Initializing help system before first use

# Mixed Integer Programming

This chapter extends the model developed in Chapter Inputting and solving a Linear Programming problem to a Mixed Integer Programming (MIP) problem. It describes:

- how to define different types of discrete variables,
- how to get the MIP solution status and understand the MIP optimization log produced by Xpress.

Chapter Mixed Integer Programming shows how to formulate and solve the same example with Mosel, Chapter Mixed Integer Programming contains the same content for Java, and in Chapter Mixed Integer Programming the problem is input and solved directly with Xpress.

Covered Topics

- Extended problem description
- MIP model 1: limiting the number of different shares
- MIP model 2: imposing a minimum investment in each share

Parent Topic Getting started with the Python API

© 2001-2026 Fair Isaac Corporation. All rights reserved. This documentation is the property of Fair Isaac Corporation (“FICO”). Receipt or possession of this documentation does not convey rights to disclose, reproduce, make derivative works, use, or allow others to use it except solely for internal evaluation purposes to determine whether to purchase a license to the software described in this documentation, or as otherwise set forth in a written software license agreement between you and FICO (or a FICO affiliate). Use of this documentation and the software described in it must conform strictly to the foregoing permitted uses, and no other use is permitted.