FICO Xpress Optimization

Last update 12 April 2019

34.01

REFERENCE MANUAL

FICO Xpress Optimizer

R
©1983–2019 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.
The information in this documentation is subject to change without notice. If you find any problems in this
documentation, please report them to us in writing. Neither FICO nor its affiliates warrant that this
documentation is error-free, nor are there any other warranties with respect to the documentation except
as may be provided in the license agreement. FICO and its affiliates specifically disclaim any warranties,
express or implied, including, but not limited to, non-infringement, merchantability and fitness for a
particular purpose. Portions of this documentation and the software described in it may contain copyright
of various authors and may be licensed under certain third-party licenses identified in the software,
documentation, or both.
In no event shall FICO or its affiliates be liable to any person for direct, indirect, special, incidental, or
consequential damages, including lost profits, arising out of the use of this documentation or the software
described in it, even if FICO or its affiliates have been advised of the possibility of such damage. FICO and
its affiliates have no obligation to provide maintenance, support, updates, enhancements, or modifications
except as required to licensed users under a license agreement.
FICO is a registered trademark of Fair Isaac Corporation in the United States and may be a registered
trademark of Fair Isaac Corporation in other countries. Other product and company names herein may be
trademarks of their respective owners.
Xpress Optimizer
Deliverable Version: A
Last Revised: 12 April 2019
Version 34.01
Contents

1 Introduction 1
1.1 The FICO Xpress Optimizer . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1
1.2 Starting the First Time . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2
1.2.1 Licensing . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2
1.2.2 Starting Console Optimizer . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2
1.2.3 Scripting Console Optimizer . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
1.2.4 Interrupting Console Optimizer . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5
1.3 Manual Layout . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5

2 Basic Usage 6
2.1 Initialization . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6
2.2 The Problem Pointer . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
2.3 Logging . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
2.4 Problem Loading . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8
2.5 Problem Solving . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8
2.6 Interrupting the Solve . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9
2.7 Results Processing . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10
2.8 Function Quick Reference . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11
2.8.1 Administration . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11
2.8.2 Problem Loading . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11
2.8.3 Problem Solving . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11
2.8.4 Results Processing . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12
2.9 Summary . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12

3 Problem Types 13
3.1 Linear Programs (LPs) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13
3.2 Mixed Integer Programs (MIPs) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13
3.3 Quadratic Programs (QPs) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14
3.4 Quadratically Constrained Quadratic Programs (QCQPs) . . . . . . . . . . . . . . . . . . . 14
3.4.1 Algebraic and matrix form . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15
3.4.2 Convexity . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15
3.4.3 Characterizing Convexity in Quadratic Constraints . . . . . . . . . . . . . . . . . . . 15
3.5 Second Order Cone problems (SOCPs) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16

4 Solution Methods 18
4.1 Simplex Method . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18
4.1.1 Output . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19
4.2 Newton Barrier Method . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19
4.2.1 Crossover . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19
4.2.2 Output . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 20
4.3 Branch and Bound . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 20
4.3.1 Theory . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 20
4.3.2 Variable Selection and Cutting . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22
4.3.3 Variable Selection for Branching . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22
4.3.4 Cutting Planes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23
4.3.5 Node Selection . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23

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4.3.6 Adjusting the Cutoff Value . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 24

4.3.7 Stopping Criteria . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 24
4.3.8 Integer Preprocessing . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 24
4.4 QCQP and SOCP Methods . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 25
4.4.1 Convexity Checking . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 25
4.4.2 Quadratically Constrained and Second Order Cone Problems . . . . . . . . . . . . 26

5 Advanced Usage 27
5.1 Problem Names . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 27
5.2 Manipulating the Matrix . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 27
5.2.1 Reading the Matrix . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 28
5.2.2 Modifying the Matrix . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 28
5.3 Working with Presolve . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 29
5.3.1 (Mixed) Integer Programming Problems . . . . . . . . . . . . . . . . . . . . . . . . 29
5.4 Working with LP Folding . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 30
5.5 Working with Heuristics . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 30
5.6 Common Causes of Confusion . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 31
5.7 Using the Callbacks . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 32
5.7.1 Output Callbacks . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 32
5.7.2 LP Callbacks . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 32
5.7.3 Global Search Callbacks . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 32
5.8 Working with the Cut Manager . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 33
5.8.1 Cuts and the Cut Pool . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 33
5.8.2 Cut Management Routines . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 34
5.8.3 User Cut Manager Routines . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 34
5.9 Solving Problems Using Multiple Threads . . . . . . . . . . . . . . . . . . . . . . . . . . . . 34
5.9.1 The concurrent solver . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 35
5.10 Solving Large Models (the 64 bit Functions) . . . . . . . . . . . . . . . . . . . . . . . . . . 36
5.11 Using the Tuner . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 36
5.11.1 Basic Usage . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 37
5.11.2 The Tuner Method . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 37
5.11.3 The Tuner Output . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 38
5.11.4 The Tuner Target . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 38
5.11.5 Restarting the Tuner . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 38
5.11.6 Tuner with Multiple Threads . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 39
5.11.7 Tuner with Problem Permutations . . . . . . . . . . . . . . . . . . . . . . . . . . . . 39
5.11.8 Tuning a Set of Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 39
5.11.9 Advanced Topics . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 40

6 Infeasibility, Unboundedness and Instability 41

6.1 Infeasibility . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 41
6.1.1 Diagnosis in Presolve . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 41
6.1.2 Diagnosis using Primal Simplex . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 42
6.1.3 Irreducible Infeasible Sets . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 42
6.1.4 The Infeasibility Repair Utility . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 43
6.1.5 Integer Infeasibility . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 44
6.2 Unboundedness . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 45
6.3 Instability . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 45
6.3.1 Scaling . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 45
6.3.2 Accuracy . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 46

7 Goal Programming 48
7.1 Overview . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 48
7.2 Pre-emptive Goal Programming Using Constraints . . . . . . . . . . . . . . . . . . . . . . . 48
7.3 Archimedean Goal Programming Using Constraints . . . . . . . . . . . . . . . . . . . . . . 49

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7.4 Pre-emptive Goal Programming Using Objective Functions . . . . . . . . . . . . . . . . . . 49

7.5 Archimedean Goal Programming Using Objective Functions . . . . . . . . . . . . . . . . . 50

8 Console and Library Functions 52

8.1 Console Mode Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 52
8.2 Layout for Function Descriptions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 54
Function Name . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 54
Purpose . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 54
Synopsis . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 54
Arguments . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 54
Error Values . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 54
Associated Controls . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 54
Examples . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 54
Further Information . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 54
Related Topics . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 55
XPRS_bo_addbounds . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 56
XPRS_bo_addbranches . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 57
XPRS_bo_addcuts . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 58
XPRS_bo_addrows . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 59
XPRS_bo_create . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 61
XPRS_bo_destroy . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 63
XPRS_bo_getbounds . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 64
XPRS_bo_getbranches . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 65
XPRS_bo_getid . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 66
XPRS_bo_getlasterror . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 67
XPRS_bo_getrows . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 68
XPRS_bo_setpreferredbranch . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 69
XPRS_bo_setpriority . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 70
XPRS_bo_store . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 71
XPRS_bo_validate . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 72
XPRS_ge_addcbmsghandler . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 73
XPRS_ge_getcbmsghandler . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 74
XPRS_ge_getlasterror . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 75
XPRS_ge_removecbmsghandler . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 76
XPRS_ge_setcbmsghandler . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 77
XPRS_ge_setarchconsistency (SETARCHCONSISTENCY) . . . . . . . . . . . . . . . . . . . . . . 78
XPRS_nml_addnames . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 79
XPRS_nml_copynames . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 80
XPRS_nml_create . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 81
XPRS_nml_destroy . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 82
XPRS_nml_findname . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 83
XPRS_nml_getlasterror . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 84
XPRS_nml_getmaxnamelen . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 85
XPRS_nml_getnamecount . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 86
XPRS_nml_getnames . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 87
XPRS_nml_removenames . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 88
XPRSaddcbbariteration . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 89
XPRSaddcbbarlog . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 91
XPRSaddcbpresolve . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 92
XPRSaddcbchecktime . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 93
XPRSaddcbchgbranch . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 94
XPRSaddcbchgbranchobject . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 95
XPRSaddcbchgnode . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 96
XPRSaddcbcutlog . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 97
XPRSaddcbcutmgr . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 98

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XPRSaddcbdestroymt . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 99
XPRSaddcbestimate . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 100
XPRSaddcbgapnotify . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 101
XPRSaddcbgloballog . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 103
XPRSaddcbinfnode . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 104
XPRSaddcbintsol . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 105
XPRSaddcblplog . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 107
XPRSaddcbmessage . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 108
XPRSaddcbmipthread . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 110
XPRSaddcbnewnode . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 111
XPRSaddcbnodecutoff . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 112
XPRSaddcboptnode . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 113
XPRSaddcbpreintsol . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 114
XPRSaddcbprenode . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 116
XPRSaddcbsepnode . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 117
XPRSaddcbusersolnotify . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 119
XPRSaddcols, XPRSaddcols64 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 120
XPRSaddcuts, XPRSaddcuts64 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 122
XPRSaddmipsol . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 123
XPRSaddnames . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 124
XPRSaddqmatrix, XPRSaddqmatrix64 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 125
XPRSaddrows, XPRSaddrows64 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 126
XPRSaddsets, XPRSaddsets64 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 128
XPRSaddsetnames . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 129
XPRSalter (ALTER) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 130
XPRSbasiscondition (BASISCONDITION) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 131
XPRSbasisstability (BASISSTABILITY) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 132
XPRSbtran . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 133
XPRScalcobjective . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 134
XPRScalcreducedcosts . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 135
XPRScalcslacks . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 136
XPRScalcsolinfo . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 137
CHECKCONVEXITY . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 138
XPRSchgbounds . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 139
XPRSchgcoef . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 140
XPRSchgcoltype . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 141
XPRSchgglblimit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 142
XPRSchgmcoef, XPRSchgmcoef64 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 143
XPRSchgmqobj, XPRSchgmqobj64 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 144
XPRSchgobj . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 145
XPRSchgobjsense (CHGOBJSENSE) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 146
XPRSchgqobj . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 147
XPRSchgqrowcoeff . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 148
XPRSchgrhs . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 149
XPRSchgrhsrange . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 150
XPRSchgrowtype . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 151
XPRScopycallbacks . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 152
XPRScopycontrols . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 153
XPRScopyprob . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 154
XPRScreateprob . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 155
XPRScrossoverlpsol . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 156
XPRSdelcols . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 157
XPRSdelcpcuts . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 158
XPRSdelcuts . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 159
XPRSdelindicators . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 160

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XPRSdelqmatrix . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 161
XPRSdelrows . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 162
XPRSdelsets . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 163
XPRSdestroyprob . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 164
XPRSdumpcontrols (DUMPCONTROLS) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 165
EXIT . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 166
XPRSestimaterowdualranges . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 167
XPRSfeaturequery . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 168
XPRSfixglobals (FIXGLOBALS) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 169
XPRSfree . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 170
XPRSftran . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 171
XPRSgetattribinfo . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 172
XPRSgetbanner . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 173
XPRSgetbasis . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 174
XPRSgetbasisval . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 175
XPRSgetcheckedmode . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 176
XPRSgetcoef . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 177
XPRSgetcolrange . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 178
XPRSgetcols, XPRSgetcols64 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 179
XPRSgetcoltype . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 180
XPRSgetcontrolinfo . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 181
XPRSgetcpcutlist . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 182
XPRSgetcpcuts, XPRSgetcpcuts64 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 183
XPRSgetcutlist . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 184
XPRSgetcutmap . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 185
XPRSgetcutslack . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 186
XPRSgetdaysleft . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 187
XPRSgetdblattrib . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 188
XPRSgetdblcontrol . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 189
XPRSgetdirs . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 190
XPRSgetdualray . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 191
XPRSgetglobal, XPRSgetglobal64 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 192
XPRSgetiisdata . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 194
XPRSgetindex . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 196
XPRSgetindicators . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 197
XPRSgetinfeas . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 198
XPRSgetintattrib, XPRSgetintattrib64 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 200
XPRSgetintcontrol, XPRSgetintcontrol64 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 201
XPRSgetlastbarsol . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 202
XPRSgetlasterror . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 203
XPRSgetlb . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 204
XPRSgetlicerrmsg . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 205
XPRSgetlpsol . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 206
XPRSgetlpsolval . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 207
XPRSgetmessagestatus . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 208
XPRSgetmipsol . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 209
XPRSgetmipsolval . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 210
XPRSgetmqobj, XPRSgetmqobj64 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 211
XPRSgetnamelist . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 212
XPRSgetnamelistobject . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 214
XPRSgetnames . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 215
XPRSgetobj . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 216
XPRSgetobjecttypename . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 217
XPRSgetpivotorder . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 218
XPRSgetpivots . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 219

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XPRSgetpresolvebasis . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 220
XPRSgetpresolvemap . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 221
XPRSgetpresolvesol . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 222
XPRSgetprimalray . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 223
XPRSgetprobname . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 224
XPRSgetqobj . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 225
XPRSgetqrowcoeff . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 226
XPRSgetqrowqmatrix . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 227
XPRSgetqrowqmatrixtriplets . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 228
XPRSgetqrows . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 229
XPRSgetrhs . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 230
XPRSgetrhsrange . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 231
XPRSgetrowrange . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 232
XPRSgetrows, XPRSgetrows64 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 233
XPRSgetrowtype . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 234
XPRSgetscaledinfeas . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 235
XPRSgetstrattrib, XPRSgetstringattrib . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 237
XPRSgetstrcontrol, XPRSgetstringcontrol . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 238
XPRSgetub . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 239
XPRSgetunbvec . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 240
XPRSgetversion . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 241
XPRSglobal (GLOBAL) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 242
XPRSgoal (GOAL) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 244
HELP . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 246
IIS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 247
XPRSiisall . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 249
XPRSiisclear . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 250
XPRSiisfirst . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 251
XPRSiisisolations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 252
XPRSiisnext . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 253
XPRSiisstatus . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 254
XPRSiiswrite . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 255
XPRSinit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 256
XPRSinitglobal . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 257
XPRSinterrupt . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 258
XPRSloadbasis . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 259
XPRSloadbranchdirs . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 260
XPRSloadcuts . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 261
XPRSloaddelayedrows . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 262
XPRSloaddirs . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 263
XPRSloadglobal, XPRSloadglobal64 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 264
XPRSloadlp, XPRSloadlp64 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 267
XPRSloadlpsol . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 269
XPRSloadmipsol . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 270
XPRSloadmodelcuts . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 271
XPRSloadpresolvebasis . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 272
XPRSloadpresolvedirs . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 273
XPRSloadqcqp, XPRSloadqcqp64 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 274
XPRSloadqcqpglobal, XPRSloadqcqpglobal64 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 278
XPRSloadqglobal, XPRSloadqglobal64 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 282
XPRSloadqp, XPRSloadqp64 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 285
XPRSloadsecurevecs . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 288
XPRSlpoptimize (LPOPTIMIZE) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 289
XPRSmaxim, XPRSminim (MAXIM, MINIM) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 290
XPRSmipoptimize (MIPOPTIMIZE) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 292

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XPRSobjsa . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 293
XPRSpivot . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 294
XPRSpostsolve (POSTSOLVE) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 295
XPRSpresolverow . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 296
PRINTRANGE . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 298
PRINTSOL . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 299
QUIT . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 300
XPRSrange (RANGE) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 301
XPRSreadbasis (READBASIS) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 302
XPRSreadbinsol (READBINSOL) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 303
XPRSreaddirs (READDIRS) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 304
XPRSreadprob (READPROB) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 306
XPRSreadslxsol (READSLXSOL) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 308
XPRSrefinemipsol (REFINEMIPSOL) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 309
XPRSremovecbbariteration . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 310
XPRSremovecbpresolve . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 311
XPRSremovecbbarlog . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 312
XPRSremovecbchgbranch . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 313
XPRSremovecbchgbranchobject . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 314
XPRSremovecbchecktime . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 315
XPRSremovecbchgnode . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 316
XPRSremovecbcutlog . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 317
XPRSremovecbcutmgr . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 318
XPRSremovecbdestroymt . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 319
XPRSremovecbestimate . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 320
XPRSremovecbgapnotify . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 321
XPRSremovecbgloballog . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 322
XPRSremovecbinfnode . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 323
XPRSremovecbintsol . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 324
XPRSremovecblplog . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 325
XPRSremovecbmessage . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 326
XPRSremovecbmipthread . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 327
XPRSremovecbnewnode . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 328
XPRSremovecbnodecutoff . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 329
XPRSremovecboptnode . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 330
XPRSremovecbpreintsol . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 331
XPRSremovecbprenode . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 332
XPRSremovecbsepnode . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 333
XPRSremovecbusersolnotify . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 334
XPRSrepairinfeas . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 335
XPRSrepairweightedinfeas . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 337
XPRSrepairweightedinfeasbounds (REPAIRINFEAS) . . . . . . . . . . . . . . . . . . . . . . . . . 339
XPRSrestore (RESTORE) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 342
XPRSrhssa . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 343
XPRSsave, XPRSsaveas (SAVE) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 344
XPRSscale (SCALE) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 345
XPRSsetbranchbounds . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 346
XPRSsetbranchcuts . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 347
XPRSsetcheckedmode . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 348
XPRSsetdblcontrol . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 349
XPRSsetdefaultcontrol (SETDEFAULTCONTROL) . . . . . . . . . . . . . . . . . . . . . . . . . . . 350
XPRSsetdefaults (SETDEFAULTS) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 351
XPRSsetindicators . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 352
XPRSsetintcontrol, XPRSsetintcontrol64 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 353
XPRSsetlogfile (SETLOGFILE) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 354

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XPRSsetmessagestatus . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 355
XPRSsetprobname (SETPROBNAME) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 356
XPRSsetstrcontrol . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 357
STOP . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 358
XPRSstorebounds . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 359
XPRSstorecuts, XPRSstorecuts64 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 360
XPRSstrongbranch . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 362
XPRSstrongbranchcb . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 363
TUNE . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 364
XPRStune . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 366
XPRStunerreadmethod . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 367
XPRStunerwritemethod . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 368
XPRSunloadprob . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 369
XPRSwritebasis (WRITEBASIS) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 370
XPRSwritebinsol (WRITEBINSOL) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 371
XPRSwritedirs (WRITEDIRS) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 372
XPRSwriteprob (WRITEPROB) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 373
XPRSwriteprtrange (WRITEPRTRANGE) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 374
XPRSwriteprtsol (WRITEPRTSOL) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 375
XPRSwriterange (WRITERANGE) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 376
XPRSwriteslxsol (WRITESLXSOL) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 378
XPRSwritesol (WRITESOL) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 379

9 Control Parameters 381

9.1 Retrieving and Changing Control Values . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 381
ALGAFTERCROSSOVER . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 381
ALGAFTERNETWORK . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 382
AUTOPERTURB . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 382
BACKTRACK . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 382
BACKTRACKTIE . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 383
BARALG . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 384
BARCRASH . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 384
BARDUALSTOP . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 384
BARFREESCALE . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 385
BARGAPSTOP . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 385
BARGAPTARGET . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 385
BARINDEFLIMIT . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 386
BARITERLIMIT . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 386
BARKERNEL . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 386
BAROBJSCALE . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 387
BARORDER . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 387
BARORDERTHREADS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 387
BAROUTPUT . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 388
BARPRESOLVEOPS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 388
BARPRIMALSTOP . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 388
BARREGULARIZE . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 388
BARRHSSCALE . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 389
BARSOLUTION . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 389
BARSTART . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 390
BARSTARTWEIGHT . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 390
BARSTEPSTOP . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 390
BARTHREADS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 391
BARCORES . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 391
BIGM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 391
BIGMMETHOD . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 391

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BRANCHCHOICE . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 392
BRANCHDISJ . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 392
BRANCHSTRUCTURAL . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 393
BREADTHFIRST . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 393
CACHESIZE . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 393
CALLBACKFROMMASTERTHREAD . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 394
CHOLESKYALG . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 394
CHOLESKYTOL . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 395
CONFLICTCUTS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 396
CONCURRENTTHREADS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 396
CORESPERCPU . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 396
COVERCUTS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 397
CPUPLATFORM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 397
CPUTIME . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 397
CRASH . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 398
CROSSOVER . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 398
CROSSOVERACCURACYTOL . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 398
CROSSOVERITERLIMIT . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 399
CROSSOVEROPS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 399
CROSSOVERTHREADS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 400
CSTYLE . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 400
CUTDEPTH . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 400
CUTFACTOR . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 401
CUTFREQ . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 401
CUTSTRATEGY . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 401
CUTSELECT . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 402
DEFAULTALG . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 402
DENSECOLLIMIT . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 403
DETERMINISTIC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 403
DUALGRADIENT . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 403
DUALIZE . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 404
DUALIZEOPS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 404
DUALPERTURB . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 404
DUALSTRATEGY . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 405
DUALTHREADS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 405
EIGENVALUETOL . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 405
ELIMFILLIN . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 406
ELIMTOL . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 406
ETATOL . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 406
EXTRACOLS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 406
EXTRAELEMS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 407
EXTRAMIPENTS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 407
EXTRAPRESOLVE . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 407
EXTRAQCELEMENTS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 407
EXTRAQCROWS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 408
EXTRAROWS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 408
EXTRASETELEMS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 408
EXTRASETS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 409
FEASIBILITYPUMP . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 409
FEASTOL . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 409
FEASTOLTARGET . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 410
FORCEOUTPUT . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 410
FORCEPARALLELDUAL . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 410
GLOBALFILEBIAS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 411
GOMCUTS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 411

