CPLEX MIP当前节点LP松弛

Z时代
2024-01-10
分类：问答

在使用CPLEX C API进行MIP优化期间，是否可以检索当前节点（即每n个节点）的线性松弛（双变量，降低的成本等）？CPLEX MIP当前节点LP松弛

我注册了一个回调函数（CPXsetsolvecallbackfunc），以便每次有新节点可用时都会收到通知。在回调函数中，我使用CPXgetcallbackinfo检索节点信息，并使用CPXgetcallbacknodelp检索线性松弛，但不幸的是，程序CPXsolution返回没有解决方案并且MIP优化退出。

下面是一个示例代码，从IBM example开始实现，其中假设环境和问题已正确初始化。

struct noderange { 
int startnode; 
int endnode; 
}; 
typedef struct noderange NODERANGE; 
NODERANGE  nodeswritten; 
nodeswritten.startnode = -1; 
nodeswritten.endnode = 2100000000; 
status = CPXsetsolvecallbackfunc(environment, usersolve, &nodeswritten); 
if(status) {goto TERMINATE;} 
status = CPXmipopt(environment, problem); 
if(status) {goto TERMINATE;}

其中usersolve过程

static int CPXPUBLIC usersolve(CPXCENVptr env, void *cbdata, int wherefrom, void *cbhandle, int *useraction_p) { 
int  status = 0; 
int  nodecount; 
static int count = 0; 
CPXLPptr nodelp; 
NODERANGE *nodeswritten; 
*useraction_p = CPX_CALLBACK_DEFAULT; 
nodeswritten = (NODERANGE *)cbhandle; 
/* Find out what node is being processed */ 
status = CPXgetcallbackinfo(env, cbdata, wherefrom, CPX_CALLBACK_INFO_NODE_COUNT, &nodecount); 
if (status) goto TERMINATE; 
if (nodecount >= nodeswritten->startnode && nodecount <= nodeswritten->endnode) { 
    /* Get pointer to LP subproblem, then write a SAV file. */ 
    status = CPXgetcallbacknodelp(env, cbdata, wherefrom, &nodelp); 
    if (status) goto TERMINATE; 
    int rows = CPXgetnumcols(env, nodelp); 
    int cols = CPXgetnumrows(env, nodelp); 
    int lpstat; 
    double objval; 
    double* x = (double*)malloc(sizeof(double) * CPXgetnumcols(env, nodelp)); 
    double* dj = (double*)malloc(sizeof(double) * CPXgetnumcols(env, nodelp)); 
    double* pi = (double*)malloc(sizeof(double) * CPXgetnumrows(env, nodelp)); 
    double* slack = (double*)malloc(sizeof(double) * CPXgetnumrows(env, nodelp)); 
    status = CPXsolution(env, nodelp, &lpstat, &objval, x, pi, slack, dj); 
    printf("Solutionstatus = %d\n", lpstat); 
    if (status) { goto TERMINATE; } // <--- HERE it returns no solution exists 
    free(x); 
    free(dj); 
    free(pi); 
    free(slack); 
    printf("[%d]\trows = %d cols = %d\t sol stat = %d\t z = %f\n", nodecount, rows, cols, lpstat, objval); 
    if (nodecount == nodeswritten->endnode) status = 1; 
    count++; 
} 
TERMINATE: 
return (status); 
}