xprs_optimize
This function will invoke the suitable optimization routine for an XPRSprob object which holds an already loaded optimization problem. The actual solving behavior is similar to that of optimize. However, this function allows to specify the solution method of the initial LP relaxation via flags and returns the prob object itself, making it suitable for usage with pipes.
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 optimization method, which specifies how to solve the initial continuous problem where the MIP 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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