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
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prob
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The current problem.
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nbnds
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Number of bound changes to try.
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mbndind
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Integer array of size
nbnds containing the indices of the columns on which the bounds will change.
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cbndtype
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Character array of length
nbnds indicating the type of bound to change:
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dbndval
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Double array of length
nbnds giving the new bound values.
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itrlimit
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Maximum number of LP iterations to perform for each bound change.
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dsobjval
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Objective value of each LP after performing the strong branching iterations.
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msbstatus
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Status of each LP after performing the strong branching iterations, as detailed for the
LPSTATUS attribute.
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sbsolvecb
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Function to be called after each strong branch has been reoptimized.
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vContext
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User context to be provided for
sbsolvecb.
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ibnd
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The index of bound for which
sbsolvecb is called.
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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.