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HEURBEFORELP . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 411
HEURDEPTH . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 412
HEURDIVEITERLIMIT . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 412
HEURDIVERANDOMIZE . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 412
HEURDIVESOFTROUNDING . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 413
HEURDIVESPEEDUP . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 413
HEURDIVESTRATEGY . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 413
HEURFORCESPECIALOBJ . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 414
HEURFREQ . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 414
HEURMAXSOL . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 414
HEURNODES . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 415
HEURSEARCHEFFORT . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 415
HEURSEARCHFREQ . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 415
HEURSEARCHROOTCUTFREQ . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 416
HEURSEARCHROOTSELECT . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 416
HEURSEARCHTREESELECT . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 417
HEURSTRATEGY . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 417
HEURTHREADS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 418
HISTORYCOSTS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 418
IFCHECKCONVEXITY . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 418
INDLINBIGM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 419
INDPRELINBIGM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 419
INVERTFREQ . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 419
INVERTMIN . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 420
KEEPBASIS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 420
KEEPNROWS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 420
L1CACHE . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 421
LINELENGTH . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 421
LNPBEST . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 421
LNPITERLIMIT . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 421
LPFLAGS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 422
LPITERLIMIT . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 422
LPREFINEITERLIMIT . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 422
LOCALCHOICE . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 423
LPFOLDING . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 423
LPLOG . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 423
LPLOGDELAY . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 424
LPLOGSTYLE . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 424
LPTHREADS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 424
MARKOWITZTOL . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 424
MATRIXTOL . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 425
MAXCHECKSONMAXCUTTIME . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 425
MAXCHECKSONMAXTIME . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 425
MAXMCOEFFBUFFERELEMS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 426
MAXCUTTIME . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 426
MAXGLOBALFILESIZE . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 426
MAXIIS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 427
MAXIMPLIEDBOUND . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 427
MAXLOCALBACKTRACK . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 427
MAXMIPTASKS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 428
MAXMEMORY . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 428
MAXMIPSOL . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 429
MAXNODE . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 429
MAXPAGELINES . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 429
MAXSCALEFACTOR . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 429

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MAXTIME . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 430
MIPABSCUTOFF . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 430
MIPABSGAPNOTIFY . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 430
MIPABSGAPNOTIFYBOUND . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 431
MIPABSGAPNOTIFYOBJ . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 431
MIPABSSTOP . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 431
MIPADDCUTOFF . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 432
MIPFRACREDUCE . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 432
MIPKAPPAFREQ . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 432
MIPLOG . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 433
MIPPRESOLVE . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 433
MIPRAMPUP . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 434
MIQCPALG . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 435
MIPREFINEITERLIMIT . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 435
MIPRELCUTOFF . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 435
MIPRELGAPNOTIFY . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 435
MIPRELSTOP . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 436
MIPTERMINATIONMETHOD . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 436
MIPTHREADS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 437
MIPTOL . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 437
MIPTOLTARGET . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 437
MPS18COMPATIBLE . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 437
MPSBOUNDNAME . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 438
MPSECHO . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 438
MPSFORMAT . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 438
MPSOBJNAME . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 439
MPSRANGENAME . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 439
MPSRHSNAME . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 439
MUTEXCALLBACKS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 439
NETCUTS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 440
NODESELECTION . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 440
OBJSCALEFACTOR . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 440
OPTIMALITYTOL . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 441
OPTIMALITYTOLTARGET . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 441
OUTPUTLOG . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 441
OUTPUTMASK . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 442
OUTPUTTOL . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 442
PENALTY . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 442
PERTURB . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 442
PIVOTTOL . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 443
PPFACTOR . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 443
PREANALYTICCENTER . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 443
PREBASISRED . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 443
PREBNDREDCONE . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 444
PREBNDREDQUAD . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 444
PRECOEFELIM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 444
PRECOMPONENTS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 445
PRECOMPONENTSEFFORT . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 445
PRECONEDECOMP . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 445
PRECONVERTSEPARABLE . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 446
PREDOMCOL . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 446
PREDOMROW . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 447
PREDUPROW . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 447
PREELIMQUAD . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 447
PREIMPLICATIONS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 448

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PRELINDEP . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 448
PREOBJCUTDETECT . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 448
PREPERMUTE . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 449
PREPERMUTESEED . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 449
PREPROBING . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 450
PREPROTECTDUAL . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 450
PRESOLVE . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 450
PRESOLVEMAXGROW . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 451
PRESOLVEOPS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 451
PRESOLVEPASSES . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 452
PRESORT . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 452
PRICINGALG . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 453
PRIMALOPS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 453
PRIMALPERTURB . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 454
PRIMALUNSHIFT . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 454
PSEUDOCOST . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 454
QCCUTS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 455
QCROOTALG . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 455
QSIMPLEXOPS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 455
QUADRATICUNSHIFT . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 456
RANDOMSEED . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 456
REFACTOR . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 456
REFINEOPS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 457
RELAXTREEMEMORYLIMIT . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 457
RELPIVOTTOL . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 458
REPAIRINDEFINITEQ . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 458
ROOTPRESOLVE . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 458
SBBEST . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 459
SBEFFORT . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 459
SBESTIMATE . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 460
SBITERLIMIT . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 460
SBSELECT . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 460
SCALING . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 461
SIFTING . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 461
SLEEPONTHREADWAIT . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 462
SOSREFTOL . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 462
SYMMETRY . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 462
SYMSELECT . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 463
THREADS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 463
TRACE . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 463
TREECOMPRESSION . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 464
TREECOVERCUTS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 464
TREECUTSELECT . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 464
TREEDIAGNOSTICS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 465
TREEGOMCUTS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 465
TREEMEMORYLIMIT . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 465
TREEMEMORYSAVINGTARGET . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 466
TREEPRESOLVE . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 466
TREEPRESOLVE_KEEPBASIS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 467
TREEQCCUTS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 467
TUNERHISTORY . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 467
TUNERMAXTIME . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 468
TUNERMETHOD . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 468
TUNERMETHODFILE . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 469
TUNERMODE . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 469

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TUNEROUTPUT . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 469
TUNEROUTPUTPATH . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 470
TUNERPERMUTE . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 470
TUNERROOTALG . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 470
TUNERSESSIONNAME . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 471
TUNERTARGET . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 471
TUNERTHREADS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 472
USERSOLHEURISTIC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 472
VARSELECTION . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 473
VERSION . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 473

10 Problem Attributes 474

10.1 Retrieving Problem Attributes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 474
ACTIVENODES . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 474
ALGORITHM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 474
BARAASIZE . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 475
BARCGAP . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 475
BARCONDA . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 475
BARCONDD . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 475
BARCROSSOVER . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 476
BARDENSECOL . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 476
BARDUALINF . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 476
BARDUALOBJ . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 476
BARITER . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 476
BARLSIZE . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 477
BARPRIMALINF . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 477
BARPRIMALOBJ . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 477
BARSING . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 477
BARSINGR . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 477
BESTBOUND . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 478
BOUNDNAME . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 478
BRANCHVALUE . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 478
BRANCHVAR . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 478
CALLBACKCOUNT_CUTMGR . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 478
CALLBACKCOUNT_OPTNODE . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 479
CHECKSONMAXCUTTIME . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 479
CHECKSONMAXTIME . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 479
COLS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 479
CONEELEMS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 480
CONES . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 480
CORESDETECTED . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 480
CORESPERCPUDETECTED . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 481
CPUSDETECTED . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 481
CURRENTMEMORY . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 481
CURRENTNODE . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 481
CURRMIPCUTOFF . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 482
CUTS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 482
DUALINFEAS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 482
ELEMS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 482
ERRORCODE . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 483
GLOBALFILESIZE . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 483
GLOBALFILEUSAGE . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 483
INDICATORS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 483
LPOBJVAL . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 484
LPSTATUS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 484

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MATRIXNAME . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 484
MAXABSDUALINFEAS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 485
MAXABSPRIMALINFEAS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 485
MAXPROBNAMELENGTH . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 485
MAXRELDUALINFEAS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 485
MAXRELPRIMALINFEAS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 485
MIPBESTOBJVAL . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 486
MIPENTS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 486
MIPINFEAS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 486
MIPOBJVAL . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 486
MIPSOLNODE . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 487
MIPSOLS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 487
MIPSTATUS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 487
MIPTHREADID . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 487
NAMELENGTH . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 488
NODEDEPTH . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 488
NODES . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 488
NUMIIS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 488
OBJNAME . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 489
OBJRHS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 489
OBJSENSE . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 489
ORIGINALCOLS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 489
ORIGINALINDICATORS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 490
ORIGINALMIPENTS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 490
ORIGINALQCONSTRAINTS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 490
ORIGINALQCELEMS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 490
ORIGINALQELEMS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 491
ORIGINALSETMEMBERS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 491
ORIGINALSETS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 491
ORIGINALROWS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 491
PARENTNODE . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 492
PEAKMEMORY . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 492
PEAKTOTALTREEMEMORYUSAGE . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 492
PENALTYVALUE . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 492
PHYSICALCORESDETECTED . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 492
PHYSICALCORESPERCPUDETECTED . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 493
PRESOLVEINDEX . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 493
PRESOLVESTATE . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 493
PRIMALDUALINTEGRAL . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 494
PRIMALINFEAS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 494
QCELEMS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 494
QCONSTRAINTS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 494
QELEMS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 495
RANGENAME . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 495
RHSNAME . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 495
ROWS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 495
SIMPLEXITER . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 496
SETMEMBERS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 496
SETS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 496
SPARECOLS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 496
SPAREELEMS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 497
SPAREMIPENTS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 497
SPAREROWS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 497
SPARESETELEMS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 497
SPARESETS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 497

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STOPSTATUS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 498
SUMPRIMALINF . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 498
SYSTEMMEMORY . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 498
TIME . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 499
TREEMEMORYUSAGE . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 499
UUID . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 499
XPRESSVERSION . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 499

11 Return Codes and Error Messages 500

11.1 Optimizer Return Codes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 500
11.2 Optimizer Error and Warning Messages . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 501

Appendix 530
A Log and File Formats 531
A.1 File Types . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 531
A.2 XMPS Matrix Files . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 532
A.2.1 NAME section . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 532
A.2.2 ROWS section . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 532
A.2.3 COLUMNS section . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 533
A.2.4 QUADOBJ / QMATRIX section (Quadratic Programming only) . . . . . . . . . . . . 533
A.2.5 QCMATRIX section (Quadratic Constraint Programming only) . . . . . . . . . . . . 534
A.2.6 DELAYEDROWS section . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 535
A.2.7 MODELCUTS section . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 535
A.2.8 INDICATORS section . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 536
A.2.9 SETS section (Integer Programming only) . . . . . . . . . . . . . . . . . . . . . . . 536
A.2.10 RHS section . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 536
A.2.11 RANGES section . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 537
A.2.12 BOUNDS section . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 537
A.2.13 ENDATA section . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 538
A.3 LP File Format . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 538
A.3.1 Rules for the LP file format . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 539
A.3.2 Comments and blank lines . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 539
A.3.3 File lines, white space and identifiers . . . . . . . . . . . . . . . . . . . . . . . . . . 539
A.3.4 Sections . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 540
A.3.5 Variable names . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 541
A.3.6 Linear expressions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 541
A.3.7 Objective function . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 541
A.3.8 Constraints . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 542
A.3.9 Delayed rows . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 542
A.3.10 Model cuts . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 542
A.3.11 Indicator contraints . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 543
A.3.12 Bounds . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 543
A.3.13 Generals, Integers and binaries . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 544
A.3.14 Semi-continuous and semi-integer . . . . . . . . . . . . . . . . . . . . . . . . . . . 544
A.3.15 Partial integers . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 545
A.3.16 Special ordered sets . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 545
A.3.17 Quadratic programming problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . 546
A.3.18 Quadratic Constraints . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 546
A.3.19 Extended naming convention . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 547
A.4 ASCII Solution Files . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 547
A.4.1 Solution Header .hdr Files . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 547
A.4.2 CSV Format Solution .asc Files . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 548
A.4.3 Fixed Format Solution (.prt) Files . . . . . . . . . . . . . . . . . . . . . . . . . . . . 549

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Contents

A.4.4 ASCII Solution (.slx) Files . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 550

A.5 ASCII Range Files . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 551
A.5.1 Solution Header (.hdr) Files . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 551
A.5.2 CSV Format Range (.rsc) Files . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 551
A.5.3 Fixed Format Range (.rrt) Files . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 552
A.6 The Directives (.dir) File . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 553
A.7 IIS description file in CSV format . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 554
A.8 The Matrix Alteration (.alt) File . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 555
A.8.1 Changing Upper or Lower Bounds . . . . . . . . . . . . . . . . . . . . . . . . . . . . 555
A.8.2 Changing Right Hand Side Coefficients . . . . . . . . . . . . . . . . . . . . . . . . . 555
A.8.3 Changing Constraint Types . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 555
A.9 The Tuner Method (.xtm) File . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 556
A.9.1 The fixed controls . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 556
A.9.2 The tunable controls . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 556
A.10 The Simplex Log . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 557
A.11 The Barrier Log . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 557
A.12 The Global Log . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 558
A.13 The Tuner Log . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 559

B Contacting FICO 561

Product support . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 561
Product education . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 561
Product documentation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 561
Sales and maintenance . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 562
Related services . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 562
FICO Community . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 562
About FICO . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 562

Index 563

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CHAPTER 1
Introduction

The FICO Xpress Optimization Suite is a powerful mathematical optimization framework well–suited to
a broad range of optimization problems. The core solver of this suite is the FICO Xpress Optimizer,
which combines ease of use with speed and flexibility. It can be interfaced via the command line
Console Optimizer, via the graphical interface application IVE and through a callable library that is
accessible from all the major programming platforms. It combines flexible data access functionality
and optimization algorithms, using state–of–the–art methods, which enable the user to handle the
increasingly complex problems arising in industry and academia.
The Console Optimizer provides a suite of ’Console Mode’ Optimizer functionality. Using the Console
Optimizer the user can load problems from widely used problem file formats such as the MPS and LP
formats and solve them using any of the algorithms supported by the Optimizer. The results may then
be processed and viewed in a variety of ways. The Console Mode provides full access to the Optimizer
control variables allowing the user to customize the optimization algorithms to tune the solving
performance on the most demanding problems.
The FICO Xpress Optimizer library provides full, high performance access to the internal data structures
of the Optimizer and full flexibility to manipulate the problem and customize the optimization process.
For example, the Cut Manager framework allows the user to exploit their detailed knowledge of the
problem to generate specialized cutting planes during branch and bound that may improve solving
performance of Mixed Integer Programs (MIPs).
Of most interest to the library users will be the embedding of the Optimizer functionality within their
own applications. The available programming interfaces of the library include interfaces for C/C++,
.NET, Java and Visual Basic for Applications (VBA). Note that the interface specifications in the
following documentation are given exclusively in terms of the C/C++ language. Short examples of the
interface usage using other languages may be found in the FICO Xpress Getting Started manual.

1.1 The FICO Xpress Optimizer

The FICO Xpress Optimizer is a mathematical programming framework designed to provide high
performance solving capabilities. Problems can be loaded into the Optimizer via matrix files such as
MPS and LP files and/or constructed in memory and loaded using a variety of approaches via the
library interface routines. Note that in most cases it is more convenient for the user to construct their
problems using FICO Xpress Mosel or FICO Xpress BCL and then solve the problem using the
interfaces provided by these packages to the Optimizer.
The solving algorithms provided with the Optimizer include the primal simplex, the dual simplex and the
Newton barrier algorithms. For solving Mixed Integer Programs (MIPs) the Optimizer provides a
powerful branch and bound framework. The various types of problems the Optimizer can solve are
outlined in Chapter 3.
Solution information can be exported to file using a variety of ASCII and binary formats or accessed via
memory using the library interface. Advanced solution information, such as solution bases, can be both

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Introduction

exported and imported either via files or via memory, using the library interface. Note that bases can be
useful for so called ’warm–starting’ the solving of Linear Programming (LP) problems.

1.2 Starting the First Time

We recommend that new FICO Xpress Optimizer users first try running the Console Optimizer
’optimizer’ executable from the command prompt before using the other interfaces of Optimizer. This is
because (i) it is the easiest way to confirm the license status of the installation and (ii) it is an
introduction to a powerful tool with many uses during the development cycle of optimization
applications. For this reason we focus mainly on discussing the Console Optimizer in this section as an
introduction to various basic functions of the Optimizer.

1.2.1 Licensing
To run the Optimizer from any interface it is necessary to have a valid licence file, xpauth.xpr. The
FICO Xpress licensing system is highly flexible and is easily configurable to cater for the user’s
requirements. The system can allow the Optimizer to be run on a specific machine, on a machine with a
specific ethernet address or on a machine connected to an authorized hardware dongle.
If the Optimizer fails to verify a valid license then a message can be obtained that describes the
reasons for the failure and the Optimizer will be unusable. When using the Console Optimizer the
licensing failure message will be displayed on the console. Library users can call the function
XPRSgetlicerrmsg to get the licensing failure message.
On Windows operating systems the Optimizer searches for the license file in the directory containing
the installation’s binary executables, which are installed by default into the c:\XpressMP\bin folder.
On Unix systems the directory pointed to by the XPRESS environment variable is searched. Note that to
avoid unnecessary licensing problems the user should ensure that the license file is always kept in the
same directory as the FICO Xpress Licensing Library (e.g., xprl.dll on Windows).

1.2.2 Starting Console Optimizer

Console Optimizer is an interactive command line interface to the Optimizer. Console Optimizer is
started from the command line using the following syntax:

C:\> optimizer [problem_name] [@filename]

From the command line an initial problem name can be optionally specified together with an optional
second argument specifying a text "script" file from which the console input will be read as if it had
been typed interactively.
Note that the syntax example above shows the command as if it were input from the Windows
Command Prompt (i.e., it is prefixed with the command prompt string C:\>). For Windows users
Console Optimizer can also be started by typing optimizer into the "Run ..." dialog box in the Start
menu.
The Console Optimizer provides a quick and convenient interface for operating on a single problem
loaded into the Optimizer. Compare this with the more powerful library interface that allows one or
more problems to co–exist in a process. The Console Optimizer problem contains the problem data as
well as (i) control variables for handling and solving the problem and (ii) attributes of the problem and
its solution information.
Useful features of Console Optimizer include a help system, auto–completion of command names and
integration of system commands.
Typing "help" will list the various options for getting help. Typing "help commands" will list available

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Introduction

commands. Typing "help attributes" and "help controls" will list the available attributes and
controls, respectively. Typing "help" followed by a command name or control/attribute name will list
the help for this item. For example, typing "help lpoptimize" will get help for the LPOPTIMIZE
command.
The Console Optimizer auto–completion feature is a useful way of reducing key strokes when issuing
commands. To use the auto–completion feature, type the first part of an optimizer command name
followed by the Tab key. For example, by typing "lpopt" followed by the Tab key Console Optimizer will
complete to the LPOPTIMIZE command. Note that once you have finished inputting the command
name portion of your command line, Console Optimizer can also auto–complete on file names. For
example, if you have a matrix file named hpw15.mps in the current working directory then by typing
"readprob hpw" followed by the Tab key the command should auto–complete to the string
"readprob hpw15.mps". Note that the auto–completion of file names is case–sensitive.
Console Optimizer also features integration with the operating system’s shell commands. For example,
by typing "dir" (or "ls" under Unix) you will directly run the operating system’s directory listing
command. Using the "cd" command will change the working directory, which will be indicated in the
prompt string:

[xpress bin] cd \
[xpress C:\]

Finally, note that when the Console Optimizer is first started it will attempt to read in an initialization file
named optimizer.ini from the current working directory. This is an ASCII file that may contain any
lines that can normally be entered at the console prompt, such as commands or control parameter
settings. The lines of the optimizer.ini file are run with at start up, and can be useful for setting up
a customized default Console Optimizer environment for the user (e.g., defining custom controls
settings on the Console Optimizer problem).

1.2.3 Scripting Console Optimizer

The Console Optimizer interactive command line hosts a TCL script parser (http://www.tcl.tk). With
TCL scripting the user can program flow control into their Console Optimizer scripts. Also TCL scripting
provides the user with programmatic access to a powerful suite of functionality in the TCL library. With
scripting support the Console Optimizer provides a high level of control and flexibility well beyond that
which can be achieved by combining operating system batch files with simple piped script files. Indeed,
with scripting support, Console Optimizer is ideal for (i) early application development, (ii) tuning of
model formulations and solving performance and (iii) analyzing difficulties and bugs in models.
Note that the TCL parser has been customized and simplified to handle intuitive access to the controls
and attributes of the Optimizer. The following example shows how to proceed with write and read
access to the MIPLOG Optimizer control:

[xpress C:\] miplog=3

[xpress C:\] miplog
3

The following shows how this would usually be achieved using TCL syntax:

[xpress C:\] set miplog 3

3
[xpress C:\] $miplog
3

The following set of examples demonstrate how with some simple TCL commands and some basic
flow control constructs the user can quickly and easily create powerful programs.
The first example demonstrates a loop through a list of matrix files where a simple regular expression

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Introduction

on the matrix file name and a simple condition on the number of rows in the problem decide whether or
not the problem is solved using lpoptimize. Note the use of:

 the creation of a list of file names using the TCL glob command
 the use of the TCL square bracket notation ([]) for evaluating commands to their string result
value

 the TCL foreach loop construct iterating over the list of file names
 dereferencing the string value of a variable using ’$’
 the use of the TCL regexp regular expression command

 the two TCL if statements and their condition statements

 the use of the two Optimizer commands READPROB and MINIM
 the TCL continue command used to skip to the next loop iteration

set filelist [glob ⁎.mps]

foreach filename $filelist {
if { [regexp -all {large_problem} $filename] } continue
readprob $filename
if { $rows > 200 } continue
lpoptimize
}

The second example demonstrates a loop though some control settings and the tracking of the control
setting that gave the best performance. Note the use of:

 the TCL for loop construct iterating over the values of variable i from --1 to 3
 console output formatting with the TCL puts command
 setting the values of Optimizer controls CUTSTRATEGY and MAXNODE

 multiple commands per line separated using a semicolon

 use of the MIPSTATUS problem attribute in the TCL if statement
 comment lines using the hash character ’#’

set bestnodes 10000000

set p hpw15
for { set i -1 } { $i <= 3 } { incr i } {
puts "Solving with cutstrategy : $i"
cutstrategy=$i; maxnode=$bestnodes
readprob $p
mipoptimize
if { $mipstatus == 6 } {
# Problem was solved within $bestnodes
set bestnodes $nodes; set beststrat $i
}
}
puts "Best cutstrategy : $beststrat : $bestnodes"

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Introduction

1.2.4 Interrupting Console Optimizer

Console Optimizer users may interrupt the running of the commands (e.g., lpoptimize) by typing
Ctrl–C. Once interrupted Console Optimizer will return to its command prompt. If an optimization
algorithm has been interrupted in this way, any solution process will stop at the first ’safe’ place before
returning to the prompt. Optimization iterations may be resumed by re–entering the interrupted
command. Note that by using this interrupt–resume functionality the user has a convenient way of
dynamically changing controls during an optimization run.
When Console Optimizer is being run with script input then Ctrl–C will not return to the command
prompt and the Console Optimizer process will simply stop.
Lastly, note that "typing ahead" while the console is writing output to screen can cause Ctrl–C input to
fail on some operating systems.

