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XPRSmaxim, XPRSminim

MAXIM, MINIM

Purpose

Begins a search for the optimal LP solution.

Synopsis

int XPRS_CC XPRSmaxim(XPRSprob prob, const char *flags);

int XPRS_CC XPRSminim(XPRSprob prob, const char *flags);

MAXIM [-flags]

MINIM [-flags]

Arguments

prob  

The current problem.

flags  

Flags to pass to XPRSmaxim (MAXIM) or XPRSminim (MINIM). The default is "" or NULL, in which case the algorithm used is determined by the DEFAULTALG control. If the argument includes:

b	the model will be solved using the Newton barrier method;
p	the model will be solved using the primal simplex algorithm;
d	the model will be solved using the dual simplex algorithm;
l	(lower case L), the model will be solved as a linear model ignoring the discreteness of global variables;
n	(lower case N), the network part of the model will be identified and solved using the network simplex algorithm;
g	the global model will be solved, calling XPRSglobal (GLOBAL).

Certain combinations of options may be used where this makes sense so, for example, pg will solve the LP with the primal algorithm and then go on to perform the global search.

Related Controls

Integer

AUTOPERTURB	Whether automatic perturbation is performed.
BARITERLIMIT	Maximum number of Newton Barrier iterations.
BARORDER	Ordering algorithm for the Cholesky factorization.
BAROUTPUT	Newton barrier: level of solution output.
BARTHREADS	Max number of threads to run.
BIGMMETHOD	Specifies "Big M" method, or phaseI/phaseII.
CACHESIZE	Cache size in Kbytes for the Newton barrier.
CPUTIME	1 for CPU time; 0 for elapsed time.
CRASH	Type of crash.
CROSSOVER	Newton barrier crossover control.
DEFAULTALG	Algorithm to use with the tree search.
DENSECOLLIMIT	Columns with this many elements are considered dense.
DUALGRADIENT	Pricing method for the dual algorithm.
INVERTFREQ	Invert frequency.
INVERTMIN	Minimum number of iterations between inverts.
KEEPBASIS	Whether to use previously loaded basis.
LPITERLIMIT	Iteration limit for the simplex algorithm.
LPLOG	Frequency and type of simplex algorithm log.
MAXTIME	Maximum time allowed.
PRESOLVE	Degree of presolving to perform.
PRESOLVEOPS	Specifies the operations performed during presolve.
PRICINGALG	Type of pricing to be used.
REFACTOR	Indicates whether to re-factorize the optimal basis.
TRACE	Control of the infeasibility diagnosis during presolve.

Double

BARDUALSTOP	Newton barrier tolerance for dual infeasibilities.
BARGAPSTOP	Newton barrier tolerance for relative duality gap.
BARPRIMALSTOP	Newton barrier tolerance for primal infeasibilities.
BARSTEPSTOP	Newton barrier minimal step size.
BIGM	Infeasibility penalty.
CHOLESKYTOL	Zero tolerance in the Cholesky decomposition.
ELIMTOL	Markowitz tolerance for elimination phase of presolve.
ETATOL	Zero tolerance on eta elements.
FEASTOL	Zero tolerance on RHS.
MARKOWITZTOL	Markowitz tolerance for the factorization.
MIPABSCUTOFF	Cutoff set after an LP optimizer command. (Dual only)
OPTIMALITYTOL	Reduced cost tolerance.
PENALTY	Maximum absolute penalty variable coefficient.
PERTURB	Perturbation value.
PIVOTTOL	Pivot tolerance.
PPFACTOR	Partial pricing candidate list sizing parameter.
RELPIVOTTOL	Relative pivot tolerance.

Example 1 (Library)

XPRSmaxim(prob,"b");

This maximizes the current problem using the Newton barrier method.

Example 2 (Console)

MINIM -g

This minimizes the current problem and commences the global search.

Further information

1. The algorithm used to optimize is determined by the DEFAULTALG control. By default, the dual simplex is used for LP and MIP problems and the barrier is used for QP problems.

2. The d and p flags can be used with the n flag to complete the solution of the model with either the dual or primal algorithms once the network algorithm has solved the network part of the model.

3. The b flag cannot be used with the n flag.

4. The dual simplex algorithm is a two phase algorithm which can remove dual infeasibilities.

5. (Console) If the user prematurely terminates the solution process by typing CTRL-C, the iterative procedure will terminate at the first "safe" point.