Initializing help system before first use

XPRSstrongbranchcb

XPRSstrongbranchcb

Purpose
Performs strong branching iterations on all specified bound changes. For each candidate bound change, XPRSstrongbranchcb 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 XPRSstrongbranchcb(XPRSprob prob, const int nbnds, const int mbndind[], const char cbndtype[], const double dbndval[], const int itrlimit, double dsbobjval[], int msbstatus[], int (XPRS_CC *sbsolvecb)(XPRSprob prob, void* vContext, int ibnd), void* vContext);
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.
sbsolvecb 
Function to be called after each strong branch has been reoptimized.
vContext 
User context to be provided for sbsolvecb.
ibnd 
The index of bound for which sbsolvecb is called.
Further information

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

XPRSstrongbranchcb is an extension to XPRSstrongbranch. If identical input arguments are provided both will return identical results, the difference being that for the case of XPRSstrongbranchcb the sbsolvecb function is called at the end of each LP reoptimization.

For each branch optimized, the LP can be interrogated: the LP status of the branch is available through checking LPSTATUS, and the objective function value is available through LPOBJVAL. It is possible to access the full current LP solution by using XPRSgetlpsol.



Parent Topic Console and Library Functions

© 2001-2020 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.