1.3 Manual Layout

So far the manual has given a basic introduction to the FICO Xpress Optimization Suite. The reader
should be able to start the Console Optimizer command line tool and have the license verified correctly.
They should also be able to enter some common commands used in Console Optimizer (e.g.,
READPROB and LPOPTIMIZE) and get help on command usage using the Console Optimizer help
functionality.
The remainder of this manual is divided into two parts. These are the first chapters up to but not
including Chapter 8 and the remaining chapters from Chapter 8.
The first part of the manual, beginning with Chapter 2, provides a brief overview of common Optimizer
usage, introducing the various routines available and setting them in the typical context they are used.
This is followed in Chapter 3 by a brief overview of the types of problems that the FICO Xpress
Optimizer can be used to solve. Chapter 4 provides a description of the solution methods and some of
the more frequently used parameters for controlling these methods along with some ideas of how they
may be used to enhance the solution process. Finally, Chapter 5 details some more advanced topics in
Optimizer usage.
The second half of the manual is the main reference section. Chapter 8 details all functions in both the
Console and Advanced Modes alphabetically. Chapters 9 and 10 then provide a reference for the
various controls and attributes, followed by a list of Optimizer error and return codes in Chapter 11. A
description of several of the file formats is provided in Appendix A.

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CHAPTER 2
Basic Usage

The FICO Xpress Optimization Suite is a powerful and flexible framework catering for the development
of a wide range of optimization applications. From the script–based Console Optimizer providing rapid
development access to a subset of Optimizer functionality (Console Mode) to the more advanced, high
performance access of the full Optimizer functionality through the library interface.
In the previous section we looked at the Console Optimizer interface and introduced some basic
functions that all FICO Xpress Optimizer users should be familiar with. In this section we expand on the
discussion and include some basic functions of the library interface.

2.1 Initialization
Before the FICO Xpress Optimization Suite can be used from any of the interfaces the Optimizer library
must be initialized and the licensing status successfully verified. Details about licensing your
installation can be found in FICO Xpress Installation Guide.
When Console Optimizer is started from the command line the initialization and licensing security
checks happen immediately and the results are displayed with the banner in the console window. For
the library interface users, the initialization and licensing are triggered by a call to the library function
XPRSinit, which must be made before any of the other Optimizer library routines can be successfully
called. If the licensing security checks fail to check out a license then library users can obtain a string
message explaining the issue using the function XPRSgetlicerrmsg.
Note that it is recommended that the users having licensing problems use the Console Optimizer as a
means of checking the licensing status while resolving the issues. This is because it is the quickest
and easiest way to check and display the licensing status.
Once the Optimizer functionality is no longer required the license and any system resources held by the
Optimizer should be released. The Console Optimizer releases these automatically when the user exits
the Console Optimizer with the QUIT or STOP command. For library users the Optimizer can be
triggered to release its resources with a call to the routine XPRSfree, which will free the license
checked out in the earlier call to XPRSinit.

{
if(XPRSinit(NULL)) printf("Problem with XPRSinit\n");
XPRSfree();
}

In general, library users will call XPRSinit once when their application starts and then call XPRSfree
before it exits. This approach is recommended since calls to XPRSinit can have non–negligible
(approx. 0.5 sec) overhead when using floating network licensing.
Although it is recommended that the user writes their code such that XPRSinit and XPRSfree are
called only in sequence note that the routine XPRSinit may be called repeatedly before a call to

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Basic Usage

XPRSfree. Each subsequent call to XPRSinit after the first will simply return without performing any
tasks. In this case note that the routine XPRSfree must be called the same number of times as the
calls to XPRSinit to fully release the resources held by the library. Only on the last of these calls to
XPRSfree will the library be released and the license freed.

2.2 The Problem Pointer

The Optimizer provides a container or problem pointer to contain an optimization problem and its
associated controls, attributes and any other resources the user may attach to help construct and solve
the problem. Console Optimizer has one of these problem pointers that it uses to provide the user with
loading and solving functionality. This problem pointer is automatically initialized when Console
Optimizer is started and release again when it is stopped.
In contrast to Console Optimizer, library interface users can have multiple problem pointers coexisting
simultaneously in a process. The library user creates and destroys a problem pointer using the routines
XPRScreateprob and XPRSdestroyprob, respectively. In the C library interface, the user passes the
problem pointer as the first argument in routines that are used to operate on the problem pointer’s data.
Note that it is recommended that the library user destroys all problem pointers before calling
XPRSfree.

{
XPRSprob prob;
XPRScreateprob(&prob);
XPRSdestroyprob(prob);
}

2.3 Logging
The Optimizer provides useful text logging messages for indicating progress during the optimization
algorithms and for indicating the status of certain important commands such as XPRSreadprob. The
messages from the optimization algorithms report information on iterations of the algorithm. The most
important use of the logging, however, is to convey error messages reported by the Optimizer. Note that
once a system is in production the error messages are typically the only messages of interest to the
user.
Conveniently, Console Optimizer automatically writes the logging messages for its problem pointer to
the console screen. Although message management for the library users is more complicated than for
Console Optimizer users, library users have more flexibility with the handling and routing of messages.
The library user can route messages directly to file or they can intercept the messages via callback and
marshal the message strings to appropriate destinations depending on the type of message and/or the
problem pointer from which the message originates.
To write the messages sent from a problem pointer directly to file the user can call XPRSsetlogfile
with specification of an output file name. To get messages sent from a problem pointer to the library
user’s application the user will define and then register a messaging callback function with a call to the
XPRSaddcbmessage routine.

{
XPRSprob prob;
XPRScreateprob(&prob);
XPRSsetlogfile(prob, "logfile.log");
XPRSdestroyprob(prob);
}

Note that a high level messaging framework is also available — which handles messages from all
problem pointers created by the Optimizer library and messages related to initialization of the library

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Basic Usage

itself — by calling the XPRS_ge_setcbmsghandler function. A convenient use of this callback,

particularly when developing and debugging an application, is to trap all messages to file. The following
line of code shows how to use the library function XPRSlogfilehandler together with
XPRS_ge_setcbmsghandler to write all library message output to the file log.txt.

XPRS_ge_setcbmsghandler(XPRSlogfilehandler, "log.txt");

Details about the use of callback functions can be found in section 5.7.

2.4 Problem Loading

Once a problem pointer has been created, an optimization problem can be loaded into it. The problem
can be loaded either from file or from memory via the suite of problem loading and problem
manipulation routines available in the Optimizer library interface. The simplest of these approaches,
and the only approach available to Console Optimizer users, is to read a matrix from an MPS or LP file
using XPRSreadprob (READPROB).

{
XPRSprob prob;
XPRScreateprob(&prob);
XPRSsetlogfile(prob, "logfile.log");
XPRSreadprob(prob, "hpw15", "");
XPRSdestroyprob(prob);
}

Library users can construct the problem in their own arrays and then load this problem specification
using one of the functions XPRSloadlp, XPRSloadqp, XPRSloadqcqp, XPRSloadglobal,
XPRSloadqglobal or XPRSloadqcqpglobal. During the problem load routine the Optimizer will use
the user’s data to construct the internal problem representation in new memory that is associated with
the problem pointer. Note, therefore, that the user’s arrays can be freed immediately after the call. Once
the problem has been loaded, any subsequent call to one of these load routines will overwrite the
problem currently represented in the problem pointer.
The names of the problem loading routines indicate the type of problem that can be represented using
the routine. The following table outlines the components of an optimization problem as denoted by the
codes used in the function names.

Code Problem Content

lp Linear Program (LP) (linear constraints and linear objective)
qp Quadratic Program (LP with quadratic objective)
global Global Constraints (LP with discrete entities e.g., binary variables)
qc Quadratic Constraints (LP with quadratic constraints)

Many of the array arguments of the load routines can optionally take NULL pointers if the associated
component of the problem is not required to be defined. Note, therefore, that the user need only use the
XPRSloadqcqpglobal routine to load any problem that can be loaded by the other routines.
Finally, note that the names of the rows and columns of the problem are not loaded together with the
problem specification. These may be loaded afterwards using a call to the function XPRSaddnames.

2.5 Problem Solving

With a problem loaded into a problem pointer the user can run the optimization algorithms on the
problem to solve it.

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Basic Usage

The two main commands to run the optimization algorithms on a problem are
XPRSmipoptimize(MIPOPTIMIZE) and XPRSlpoptimize(LPOPTIMIZE) depending on whether the
problem needs to be solved with or without global entities. The XPRSlpoptimize function will solve
LPs, QPs and QCQPs or the initial continuous relaxation of a MIP problem, depending on the type of
problem loaded in the problem pointer. The XPRSmipoptimize function will solve MIPs, MIQPs and
MIQCQPs.
For problems with global entities the Optimizer can be told to stop after having solved the initial
relaxation by passing the ’l’ flag to the XPRSmipoptimize function. The remaining MIP search can be
run by calling the XPRSmipoptimize function without the ’l’ flag.

{
XPRSprob prob;
XPRScreateprob(&prob);
XPRSsetlogfile(prob, "logfile.log");
XPRSreadprob(prob, "hpw15", "");
XPRSmipoptimize(prob, "");
XPRSdestroyprob(prob);
}

2.6 Interrupting the Solve

It is common that users need to interrupt iterations before a solving algorithm is complete. This is
particularly common when solving MIP problems since the time to solve these to completion can be
large and users are often satisfied with near–optimal solutions. The Optimizer provides for this with
structured interrupt criteria using controls and with user–triggered interrupts.
As described previously in section 1.2.4 Console Optimizer can receive a user–triggered interrupt from
the keyboard Ctrl–C event. It was also described in this previous section how interrupted commands
could be resumed by simply reissuing the command. Similarly, optimization runs started from the
library interface and interrupted by either structured or user–triggered interrupts, will return from the
call in such a state that the run may be resumed with a follow–on call.
To setup structured interrupts the user will need to set the value of certain controls. Controls are scalar
values that are accessed by their name in Console Optimizer and by their id number via the library
interface using functions such as XPRSgetintcontrol and XPRSsetintcontrol. These particular
library functions are used for getting and setting the values of integer controls. Similar library functions
are used for accessing double precision and string type controls.
Some types of structured interrupts include limits on iterations of the solving algorithms and a limit on
the overall time of the optimization run. Limits on the simplex algorithms’ iterations are set using the
control LPITERLIMIT. Iterations of the Newton barrier algorithm are limited using the control
BARITERLIMIT. A limit on the number of nodes processed in the branch and bound search when
solving MIP problems is provided with the MAXNODE control. The integer control MAXTIME is used to
limit the overall run time of the optimization run.
Note that it is important to be careful when using interrupts, to ensure that the optimization run is not
being unduly restricted. This is particularly important when using interrupts on MIP optimization runs.
Specific controls to use as stopping criteria for the MIP search are discussed in section 4.3.7.

{
XPRSprob prob;
XPRScreateprob(&prob);
XPRSsetlogfile(prob, "logfile.log");
XPRSreadprob(prob, "hpw15", "");
XPRSsetintcontrol(prob, XPRS_MAXNODE, 20000);
XPRSmipoptimize(prob, "");
XPRSdestroyprob(prob);
}

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Basic Usage

Finally note that library users can trigger an interrupt on an optimization run (in a similar way to the
Ctrl–C interrupt in Console Optimizer) using a call to the function XPRSinterrupt. It is recommended
that the user call this function from a callback during the optimization run. See section 5.7 for details
about using callbacks.

2.7 Results Processing

Once the optimization algorithms have completed, either a solution will be available, or else the
problem will have been identified as infeasible or unbounded. In the latter case, the user might want to
know what caused this particular outcome and take steps to correct it. How to identify the causes of
infeasibility and unboundedness are discussed in Chapter 6. In the former case, however, the user
typically wants to retrieve the solution information into the required format.
The FICO Xpress Optimizer provides a number of functions for accessing solution information. An
ASCII solution file can be obtained by XPRSwriteslxsol (WRITESLXSOL). The .slx format is similar
format to the .mps format for MIP models and to the .sol format. Files in .slx format can be read
back into the optimizer using the XPRSreadslxsol function. An extended solution file with additional
information per column may be obtained as an ASCII file using either of XPRSwritesol (WRITESOL)
or XPRSwriteprtsol(WRITEPRTSOL).
Library interface users may additionally access the current LP, QP or QCQP solution information via
memory using XPRSgetlpsol. By calling XPRSgetlpsol the user can obtain copies of the double
precision values of the decision variables, the slack variables, dual values and reduced costs. Library
interface users can obtain the last MIP solution information with the XPRSgetmipsol function.
In addition to the arrays of solution information provided by the Optimizer, summary solution
information is also available through problem attributes. These are named scalar values that can be
accessed by their id number using the library functions XPRSgetintattrib, XPRSgetdblattrib
and XPRSgetstrattrib. Examples of attributes include LPOBJVAL and MIPOBJVAL, which return
the objective function values for the current LP, QP or QCQP solution and the last MIP solution,
respectively. A full list of attributes may be found in Chapter 10.
When the optimization routine returns it is recommended that the user check the status of the run to
ensure the results are interpreted correctly. For continuous optimization runs (started with
XPRSlpoptimize) the status is available using the LPSTATUS integer problem attribute. For MIP
optimization runs (started with XPRSmipoptimize) the status is available using the MIPSTATUS
integer problem attribute. See the attribute’s reference section for the definition of their values.

{
XPRSprob prob;
int nCols;
double ⁎x;
XPRScreateprob(&prob);
XPRSsetlogfile(prob, "logfile.log");
XPRSreadprob(prob, "hpw15", "");
XPRSgetintattrib(prob, XPRS_COLS, &nCols);
XPRSsetintcontrol(prob, XPRS_MAXNODE, 20000);
XPRSmipoptimize(prob, "");
XPRSgetintattrib(prob, XPRS_MIPSTATUS, &iStatus);
if(iStatus == XPRS_MIP_SOLUTION || iStatus == XPRS_MIP_OPTIMAL) {
x = (double ⁎) malloc(sizeof(double) ⁎ nCols);
XPRSgetmipsol(prob, x, NULL);
}
XPRSdestroyprob(prob);
}

Note that, unlike for LP, QP or QCQP solutions, dual solution information is not provided with the call to
XPRSgetmipsol and is not automatically generated with the MIP solutions. Only the decision and
slack variable values for a MIP solution are obtained when calling XPRSgetmipsol. The reason for

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Basic Usage

this is that MIP problems do not satisfy the theoretical conditions by which dual information is derived
(i.e., Karush–Kuhn–Tucker conditions). In particular, this is because the MIP constraint functions are, in
general, not continuously differentiable (indeed, the domains of integer variables are not continuous).
Despite this, some useful dual information can be generated if a MIP has continuous variables and we
solve the resulting LP problem generated by fixing the non–continuous component of the problem to
their solution values. Because this process can be expensive it is left to the user to perform this in a
post solving phase where the user will simply call the function XPRSfixglobals followed with a call
to the optimization routine XPRSlpoptimize.

2.8 Function Quick Reference

2.8.1 Administration

XPRSinit Initialize the Optimizer.

XPRScreateprob Create a problem pointer.
XPRSsetlogfile Direct all Optimizer output to a log file.
XPRSaddcbmessage Define a message handler callback function.
XPRSgetintcontrol Get the value of an integer control,
XPRSsetintcontrol Set the value of an integer control.
XPRSinterrupt Set the interrupt status of an optimization run.
XPRSdestroyprob Destroy a problem pointer.
XPRSfree Release resources used by the Optimizer.

2.8.2 Problem Loading

XPRSreadprob Read an MPS or LP format file.

XPRSloadlp Load an LP problem.
XPRSloadqp Load a quadratic objective problem.
XPRSloadqcqp Load a quadratically constrained, quadratic objective problem.
XPRSloadglobal Load a MIP problem.
XPRSloadqglobal Load a quadratic objective MIP problem.
XPRSloadqcqpglobal Load a quadratically constrained, quadratic objective MIP problem.
XPRSaddnames Load names for a range of rows or columns in a problem.

2.8.3 Problem Solving

XPRSreadbasis Read a basis from file.

XPRSloadbasis Load a basis from user arrays.
XPRSreaddirs Read a directives file.
XPRSlpoptimize Solve the problem without global entities.
XPRSmipoptimize Run the problem with global entities.
XPRSfixglobals Fix the discrete variables in the problem to the values of the current
MIP solution stored with the problem pointer.
XPRSgetbasis Copy the current basis into user arrays.
XPRSwritebasis Write the current basis to file.

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Basic Usage

2.8.4 Results Processing

XPRSwritesol Write the current solution to ASCII files.

XPRSwriteprtsol Write the current solution in printable format to file.
XPRSgetlpsol Copy the current LP solution values into user arrays.
XPRSgetmipsol Copy the values of the last MIP solution into user arrays.
XPRSgetintattrib Get the value of an integer problem attribute e.g., by passing the id
MIPSOLS the user can get the number of MIP solutions found.
XPRSgetdblattrib Get the value of a double problem attribute e.g., by passing the id
MIPOBJVAL the user can get the objective value of the last MIP
solution.
XPRSgetstrattrib Get the value of a string problem attribute.

2.9 Summary
In the previous sections a brief introduction is provided to the most common features of the FICO
Xpress Optimizer and its most general usage. The reader should now be familiar with the main routines
in the Optimizer library. These routines allow a user to create problem pointers and load problems into
these problem pointers. The reader should be familiar with the requirements for setting up message
handling with the Optimizer library. Also the reader should know how to run the optimization algorithms
on the loaded problems and be familiar with the various ways that results can be accessed.
Examples of using the Optimizer are available from a number of sources, most notably from FICO
Xpress Getting Started manual. This provides a straight forward, "hands–on" approach to the FICO
Xpress Optimization Suite and it is highly recommended that users read the relevant chapters before
considering the reference manuals. Additionally, more advanced, examples may be downloaded from
the website.

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CHAPTER 3
Problem Types

The FICO Xpress Optimization Suite is a powerful optimization tool for solving Mathematical
Programming problems. Users of FICO Xpress formulate real–world problems as Mathematical
Programming problems by defining a set of decision variables, a set of constraints on these variables
and an objective function of the variables that should be maximized or minimized. Our FICO Xpress
users have applications that define and solve important Mathematical Programming problems in
academia and industry, including areas such as production scheduling, transportation, supply chain
management, telecommunications, finance and personnel planning.
Mathematical Programming problems are usually classified according to the types of decision
variables, constraints and objective function in the problem. Perhaps the most popular application of
the FICO Xpress Optimizer is for the class of Mixed Integer Programs (MIPs). In this section we will
briefly introduce some important types of problems.

3.1 Linear Programs (LPs)

Linear Programming (LP) problems are a very common type of optimization problems. In this type of
problem all constraints and the objective function are linear expressions of the decision variables. Each
decision variable is restricted to some continuous interval (typically non–negative). Although the
methods for solving these types of problems are well known (e.g., the simplex method), only a few
efficient implementations of these methods (and additional specialized methods for particular classes
of LPs) exists, and these are often crucial for solving the increasingly large instances of LPs arising in
industry.

3.2 Mixed Integer Programs (MIPs)

Many problems can be modeled satisfactorily as Linear Programs (LPs), i.e., with variables that are
only restricted to having values in continuous intervals. However, a common class of problems requires
modeling using discrete variables. These problems are called Mixed Integer Programs (MIPs). MIP
problems are often hard to solve and may require large amounts of computation time to obtain even
satisfactory, if not optimal, results.
Perhaps the most common use of the FICO Xpress Optimization Suite is for solving MIP problems and
it is designed to handle the most challenging of these problems. Besides providing solution support for
MIP problems the Optimizer provides support for a variety of popular MIP modeling constructs:

Binary variables – decision variables that have value either 0 or 1, sometimes called 0/1
variables;

Integer variables – decision variables that have integer values;

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Problem Types

Semi–continuous variables – decision variables that either have value 0, or a continuous value
above a specified non–negative limit. Semi–continuous variables are useful for modeling cases
where, for example, if a quantity is to be supplied at all then it will be supplied starting from some
minimum level (e.g., a power generation unit);

Semi–continuous integer variables – decision variables that either have value 0, or an integer
value above a specified non–negative limit;

Partial integer variables – decision variables that have integer values below a specified limit and
continuous values above the limit. Partial integer variables are useful for modeling cases where
a supply of some quantity needs to be modeled as discrete for small values but we are
indifferent whether it is discrete when the values are large (e.g., because, say, we do not need to
distinguish between 10000 items and 10000.25 items);

Special ordered sets of type one (SOS1) — a set of non–negative decision variables ordered by a
set of specified continuous values (or reference values) of which at most one can take a nonzero
value. SOS1s are useful for modeling quantities that are taken from a specified discrete set of
continuous values (e.g., choosing one of a set of transportation capacities);

Special ordered sets of type two (SOS2) – a set of non–negative variables ordered by a set of
specified continuous values (or reference values) of which at most two can be nonzero, and if
two are nonzero then they must be consecutive in their ordering. SOS2s are useful for modeling
a piecewise linear quantity (e.g., unit cost as a function of volume supplied);

Indicator constraints – constraints each with a specified associated binary ’controlling’ variable
where we assume the constraint must be satisfied when the binary variable is at a specified
binary value; otherwise the constraint does not need to be satisfied. Indicator constraints are
useful for modeling cases where supplying some quantity implies that a fixed cost is incurred;
otherwise if no quantity is supplied then there is no fixed cost (e.g., starting up a production
facility to supply various types of goods and the total volume of goods supplied is bounded
above).
All of the above MIP variable types are collectively referred to as global entities.

3.3 Quadratic Programs (QPs)

Quadratic Programming (QP) problems are an extension of Linear Programming (LP) problems where
the objective function may include a second order polynomial. An example of this is where the user
wants to minimize the statistical variance (a quadratic function) of the solution values.
The FICO Xpress Optimizer can be used directly for solving QP problems with support for quadratic
objectives in the MPS and LP file formats and library routines for loading QPs and manipulating
quadratic objective functions. Note that the Optimizer requires the quadratic function to be convex
see section 3.4.2 for a description about convexity)

3.4 Quadratically Constrained Quadratic Programs (QCQPs)

Quadratically Constrained Quadratic Programs (QCQPs) are an extension of the Quadratic

Programming (QP) problem where the constraints may also include second order polynomials.
A QCQP problem may be written as:

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Problem Types

minimize: c1 x1 +...+cn xn +xT Q0 x

subject to: a11 x1 +...+a1n xn +xT Q1 x ≤ b1
...
am1 x1 +...+amn xn +xT Qm x ≤ bm
l1 ≤ x1 ≤ u1 ,...,ln ≤ xn ≤ un

where any of the lower or upper bounds li or ui may be infinite.

