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XPRSstrongbranchcb

Purpose
Performs strong branching iterations on all specified bound changes. For each candidate bound change, XPRSstrongbranchcb performs dual simplex iterations starting from the current optimal solution of the base LP, and returns both the status and objective value reached after these iterations.
Topic area
Branching
Synopsis
int XPRS_CC XPRSstrongbranchcb(XPRSprob prob, const int nbounds, const int colind[], const char bndtype[], const double bndval[], const int iterlim, double objval[], int status[], int (XPRS_CC *callback)(XPRSprob cbprob, void* cbdata, int bndidx), void* data);
Arguments
prob 
The current problem.
nbounds 
Number of bound changes to try.
colind 
Integer array of size nbounds containing the indices of the columns on which the bounds will change.
bndtype 
Character array of length nbounds indicating the type of bound to change:
U 
indicates change the upper bound;
L 
indicates change the lower bound;
B 
indicates change both bounds, i.e. fix the column.
bndval 
Double array of length nbounds giving the new bound values.
iterlim 
Maximum number of LP iterations to perform for each bound change.
objval 
Objective value of each LP after performing the strong branching iterations.
status 
Status of each LP after performing the strong branching iterations, as detailed for the LPSTATUS attribute.
callback 
Function to be called after each strong branch has been reoptimized. This function returns an integer. Use 0 to indicate that everything went fine. Use a return value different from 0 to signal an error. This will terminate the function.
cbprob 
The problem passed to the callback function, callback.
cbdata 
The user-defined data passed as data.
bndidx 
The index of bound for which callback is called.
data 
User context to be provided for callback.
Further information
This function currently does not apply to general nonlinear problems.
Prior to calling XPRSstrongbranchcb, the current LP problem must have been solved to optimality and an optimal basis must be available.
XPRSstrongbranchcb is an extension to XPRSstrongbranch. If identical input arguments are provided both will return identical results, the difference being that for the case of XPRSstrongbranchcb the callback function is called at the end of each LP reoptimization.
For each branch optimized, the LP can be interrogated: the LP status of the branch is available through checking LPSTATUS, and the objective function value is available through LPOBJVAL. It is possible to access the full current LP solution by using XPRSgetcallbacksolution.
The return value of callback function callback is currently ignored.

Parent Topic Console and Library Functions

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