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XPRSstrongbranch

XPRSstrongbranch

Purpose
Performs strong branching iterations on all specified bound changes. For each candidate bound change, XPRSstrongbranch performs dual simplex iterations starting from the current optimal solution of the base LP, and returns both the status and objective value reached after these iterations.
Synopsis
int XPRS_CC XPRSstrongbranch(XPRSprob prob, const int nbnds, const int mbndind[], const char cbndtype[], const double dbndval[], const int itrlimit, double dsobjval[], int msbstatus[]);
Arguments
prob 
The current problem.
nbnds 
Number of bound changes to try.
mbndind 
Integer array of size nbnds containing the indices of the columns on which the bounds will change.
cbndtype 
Character array of length nbnds indicating the type of bound to change:
U 
indicates change the upper bound;
L 
indicates change the lower bound;
B 
indicates change both bounds, i.e. fix the column.
dbndval 
Double array of length nbnds giving the new bound values.
itrlimit 
Maximum number of LP iterations to perform for each bound change.
dsobjval 
Objective value of each LP after performing the strong branching iterations.
msbstatus 
Status of each LP after performing the strong branching iterations, as detailed for the LPSTATUS attribute.
Example
Suppose that the current LP relaxation has two integer columns (columns 0 and 1 which are fractionals at 0.3 and 1.5, respectively, and we want to perform strong branching in order to choose which to branch on. This could be done in the following way: 
int mbndind[] = { 0, 0, 1, 1 };
char cbndtype[] = "LULU";
double dbndval[] = {1, 0, 2, 1};
double dsobjval[4];
int msbstatus[4];
...
XPRSstrongbranch(prob, 4, mbndind, cbndtype, dbndval, 1000,
                 dsobjval, msbstatus);
Further information

Prior to calling XPRSstrongbranch, the current LP problem must have been solved to optimality and an optimal basis must be available.



Parent Topic Console and Library Functions

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