The FICO Xpress Optimizer can be used directly for solving QCQP problems with support for quadratic
constraints and quadratic objectives in the MPS and LP file formats and library routines for loading
QCQPs and manipulating quadratic objective functions and the quadratic component of constraints.
Properties of QCQP problems are discussed in the following few sections.

3.4.1 Algebraic and matrix form

Each second order polynomial can be expressed as xT Qx where Q is an appropriate symmetric matrix:
the quadratic expressions are generally either given in the algebraic form

a11 x12 + 2a12 x1 x2 + 2a13 x1 x3 + ... + a22 x22 + 2a23 x2 x3 + ...

like in LP files, or in the matrix form xT Qx where

 
a11 a12 ··· a1n
 a21 a22 
Q= . ..
 
 .. .


an1 an2 ··· ann

like in MPS files. As symmetry is always assumed, aij = aji for all index pairs (i, j).

3.4.2 Convexity
A fundamental property for nonlinear optimization problems, thus in QCQP as well, is convexity. A
region is called convex if for any two points from the region the connecting line segment is also part of
the region.
The lack of convexity may give rise to several unfavorable model properties. Lack of convexity in the
objective may introduce the phenomenon of locally optimal solutions that are not global ones (a local
optimal solution is one for which a neighborhood in the feasible region exists in which that solution is
the best). While the lack of convexity in constraints can also give rise to local optima, they may even
introduce non–connected feasible regions as shown in Figure 3.1.
In this example, the feasible region is divided into two parts. In region B, the objective function has two
alternative locally optimal solutions, while in region A the objective function is not even bounded.
For convex problems, each locally optimal solution is a global one, making the characterization of the
optimal solution efficient.

3.4.3 Characterizing Convexity in Quadratic Constraints

A quadratic constraint of the form

a1 x1 + ... + an xn + xT Qx ≤ b

defines a convex region if and only if Q is a so–called positive semi–definite (PSD) matrix.

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Problem Types

Figure 3.1: Non-connected feasible regions

A square matrix Q is PSD by definition if for any vector (not restricted to the feasible set of a problem) x
it holds that xT Qx ≥ 0.
It follows that for greater-than or equal constraints

a1 x1 + ... + an xn + xT Qx ≥ b

the negative of Q must be PSD.

A nontrivial quadratic equality constraint (one for which not every coefficient is zero) always defines a
nonconvex region (or in other words, if both Q and its negative is PSD, then Q must be equal to the 0
matrix). Therefore, quadratic equality constraints are not allowed by the Optimizer.
Determining whether a matrix is PSD is not always obvious nor trivial. There are certain constructs,
however, that can easily be recognized as being non convex:

1. the product of two variables, say xy, without having both x2 and y2 present;
2. having –x2 in any quadratic expression in a less–than or equal constraint, or having x2 in any
greater– than or equal constraint.

3.5 Second Order Cone problems (SOCPs)

Second order cone problems (SOCP) are a special class of quadratically constrained problems, where
the quadratic matrix Q is not required to be semi–definite.
The FICO Xpress Optimizer supports (mixed integer) second order cone problems that satisfy the
following requirements.

Each quadratic constraint satisfies one of the following two forms:

1. Second order (or Lorentz) cone: x12 + x12 + ... + xk2 – t2 ≤ 0 where t ≥ 0

2. Rotated second order (or Lorentz) cone: x12 + x12 + ... + xk2 – 2t1 t2 ≤ 0 where t1 , t2 ≥ 0

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Problem Types

All of the cone coefficients must be exactly one, except for the coefficient of 2 for the t1 t2
product. Constants or linear terms are not allowed.

Cones cannot be overlapping. That is, a variable x can appear in at most one second–order cone
constraint.
Second order cone problems are loaded using the same API functions as for quadratic constraints, and
the conic constraints are auto-detected by the optimizer at run time.

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CHAPTER 4
Solution Methods

The FICO Xpress Optimization Suite provides three fundamental optimization algorithms for LP or QP
problems: the primal simplex, the dual simplex and the Newton barrier algorithm (QCQP and SOCP
problems are always solved with the Newton barrier algorithm). Using these algorithms the Optimizer
implements solving functionality for the various types of continuous problems the user may want to
solve.
Typically the user will allow the Optimizer to choose what combination of methods to use for solving
their problem. For example, by default, the FICO Xpress Optimizer uses the dual simplex method for
solving LP problems and the barrier method for solving QP problems. For the initial continuous
relaxation of a MIP, the defaults will be different and depends both on the number of solver threads
used, the type of the problem and the MIP technique selected.
For most users the default behavior of the Optimizer will provide satisfactory solution performance and
they need not consider any customization. However, if a problem seems to be taking an unusually long
time to solve or if the solving performance is critical for the application, the user may consider, as a first
attempt, to force the Optimizer to use an algorithm other than the default.
The main points where the user has a choice of what algorithm to use are (i) when the user calls the
optimization routine XPRSlpoptimize (LPOPTIMIZE) and (ii) when the Optimizer solves the node
relaxation problems during the branch and bound search. The user may force the use of a particular
algorithm by specifying flags to the optimization routine XPRSlpoptimize (LPOPTIMIZE). If the user
specifies flags to XPRSmipoptimize (MIPOPTIMIZE) to select a particular algorithm then this
algorithm will be used for the initial relaxation only. To specify what algorithm to use when solving the
node relaxation problems during branch and bound use the special control parameter, DEFAULTALG.
As a guide for choosing optimization algorithms other than the default consider the following. As a
general rule, the dual simplex is usually much faster than the primal simplex if the problem is neither
infeasible nor near–infeasible. If the problem is likely to be infeasible or if the user wishes to get
diagnostic information about an infeasible problem then the primal simplex is the best choice. This is
because the primal simplex algorithm finds a basic solution that minimizes the sum of infeasibilities
and these solutions are typically helpful in identifying causes of infeasibility. The Newton barrier
algorithm can perform much better than the simplex algorithms on certain classes of problems. The
barrier algorithm will, however, likely be slower than the simplex algorithms if, for a problem coefficient
matrix A, AT A is large and dense.
In the following few sections, performance issues relating to these methods will be discussed in more
detail. Performance issues relating to the search for MIP solutions will also be discussed.

4.1 Simplex Method

The simplex method was the first efficient method devised for solving Linear Programs (LPs). This
method is still commonly used today and there are efficient implementations of the primal and dual
simplex methods available in the Optimizer. We briefly outline some basic simplex theory to give the

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Solution Methods

user a general idea of the simplex algorithm’s behavior and to define some terminology that is used in
the reference sections.
A region defined by a set of constraints is known in Mathematical Programming as a feasible region.
When these constraints are linear the feasible region defines the solution space of a Linear
Programming (LP) problem. Each value of the objective function of an LP defines a hyperplane or a
level set. A fundamental result of simplex algorithm theory is that an optimal value of the LP objective
function will occur when the level set grazes the boundary of the feasible region. The optimal level set
either intersects a single point (or vertex) of the feasible region (if such a point exists), in which case
the solution is unique, or it intersects a boundary set of the feasible region in which case there is an
infinite set of solutions.
In general, vertices occur at points where as many constraints and variable bounds as there are
variables in the problem intersect. Simplex methods usually only consider solutions at vertices, or
bases (known as basic solutions) and proceed or iterate from one vertex to another until an optimal
solution has been found, or the problem proves to be infeasible or unbounded. The number of iterations
required increases with model size, and typically goes up slightly faster than the increase in the number
of constraints.
The primal and dual simplex methods differ in which vertices they consider and how they iterate. The
dual is the default for LP problems, but may be explicitly invoked using the d flag with
XPRSlpoptimize (LPOPTIMIZE).

4.1.1 Output
While the simplex methods iterate, the Optimizer produces iteration logs. Console Optimizer writes
these logging messages to the screen. Library users can setup logging management using the various
relevant functions in the Optimizer library e.g., XPRSsetlogfile, XPRSaddcbmessage or
XPRSaddcblplog. The simplex iteration log is produced for every LPLOG simplex iteration. When
LPLOG is set to 0, a log is displayed only when the optimization run terminates. If it is set to a positive
value, a summary style log is output; otherwise, a detailed log is output.

4.2 Newton Barrier Method

In contrast to the simplex methods that iterate through boundary points (vertices) of the feasible
region, the Newton barrier method iterates through solutions in the interior of the feasible region and
will typically find a close approximation of an optimal solution. Consequently, the number of barrier
iterations required to complete the method on a problem is determined more so by the required
proximity to the optimal solution than the number of decision variables in the problem. Unlike the
simplex method, therefore, the barrier often completes in a similar number of iterations regardless of
the problem size.
The barrier solver can be invoked on a problem by using the ’b’ flag with XPRSlpoptimize
(LPOPTIMIZE). This is used by default for QP problems, whose quadratic objective functions in general
result in optimal solutions that lie on a face of the feasible region, rather than at a vertex.

4.2.1 Crossover
Typically the barrier algorithm terminates when it is within a given tolerance of an optimal solution.
Since this solution will not lie exactly on the boundary of the feasible region, the Optimizer can be
optionally made to perform a, so–called, ’crossover’ phase to obtain an optimal solution on the
boundary. The nature of the ’crossover’ phase results in a basic optimal solution, which is at a vertex of
the feasible region. In the crossover phase the simplex method is used to continue the optimization
from the solution found by the barrier algorithm. The CROSSOVER control determines whether the
Optimizer performs crossover. When set to 1 (the default for LP problems), crossover is performed. If

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Solution Methods

CROSSOVER is set to 0, no crossover will be attempted and the solution provided will be that
determined purely by the barrier method. Note that if a basic optimal solution is required, then the
CROSSOVER option must be activated before optimization starts.

4.2.2 Output
While the barrier method iterates, the Optimizer produces iteration log messages. Console Optimizer
writes these log messages to the screen. Library users can setup logging management using the
various relevant functions in the Optimizer library, e.g. XPRSsetlogfile, XPRSaddcbmessage or
XPRSaddcbbarlog. Note that the amount of barrier iteration logging is dependent on the value of the
BAROUTPUT control.

4.3 Branch and Bound

The FICO Xpress Optimizer uses the approach of LP based branch and bound with cutting planes for
solving Mixed Integer Programming (MIP) problems. That is, the Optimizer solves the optimization
problem (typically an LP problem) resulting from relaxing the discreteness constraints on the variables
and then uses branch and bound to search the relaxation space for MIP solutions. It combines this with
heuristic methods to quickly find good solutions, and cutting planes to strengthen the LP relaxations.
The Optimizer’s MIP solving methods are coordinated internally by sophisticated algorithms so the
Optimizer will work well on a wide range of MIP problems with a wide range of solution performance
requirements without any user intervention in the solving process. Despite this the user should note
that the formulation of a MIP problem is typically not unique and the solving performance can be highly
dependent on the formulation of the problem. It is recommended, therefore, that the user undertake
careful experimentation with the problem formulation using realistic examples before committing the
formulation for use on large production problems. It is also recommended that users have small scale
examples available to use during development.
Because of the inherent difficulty in solving MIP problems and the variety of requirements users have
on the solution performance on these problems it is not uncommon that users would like to improve
over the default performance of the Optimizer. In the following sections we discuss aspects of the
branch and bound method for which the user may want to investigate when customizing the
Optimizer’s MIP search.

4.3.1 Theory
In this section we present a brief overview of branch and bound theory as a guide for the user on where
to look to begin customizing the Optimizer’s MIP search and also to define the terminology used when
describing branch and bound methods.
To simplify the text in the following, we limit the discussion to MIP problems with linear constraints and
a linear objective function. Note that it is not difficult to generalize the discussion to problems with
quadratic constraints and a quadratic objective function.
The branch and bound method has three main concepts: relaxation, branching and fathoming.
The relaxation concept relates to the way discreteness or integrality constraints are dropped or
’relaxed’ in the problem. The initial relaxation problem is a Linear Programming (LP) problem which we
solve resulting in one of the following cases:

(a) The LP is infeasible so the MIP problem must also be infeasible;

(b) The LP has a feasible solution, but some of the integrality constraints are not satisfied – the MIP
has not yet been solved;

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Solution Methods

(c) The LP has a feasible solution and all the integrality constraints are satisfied so the MIP has also
been solved;
(d) The LP is unbounded.

Case (d) is a special case. It can only occur when solving the initial relaxation problem and in this
situation the MIP problem itself is not well posed (see Chapter 6 for details about what to do in this
case). For the remaining discussion we assume that the LP is not unbounded.
Outcomes (a) and (c) are said to ’fathom’ the particular MIP, since no further work on it is necessary.
For case (b) more work is required, since one of the unsatisfied integrality constraints must be selected
and the concept of separation applied.
To illustrate the branching concept suppose, for example, that the optimal LP value of an integer
variable x is 1.34, a value which violates the integrality constraint. It follows that in any solution to the
original problem either x ≤ 1.0 or x ≥ 2.0. If the two resulting MIP problems are solved (with the
integrality constraints), all integer values of x are considered in the combined solution spaces of the
two MIP problems and no solution to one of the MIP problems is a solution to the other. In this way we
have branched the problem into two disjoint sub–problems.

If both of these sub–problems can be solved and the better of the two is chosen, then the MIP is
solved. By recursively applying this same strategy to solve each of the sub–problems and given that in
the limiting case the integer variables will have their domains divided into fixed integer values then we
can guarantee that we solve the MIP problem.
Branch and bound can be viewed as a tree–search algorithm. Each node of the tree is a MIP problem. A
MIP node is relaxed and the LP relaxation is solved. If the LP relaxation is not fathomed, then the node
MIP problem is partitioned into two more sub–problems, or child nodes. Each child MIP will have the
same constraints as the parent node MIP, plus one additional inequality constraint. Each node is
therefore either fathomed or has two children or descendants.
We now introduce the concept of a cutoff, which is an extension of the fathoming concept. To
understand the cutoff concept we first make two observations about the behavior of the node MIP
problems. Firstly, the optimal MIP objective of a node problem can be no better than the optimal
objective of the LP relaxation. Secondly, the optimal objective of a child LP relaxation can be no better
than the optimal objective of its parent LP relaxation. Now assume that we are exploring the tree and
we are keeping the value of the best MIP objective found so far. Assume also that we keep a ’cutoff
value’ equal to the best MIP objective found so far. To use the cutoff value we reason that if the optimal
LP relaxation objective is no better than the cutoff then any MIP solution of a descendant can be no
better than the cutoff and the node can be fathomed (or cutoff) and need not be considered further in
the search.
The concept of a cutoff can be extended to apply even when no integer solution has been found in
situations where it is known, or may be assumed, from the outset that the optimal solution must be
better than some value. If the relaxation is worse than this cutoff, then the node may be fathomed. In
this way the user can reduce the number of nodes processed and improve the solution performance.
Note that there is the possibility, however, that all MIP solutions, including the optimal one, may be
missed if an overly optimistic cutoff value is chosen.
The cutoff concept may also be extended in a different way if the user intends only to find a solution
within a certain tolerance of the overall optimal MIP solution. Assume that we have found a MIP

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Solution Methods

solution to our problem and assume that the cutoff is maintained at a value 100 objective units better
than the current best MIP solution. Proceeding in this way we are guaranteed to find a MIP solution
within 100 units of the overall MIP optimal since we only cutoff nodes with LP relaxation solutions
worse than 100 units better than the best MIP solution that we find.
If the MIP problem contains SOS entities then the nodes of the branch and bound tree are determined
by branching on the sets. Note that each member of the set has a double precision reference row entry
and the sets are ordered by these reference row entries. Branching on the sets is done by choosing a
position in the ordering of the set variables and setting all members of the set to 0 either above or
below the chosen point. The optimizer used the reference row entries to decide on the branching
position and so it is important to choose the reference row entries which reflect the cost of setting the
set member to 0. In some cases it maybe better to model the problem with binary variables instead of
special ordered sets. This is especially the case if the sets are small.

4.3.2 Variable Selection and Cutting

The branch and bound technique leaves many choices open to the user. In practice, the success of the
technique is highly dependent on several key choices.

(a) Deciding which variable to branch on is known as the variable selection problem and is often the
most critical choice.
(b) Cutting planes are used to strengthen the LP relaxation of a sub problem, and can often bring a
significant reduction in the number of sub-problems that must be solved

The Optimizer incorporates a default strategy for both choices which has been found to work
adequately on most problems. Several controls are provided to tailor the search strategy to a particular
problem.

4.3.3 Variable Selection for Branching

Each global entity has a priority for branching, or one set by the user in the directives file. A low priority
value means that the variable is more likely to be selected for branching. The Optimizer uses a priority
range of 400–500 by default. To guarantee that a particular global entitity is always branched first, the
user should assign a priority value less than 400. Likewise, to guarantee that a global entity is only
branched on when it is the only candidate left, a priority value above 500 should be used.
The Optimizer uses a wide variety of information to select among those entities that remain unsatisifed
and which belong to the lowest valued priority class. A pseudo cost is calculated for each candidate
entity, which is typically an estimate of how much the LP relaxation objective value will change
(degradationas a result of branching on this particular candidate. Estimates are calculated separately
for the up and down branches and combined according to the strategy selected by the VARSELECTION
control.
The default strategy is based on calculating pseudo costs using the method of strong branching. With
strong brancing, the LP relaxations of the two potential sub problems that would result from branching
on a candidate global entity, are solved partially. Dual simplex is applied for a limited number of
iterations and the change in objective value is recorded as a pseudo cost. This can be very expensive to
apply to every candidate for every node of the branch and bound search, which is why the Optimizer by
default will reuse pseudo costs collected from one node, on subsequent nodes of the search.
Selecting a global entity for branching is a multi-stage process, which combines estimates that are
cheap to compute, with the more expensive strong branching based pseudo costs. The basic selection
process is given by the following outline, together with the controls that affect each step:

1. Pre–filter the set of candidate entities using very cheap estimates.

SBSELECT: determine the filter size.

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Solution Methods

2. Calculate simple estimates based on local node information and rank the selected candidates.
SBESTIMATE: local ranking function.
3. Calculate strong-branching pseudo costs for candidates lacking such information.
SBBEST: number of variables to strong branch on.
SBITERLIMIT: LP iteration limit for strong branching.
4. Select the best candidate using a combination of pseudo costs and the local ranking functions.

The overall amount of effort put into this process can be adjusted using the SBEFFORT control.

4.3.4 Cutting Planes

Cutting planes are valid constraints used for tightening the LP relaxation of a MIP problem, without
affecting the MIP solution space. They can be very effective at reducing the amount of sub problems
that the branch and bound search has to solve. The Optimizer will automatically create many different
well–known classes of cutting planes, such as mixed integer Gomory cuts, lift–and–project cuts, mixed
integer rounding (MIR) cuts, clique cuts, implied bound cuts, flow–path cuts, zero–half cuts, etc. These
classes of cuts are grouped together into two groups that can be controlled separately. The following
table lists the main controls and the related cut classes that are affected by those control:

COVERCUTS Mixed integer rounding cuts

TREECOVERCUTS Lifted cover cuts
Clique cuts
Implied bound cuts
Flow–path cuts
Zero–half cuts
GOMCUTS Mixed integer Gomory cuts
TREEGOMCUTS Lift–and–project cuts

The controls COVERCUTS and GOMCUTS sets an upper limit on the number of rounds of cuts to create
for the root problem, for their respective groups. Correspondingly, TREECOVERCUTS and
TREEGOMCUTS sets an upper limit on the number of rounds of cuts for any sub problem in the tree.
An important aspect of cutting is the choice of how many cuts to add to a sub problem. The more cuts
that are added, the harder it becomes to solve the LP relaxation of the node problem. The tradeoff is
therefore between the additional effort in solving the LP relaxation versus the strengthening of the sub
problem. The CUTSTRATEGY control sets the general level of how many cuts to add, expressed as a
value from 0 (no cutting at all) to 3 (high level of cuts).
Another important aspect of cutting is how often cuts should be created and added to a sub problem.
The Optimizer will automatically decide on a frequency that attempts to balance the effort of creating
cuts versus the benefits they provide. It is possible to override this and set a fixed strategy using the
CUTFREQ control. When set to a value k, cutting will be applied to every k’th level of the branch and
bound tree. Note that setting CUTFREQ = 0 will disable cutting on sub problems completely, leaving
only cutting on the root problem.

4.3.5 Node Selection

The Optimizer applies a search scheme involving best–bound first search combined with dives. Sub
problems that have not been fathomed or which have not been branched further into new sub problems
are referred to as active nodes of the branch and bound search tree. Such activate nodes are
maintained by the Optimizer in a pool.

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Solution Methods

The search process involves selecting a sub problem (or node) from this active nodes pool and
commencing a dive. When the Optimizer branches on a global entity and creates the two sub problems,
it has a choice of which of the two sub problems to work on next. This choice is determined by the
BRANCHCHOICE control. The dive is a recursive search, where it selects a child problem, branches on it
to create two new child problems, and repeats with one of the new child problems, until it ends with a
sub problem that should not be branched further. At this point it will go back to the active nodes pool
and pick a new sub problem to perform a dive on. This is called a backtrack and the choice of node is
determined by the BACKTRACK control. The default backtrack strategy will select the active node with
the best bound.

4.3.6 Adjusting the Cutoff Value

The parameter MIPADDCUTOFF determines the cutoff value set by the Optimizer when it has identified
a new MIP solution. The new cutoff value is set as the objective function value of the MIP solution plus
the value of MIPADDCUTOFF. If MIPADDCUTOFF has not been set by the user, the value used by the
Optimizer will be calculated after the initial LP optimization step as:

max (MIPADDCUTOFF, 0.01 · MIPRELCUTOFF · LP_value)

using the initial values for MIPADDCUTOFF and MIPRELCUTOFF, and where LP_value is the optimal
objective value of the initial LP relaxation.

