Initializing help system before first use

Integer Programming entities supported in Xpress

  • Binary variables (BV) – decision variables that must take either the value 0 or the value 1, sometimes called 0/1 variables;
  • Integer variables (UI) – decision variables that must take on integer values. Some upper limit must be specified;
  • Partial integer variables (PI) – decision variables that must take integer values below a specified limit but can take any value above that limit;
  • Semi-continuous variables (SC) – decision variables that must take on either the value 0, or any value in a range whose lower an upper limits are specified. SCs help model situations where, if a variable is to be used at all, it has to be at some minimum level;
  • Semi-continuous integer variables (SI) – decision variables that must take either the value 0, or any integer value in a range whose lower and upper limits are specified;
  • Special ordered sets of type one (SOS1) – an ordered set of variables of which at most one can take a nonzero value;
  • Special ordered sets of type two (SOS2) – an ordered set of variables of which at most two can be nonzero, and if two are nonzero, they must be consecutive in their ordering.

Remarks

  • The solution values of binary and integer variables are real valued, not integer valued.
  • At an optimal MIP solution, the actual values of the binary and integer variables will be integer – to within a certain tolerance.
Parent Topic Introduction

© 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.