XPRSfixglobals (FIXGLOBALS)

XPRSfixglobals

FIXGLOBALS

Purpose

Fixes all the global entities to the values of the last found MIP solution. This is useful for finding the reduced costs for the continuous variables after the global variables have been fixed to their optimal values.

Synopsis

int XPRS_CC XPRSfixglobals(XPRSprob prob, int options);

FIXGLOBALS [-flags]

Arguments

prob

The current problem.

options

Options how to fix the globals.

Values

Bit	Meaning
0	If all global entities should be rounded to the nearest discrete value in the solution before being fixed.
1	If piecewise linear and general constraints should be kept in the problem with only the non-convex decisions (i.e. which part of a non-convex piecewise linear function or which variable attains a maximum) fixed. Otherwise all variables appearing in piecewise linear or general constraints will be fixed.

flags

Flags to pass to FIXGLOBALS:

r	round all global entities to the nearest feasible value in the solution before being fixed;
t	keep piecewise linear and general constraints and only fix their non-convex decisions;

Example 1 (Library)

This example performs a global search on problem myprob and then uses XPRSfixglobals before solving the remaining linear problem:

XPRSreadprob(prob,"myprob","");
XPRSmipoptimize(prob," ");
XPRSfixglobals(prob, 1);
XPRSlpoptimize(prob," ");
XPRSwriteprtsol(prob);

Example 2 (Console)

A similar set of commands at the console would be as follows:

READPROB
MIPOPTIMIZE
FIXGLOBALS -r
LPOPTIMIZE
PRINTSOL

Further information

1. Because of tolerances, it is possible for e.g. a binary variable to be slightly fractional in the MIP solution, where it might have the value 0.999999 instead of being at exactly 1.0. With ifround = 0, such a binary will be fixed at 0.999999, but with ifround = 1, it will be fixed at 1.0.

2. This command is useful for inspecting the reduced costs of the continuous variables in a matrix after the global entities have been fixed. Sensitivity analysis can also be performed on the continuous variables in a MIP problem using XPRSrhssa or XPRSobjsa after calling XPRSfixglobals ( FIXGLOBALS).

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XPRSfixglobals (FIXGLOBALS)

XPRSfixglobals

FIXGLOBALS