4.3.7 Stopping Criteria

Often when solving a MIP problem it is sufficient to stop with a good solution instead of waiting for a
potentially long solve process to find an optimal solution. The Optimizer provides several stopping
criteria related to the solutions found, through the MIPRELSTOP and MIPABSSTOP parameters. If
MIPABSSTOP is set for a minimization problem, the Optimizer will stop when it finds a MIP solution
with an objective value equal to or less than MIPABSSTOP. The MIPRELSTOP parameter can be used to
stop the solve process when the found solution is sufficiently close to optimality, as measure relative to
the best available bound. The optimizer will stop due to MIPRELSTOP when the following is satisfied:

| MIPOBJVAL – BESTBOUND | ≤ MIPRELSTOP · max( | BESTBOUND |, | MIPOBJVAL | )

It is also possible to set limits on the solve process, such as number of nodes (MAXNODE), time limit
(MAXTIME) or on the number of solutions found (MAXMIPSOL). If the solve process is interrupted due to
any of these limits, the problem will be left in its unfinished state. It is possible to resume the solve
from an unfinished state by calling XPRSmipoptimize (MIPOPTIMIZE) again.
To return an unfinished problem to its starting state, where it can be modified again, the user should
use the function XPRSpostsolve (POSTSOLVE). This function can be used to restore a problem from
an interrupted global search even if the problem is not in a presolved state.

4.3.8 Integer Preprocessing

If MIPPRESOLVE has been set to a nonzero value before solving a MIP problem, integer preprocessing
will be performed at each node of the branch and bound tree search (including the root node). This
incorporates reduced cost tightening of bounds and tightening of implied variable bounds after
branching. If a variable is fixed at a node, it remains fixed at all its child nodes, but it is not deleted from
the matrix (unlike the variables fixed by presolve).
MIPPRESOLVE is a bitmap whose values are acted on as follows:

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Solution Methods

Bit Value Action

0 1 Reduced cost fixing;
1 2 Integer implication tightening.
2 4 Unused
3 8 Tightening of implied continuous variables.
4 16 Fixing of variables based on dual (i.e. optimality) implications.

So a value of 1+2=3 for MIPPRESOLVE causes reduced cost fixing and tightening of implied bounds on
integer variables.

4.4 QCQP and SOCP Methods

Continuous QCQP and SOCP problems are always solved by the Xpress Newton–barrier solver. For
QCQP, SOCP and QP problems, there is no solution purification method applied after the barrier (such
as the crossover for linear problems). This means that solutions tend to contain more active variables
than basic solutions, and fewer variables will be at or close to one of their bounds.
When solving a linearly constrained quadratic program (QP) from scratch, the Newton barrier method is
usually the algorithm of choice. In general, the quadratic simplex methods are better if a solution with a
low number of active variables is required, or when a good starting basis is available (e.g., when
reoptimizing).

4.4.1 Convexity Checking

The Optimizer requires that the quadratic coefficient matrix in each constraint or in the objective
function is either positive semi-definite or negative semi-definite, depending on the sense of for
constraints or the direction of optimization for the objective. The only exception is when a quadratic
constraint describes a second order cone. Quadratic constraints and a quadratic objective is therefore
automatically checked for convexity. Note that this convexity checker will reject any problem where this
requirement is violated by more than a small tolerance.
Each constraint is checked individually for convexity. In certain cases it is possible that the problem
itself is convex, but the representation of it is not. A simple example would be

minimize: x
subject to: x2 –y2 +2xy ≤ 1
y=0

The optimizer will deny solving this problem if the automatic convexity check is on, although the
problem is clearly convex. The reason is that convexity of QCQPs is checked before any presolve takes
place. To understand why, consider the following example:

minimize: y
subject to: y–x2 ≤ 1
y=2

This problem is clearly feasible, and an optimal solution is (x, y) = (1, 2). However, when presolving the
problem, it will be found infeasible, since assuming that the quadratic part of the first constraint is
convex the constraint cannot be satisfied (remember that if a constraint is convex, then removing the
quadratic part is always a relaxation). Thus since presolve makes use of the assumption that the
problem is convex, convexity must be checked before presolve.

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Solution Methods

Note that for quadratic programming (QP) and mixed integer quadratic programs (MIQP) where the
quadratic expressions appear only in the objective, the convexity check takes place after presolve,
making it possible to accept matrices that are not PSD, but define a convex function over the feasible
region (note that this is only a chance).
It is possible to turn the automatic convexity check off. By doing so, one may save time when solving
problems that are known to be convex, or one might even want to experiment trying to solve
non–convex problems. For a non–convex problem, any of the following might happen:

1. the algorithm converges to a local optimum which it declares optimal (and which might or might
not be the actual optimum);
2. the algorithm doesn’t converge and stops after reaching the iteration limit;
3. the algorithm cannot make sufficient improvement and stops;
4. the algorithm stops because it cannot solve a subproblem (in this case it will declare the matrix
non semidefinite);
5. presolve declares a feasible problem infeasible;
6. presolve eliminates variables that otherwise play an important role, thus significantly change the
model;

7. different solutions (even feasibility/infeasibility) are generated to the same problem, only by
slightly changing its formulation.

There is no guarantee on which of the cases above will occur, and as mentioned before, the
behavior/outcome might be formulation dependent. One should take extreme care when interpreting
the solution information returned for a non–convex problem.

4.4.2 Quadratically Constrained and Second Order Cone Problems

Quadratically constrained and second order cone problems are solved by the barrier algorithm.
Mixed integer quadratically constrained (MIQCQP) and mixed integer second order problems (MISOCP)
are solved using traditional branch and bound using the barrier to solve the node problems, or by
means of outer approximation, as defined by control MIQCPALG.
It is sometimes beneficial to solve the root node of an MIQCQP or MISOCP by the barrier, even if outer
approximation is used later; controlled by the QCROOTALG control. The number of cut rounds on the
root for outer approximation is defined by QCCUTS.

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CHAPTER 5
Advanced Usage

5.1 Problem Names

Problems loaded in the Optimizer have a name. The name is either taken from the file name if the
problem is read into the optimizer or it is specified as a string in a function call when a problem is
loaded into the Optimizer using the library interface. Once loaded the name of the problem can be
queried and modified. For example, the library provides the function XPRSsetprobname for changing
the name of a problem.
When reading a problem from a matrix file the user can optionally specify a file extension. The search
order used for matrix files in the case where the file extension is not specified is described in the
reference for the function XPRSreadprob. In this case, the problem name becomes the file name,
including the full path, but without the file extension.
Note that matrix files can be read directly from a gzip compressed file. Recognized names of matrix
files stored with gzip compression have an extension that is one of the usual matrix file format
extensions followed by the .gz extension. For example, hpw15.mps.gz.
The problem name is used as a default base name for the various file system interactions that the
Optimizer may make when handling a problem. For example, when commanded to read a basis file for
a problem and the basis file name is not supplied with the read basis command the Optimizer will try to
open a file with the problem name appended with the .bss extension.
It is useful to note that the problem name can include file system path information. For example,
c:/matrices/hpw15. Note the use of forward slashes in the Windows path string. It is
recommended that Windows users use forward slashes as path delimiters in all file name
specifications for the Optimizer since (i) this will work in all situations and (ii) it avoids any problems
with the back slash being interpreted as the escape character.

5.2 Manipulating the Matrix

In general, the basic usage of the FICO Xpress Optimizer described in the previous chapters will be
sufficient for most users’ requirements. Using the Optimizer in this way simply means load the
problem, solve the problem, get the results and finish.
In some cases, however, it is required that the problem is first solved, then modified, and solved again.
We may want to do this, for example, if a problem was found to be infeasible. In this case, to find a
feasible subset of constraints we iteratively remove some constraints and re–solve the problem.
Another example is when a user wants to ’generate’ columns using the optimal duals of a ’restricted’ LP
problem. In this case we will first need to load a problem and then we will need to add columns to this
problem after it has been solved.
For library users, FICO Xpress provides a suite of functions providing read and modify access to the
matrix.

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Advanced Usage

5.2.1 Reading the Matrix

The Optimizer provides a suite of routines for read access to the optimization problem including
access to the objective coefficients, constraint right hand sides, decision variable bounds and the
matrix coefficients.
It is important to note that the information returned by these functions will depend on whether or not
the problem has been run through an optimization algorithm or if the problem is currently being solved
using an optimization algorithm, in which case the user will be calling the access routines from a
callback (see section 5.7 for details about callbacks). Note that the dependency on when the access
routine is called is mainly due to the way "presolve" methods are applied to modify the problem. How
the presolve methods affect what the user accesses through the read routines is discussed in section
5.3.
The user can access the names of the problem’s constraints, or ’rows’, as well as the decision variables,
or ’columns’, using the XPRSgetnames routine.
The linear coefficients of the problem constraints can be read using XPRSgetrows. Note that for the
cases where the user requires access to the linear matrix coefficients in the column–wise sense the
Optimizer includes the XPRSgetcols function. The type of the constraint, the right hand side and the
right hand side range are accessed using the functions XPRSgetrowtype, XPRSgetrhs and
XPRSgetrhsrange, respectively.
The coefficients of the objective function can be accessed using the XPRSgetobj routine, for the
linear coefficients, and XPRSgetqobj for the quadratic objective function coefficients. The type of a
column (or decision variable) and its upper and lower bounds can be accessed using the routines
XPRSgetcoltype, XPRSgetub and XPRSgetlb, respectively.
The quadratic coefficients in constraints can be accessed either in matrix form, using the
XPRSgetqrowqmatrix routine, or as a list of quadratic coefficients with the
XPRSgetqrowqmatrixtriplets.
Note that the reference section in Chapter 8 of this manual provides details on the usage of these
functions.

5.2.2 Modifying the Matrix

The Optimizer provides a set of routines for manipulating the problem data. These include a set of
routines for adding and deleting problem constraints (’rows’) and decision variables (’columns’). A set
of routines is also provided for changing individual coefficients of the problem and for changing the
types of decision variables in the problem.
Rows and columns can be added to a problem together with their linear coefficients using
XPRSaddrows and XPRSaddcols, respectively. Rows and columns can be deleted using
XPRSdelrows and XPRSdelcols, respectively.
The Optimizer provides a suite of routines for modifying the data for existing rows and columns. The
linear matrix coefficients can be modified using XPRSchgcoef (or use XPRSchgmcoef if a batch of
coefficients are to be changed). Row and column types can be changed using the routines
XPRSchgrowtype and XPRSchgcoltype, respectively. Right hand sides and their ranges may be
changed with XPRSchgrhs and XPRSchgrhsrange. The linear objective function coefficients may be
changed with XPRSchgobj while the quadratic objective function coefficients are changed using
XPRSchgqobj (or use XPRSchgmqobj if a batch of coefficients are to be changed). Likewise,
quadratic coefficients in constraints are changed with XPRSchgqrowcoeff.
Examples of the usage of all the above functions and their syntax may be found in the reference
section of this manual in Chapter 8.
Finally, it is important to note that it is not possible to modify a matrix when it has been ’presolved’ and
has not been subsequently ’postsolved’. The following section 5.3 discusses some important points

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Advanced Usage

concerning reading and modifying a problem that is "presolved".

5.3 Working with Presolve

The Optimizer provides a number of algorithms for simplifying a problem prior to the optimization
process. This elaborate collection of procedures, known as presolve, can often greatly improve the
Optimizer’s performance by modifying the problem matrix, making it easier to solve. The presolve
algorithms identify and remove redundant rows and columns, reducing the size of the matrix, for which
reason most users will find it a helpful tool in reducing solution times. However, presolve is included as
an option and can be disabled if not required by setting the PRESOLVE control to 0. Usually this is set to
1 and presolve is called by default.
For some users the presolve routines can result in confusion since a problem viewed in its presolved
form will look very different to the original model. Under standard use of the Optimizer this may cause
no difficulty. On a few occasions, however, if errors occur or if a user tries to access additional
properties of the matrix for certain types of problem, the presolved values may be returned instead. In
this section we provide a few notes on how such confusion may be best avoided. If you are unsure if
the matrix is in a presolved state or not, check the PRESOLVESTATE attribute
It is important to note that when solving a problem with presolve on, the Optimizer will take a copy of
the matrix and modify the copy. The original matrix is therefore preserved, but will be inaccessible to
the user while the presolved problem exists. Following optimization, the whole matrix is automatically
postsolved to recover a solution to the original problem and restoring the original matrix. Consequently,
either before or after, but not during, a completed optimization run, the full matrix may be viewed and
altered as described above, being in its original form.
A problem might be left in a presolved state if the solve was interrupted, for example due to the Ctrl–C
key combination, or if a time limit (set by MAXTIME) was reached. In such a case, the matrix can always
be returned to its original state by calling XPRSpostsolve (POSTSOLVE). If the matrix is already in the
original state then XPRSpostsolve (POSTSOLVE) will return without doing anything.
While a problem is in a presolved state it is not possible to make any modifications to it, such as adding
rows or columns. The problem must first be returned to its original state by calling XPRSpostsolve
before it can be changed.

5.3.1 (Mixed) Integer Programming Problems

If a model contains global entities, integer presolve methods such as bound tightening and coefficient
tightening are applied to tighten the LP relaxation. As a simple example of this might be if the matrix
has a binary variable x and one of the constraints of the matrix is x ≤ 0.2. It follows that x can be fixed
at zero since it can never take the value 1. If presolve uses the global entities to alter the matrix in this
way, then the LP relaxation is said to have been tightened. For Console users, notice of this is sent to
the screen; for library users it may be sent to a callback function, or printed to the log file if one has
been set up. In such circumstances, the optimal objective function value of the LP relaxation for a
presolved matrix may be different from that for the unpresolved matrix.
The strict LP solution to a model with global entities can be obtained by calling the XPRSlpoptimize
(LPOPTIMIZE) command. This removes the global constraints from the variables, preventing the LP
relaxation from being tightened and solves the resulting matrix. In the example above, x would not be
fixed at 0, but allowed to range between 0 and 0.2.
When XPRSmipoptimize (GLOBAL) finds an integer solution, it is postsolved and saved in memory.
The solution can be read with the XPRSgetmipsol function. A permanent copy can be saved to a
solution file by calling XPRSwritebinsol (WRITEBINSOL), or XPRSwriteslxsol (WRITESLXSOL)
for a simpler text file. This can be retrieved later by calling XPRSreadbinsol (READBINSOL) or
XPRSreadslxsol (READSLXSOL), respectively.

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Advanced Usage

After calling XPRSmipoptimize (MIPOPTIMIZE), the matrix will be postsolved whenever the MIP
search has completed. If the MIP search hasn’t completed the matrix can be postsolved by calling the
XPRSpostsolve (POSTSOLVE) function.

5.4 Working with LP Folding

In addition to presolve procedures, the Optimizer provides an algorithm called LP folding that can
further simplify LP problems. The LP folding is applicable to LP problems that can be partitioned into
equitable partitions, and it works by aggregating matrix columns of equitable partitions and then
reducing the problem size.
Solutions for the folded problem are also valid for the original problem. While it is straightforward to
transfer a solution from the folded problem to the original problem, it is non-trivial to do so for the
basis. When an LP problem is solved to optimality and a basis is needed, the LP unfolding will use the
crossover algorithm to provide one. When the folded LP problem is unbounded or infeasible, or when
the solving process is stopped due to time or iteration limit, the basis will not be available. Please note
that LP folding tends to provide solutions with a larger support (number of variables that are not at any
of their bounds).
LP folding is applied automatically when appropriate. It can be enabled or disabled by setting the
LPFOLDING control.

5.5 Working with Heuristics

The Optimizer contains several primal heuristics that help to find feasible solutions during a global
search. These heuristics fall broadly into one of three classes:

1. Simple rounding heuristics

These take the continuous relaxation solution to a node and, through simple roundings of the
solution values for global entities, try to construct a feasible MIP solution. These are typically run
on every node.
2. Diving heuristics
These start from the continuous relaxation solution to a node and combines rounding and fixing
of global entities with occasional reoptimization of the continuous relaxation to construct a better
quality MIP solution. They are run frequently on both the root node and during the branch and
bound tree search.
3. Local search heuristics
The local search heuristics are generally the most expensive heuristics and involve solving one or
more smaller MIPs whose feasible regions describe a neighborhood around a candidate MIP
solution. These heuristics are run at the end of the root solve and typically on every 500–1000
nodes during the tree search.

Some simple heuristics and a few fast diving heuristics, which do not require a starting solution, will be
tried before the initial continuous relaxation of a MIP is solved. On very simple problems, it is possible
that an optimal MIP solution will be found at this point, which can lead to the initial relaxation being cut
off. These heuristics can be enabled or disabled using the HEURBEFORELP control.
There are a few controls that affect all of the heuristics:

HEURSTRATEGY Determines the level of heuristics to use. A value of 3 will allow all
heuristics to be run and a value of 1 will only allow the faster rounding and
diving heuristics to be run. Setting HEURSTRATEGY to 0 will disable all
heuristics.

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HEURTHREADS The number of additional heuristic threads to start in parallel with cutting
on the root node. If set to zero, heuristics will be run interleaved with
cutting.

The simple rounding heuristics do not have any controls associated with them. The diving heuristics
have the following controls:

HEURFREQ The frequency at which to run a diving heuristic during the branch and
bound tree search. If HEURFREQ=k, a diving heuristic will be applied
when at least k nodes of the tree search have been solved since the last
run. Set this control to zero to disable diving heuristics during the tree
search. With a default setting of -1, the Optimizer will automatically
select a frequency that depends on how expensive it is to run and how
many integer variables need to be rounded. Typically, this results in a
diving heuristic being run for every 10–50 nodes.
HEURDIVESTRATEGY Can be used to select one specific out of 10 predefined diving strategies,
otherwise the Optimizer will automatically select which appears to work
best. Set this control to zero to disable the diving heuristic.
HEURDIVERANDOMIZE How much randomization to introduce into the diving heuristics.
HEURDIVESPEEDUP The amount of effort to put into the individual dives. This essentially
determines how often the continuous relaxation is reoptimized during a
dive.

The local search heuristics have the following controls:

HEURSEARCHFREQ The frequency at which to run the local search heuristics during the branch
and bound tree search. If HEURSEARCHFREQ=k, the local search heuristics
will be run when at least k nodes of the tree search have been solved since
the last run.
HEURSEARCHEFFORT Determines the complexity of the local search MIP problems solved and, if
HEURSEARCHFREQ=-1, also how often they are applied.
HEURSEARCHROOTSELECT Selects which local search heuristics are allowed to be run on the root
node. Each bit of this integer control represents an individual heuristic.
HEURSEARCHTREESELECT Selects which local search heuristics are allowed to be run during the
branch and bound tree search.

5.6 Common Causes of Confusion

It should be noted that most of the library routines described above and in chapter 8, which modify the
matrix will not work on a presolved matrix. The only exception is inside a callback for a MIP solve,
where cuts may be added or variable bounds tightened (using XPRSchgbounds). Any of these
functions expect references to the presolved problem. If one tries to retrieve rows, columns, bounds or
the number of these, such information will come from the presolved matrix and not the original. A few
functions exist which are specifically designed to work with presolved and scaled matrices, although
care should be exercised in using them. Examples of these include the commands
XPRSgetpresolvesol, XPRSgetpresolvebasis,
XPRSgetscaledinfeas, XPRSloadpresolvebasis and XPRSloadpresolvedirs.

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5.7 Using the Callbacks

Console users are constantly provided with information on the standard output device by the Optimizer
as it searches for a solution to the current problem. The same output is also available to library users if
a log file has been set up using XPRSsetlogfile. However, whilst Console users can respond to this
information as it is produced and allow it to influence their session, the same is not immediately true
for library users, since their program must be written and compiled before the session is initiated. For
such users, a more interactive alternative to the above forms of output is provided by the use of
callback functions.
The library callbacks are a collection of functions which allow user–defined routines to be specified to
the Optimizer. In this way, users may define their own routines which should be called at various stages
during the optimization process, prompting the Optimizer to return to the user’s program before
continuing with the solution algorithm. Perhaps the three most general of the callback functions are
those associated with the search for an LP solution. However, the vast majority of situations in which
such routines might be called are associated with the global search, and will be addressed below.

5.7.1 Output Callbacks

Instead of catching the standard output from the Optimizer and saving it to a log file, the callback
XPRSaddcbmessage allows the user to define a routine which should be called every time a text line is
output by the Optimizer. Since this returns the status of each message output, the user’s routine could
test for error or warning messages and take appropriate action accordingly.

5.7.2 LP Callbacks
The functions XPRSaddcblplog and XPRSaddcbbarlog allow the user to respond after each
iteration of either the simplex or barrier algorithms, respectively. The controls LPLOG and BAROUTPUT
may additionally be set to reduce the frequency at which these routines should be called.

5.7.3 Global Search Callbacks

When a problem with global entities is to be optimized, a large number of sub problems, called nodes,
must typically be solved as part of the global tree search. At various points in this process user–defined
routines can be called, depending on the callback that is used to specify the routine to the Optimizer.
In a global tree search, the Optimizer starts by selecting an active node amongst all candidates (known
as a full backtrack) and then proceed with solving it, which can lead to new descendent nodes being
created. If there is a descendent node, the optimizer will by default select one of these next to solve
and repeat this iterative descend while new descendent nodes are being created. This dive stops when
it reaches a node that is found to be infeasible or cutoff, at which point the Optimizer will perform a full
backtrack again and repeat the process with a new active node.
A routine may be called whenever a node is selected by the optimizer during a full backtrack, using
XPRSaddcbchgnode. This will also allow a user to directly select the active node for the optimizer.
Whenever a new node is created, a routine set by XPRSaddcbnewnode will be called, which can be
used to record the identifier of the new node, e.g. for use with XPRSaddcbchgnode.
When the Optimizer solves a new node, it will first call any routine set by XPRSaddcbprenode, which
can be used to e.g. tighten bounds on columns (with XPRSchgbounds) as part of a user node
presolve. Afterwards, the LP relaxation of the node problem is solved to obtain a feasible solution and a
best bound for the node. This might be followed by one or more rounds of cuts. If the node problem is
found to be infeasible or cutoff during this process, a routine set by XPRSaddcbinfnode will be called.
Otherwise, a routine set by XPRSaddcboptnode will be called to let the user know that the optimizer
now has an optimal solution to the LP relaxation of the node problem. In this routine, the user is

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allowed to add cuts (see section 5.8) and tighten bounds to tighten the node problem, or apply
branching objects (see XPRS_bo_create) to separate on the current node problem. If the user
modifies the problem inside this optnode callback routine, the optimizer will automatically resolve the
node LP and, if the LP is still feasible, call the optnode routine again.
If the LP relaxation solution to the node problem also satisfies all global entities and the user has not
added any branching objects, i.e., if it is a MIP solution, the Optimizer will call a routine set by
XPRSaddcbpreintsol before saving the new solution, and call a routine set by XPRSaddcbintsol
after saving the solution. These two routines will also be called whenever a new MIP solution is found
using one of the Optimizer heuristics.
Otherwise, if the node LP solution does not satisfy the global entities (or any user branching objects),
the Optimizer will proceed with branching. After the optimizer has selected the candidate entity for
branching, a routine set by XPRSaddcbchgbranch will be called, which also allows a user to change
the selected candidate. If, during the candidate evaluation the optimizer discovers that e.g. bounds can
be tightened, it will tighten the node problem and go back to resolving the node LP, followed by the
callback routines explained above.
When the Optimizer finds a better MIP solution, it is possible that some of the nodes in the active nodes
pool are cut off due to having an LP solution bound that is worse than the new cutoff value. For such
nodes, a routine set by XPRSaddcbnodecutoff will be called and the node will be dropped from the
active nodes pool.
The final global callback, XPRSaddcbgloballog, is more similar to the LP search callbacks, allowing
a user’s routine to be called whenever a line of the global log is printed. The frequency with which this
occurs is set by the control MIPLOG.

