XPRSmipoptimize |
MIPOPTIMIZE |
Purpose
This function begins a global search for the optimal MIP solution. The direction of optimization is given by
OBJSENSE. The status of the problem when the function completes can be checked using
MIPSTATUS.
Synopsis
int XPRS_CC XPRSmipoptimize(XPRSprob prob, const char *flags);
MIPOPTIMIZE [-flags]
Arguments
prob
|
The current problem.
|
flags
|
Flags to pass to
XPRSmipoptimize (
MIPOPTIMIZE), which specifies how to solve the initial continuous problem where the global entities are relaxed. If the argument includes:
b
|
the initial continuous relaxation will be solved using the Newton barrier method;
|
p
|
the initial continuous relaxation will be solved using the primal simplex algorithm;
|
d
|
the initial continuous relaxation will be solved using the dual simplex algorithm;
|
n
|
the network part of the initial continuous relaxation will be identified and solved using the network simplex algorithm;
|
l
|
stop after having solved the initial continous relaxation.
|
|
Further information
1. If the
l flag is used, the Optimizer will stop immediately after solving the initial continuous relaxation. The status of the continuous solve can be checked with
LPSTATUS and standard LP results are available, such as the objective value (
LPOBJVAL) and solution (use
XPRSgetlpsol), depending on
LPSTATUS.
2. It is possible for the Optimizer to find integer solutions before solving the initial continuous relaxation, either through heuristics or by having the user load an initial integer solution. This can potentially result in the global search finishing before solving the continuous relaxation to optimality.
3. If the function returns without having completed the search for an optimal solution, the search can be resumed from where it stopped by calling
XPRSmipoptimize again.
4. The algorithm used to reoptimize the continuous relaxations during the global search is given by
DEFAULTALG. The default is to use the dual simplex algorithm.
Related topics
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