Purpose
This function begins a tree search for the optimal MIP solution. The direction of optimization is given by
OBJSENSE. The status of the problem when the function completes can be checked using
MIPSTATUS.
Topic areas
Synopsis
int XPRS_CC XPRSmipoptimize(XPRSprob prob, const char *flags);
MIPOPTIMIZE [-flags]
Arguments
prob
|
The current problem.
|
flags
|
Flags to pass to
XPRSmipoptimize (
MIPOPTIMIZE), which specifies how to solve the initial continuous problem where the MIP entities are relaxed. If the argument includes:
b
|
the initial continuous relaxation will be solved using the Newton barrier method (or the hybrid gradient method if
BARALG is set to 4);
|
p
|
the initial continuous relaxation will be solved using the primal simplex algorithm;
|
d
|
the initial continuous relaxation will be solved using the dual simplex algorithm;
|
n
|
the network part of the initial continuous relaxation will be identified and solved using the network simplex algorithm;
|
l
|
stop after having solved the initial continous relaxation.
|
|
Example
See also examples
addmipsol.c, fixbv.c, globjpar.c, glrhspar.c, knapsack.c, mipsolpool.c, mostviolated.c, roundint.c, savesol.c, trimloss.c, tsp.c.
Further information
1. If the
l flag is used, the Optimizer will stop immediately after solving the initial continuous relaxation. The status of the continuous solve can be checked with
LPSTATUS and standard LP results are available, such as the objective value (
LPOBJVAL) and solution (use
XPRSgetlpsol), depending on
LPSTATUS.
2. It is possible for the Optimizer to find integer solutions before solving the initial continuous relaxation, either through heuristics or by having the user load an initial integer solution. This can potentially result in the tree search finishing before solving the continuous relaxation to optimality.
3. If the function returns without having completed the search for an optimal solution, the search can be resumed from where it stopped by calling
XPRSmipoptimize again.
4. The algorithm used to reoptimize the continuous relaxations during the tree search is given by
DEFAULTALG. The default is to use the dual simplex algorithm.
Related topics
© 2001-2025 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.