5.8 Working with the Cut Manager

5.8.1 Cuts and the Cut Pool

Solving the LP relaxations during a global search is often made more efficient by supplying additional
rows (constraints) to the matrix which reduce the size of the feasible region, whilst ensuring that it still
contains an optimal integer solution. Such additional rows are called cutting planes, or cuts.
By default, cuts are automatically added to the matrix by the Optimizer during a global search to speed
up the solution process. However, for advanced users, the Optimizer library provides greater freedom,
allowing the possibility of choosing which cuts are to be added at particular nodes, or removing cuts
entirely. The cutting planes themselves are held in a cut pool, which may be manipulated using library
functions.
Cuts may be added directly to the matrix at a particular node, or may be stored in the cut pool first
before subsequently being loaded into the matrix. It often makes little difference which of these two
approaches is adopted, although as a general rule if cuts are cheap to generate, it may be preferable to
add the cuts directly to the matrix and delete any redundant cuts after each sub–problem (node) has
been optimized. Any cuts added to the matrix at a node and not deleted at that node will automatically
be added to the cut pool. If you wish to save all the cuts that are generated, it is better to add the cuts to
the cut pool first. Cuts can then be loaded into the matrix from the cut pool. This approach has the
advantage that the cut pool routines can be used to identify duplicate cuts and save only the stronger
cuts.
To help track the cuts that have been added to the matrix at different nodes, the cuts can be classified
according to a user–defined cut type. The cut type can either be a number such as the node number or
it can be a bit map. In the latter case each bit of the cut type may be used to indicate a property of the
cut. For example, cuts could be classified as local cuts applicable at the current node and its
descendants, or as global cuts applicable at all nodes. If the first bit of the cut type is set this could
indicate a local cut and if the second bit is set this could indicate a global cut. Other bits of the cut type

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could then be used to signify other properties of the cuts. The advantage of using bit maps is that all
cuts with a particular property can easily be selected, for example all local cuts.

5.8.2 Cut Management Routines

Cuts may be added directly into the matrix at the current node using XPRSaddcuts. Any cuts added to
the matrix at a node will be automatically added to the cut pool and hence restored at descendant
nodes unless specifically deleted at that node, using XPRSdelcuts. Cuts may be deleted from a
parent node which have been automatically restored, as well as those added to the current node using
XPRSaddcuts, or loaded from the cut pool using XPRSloadcuts.
It is recommended to delete only those cuts with basic slacks. Otherwise, the basis will no longer be
valid and it may take many iterations to recover an optimal basis. If the second argument to
XPRSdelcuts is set to 1, this will ensure that cuts with non–basic slacks will not be deleted, even if
the other controls specify that they should be. It is highly recommended that this is always set to 1.
Cuts may be saved directly to the cut pool using the function XPRSstorecuts. Since cuts added to the
cut pool are not automatically added to the matrix at the current node, any such cut must be explicitly
loaded into the matrix using XPRSloadcuts before it can become active. If the third argument of
XPRSstorecuts is set to 1, the cut pool will be checked for duplicate cuts with a cut type identical to
the cuts being added. If a duplicate cut is found, the new cut will only be added if its right hand side
value makes the cut stronger. If the cut in the cut pool is weaker than the added cut, it will be removed
unless it has already been applied to active nodes of the tree. If, instead, this argument is set to 2, the
same test is carried out on all cuts, ignoring the cut type. The routine XPRSdelcpcuts allows the user
to remove cuts from the cut pool, unless they have already been applied to active nodes in the branch
and bound tree.
A list of cuts in the cut pool may be obtained using the command XPRSgetcpcuts, whilst
XPRSgetcpcutlist returns a list of their indices. A list of those cuts which are active at the current
node is returned using XPRSgetcutlist.

5.8.3 User Cut Manager Routines

Users may also write their own cut manager routines to be called during the branch and bound search.
Cuts can be added or removed on any node of the branch and bound search using a callback function
set by the routine XPRSaddcboptnode (see section 5.7.3).
Further details of these functions may be found in chapter 8 within the functional reference which
follows.

5.9 Solving Problems Using Multiple Threads

It is possible to use multiple processors when solving any type of problem with the Optimizer. On the
more common processor types, such as those from Intel or AMD, the Optimizer will detect how many
logical processors are available in the system and attempt to solve the problem in parallel using as
many threads as possible. The number detected can be read through the CORESDETECTED integer
attribute. It is also possible to adjust the number of threads to use by setting the integer parameter
THREADS.
By default a problem will be solved deterministically, in the sense that the same solution path will be
followed each time the problem is solved when given the same number of threads. For an LP this
means that the number of iterations and the optimal, feasible solution returned will always be the
same.
When solving a MIP deterministically, each node of the branch-and-bound tree will always be solved the
same. Each node of the branch–and–bound tree can be identified by a unique number, available

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through the attribute CURRENTNODE. The tree will always have the same parent/child relationship in
terms of these identifiers. A deterministic MIP solve will always find integer solutions on the same
nodes and the attributes and solutions on a node will always be returned the same from one run to
another. Since nodes will be solved in parallel the order in which nodes are solved can vary. There is an
overhead in synchronizing the threads to make the parallel runs deterministic and it can be faster to run
in non–deterministic mode. This can be done by setting the DETERMINISTIC control to 0.
For an LP problem (or the initial continuous relaxation of a MIP), there are several choices of
parallelism. Both the barrier algorithm and the dual simplex algorithm support multiple threads. The
number of threads to use can be set with BARTHREADS or DUALTHREADS, respectively. It is also
possible to run some or all of primal simplex, dual simplex and the Barrier algorithm side–by–side in
separate threads, known as a concurrent LP solve. This can be useful when none of the methods is the
obvious choice. In this mode, the Optimizer will stop with the first algorithm to solve the problem. The
number of threads for the concurrent LP solve can be set using CONCURRENTTHREADS. The algorithms
to use for the concurrent solve can be specified by concatenating the required "d", "p", "n" and "b" flags
when calling XPRSlpoptimize (LPOPTIMIZE) or XPRSmipoptimize (MIPOPTIMIZE); please refer
to section 5.9.1 for more details.
When solving a MIP problem, the Optimizer will try to run the branch and bound tree search in parallel.
Use the MIPTHREADS control to set the number of threads specifically for the tree search.
The operation of the optimizer for MIPs is fairly similar in serial and parallel mode. The MIP callbacks
can still be used in parallel and callbacks are called when each MIP worker problem is created and
destroyed. The mipthread callback (declared with XPRSaddcbmipthread) is called whenever a MIP
worker problem is created and the callback declared with XPRSaddcbdestroymt is called whenever
the worker problem is destroyed. Each worker problem has a unique ID which can be obtained from the
MIPTHREADID integer attribute. When an executing thread solves a branch-and-bound node, it will also
do so on a worker problem assigned to it. Note that a given worker problem can be assigned to
different threads during its lifetime and the threads might differ from one run to another.
When the MIP callbacks are called they are MUTEX protected to allow non threadsafe user callbacks. If
a significant amount of time is spent in the callbacks then it is worth turning off the automatic MUTEX
protection by setting the MUTEXCALLBACKS control to 0. It this is done then the user must ensure that
their callbacks are threadsafe.
On some problems it is also possible to obtain a speedup by using multiple threads for the MIP solve
process between the initial LP relaxation solve and the branch and bound search. The default behavior
here is for the Optimizer to use a single thread to create its rounds of cuts and to run its heuristic
methods to obtain MIP solutions. Extra threads can be started, dedicated to running the heuristics only,
by setting the HEURTHREADS control. By setting HEURTHREADS to a non–zero value, the heuristics will
be run in separate threads, in parallel with cutting.
When a MIP solve is terminated early, due to e.g. a time or node limit, it is possible to select between
two different termination behaviors. This has implications for the determinism of callbacks called near
termination and how quickly the Optimizer stops. In the default behavior, when termination is detected,
all work is immediately stopped and any partial node solves are discarded. It is therefore possible that
some callbacks will have been called for nodes that are discarded at termination. Note that this
termination method does not affect the final state the problem is left in after termination and that any
integer solution for which the preintsol and intsol callbacks are called will never be dropped. By setting
the control MIPTERMINATIONMETHOD to 1, the termination behavior will be changed such that partial
work is never discarded. Instead, all worker threads will be allowed to complete their current work
before the solve stops. This termination behavior might cause a longer delay between termination is
detected and the Optimizer stops, but it will ensure that work is never dropped for any callbacks that
have already been called.

5.9.1 The concurrent solver

The concurrent solve is activated either by passing multiple algorithm flags to XPRSlpoptimize (e.g.

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"pb" for running primal and the barrier) or by setting CONCURRENTTHREADS to a positive number. The
order in which threads are allocated to the algorithms is not affected by the order of the flags provided.
If algorithm flags are specified, then concurrent will run the specified algorithms, if the setting of
CONCURRENTTHREADS allows for a sufficient number of threads. When no flags are specified, the
automatic order of selecting algorithms starts with dual, followed by barrier and then primal. The
network solver is only used if specified by flags.
CONCURRENTTHREADS represents the total target number of threads that can be used by concurrent.
The optimizer will then first start dual then barrier (if CONCURRENTTHREADS >1) followed by primal (if
CONCURRENTTHREADS >2). Any remaining threads will be allocated to parallel barrier.
If manual algorithm selection has been made using algorithm flags, then CONCURRENTTHREADS will
limit the number of algorithms started (if smaller than the number of algorithms provided), in which
case the number of algorithms started will be the first CONCURRENTTHREADS in the dual → barrier →
primal → network order.
Once an algorithm is started, the direct thread controls BARTHREADS and DUALTHREADS are respected.
Note that due to the latter controls the total number of theads may exceed CONCURRENTTHREADS.
In case a single algorithm is started and relevant controls are on automatic, the value of the THREADS
control is used.
If multiple algorithms have been started and CONCURRENTTHREADS is on automatic, then THREADS will
be used as the overall number of threads used in the concurrent (unless overwritten by the relevant
algorithm specific control on a per-algorithm basis).

5.10 Solving Large Models (the 64 bit Functions)

The size of the models that can be loaded into the optimizer using the standard optimizer functions is
limited by the largest number that can be held in a 32–bit integer. This means that it is not possible to
load any problem with more than 2147483648 matrix elements with the standard optimizer functions.
On 64–bit machines, it is possible to use the optimizer 64–bit functions to load problems with a larger
number of elements (these functions have 64 appended to the standard optimizer function names). For
example, it is possible to load a problem with a large number of elements with the XPRSloadlp64
function. The only difference between XPRSloadlp64 and XPRSloadlp is that the mstart array
containing the starting points of the elements in each column that is passed to XPRSloadlp64 is a
pointer to an array of 64–bit integers. Typically, the declaration and allocation of space for the 64–bit
mstart array would be as follows:
XPRSint64 ⁎mstart = malloc( ncol ⁎ sizeof( ⁎mstart) );
The starting points of the elements in mstart can then exceed the largest 32–bit integer.
Wherever there is a need to pass a large array to an optimizer subroutine there is a corresponding
64–bit function. Once a large model has been loaded into the optimizer then all the standard optimizer
functions (such as XPRSlpoptimize) can be used.
Note that although the 64–bit functions allow very large models to be loaded, there is no guarantee that
such large problems can be solved in a reasonable time. Also if the machine doesn’t have sufficient
memory, the matrix will be constantly swapped in and out of memory which can slow the solution
process considerably.

5.11 Using the Tuner

For a given optimization problem, setting suitable control parameters frequently results in improved
performance such as solution time reduction. The Xpress Optimizer built-in tuner can help a user to

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identify such set of control settings that allows the Xpress Optimizer or Xpress SLP to solve problems
faster than by using defaults.

5.11.1 Basic Usage

With a loaded problem, the tuner can be started by simply calling TUNE from the console, or XPRStune
from a user application. The tuner will then search for better control settings from a list of controls
(called the tuner method). To achieve this, the tuner will solve the problem with its default baseline
control settings and then solve the problem multiple times with each individual control and certain
combinations of these controls.
As the tuner works by solving a problem mutiple times, it is important and recommended to set time
limits. Setting MAXTIME will limit the effort spent on each individual solve and setting TUNERMAXTIME
will limit the overall effort of the tuner.
The tuner works with LP and MIP problems. It automatically determines the problem type by examining
the characteristics of the current problem. It is possible to tune a MIP problem as an LP or vice versa by
passing the flag l or g to XPRStune or TUNE.
The tuner can also work with SLP and MISLP problems when Xpress Nonlinear is available. Note that
for SLP or MISLP problems, the time limit is set with XSLP_MAXTIME.

5.11.2 The Tuner Method

A tuner method consists of a list of controls for the tuner to try with. It is possible to run the tuner with
different pre-defined lists of controls, so-called factory tuner methods, or with a user-defined list of
controls. When using the tuner, it will automatically choose a default factory tuner method according to
the problem type. A non-default factory tuner method can be selected by setting the TUNERMETHOD
control. There are several choices available for factory tuner methods, among them:

 A simple MIP method, which only features a few controls and can be used in situations where
tuning with the default method would take too long, e.g., because the instance to be tuned takes a
long time for each individual solve
 A comprehensive MIP method, which features a larger list of controls (and control settings) and
can be used when individual instance solves are relatively fast or the default method could not
reveal a satisfying improvement

 A root-focus method, which only considers controls that affect the root node processing of the
MIP solve. It can either be used when root and tree behavior should be tuned independently, in a
two stage process, or when it is evident that improvements have to come from root node
processing. When tuning with a root-focus, it might make sense to choose minimizing the primal
dual integral as a tuner target.

 A tree-focus method, which only considers controls that affect the tree search behavior of the
MIP solve. It can either be used when root and tree behavior should be tuned independently, in a
two stage process, or when it is evident that improvements have to come from the tree search,
e.g., because the dual bound needs better branching.
 A method for tuning primal heuristics, which should be used when finding a better MIP solutions
is the only focus and improving the best bound can be neglected. In this case, it might make
sense to choose improvement of the primal bound also as a tuner target.

Please also refer to the documentation of the TUNERMETHOD control.

A tuner method can be written out using XPRStunerwritemethod. This function will create a file in
XTM format, that is effectively a list of Xpress Optimizer controls, each with a set of possible settings

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to try in tuning. When writing out one of the factory methods, it is recommended to first select the tuner
method by setting TUNERMETHOD, or to load a targeting problem, so that the tuner can write out
suitable tuner methods for the respective problem types.
Users can provide their own method to the tuner by setting up an XTM file (or editing one that has been
written out). This can be read into the tuner with XPRStunerreadmethod.
An alternate way to load a user-defined tuner method is to set the TUNERMETHODFILE control to the
file name. This will only work when no tuner method has been loaded by explicitly calling
XPRStunerreadmethod. If a user-defined method is successfully loaded, the tuner will use it and not
load any factory tuner method.
Please refer to Appendix A.9 for the format of tuner method file.

5.11.3 The Tuner Output

While the tuner examines various control settings, it prints a progress report to the console. At the
same time, it writes out the result and individual logs to the file system.
On the console, the tuner will print a one-line summary for each finished run. When a new better control
setting is identified, it will be highlighted with an asterisk (*) at the begining of its log line, and followed
by details of the control setting and its log file name. The console progress logging can be switched off
by disabling the OUTPUTLOG control. Please refer to Appendix A.13 for a more detailed description of
the tuner logging.
In the background, the tuner will output the result and individual logs to the file system. By default, all
the output files will be stored in the directory tuneroutput/probname/. The root folder path can be
changed by setting the TUNEROUTPUTPATH control. This is the central folder in which all subfolders for
the results and logs of different problems will be stored. The subfolders themselves are automatically
named using the current problem name. They can be manually given a different name by setting the
TUNERSESSIONNAME control. The subfolder contains one result file in XML format, and many log files,
one for each evaluated control setting. The XML result file consists of the control settings, solution
results and pointers to the log files of all finished tuner runs.
The file output can be turned off completely by disabling the TUNEROUTPUT control.

5.11.4 The Tuner Target

A tuner target defines how to compare two finished runs with different control settings.
A common usage of the tuner is to pursue a solution time reduction, where two runs will be compared
by their solution time, the faster one is considered the better. However, when both of the runs time out,
it will be more meaningful to compare other attributes of the two runs, for example the final gap or the
best integer solution for MIP problems.
The tuner will choose a default tuner target according to problem types. For instance, comparing the
time firstly and then the gap is the default tuner target for MIP problems. A user can select a different
target by setting the TUNERTARGET control. Please refer to the documentation of TUNERTARGET for a
list of supported tuner targets.

5.11.5 Restarting the Tuner

When tuning the same problem again, the tuner will attempt to pick up results from previous tuner runs
so that it can avoid testing with the same control settings again. For this, it checks whether an XML
result file is available in the directory tuneroutput/probname/, see Section 5.11.3. Reusing of the
history results even works when a user changes the baseline settings or uses a different tuner method.
In this case, the tuner will only pick up history results which match the new control combinations. By
default, when a new control setting is evaluated, the result will be appended to the existing result file

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from the previous tuner session.

This feature of reusing and appending to previous results can be switched off by setting the
TUNERHISTORY control. This control has the default value 2, which allows both, reusing and
appending. Setting it to 1 will switch off reusing of the results, while still allowing to append new result
to the XML result file. Setting it to 0 will switch off appending as well; consequently, the old result file
will be overwritten. Note that all log files from previous tuner session will always be kept even if they
run with identical settings. This is realized by having a time stamp and a unique number in the file
name. Log files can only be removed manually.

5.11.6 Tuner with Multiple Threads

The tuner can work in parallel, i.e., it can run several evaluations of different control settings
simultaneously. When setting TUNERTHREADS larger than 1, the tuner will start in parallel mode with the
given number of threads. Setting the tuner threads won’t affect the number of threads used by each
individual run. However, it is natural that, when solving different control settings in parallel, each of the
runs may slow down.
When using the parallel tuner, it is worth considering to set the THREADS control as well; ideally such
that the product of THREADS and TUNERTHREADS is at most the number of system threads.

5.11.7 Tuner with Problem Permutations

For a certain problem, there may exist several "lucky" controls, that show a better performance by
coincidence and not due to structural reasons. Such lucky controls will typically not work with other
problems of the same type, or when a user modifies the problem slightly or updates Xpress. They can
be thought of as false positives of tuning.
To address this issue, the tuner can exploit a phenomenon known as performance variability and solve
the problem with multiple random permutations. When setting TUNERPERMUTE to a positive number,
for each control setting, the tuner will solve the original problem and the corresponding number of
permuted problems and finally aggregate their results as one. Generally, tuner results with
permutations are expected to be more stable.

5.11.8 Tuning a Set of Problems

The tuner can tune a set of problems to search for an overall best control setting for all the problems in
the set. Tuning a problem set can be started from the optimizer console with the command

tune probset problem.set,

where the problem.set is a plain text file which contains a list of problem files in MPS or LP format.
The tuner starts by checking all the problems defined in the problem set file. It will read in each problem
to find out its type (one of LP, MIP, SLP and MISLP) and optimization direction. When there are mixed
problem types, the tuner will quit with a warning message. The tuner can work with mixed optimization
directions and it will treat the whole problem set as a minimization problem. For a given problem set, it
is possible to force the tuner to tune the problem set as LP or MIP problems with the command

tune lpset problem.set or tune mipset problem.set

respectively.
For a problem set, the tuner works by solving each individual problem in the set for each specific
combination of control settings separately. When all the problems in the set are solved for a specific
control setting, the tuner combines the individual problem results into a consolidated one and reports it
on the console. During the solve, for each problem in the set, the tuner will output its result and log files

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Advanced Usage

to a path defined by TUNEROUTPUTPATH/PROBLEMNAME. For the main problem set, the tuner will write
the consolidated results to the main output path, together with a concatenated copy of all the individual
problem logs.
When tuning a problem set again, the tuner can pick up the result of existing runs for the main problem
set and for each separate problem in the set as well. If the full problem set can be recovered from the
existing tuning records, the tuner will omit solving them as usual. Otherwise, the tuner will go through
all the problems in the set. For each problem in the set, the tuner will also check whether it is possible
to pick up an existing result with the specific control setting and omit solving for existing ones when
possible.

5.11.9 Advanced Topics

Besides explicitly calling TUNE or XPRStune, the tuner can also be started by enabling the TUNERMODE
control. When enabling this control (setting to 1), all the optimization such as XPRSmipoptimize or
XPRSlpoptimize will be carried out as a tuned optimization. The Optimizer will first use the tuner to
find the best setting and then apply the best setting to solve the problem. On the other hand, a user can
disable this control (setting to 0) to always disable the tuner, such that a call to XPRStune will have no
effect. This TUNERMODE has a default value of -1, which won’t affect the behaviour of any of the above
mentioned functions.
When using the tuner from a user application with callbacks, the callbacks will also be passed on to
each individual runs. A user needs to keep in mind that these callbacks may be called mutiple times
from the tuner, as the tuner will solve the problem mutiples times. Moreover, when using the parallel
tuner, it is the user’s responsibility to ensure that callbacks are thread-safe.
Though the tuner is built-in with the Xpress Optimizer, it can tune nonlinear problems when Xpress
Nonlinear is available. Currently, parallel tuning and permutations will be disabled in this case.

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CHAPTER 6
Infeasibility, Unboundedness and Instability

All users will, generally, encounter occasions in which an instance of the model they are developing is
solved and found to be infeasible or unbounded. An infeasible problem is a problem that has no
solution while an unbounded problem is one where the constraints do not restrict the objective function
and the objective goes to infinity. Both situations often arise due to errors or shortcomings in the
formulation or in the data defining the problem. When such a result is found it is typically not clear what
it is about the formulation or the data that has caused the problem.
Problem instability arises when the coefficient values of the problem are such that the optimization
algorithms find it difficult to converge to a solution. This is typically because of large ratios between the
largest and smallest coefficients in the rows or columns and the handling of the range of numerical
values in the algorithm is causing floating point accuracy issues. Problem instability generally
manifests in either long run times or spurious infeasibilities.
It is often difficult to deal with these issues since it is often difficult to diagnose the cause of the
problems. In this chapter we discuss the various approaches and tools provided by the Optimizer for
handling these issues.

