Purpose
Specifies that a set of rows in the matrix will be treated as indicator constraints during a tree search. An indicator constraint is made of a
condition and a
constraint. The
condition is of the type "bin = value", where
bin is a binary variable and
value is either 0 or 1. The
constraint is any matrix row (may be linear, quadratic or general nonlinear). During tree search, a row configured as an indicator constraint is enforced only when condition holds, that is only if the indicator variable
bin has the specified value. Note that every row may only get assigned a single indicator variable and term. If a row needs to be activated by multiple different terms, the row needs to be duplicated so that each term can be assigned to a distinct row. If the indicator variable should be changed, the old term needs to be deleted first (by calling
XPRSdelindicators or by calling this function with a comps argument of 0) before assigning a new one.
Topic area
Synopsis
int XPRS_CC XPRSsetindicators(XPRSprob prob, int nrows, const int rowind[], const int colind[], const int complement[]);
Arguments
|
prob
|
The current problem.
|
|
nrows
|
The number of indicator constraints.
|
|
rowind
|
Integer array of length
nrows containing the indices of the rows that define the constraint part for the indicator constraints.
|
|
colind
|
Integer array of length
nrows containing the column indices of the indicator variables.
|
|
complement
|
Integer array of length
nrows with the complement flags:
|
0
|
not an indicator constraint (in this case the corresponding entry in the
colind array is ignored);
|
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1
|
for indicator constraints with condition "
bin = 1";
|
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-1
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for indicator constraints with condition "
bin = 0".
|
|
Example
This sets the first two matrix rows as indicator rows in the MIP problem prob; the first row controlled by condition
x4=1 and the second row controlled by condition
x5=0 (assuming
x4 and
x5 correspond to columns indices 4 and 5).
int rowind[] = {0,1};
int colind[] = {4,5};
int complement[] = {1,-1};
...
XPRSsetindicators(prob,2,rowind,colind,complement);
XPRSmipoptimize(prob,"");
Further information
1. Indicator rows must be set up before solving the problem. Any indicator row will be removed from the matrix after presolve and added to a special pool. An indicator row will be added back into the active matrix only when its associated condition holds. An indicator variable can be used in multiple indicator rows and can also appear in normal rows and in the objective function.
2. This function cannot be called while the current problem is being solved or when it is in an interrupted state. Use
XPRSpostsolve to restore the problem to a non-solving state.
Related topics
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