xprs_optimize
This function will invoke the suitable optimzation routine for an XPRSprob object into holding an already loaded optimization problem. This function either invokes lpoptimize() or mipoptimize() depending on the properties of the input (continuous problem or with global entities/sets/indicator constraints/general constraints/piecewise linear constraints)
xprs_optimize(prob, sflags = "")
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prob
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an XPRSprob object, into which a problem has been loaded already.
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sflags
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Flags to pass to the optimzation method, which specifies how to solve the initial continuous problem where the global entities are relaxed.
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problemdata <- list()
problemdata$A <- matrix(c(1,0,0,1),nrow=2)
problemdata$rhs <- c(1,2)
problemdata$objcoef <- c(1,2)
problemdata$lb <- c(0,0)
problemdata$ub <- c(Inf,Inf)
problemdata$rowtype <- c("G", "E")
prob <- xprs_loadproblemdata(problemdata=problemdata)
xprs_optimize(prob)
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