6.1 Infeasibility
A problem is said to be infeasible if no solution exists which satisfies all the constraints. The FICO
Xpress Optimizer provides functionality for diagnosing the cause of infeasibility in the user’s problem.
Before we discuss the infeasibility diagnostics of the Optimizer we will define some types of infeasibility
in terms of the type of problem it relates to and how the infeasibility is detected by the Optimizer.
We will consider two basic types of infeasibility. The first we will call continuous infeasibility and the
second discrete or integer infeasibility. Continuous infeasibility is where a non–MIP problem is
infeasible. In this case the feasible region defined by the intersecting constraints is empty. Discrete or
integer infeasibility is where a MIP problem has a feasible relaxation (a relaxation of a MIP is the
problem we get when we drop the discreteness requirement on the variables) but the feasible region of
the relaxation contains no solution that satisfies the discreteness requirement.
Either type of infeasibility may be detected at the presolve phase of an optimization run. Presolve is the
analysis and processing of the problem before the problem is run through the optimization algorithm. If
continuous infeasibility is not detected in presolve then the optimization algorithm will detect the
infeasibility. If integer infeasibility is not detected in presolve, a branch and bound search will be
necessary to detect the infeasibility. These scenarios are discussed in the following sections.

6.1.1 Diagnosis in Presolve

The presolve processing, if activated (see section 5.3), provides a variety of checks for infeasibility.
When presolve detects infeasibility, it is possible to "trace" back the implications that determined an

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Infeasibility, Unboundedness and Instability

inconsistency and identify a particular cause. This diagnosis is carried out whenever the control
parameter TRACE is set to 1 before the optimization routine XPRSlpoptimize (LPOPTIMIZE) is
called. In such a situation, the cause of the infeasibility is then reported as part of the output from the
optimization routine.

6.1.2 Diagnosis using Primal Simplex

The trace presolve functionality is typically useful when the infeasibility is simple, such that the
sequence of bound implications that explains the infeasibility is short. If, however, this sequence is
long or there are a number of sequences on different sets of variables, it might be useful to try forcing
presolve to continue processing and then solve the problem using the primal simplex to get the, so
called, ’phase 1’ solution. To force presolve to continue even when an infeasibility is discovered the user
can set the control PRESOLVE to --1. The ’phase 1’ solution is useful because the sum of infeasibilities
is minimized in the solution and the resulting set of violated constraints and violated variable bounds
provides a clear picture of what aspect of the model is causing the infeasibility.

6.1.3 Irreducible Infeasible Sets

A general technique to analyze infeasibility is to find a small subset of the matrix that is itself infeasible.
The Optimizer does this by finding irreducible infeasible sets (IISs). An IIS is a minimal set of
constraints and variable bounds which is infeasible, but becomes feasible if any constraint or bound in
it is removed.
A model may have several infeasibilities. Repairing a single IIS may not make the model feasible, for
which reason the Optimizer can attempt to find an IIS for each of the infeasibilities in a model. The IISs
found by the optimizer are independent in the sense that each constraint and variable bound may only
be present in at most one IIS. In some problems there are overlapping IISs. The number of all IISs
present in a problem may be exponential, and no attempt is made to enumerate all. If the infeasibility
can be represented by several different IISs the Optimizer will attempt to find the IIS with the smallest
number of constraints in order to make the infeasibility easier to diagnose (the Optimizer tries to
minimize the number of constraints involved, even if it means that the IIS will contain more bounds).
Using the library functions IISs can be generated iteratively using the XPRSiisfirst and
XPRSiisnext functions. All (a maximal set of independent) IISs can also be obtained with the
XPRSiisall function. Note that if the problem is modified during the iterative search for IISs, the
process has to be started from scratch. After a set of IISs is identified, the information contained by
any one of the IISs (size, constraint and bound lists, duals, etc.) may be retrieved with the function
XPRSgetiisdata. A summary on the generated IISs is provided by function XPRSiisstatus, while it
is possible to save the IIS data or the IIS subproblem directly into a file in MPS or LP format using
XPRSiiswrite. The information about the IISs is available while the problem remains unchanged.
The information about an IIS may be obtained at any time after it has been generated. Function
XPRSiisclear clears the information already stored about IISs.
On the console, all the IIS functions are available by passing different flags to the IIS console
command. A single IIS may be found with the command IIS. If further IISs are required (e.g., if trying
to find the smallest one) the IIS --n command may be used to generate subsequent IISs, or the IIS
--a to generate all independent IISs, until no further independent IIS exists. These functions display
the constraints and bounds that are identified to be in an IIS as they are found. If further information is
required, the IIS --p num command may be used to retrieve all the data for a given IIS, or the IISw
and IISe functions to create an LP/MPS or CSV containing the IIS subproblem or the additional
information about the IIS in a file.
Once an IIS has been found it is useful to know if dropping a single constraint or bound in the IIS will
completely remove the infeasibility represented by the IIS, thus an attempt is made to identify a subset
of the IIS called a sub--IIS isolation. A sub--IIS isolation is a special constraint or bound
in an IIS. Removing an IIS isolation constraint or bound will remove all infeasibilities in the IIS without

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Infeasibility, Unboundedness and Instability

increasing the infeasibilities outside the IIS, that is, in any other independent IISs.
The IIS isolations thus indicate the likely cause of each independent infeasibility and give an
indication of which constraint or bound to drop or modify. This procedure is computationally expensive,
and is carried out separately by function XPRSiisisolations (IIS--i) for an already identified IIS.
It is not always possible to find IIS isolations.
After an optimal but infeasible first phase primal simplex, it is possible to identify a subproblem
containing all the infeasibilities (corresponding to the given basis) to reduce the IIS work–problem
dramatically. Rows with zero duals (thus with slack variables having zero reduced cost) and columns
that have zero reduced costs may be excluded from the search for IISs. Moreover, for rows and
columns with nonzero costs, the sign of the cost is used to relax equality rows either to less then or
greater than equal rows, and to drop either possible upper or lower bounds on variables. This process
is referred to as sensitivity filter for IISs.
The identification of an IIS, especially if the isolations search is also performed, may take a very long
time. For this reason, using the sensitivity filter for IISs, it is possible to find only an approximation of
the IISs, which typically contains all the IISs (and may contain several rows and bounds that are not part
of any IIS). This approximation is a sub–problem identified at the beginning of the search for IISs, and
is referred to as the initial infeasible sub–problem. Its size is typically crucial to the running time of the
IIS procedure. This sub–problem is accessible by setting the input parameters of XPRSiisfirst or by
calling (IIS --f) on the console. Note that the IIS approximation and the IISs generated so far are
always available.
The XPRSgetiisdata function also returns dual multipliers. These multipliers are associated with
Farkas’ lemma of linear optimization. Farkas’ lemma in its simplest form states that if Ax = b, x ≥ 0 has
no solution, then there exists a y for which yT A ≥ 0 and yT b < 0. In other words, if the constraints and
bounds are contradictory, then an inequality of form dT x < 0 may be derived, where d is a constant
vector of nonnegative values. The vector y, i.e., the multipliers with which the constraints and bounds
have to be combined to get the contradiction is called dual multipliers. For each IIS identified, these
multipliers are also provided. For an IIS all the dual multipliers should be nonzero.

6.1.4 The Infeasibility Repair Utility

In some cases, identifying the cause of infeasibility, even if the search is based on IISs may prove very
demanding and time consuming. In such cases, a solution that violates the constraints and bounds
minimally can greatly assist modeling. This functionality is provided by the
XPRSrepairweightedinfeas function.
Based on preferences provided by the user, the Optimizer relaxes the constraints and bounds in the
problem by introducing penalized deviation variables associated with selected rows and columns. Then
a weighted sum of these variables (sometimes referred to as infeasibility breakers) is minimized,
resulting in a solution that violates the constraints and bounds minimally regarding the provided
preferences. The preference associated with a constraint or bound reflects the modeler’s will to relax
the corresponding right–hand–side or bound. The higher the preference, the more willing the modeler
is to relax (the penalty value associated is the reciprocal of the preference). A zero preference reflects
that the constraint or bound cannot be relaxed. It is the responsibility of the modeler to provide
preferences that yield a feasible relaxed problem. Note, that if all preferences are nonzero, the relaxed
problem is always feasible (with the exception of problems containing binary or semi–continuous
variables, since because of their special associated modeling properties, such variables are not
relaxed).
Note, that this utility does not repair the infeasibility of the original model, but based on the preferences
provided by the user, it introduces extra freedom into it to make it feasible, and minimizes the utilization
of the added freedom.
The magnitude of the preferences does not affect the quality of the resulting solution, and only the
ratios of the individual preferences determine the resulting solution. If a single penalty value is used for

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Infeasibility, Unboundedness and Instability

each constraint and bound group (less than and greater than or equal constraints, as well as lower and
upper bounds are treated separately) the XPRSrepairinfeas (REPAIRINFEAS) function may be
used, which provides a simplified interface to
XPRSrepairweightedinfeas.
Using the new variables introduced, it is possible to warm start the primal simplex algorithm with a
basic solution. However, based on the value of the control KEEPBASIS, the function may modify the
actual basis to produce a warm start basis for the solution process. An infeasible, but first phase
optimal primal solution typically speeds up the solution of the relaxed problem.
Once the optimal solution to the relaxed problem is identified (and is automatically projected back to
the original problem space), it may be used by the modeler to modify the problem in order to become
feasible. However, it may be of interest to know what the optimal objective value will be if the original
problem is relaxed according to the solution found be the infeasibility repair function.
In order to provide such information, the infeasibility repair tool may carry out a second phase, in which
the weighted violation of the constraints and bounds are restricted to be no greater than the optimum
of the first phase in the infeasibility repair function, and the original objective function is minimized or
maximized.
It is possible to slightly relax the restriction on the weighted violation of the constraints and bounds in
the second phase by setting the value of the parameter delta in
XPRSrepairweightedinfeas, or using the --delta option with the Console Optimizer command
REPAIRINFEAS. If the minimal weighted violation in the first phase is p, a nonzero delta would relax
the restriction on the weighted violations to be less or equal than (1+delta)p. While such a relaxation
allows considering the effect of the original objective function in more detail, on some problems the
trade–off between increasing delta to improve the objective can be very large, and the modeler is
advised to carefully analyze the effect of the extra violations of the constraints and bounds to the
underlying model.
Note, that it is possible that an infeasible problem becomes unbounded in the second phase of the
infeasibility repair function. In such cases, the cause of the problem being unbounded is likely to be
independent from the cause of its infeasibility.
When not all constraints and bounds are relaxed it is possible for the relaxed problem to remain
infeasible. In such cases it is possible to run the IIS tool on the relaxed problem, which can be used to
identify why it is still infeasible.
It is also possible to limit the amount of relaxation allowed on a per constraint side or bound by using
XPRSrepairweightedinfeasbounds.
It can sometimes be desired to achieve an even distribution of relaxation values. This can be achieved
by using quadratic penalties on the added relaxation variables, and is indicated to the optimizer by
specifying a negative preference value for the constraint or bound on which a quadratic penalty should
be added.

6.1.5 Integer Infeasibility

In rare cases a MIP problem can be found to be infeasible although its LP relaxation was found to be
feasible. In such circumstances the feasible region for the LP relaxation, while nontrivial, contains no
solutions which satisfy the various integrality constraints. These are perhaps the worst kind of
infeasibilities as it can be hard to determine the cause. In such cases it is recommended that the user
try to introduce some flexibility into the problem by adding slack variables to all of the constraints each
with some moderate penalty cost. With the solution to this problem the user should be able to identify,
from the non–zero slack variables, where the problem is being overly restricted and with this decide
how to modify the formulation and/or the data to avoid the problem.

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Infeasibility, Unboundedness and Instability

6.2 Unboundedness
A problem is said to be unbounded if the objective function may be improved indefinitely without
violating the constraints and bounds. This can happen if a problem is being solved with the wrong
optimization sense, e.g., a maximization problem is being minimized. However, when a problem is
unbounded and the problem is being solved with the correct optimization sense then this indicates a
problem in the formulation of the model or the data. Typically, the problem is caused by missing
constraints or the wrong signs on the coefficients. Note that unboundedness is often diagnosed by
presolve.

6.3 Instability

6.3.1 Scaling
When developing a model and the definition of its input data users often produce problems that contain
constraints and/or columns with large ratios in the absolute values of the largest and smallest
coefficients. For example:

maximize: 106 x + 7y = z
subject to: 106 x + 0.1y ≤ 100
107 x + 8y ≤ 500
1012 x + 106 y ≤ 50⁎106

Here the objective coefficients, constraint coefficients, and right–hand side values range between 0.1
and 1012 . We say that the model is badly scaled.
During the optimization process, the Optimizer must perform many calculations involving subtraction
and division of quantities derived from the constraints and the objective function. When these
calculations are carried out with values differing greatly in magnitude, the finite precision of computer
arithmetic and the fixed tolerances employed by FICO Xpress result in a build up of rounding errors to a
point where the Optimizer can no longer reliably find the optimal solution.
To minimize undesirable effects, when formulating your problem try to choose units (or equivalently
scale your problem) so that objective coefficients and matrix elements do not range by more than 106 ,
and the right–hand side and non–infinite bound values do not exceed 106 . One common problem is the
use of large finite bound values to represent infinite bounds (i.e., no bounds) — if you have to enter
explicit infinite bounds, make sure you use values greater than 1020 which will be interpreted as infinity
by the Optimizer. Avoid having large objective values that have a small relative difference — this makes
it hard for the dual simplex algorithm to solve the problem. Similarly, avoid having large right–hand side
or bound values that are close together, but not identical.
In the above example, both the coefficient for x and the last constraint might be better scaled. Issues
arising from the first may be overcome by column scaling, effectively a change of coordinates, with the
replacement of 106 x by some new variable. Those from the second may be overcome by row scaling. If
we set x = 106 x0 and scale the last row by 10–6 , the example becomes the much better scaled problem:

maximize: x’ + 7y = z
subject to: x’ + 0.1y ≤ 100
10x’ + 8y ≤ 500
x’ + y ≤ 50

FICO Xpress also incorporates a number of automatic scaling options to improve the scaling of the
matrix. However, the general techniques described below cannot replace attention to the choice of

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Infeasibility, Unboundedness and Instability

units specific to your problem. The best option is to scale your problem following the advice above, and
use the automatic scaling provided by the Optimizer.
The form of scaling provided by the Optimizer depends on the setting of the bits of the control
parameter SCALING. To get a particular form of scaling, set SCALING to the sum of the values
corresponding to the scaling required. For instance, to get row scaling, column scaling and then row
scaling again, set SCALING to 1+2+4=7. The scaling processing is applied after presolve and before the
optimization algorithm. The most important of the defined bits are given in the following table. For a
full list, refer to SCALING in Chapter 9

Bit Value Type of Scaling

0 1 Row scaling.
1 2 Column scaling.
2 4 Row scaling again.
3 8 Maximin.
4 16 Curtis–Reid.
5 32 0– scale by geometric mean;
1– scale by maximum element
(not applicable if maximin or Curtis–Reid is specified).
7 128 Objective function scaling.
8 256 Exclude the quadratic part of constraint when calculating scaling factors.
9 512 Scale the problem before presolve is applied.

If scaling is not required, SCALING should be set to 0.

If the user wants to get quick results when attempting to solve a badly scaled problem it may be useful
to try running customized scaling on a problem before calling the optimization algorithm. To run the
scaling process on a problem the user can call the routine XPRSscale(SCALE). The SCALING control
determines how the scaling will be applied.
If the user is applying customized scaling to their problem and they are subsequently modifying the
problem, it is important to note that the addition of new elements in the matrix can cause the problem
to become badly scaled again. This can be avoided by reapplying their scaling strategy after
completing their modifications to the matrix.
Finally, note that the scaling operations are determined by the matrix elements only. The objective
coefficients, right hand side values and bound values do not influence the scaling. Only continuous
variables (i.e., their bounds and coefficients) and constraints (i.e., their right–hand sides and
coefficients) are scaled. Discrete entities such as integer variables are not scaled so the user should
choose carefully the scaling of these variables.

6.3.2 Accuracy
The accuracy of the computed variable values and objective function value is affected in general by the
various tolerances used in the Optimizer. Of particular relevance to MIP problems are the accuracy and
cut off controls. The MIPRELCUTOFF control has a non–zero default value, which will prevent solutions
very close but better than a known solution being found. This control can of course be set to zero if
required.
When the LP solver stops at an optimal solution, the scaled constraints will be violated by no more than
FEASTOL and the variables will be within FEASTOL of their scaled bounds. However once the
constraints and variables have been unscaled the constraint and variable bound violation can increase
to more than FEASTOL. If this happens then it indicates the problem is badly scaled. Reducing
FEASTOL can help however this can cause the LP solve to be unstable and reduce solution
performance.

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Infeasibility, Unboundedness and Instability

However, for all problems it is probably ambitious to expect a level of accuracy in the objective of more
than 1 in 1,000,000. Bear in mind that the default feasibility and optimality tolerances are 10–6 . It is
often not practially possible to compute the solution values and reduced costs from a basis, to an
accuracy better than 10–8 anyway, particularly for large models. It depends on the condition number of
the basis matrix and the size of the right—hand side and cost coefficients. Under reasonable
assumptions, an upper bound for the computed variable value accuracy is 4xKxkRHSk/1016 , where
kRHSk denotes the L–infinity norm of the right–hand side and K is the basis condition number. The
basis condition number can be found using the XPRSbasiscondition (BASISCONDITION) function.
You should also bear in mind that the matrix is scaled, which would normally have the effect of
increasing the apparent feasibility tolerance.

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CHAPTER 7
Goal Programming

7.1 Overview
Note that the Goal Programming functionality of the Optimizer will be dropped in a future release.
This functionality will be replaced by an example program, available with this release (see
goal_example.c in the examples/optimizer/c folder of the installation), that provides the same
functionality as the original library function XPRSgoal(GOAL) but is implemented using the Optimizer
library interface.
Goal programming is an extension of linear programming in which targets are specified for a set of
constraints. In goal programming there are two basic models: the pre–emptive (lexicographic) model
and the Archimedean model. In the pre–emptive model, goals are ordered according to priorities. The
goals at a certain priority level are considered to be infinitely more important than the goals at the next
level. With the Archimedean model, weights or penalties for not achieving targets must be specified
and one attempts to minimize the weighted sum of goal under–achievement.
In the Optimizer, goals can be constructed either from constraints or from objective functions (N rows).
If constraints are used to construct the goals, then the goals are to minimize the violation of the
constraints. The goals are met when the constraints are satisfied. In the pre–emptive case we try to
meet as many goals as possible, taking them in priority order. In the Archimedean case, we minimize a
weighted sum of penalties for not meeting each of the goals. If the goals are constructed from N rows,
then, in the pre–emptive case, a target for each N row is calculated from the optimal value for the N row.
This may be done by specifying either a percentage or absolute deviation that may be allowed from the
optimal value for the N rows. In the Archimedean case, the problem becomes a multi–objective linear
programming problem in which a weighted sum of the objective functions is to be minimized.
In this section four examples will be provided of the four different types of goal programming available.
Goal programming itself is performed using the XPRSgoal (GOAL) command, whose syntax is
described in full in the reference section of this manual.

7.2 Pre-emptive Goal Programming Using Constraints

For this case, goals are ranked from most important to least important. Initially we try to satisfy the
most important goal. Then amongst all the solutions that satisfy the first goal, we try to come as close
as possible to satisfying the second goal. We continue in this fashion until the only way we can come
closer to satisfying a goal is to increase the deviation from a higher priority goal.
An example of this is as follows:

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Goal Programming

goal 1 (G1): 7x + 3y ≥ 40
goal 2 (G2): 10x + 5y = 60
goal 3 (G3): 5x + 4y ≤ 35
LIMIT: 100x + 60y ≤ 600

Initially we try to meet the first goal (G1), which can be done with x=5.0 and y=1.6, but this solution
does not satisfy goal 2 (G2) or goal 3 (G3). If we try to meet goal 2 while still meeting goal 1, the
solution x=6.0 and y=0.0 will satisfy. However, this does not satisfy goal 3, so we repeat the process.
On this occasion no solution exists which satisfies all three.

7.3 Archimedean Goal Programming Using Constraints

We must now minimize a weighted sum of violations of the constraints. Suppose that we have the
following problem, this time with penalties attached:

Penalties
goal 1 (G1): 7x + 3y ≥ 40 8
goal 2 (G2): 10x + 5y = 60 3
goal 3 (G3): 5x + 4y ≤ 35 1
LIMIT: 100x + 60y ≤ 600

Then the solution will be the solution of the following problem:

minimize: 8d1 + 3d2 + 3d3 + 1d4

subject to: 7x + 3y + d1 ≥ 40
10x + 5y + d2 – d3 = 60
5x + 4y + d4 ≥ 35
100x + 60y ≤ 600
d1 ≥ 0, d2 ≥ 0, d3 ≥ 0, d4 ≥ 0

In this case a penalty of 8 units is incurred for each unit that 7x + 3y is less than 40 and so on. the
final solution will minimize the weighted sum of the penalties. Penalties are also referred to as weights.
This solution will be x=6, y=0, d1 =d2 =d3 =0 and d4 =5, which means that the first and second most
important constraints can be met, while for the third constraint the right hand side must be reduced by
5 units in order to be met.
Note that if the problem is infeasible after all the goal constraints have been relaxed, then no solution
will be found.

