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FixMIPEntitiesSolution Method

Fixes all the MIP entities to the values of the specified MIP solution values. This is useful for finding the reduced costs for the continuous variables after the integer variables have been fixed to their optimal values. For an infeasible MIP solution, this function prepares the problem to compute an Irreducible Infeasible Set (IIS) that explains the infeasibility of the integer assignment.

Namespace:  Optimizer
Assembly: xprsdn (in xprsdn.dll) Version: 48.01.01+1850ffb5138fca4d234db948cf0432e896c1cf42
Syntax
C# 
public void FixMIPEntitiesSolution(
	int length,
	double[] solval,
	int[] colind,
	int options
)

Parameters

length   Int32
Number of columns for which a value is provided.
solval   Double
Double array of length length containing solution values.
colind   Int32
Optional integer array of length length containing column indices from 0 to INPUTCOLS -1, for the solution values provided in solval. Duplicate entries are not allowed. May be null when solval provides a complete solution vector, in which case solval should have INPUTCOLS elements.
options   Int32
Options how to fix the MIP entities.
  • 0: If all MIP entities should be rounded to the nearest discrete value in the solution before being fixed.
  • 1: If piecewise linear and general constraints as well as partial integers should be kept in the problem with only the non-convex decisions (i.e. which part of a non-convex piecewise linear function, which variable attains a maximum or the integer part of the partial integer) fixed. Otherwise all variables appearing in piecewise linear or general constraints and all partial integers will be fixed.
See Also
Parent Topic XPRSprob Methods

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