluation purposes to determine whether to purchase a license to the software described in this documentation, or as otherwise set forth in a written software license agreement between you and FICO (or a FICO affiliate). Use of this documentation and the software described in it must conform strictly to the foregoing permitted uses, and no other use is permitted.