Purpose
Fixes all the
MIP entities to the values of the last found MIP solution. This is useful for finding the
reduced costs for the continuous variables after the integer variables have been fixed to their optimal values.
Topic areas
Synopsis
int XPRS_CC XPRSfixmipentities(XPRSprob prob, int options);
FIXMIPENTITIES [-flags]
Arguments
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prob
|
The current problem.
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options
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Options how to fix the MIP entities.
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Bit
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Meaning
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0
|
If all MIP entities should be rounded to the nearest discrete value in the solution before being fixed.
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1
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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.
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flags
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Flags to pass to FIXMIPENTITIES:
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r
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round all MIP entities to the nearest feasible value in the solution before being fixed;
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t
|
keep piecewise linear and general constraints as well as partial integers and only fix their non-convex decisions (see bit 1 above).
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|
Example 1 (Library)
This example performs a tree search on problem
myprob and then uses
XPRSfixmipentities before solving the remaining linear problem:
XPRSreadprob(prob,"myprob","");
XPRSmipoptimize(prob," ");
XPRSfixmipentities(prob, 1);
XPRSlpoptimize(prob," ");
XPRSwriteprtsol(prob);
Example 2 (Console)
A similar set of commands at the console would be as follows:
READPROB
MIPOPTIMIZE
FIXMIPENTITIES -r
LPOPTIMIZE
PRINTSOL
Further information
1. Because of tolerances, it is possible for e.g. a binary variable to be slightly fractional in the MIP solution, where it might have the value
0.999999 instead of being at exactly
1.0. With
ifround = 0, such a binary will be fixed at
0.999999, but with
ifround = 1, it will be fixed at
1.0.
2. This command is useful for inspecting the reduced costs of the continuous variables in a matrix after the MIP entities have been fixed.
Sensitivity analysis can also be performed on the continuous variables in a MIP problem using
XPRSrhssa,
XPRSobjsa or
XPRSbndsa after calling
XPRSfixmipentities (
FIXMIPENTITIES).
3. For nonlinear problems, one can set the initial point to the solution returned by the MIP search (via
XPRSnlpsetcurrentiv) and then call
XPRSfixmipentitiesand reoptimize the problem using a local solver (
XPRSnlpoptimize). to obtain an approximation of the dual values
Related topics
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