Problem Solving

With a problem loaded into a problem pointer the user can run the optimization algorithms on the problem to solve it.

The two main commands to run the optimization algorithms on a problem are XPRSmipoptimize(MIPOPTIMIZE) and XPRSlpoptimize(LPOPTIMIZE) depending on whether the problem needs to be solved with or without global entities. The XPRSlpoptimize function will solve LPs, QPs and QCQPs or the initial continuous relaxation of a MIP problem, depending on the type of problem loaded in the problem pointer. The XPRSmipoptimize function will solve MIPs, MIQPs and MIQCQPs.

For problems with global entities the Optimizer can be told to stop after having solved the initial relaxation by passing the 'l' flag to the XPRSmipoptimize function. The remaining MIP search can be run by calling the XPRSmipoptimize function without the 'l' flag.

{
  XPRSprob prob;
  XPRScreateprob(&prob);
  XPRSsetlogfile(prob, "logfile.log");
  XPRSreadprob(prob, "hpw15", "");
  XPRSmipoptimize(prob, "");
  XPRSdestroyprob(prob);
}