XPRSmaxim, XPRSminim (MAXIM, MINIM)

Purpose

This subroutine is deprecated and will be removed in a future release. XPRSlpoptimize or XPRSmipoptimize should be used instead.
Begins a search for the optimal LP solution.

Synopsis

int XPRS_CC XPRSmaxim(XPRSprob prob, const char *flags);

int XPRS_CC XPRSminim(XPRSprob prob, const char *flags);

MAXIM [-flags]

MINIM [-flags]

Arguments

prob

The current problem.

flags

Flags to pass to XPRSmaxim ( MAXIM) or XPRSminim ( MINIM). The default is "" or NULL, in which case the algorithm used is determined by the DEFAULTALG control. If the argument includes:

b	the problem will be solved using the Newton barrier method, or the Hybrid gradient method if BARALG is set to 4;
p	the problem will be solved using the primal simplex algorithm;
d	the problem will be solved using the dual simplex algorithm;
l	(lower case L), the problem will be solved as a linear problem ignoring the discreteness of MIP entities, unless the g flag is also provided (ref. note below);
n	(lower case N), the network part of the problem will be identified and solved using the network simplex algorithm;
g	the MIP problem will be solved by calling XPRSmipoptimize ( MIPOPTIMIZE).

Certain combinations of options may be used where this makes sense so, for example, pg will solve the LP with the primal algorithm and then go on to perform the tree search.

Related controls

Integer

AUTOPERTURB	Whether automatic perturbation is performed.
BARHGMAXRESTARTS	Maximum number of restarts for the hybrid gradient method.
BARHGOPS	Control options for the Hybrid gradient method.
BARITERLIMIT	Maximum number of Newton Barrier iterations.
BARORDER	Ordering algorithm for the Cholesky factorization.
BARORDERTHREADS	Maximum number of threads for the ordering algorithm.
BAROUTPUT	Newton barrier and hybrid gradient: level of solution output.
BARTHREADS	Newton barrier and hybrid gradient maximum number of threads to run on.
BIGMMETHOD	Specifies "Big M" method, or phaseI/phaseII.
CACHESIZE	Cache size in Kbytes for the Newton barrier.
CPUTIME	1 for CPU time; 0 for elapsed time.
CRASH	Type of crash.
CROSSOVER	Newton barrier and hybrid gradient crossover control.
DEFAULTALG	Algorithm to use with the tree search.
DENSECOLLIMIT	Columns with this many elements are considered dense.
DUALGRADIENT	Pricing method for the dual algorithm.
INVERTFREQ	Invert frequency.
INVERTMIN	Minimum number of iterations between inverts.
KEEPBASIS	Whether to use previously loaded basis.
LPITERLIMIT	Iteration limit for the simplex algorithms.
LPLOG	Frequency and type of simplex algorithm log.
MAXTIME	Maximum time allowed.
PRESOLVE	Degree of presolving to perform.
PRESOLVEOPS	Specifies the operations performed during presolve.
PRICINGALG	Type of pricing to be used.
REFACTOR	Indicates whether to re-factorize the optimal basis.
TRACE	Control of the infeasibility diagnosis during presolve.

Double

BARDUALSTOP	Newton barrier and hybrid gradient tolerance for dual infeasibilities.
BARGAPSTOP	Newton barrier and hybrid gradient tolerance for relative duality gap.
BARHGEXTRAPOLATE	Extrapolation parameter for the hybrid gradient method.
BARPRIMALSTOP	Newton barrier and hybrid gradient tolerance for primal infeasibilities.
BARSTEPSTOP	Newton barrier and hybrid gradient minimal step size.
BIGM	Infeasibility penalty.
CHOLESKYTOL	Tolerance in the Cholesky decomposition.
DUALPERTURB	Dual perturbation value.
ELIMTOL	Markowitz tolerance for elimination phase of presolve.
ETATOL	Tolerance on eta elements.
FEASTOL	Tolerance on RHS.
MARKOWITZTOL	Markowitz tolerance for the factorization.
MIPABSCUTOFF	Cutoff set after an LP Optimizer command. (Dual only)
OPTIMALITYTOL	Reduced cost tolerance.
PENALTY	Maximum absolute penalty variable coefficient.
PIVOTTOL	Pivot tolerance.
PPFACTOR	Partial pricing candidate list sizing parameter.
PRIMALPERTURB	Primal perturbation value.
RELPIVOTTOL	Relative pivot tolerance.

Example 1 (Library)

XPRSmaxim(prob,"b");

This maximizes the current problem using the Newton barrier method.

Example 2 (Console)

MINIM -g

This minimizes the current problem and commences the tree search.

Further information

1. This function does not apply to general nonlinear problems and will solve the problem without the general nonlinearities.

2. The algorithm used to optimize is determined by the DEFAULTALG control. By default, the dual simplex is used for LP and MIP problems and the barrier is used for QP problems.

3. The d and p flags can be used with the n flag to complete the solution of the model with either the dual or primal algorithms once the network algorithm has solved the network part of the model.

4. The b flag cannot be used with the n flag.

5. The dual simplex algorithm is a two phase algorithm which can remove dual infeasibilities.

6. If both the g and l flags are used, the problem will be solved as a MIP and the l flag will be passed to XPRSmipoptimize, which will stop the solve after the initial LP relaxation has been solved.

7. ( Console) If the user prematurely terminates the solution process by typing CTRL-C, the iterative procedure will terminate at the first "safe" point.

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XPRSmaxim, XPRSminim (MAXIM, MINIM)