7.4 Pre-emptive Goal Programming Using Objective Functions

Suppose that we have a set of objective functions and knowing which are the most important. As in the
pre–emptive case with constraints, goals are ranked from most to least important. Initially we find the
optimal value of the first goal. Once we have found this value we turn this objective function into a
constraint such that its value does not differ from its optimal value by more than a certain amount. This
can be a fixed amount (or absolute deviation) or a percentage of (or relative deviation from) the optimal
value found before. Now we optimize the next goal (the second most important objective function) and
so on.
For example, suppose we have the following problem:

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Goal Programming

Sense D/P Deviation

goal 1 (OBJ1): 5x + 2y – 20 max P 10
goal 2 (OBJ2): –3x + 15y – 48 min D 4
goal 3 (OBJ3): 1.5x + 21y – 3.8 max P 20
LIMIT: 42x + 13y ≤ 100

For each goal the sense of the optimization (max or min) and the percentage (P) or absolute (D)
deviation must be specified. For OBJ1 and OBJ3 a percentage deviation of 10% and 20%, respectively,
have been specified, whilst for OBJ2 an absolute deviation of 4 units has been specified.
We start by maximizing the first objective function, finding that the optimal value is --4.615385. As a
10% deviation has been specified, we change this objective function into the following constraint:

5x + 2y – 20 ≥ –4.615385 – 0.14615385

Now that we know that for any solution the value for the former objective function must be within 10%
of the best possible value, we minimize the next most important objective function (OBJ2) and find the
optimal value to be 51.133603. Goal 2 (OBJ2) may then be changed into a constraint such that:

–3x + 15y – 48 ≤ 51.133603 + 4

and in this way we ensure that for any solution, the value of this objective function will not be greater
than the best possible minimum value plus 4 units.
Finally we have to maximize OBJ3. An optimal value of 141.943995 will be obtained. Since a 20%
allowable deviation has been specified, this objective function may be changed into the following
constraint:

1.5x + 21y – 3.8 ≥ 141.943995 – 0.2141.943995

The solution of this problem is x=0.238062 and y=6.923186.

7.5 Archimedean Goal Programming Using Objective Functions

In this, the final case, we optimize a weighted sum of objective functions. In other words we solve a
multi–objective problem. For consider the following:

Weights Sense
goal 1 (OBJ1): 5x + 2y – 20 100 max
goal 2 (OBJ2): –3x + 15y – 48 1 min
goal 3 (OBJ3): 1.5x + 21y – 3.8 0.01 max
LIMIT: 42x + 13y ≤ 100

In this case we have three different objective functions that will be combined into a single objective
function by weighting them by the values given in the weights column. The solution of this model is one
that minimizes:

1(–3x + 15y – 48) – 100(5x + 2y – 20) – 0.01(1.5x + 21y – 3.8)

The resulting values that each of the objective functions will have are as follows:

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Goal Programming

OBJ1: 5x + 2y – 20 = –4.615389
OBJ2: –3x + 15y – 48 = 67.384613
OBJ3: 1.5x + 21y – 3.8 = 157.738464

The solution is x=0.0 and y=7.692308.

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CHAPTER 8
Console and Library Functions

A large number of routines are available for both Console and Library users of the FICO Xpress
Optimizer, ranging from simple routines for the input and solution of problems from matrix files to
sophisticated callback functions and greater control over the solution process. Of these, the core
functionality is available to both sets of users and comprises the ’Console Mode’. Library users
additionally have access to a set of more ’advanced’ functions, which extend the functionality provided
by the Console Mode, providing more control over their program’s interaction with the Optimizer and
catering for more complicated problem development.

8.1 Console Mode Functions

With both the Console and Advanced Mode functions described side-by-side in this chapter, library
users can use this as a quick reference for the full capabilities of the Optimizer library. For users of
Console Optimizer, only the following functions will be of relevance:

Command Description Page

CHECKCONVEXITY Convexity checker. p. 138
EXIT Terminate the Console Optimizer. p. 166
HELP Quick reference help for the Optimizer console. p. 246
IIS Console IIS command. p. 247
PRINTRANGE Writes the ranging information to screen. p. 298
PRINTSOL Write the current solution to screen. p. 299
QUIT Terminate the Console Optimizer. p. 300
STOP Terminate the Console Optimizer. p. 358
TUNE Console Tuner command. p. 364
SETARCHCONSISTENCY Sets whether to force the same execution path on various CPU architecture
extensions, in particular (pre-)AVX and AVX2. p. 78
ALTER Alters or changes matrix elements, right hand sides and constraint senses in the
current problem. p. 130
BASISCONDITION This function is deprecated, and will be removed in future releases. Please use the
XPRSbasisstability function instead. Calculates the condition number of the current
basis after solving the LP relaxation. p. 131
BASISSTABILITY Calculates various measures for the stability of the current basis, including the basis
condition number. p. 132
CHGOBJSENSE Changes the problem’s objective function sense to minimize or maximize. p. 146
DUMPCONTROLS Displays the list of controls and their current value for those controls that have been
set to a non default value. p. 165
FIXGLOBALS Fixes all the global entities to the values of the last found MIP solution. This is useful
for finding the reduced costs for the continuous variables after the global variables
have been fixed to their optimal values. p. 169

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GLOBAL Starts the global search for an integer solution after solving the LP relaxation with
XPRSmaxim (MAXIM) or XPRSminim (MINIM) or continues a global search if it has
been interrupted. This function is deprecated and might be removed in a future
release. XPRSmipoptimize should be used instead. p. 242
GOAL This function is deprecated, and will be removed in future releases. Perform goal
programming. p. 244
LPOPTIMIZE This function begins a search for the optimal continuous (LP) solution. The direction
of optimization is given by OBJSENSE. The status of the problem when the function
completes can be checked using LPSTATUS. Any global entities in the problem will be
ignored. p. 289
MAXIM, MINIM Begins a search for the optimal LP solution. These functions are deprecated and
might be removed in a future release. XPRSlpoptimize or XPRSmipoptimize should be
used instead. p. 290
MIPOPTIMIZE This function begins a global 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. p. 292
POSTSOLVE Postsolve the current matrix when it is in a presolved state. p. 295
RANGE Calculates the ranging information for a problem and saves it to the binary ranging file
problem_name.rng. p. 301
READBASIS Instructs the Optimizer to read in a previously saved basis from a file. p. 302
READBINSOL Reads a solution from a binary solution file. p. 303
READDIRS Reads a directives file to help direct the global search. p. 304
READPROB Reads an (X)MPS or LP format matrix from file. p. 306
READSLXSOL Reads an ASCII solution file .slx created by the XPRSwriteslxsol function. p. 308
REFINEMIPSOL Executes the MIP solution refiner. p. 309
REPAIRINFEAS An extended version of XPRSrepairweightedinfeas that allows for bounding the level
of relaxation allowed. p. 339
RESTORE Restores the Optimizer’s data structures from a file created by XPRSsave (SAVE).
Optimization may then recommence from the point at which the file was created.
p. 342
SAVE Saves the current data structures to file and terminates the run p. 344
SCALE Re-scales the current matrix. p. 345
SETDEFAULTCONTROL Sets a single control to its default value. p. 350
SETDEFAULTS Sets all controls to their default values. Must be called before the problem is read or
loaded by XPRSreadprob, XPRSloadglobal, XPRSloadlp, XPRSloadqglobal,
XPRSloadqp. p. 351
SETLOGFILE This directs all Optimizer output to a log file. p. 354
SETPROBNAME Sets the current default problem name. This command is rarely used. p. 356
WRITEBASIS Writes the current basis to a file for later input into the Optimizer. p. 370
WRITEBINSOL Writes the current MIP or LP solution to a binary solution file for later input into the
Optimizer. p. 371
WRITEDIRS Writes the global search directives from the current problem to a directives file. p. 372
WRITEPROB Writes the current problem to an MPS or LP file. p. 373
WRITEPRTRANGE Writes the ranging information to a fixed format ASCII file, problem_name.rrt. The
binary range file (.rng) must already exist, created by XPRSrange (RANGE). p. 374
WRITEPRTSOL Writes the current solution to a fixed format ASCII file, problem_name .prt. p. 375
WRITERANGE Writes the ranging information to a CSV format ASCII file, problem_name.rsc (and
.hdr). The binary range file (.rng) must already exist, created by XPRSrange (RANGE)
and an associated header file. p. 376
WRITESLXSOL Creates an ASCII solution file (.slx) using a similar format to MPS files. These files can
be read back into the Optimizer using the XPRSreadslxsol function. p. 378
WRITESOL Writes the current solution to a CSV format ASCII file, problem_name.asc (and .hdr).
p. 379

For a list of functions by task, refer to 2.8.

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Console and Library Functions

8.2 Layout for Function Descriptions

All functions mentioned in this chapter are described under the following set of headings:

Function Name
The description of each routine starts on a new page. The library name for a function is on the left and
the Console Optimizer command name, if one exists, is on the right.

Purpose
A short description of the routine and its purpose begins the information section.

Synopsis
A synopsis of the syntax for usage of the routine is provided. "Optional" arguments and flags may be
specified as NULL if not required. Where this possibility exists, it will be described alongside the
argument, or in the Further Information at the end of the routine’s description. If the function is
available in the Console, the library syntax is described first, followed by the Console Optimizer syntax.

Arguments
A list of arguments to the routine with a description of possible values for them follows.

Error Values
Optimizer return codes are described in Chapter 11. For library users, however, a return code of 32
indicates that additional error information may be obtained, specific to the function which caused the
error. Such is available by calling

XPRSgetintattrib(prob,XPRS_ERRORCODE,&errorcode);

Likely error values returned by this for each function are listed in the Error Values section. A description
of the error may be obtained using the XPRSgetlasterror function. If no attention need be drawn to
particular error values, this section will be omitted.

Associated Controls
Controls which affect a given routine are listed next, separated into lists by type. The control name
given here should have XPRS_ prefixed by library users, in a similar way to the XPRSgetintattrib
example in the Error Values section above. Console Xpress users should use the controls without this
prefix, as described in FICO Xpress Getting Started manual. These controls must be set before the
routine is called if they are to have any effect.

Examples
One or two examples are provided which explain certain aspects of the routine’s use.

Further Information
Additional information not contained elsewhere in the routine’s description is provided at the end.

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Related Topics
Finally a list of related routines and topics is provided for comparison and reference.

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Console and Library Functions

XPRS_bo_addbounds
Purpose
Adds new bounds to a branch of a user branching object.
Synopsis
int XPRS_CC XPRS_bo_addbounds(XPRSbranchobject obranch, int ibranch, int
nbounds, const char cbndtype[], const int mbndcol[], const double
dbndval[]);
Arguments
obranch The user branching object to modify.
ibranch The number of the branch to add the new bounds for. This branch must already have
been created using XPRS_bo_addbranches. Branches are indexed starting from zero.
nbounds Number of new bounds to add.
cbndtype Character array of length nbounds indicating the type of bounds to add:
L Lower bound.
U Upper bound.
mbndcol Integer array of length nbounds containing the column indices for the new bounds.
dbndval Double array of length nbounds giving the bound values.
Example
See XPRS_bo_create for an example using XPRS_bo_addbounds.

Related topics
XPRS_bo_create.

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Console and Library Functions

XPRS_bo_addbranches
Purpose
Adds new, empty branches to a user defined branching object.
Synopsis
int XPRS_CC XPRS_bo_addbranches(XPRSbranchobject obranch, int nbranches);
Arguments
obranch The user branching object to modify.
nbranches Number of new branches to create.
Example
See XPRS_bo_create for an example using XPRS_bo_addbranches.
Related topics
XPRS_bo_create.

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Console and Library Functions

XPRS_bo_addcuts
Purpose
Adds stored user cuts as new constraints to a branch of a user branching object.
Synopsis
int XPRS_CC XPRS_bo_addcuts(XPRSbranchobject obranch, int ibranch, int
ncuts, const XPRScut mcutind[]);
Arguments
obranch The user branching object to modify.
ibranch The number of the branch to add the cuts for. This branch must already have been
created using XPRS_bo_addbranches. Branches are indexed starting from zero.
ncuts Number of cuts to add.
mcutind Array of length ncuts containing the pointers to user cuts that should be added to the
branch.
Related topics
XPRS_bo_create, XPRS_bo_addrows.

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Console and Library Functions

XPRS_bo_addrows
Purpose
Adds new constraints to a branch of a user branching object.
Synopsis
int XPRS_CC XPRS_bo_addrows(XPRSbranchobject obranch, int ibranch, int
nrows, int nelems, const char crtype[], const double drrhs[], const
int mrbeg[], const int mcol[], const double dval[]);
Arguments
obranch The user branching object to modify.
ibranch The number of the branch to add the new constraints for. This branch must already have
been created using XPRS_bo_addbranches. Branches are indexed starting from zero.
nrows Number of new constraints to add.
nelems Number of non-zero coefficients in all new constraints.
crtype Character array of length nrows indicating the type of constraints to add:
L Less than type.
G Greater than type.
E Equality type.
drrhs Double array of length nrows containing the right hand side values.
mrbeg Integer array of length nrows containing the offsets of the mcol and dval arrays of the
start of the non zero coefficients in the new constraints.
mcol Integer array of length nelems containing the column indices for the non zero
coefficients.
dval Double array of length nelems containing the non zero coefficient values.
Example
The following function will create a branching object that branches on constraints x1 + x2 ≥ 1 or
x1 + x2 ≤ 0:
XPRSbranchobject CreateConstraintBranch(XPRSprob xp_mip, int icol)
{
char cRowType;
double dRowRHS;
int mRowBeg;
int mElemCol[2];
double dElemVal[2];

XPRSbranchobject bo = NULL;
int isoriginal = 1;

/⁎ Create the new object with two empty branches. ⁎/

XPRS_bo_create(&bo, xp_mip, isoriginal);
XPRS_bo_addbranches(bo, 2);

/⁎ Add the constraint x1 + x2 >= 1. ⁎/

cRowType = 'G';
dRowRHS = 1.0;
mRowBeg = 0;
mElemCol[0] = 0; mElemCol[1] = 1;
dElemVal[0] = 1.0; dElemVal[1] = 1.0;
XPRS_bo_addrows
(bo, 0, 1, 2, &cRowType, &dRowRHS, &mRowBeg, mElemCol, dElemVal);

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/⁎ Add the constraint x1 + x2 <= 0. ⁎/

cRowType = 'L';
dRowRHS = 0.0;
XPRS_bo_addrows
(bo, 1, 1, 2, &cRowType, &dRowRHS, &mRowBeg, mElemCol, dElemVal);

/⁎ Set a low priority value so our branch object is picked up ⁎/

/⁎ before the default branch candidates. ⁎/
XPRS_bo_setpriority(bo, 100);

return bo;
}
Related topics
XPRS_bo_create.

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Console and Library Functions

XPRS_bo_create
Purpose
Creates a new user defined branching object for the Optimizer to branch on. This function should be
called only from within one of the callback functions set by XPRSaddcboptnode or
XPRSaddcbchgbranchobject.
Synopsis
int XPRS_CC XPRS_bo_create(XPRSbranchobject⁎ p_object, XPRSprob prob, int
isoriginal);
Arguments
p_object Pointer to where the new object should be returned.
prob The problem structure that the branching object should be created for.
isoriginal If the branching object will be set up for the original matrix, which determines how
column indices are interpreted when adding bounds and rows to the object:
0 Column indices should refer to the current (presolved) node problem.
1 Column indices should refer to the original matrix.
Further information
1. In addition to the standard global entities supported by the Optimizer, the Optimizer also allows the
user to define their own global entities for branching, using branching objects.

2. A branching object of type XPRSbranchobject should provide a linear description of how to branch
on the current node for a user’s global entities. Any number of branches is allowed and each branch
description can contain any combination of columns bounds and new constraints.
3. Branching objects must always contain at least one branch and all branches of the object must contain
at least one bound or constraint.

4. When the Optimizer branches the current node on a user’s branching object, a new child node will be
created for each branch defined in the object. The child nodes will inherit the bounds and constraint of
the current node, plus any new bounds or constraints defined for that branch in the object.
5. Inside the callback function set by XPRSaddcboptnode, a user can define any number of branching
objects and pass them to the Optimizer. These objects are added to the set of infeasible global entities
for the current node and the Optimizer will select a best candidate from this extended set using all of its
normal evaluation methods.
6. The callback function set by XPRSaddcbchgbranchobject can be used to override the Optimizer’s
selected branching candidate with the user’s own object. This can for example be used to modify how
to branch on the global entity selected by the Optimizer.
7. The following functions are available to set up a new user branching object:
XPRS_bo_create Creates a new, empty branching object with no branches.
XPRS_bo_addbranches Adds new, empty branches to the object. Branches must
be created before column bounds or rows can be added to
a branch.
XPRS_bo_addbounds Adds new column bounds to a given branch of the object.
XPRS_bo_addrows Adds new constraints to a given branch of the object.
XPRS_bo_setpriority Sets the priority value for the object. These are equivalent
to the priority values for regular global entities that can be
set through directives (see also Appendix A.6).
XPRS_bo_setpreferredbranch Specifies which of the child nodes corresponding to the
branches of the object should be explored first.
XPRS_bo_store Adds the created object to the candidate list for branching.

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Example
The following function will create a branching object equivalent to a standard binary branch on a
column:
XPRSbranchobject CreateBinaryBranchObject(XPRSprob xp_mip, int icol)
{
char cBndType;
double dBndValue;
int isoriginal = 1;

XPRSbranchobject bo = NULL;

/⁎ Create the new object with two empty branches. ⁎/

XPRS_bo_create(&bo, xp_mip, isoriginal);
XPRS_bo_addbranches(bo, 2);

/⁎ Add bounds to branch the column to either zero or one. ⁎/

cBndType = 'U';
dBndValue = 0.0;
XPRS_bo_addbounds(bo, 0, 1, &cBndType, &icol, &dBndValue);
cBndType = 'L';
dBndValue = 1.0;
XPRS_bo_addbounds(bo, 1, 1, &cBndType, &icol, &dBndValue);

/⁎ Set a low priority value so our branch object is picked up ⁎/

/⁎ before the default branch candidates. ⁎/
XPRS_bo_setpriority(bo, 100);

return bo;
}

Related topics
XPRSaddcboptnode, XPRSaddcbchgbranchobject.

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Console and Library Functions

XPRS_bo_destroy
Purpose
Frees all memory for a user branching object, when the object was not stored with the Optimizer.
Synopsis
int XPRS_CC XPRS_bo_destroy(XPRSbranchobject obranch);
Argument
obranch The user branching object to free.
Related topics
XPRS_bo_create, XPRS_bo_store.

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Console and Library Functions

XPRS_bo_getbounds
Purpose
Returns the bounds for a branch of a user branching object.
Synopsis
int XPRS_CC XPRS_bo_getbounds(XPRSbranchobject obranch, int ibranch, int⁎
p_nbounds, int nbounds_size, char cbndtype[], int mbndcol[], double
dbndval[]);
Arguments
obranch The branching object to inspect.
ibranch The number of the branch to get the bounds for.
p_nbounds Location where the number of bounds for the given branch should be returned.
nbounds_size Maximum number of bounds to return.
cbndtype Character array of length nbounds_size where the types of bounds will be returned:
L Lower bound.
U Upper bound.
Allowed to be NULL.
mbndcol Integer array of length nbounds_size where the column indices will be returned.
Allowed to be NULL.
dbndval Double array of length nbounds_size where the bound values will be returned.
Allowed to be NULL.
Related topics
XPRS_bo_create, XPRS_bo_addbounds.

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Console and Library Functions

XPRS_bo_getbranches
Purpose
Returns the number of branches of a branching object.
Synopsis
int XPRS_CC XPRS_bo_getbranches(XPRSbranchobject obranch, int⁎
p_nbranches);
Arguments
obranch The user branching object to inspect.
p_nbranches Memory where the number of branches should be returned.
Related topics
XPRS_bo_create, XPRS_bo_addbranches.

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Console and Library Functions

XPRS_bo_getid
Purpose
Returns the unique identifier assigned to a branching object.
Synopsis
int XPRS_CC XPRS_bo_getid(XPRSbranchobject obranch, int⁎ p_id);
Arguments
obranch A branching object.
p_id Pointer to an integer where the identifier should be returned.
Further information
1. Branching objects associated with existing column entities (binaries, integers, semi–continuous and
partial integers), are given an identifier from 1 to MIPENTS.

2. Branching objects associated with existing Special Ordered Sets, are given an identifier from
MIPENTS+1 to MIPENTS+SETS.
3. User created branching objects will always have a negative identifier.
Related topics
XPRS_bo_create.

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Console and Library Functions

XPRS_bo_getlasterror
Purpose
Returns the last error encountered during a call to the given branch object.
Synopsis
int XPRS_CC XPRS_bo_getlasterror(XPRSbranchobject obranch, int⁎ iMsgCode,
char⁎ _msg, int _iStringBufferBytes, int⁎ _iBytesInInternalString);
Arguments
obranch The branch object.
iMsgCode Location where the error code will be returned. Can be NULL if not required.
_msg A character buffer of size iStringBufferBytes in which the last error message
relating to the given branching object will be returned.
iStringBufferBytes The size of the character buffer _msg.
_iBytesInInternalString The size of the required character buffer to fully return the error string.
Example
The following shows how this function might be used in error checking:

XPRSbranchobject obranch;
...
char⁎ cbuf;
int cbuflen;
if (XPRS_bo_setpreferredbranch(obranch,3)) {
XPRS_bo_getlasterror(obranch,NULL,NULL,0,&cbuflen);
cbuf = malloc(cbuflen);
XPRS_bo_getlasterror(obranch,NULL, cbuf, cbuflen, NULL);
printf("ERROR when setting preferred branch: %s\n", cbuf);
}
Related topics
XPRS_ge_setcbmsghandler.

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Console and Library Functions

XPRS_bo_getrows
Purpose
Returns the constraints for a branch of a user branching object.
Synopsis
int XPRS_CC XPRS_bo_getrows(XPRSbranchobject obranch, int ibranch, int⁎
p_nrows, int nrows_size, int⁎ p_nelems, int nelems_size, char
crtype[], double drrhs[], int mrbeg[], int mcol[], double dval[]);
Arguments
obranch The user branching object to inspect.
ibranch The number of the branch to get the constraints from.
p_nrows Memory location where the number of rows should be returned.
nrows_size Maximum number of rows to return.
p_nelems Memory location where the number of non zero coefficients in the constraints should be
returned.
nelems_size Maximum number of non zero coefficients to return.
crtype Character array of length nrows_size where the types of the rows will be returned:
L Less than type.
G Greater than type.
E Equality type.
drrhs Double array of length nrows_size where the right hand side values will be returned.
mrbeg Integer array of length nrows_size which will be filled with the offsets of the mcol and
dval arrays of the start of the non zero coefficients in the returned constraints.
mcol Integer array of length nelems_size which will be filled with the column indices for the
non zero coefficients.
dval Double array of length nelems_size which will be filled with the non zero coefficient
values.
Related topics
XPRS_bo_create, XPRS_bo_addrows.

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Console and Library Functions

XPRS_bo_setpreferredbranch
Purpose
Specifies which of the child nodes corresponding to the branches of the object should be explored first.
Synopsis
int XPRS_CC XPRS_bo_setpreferredbranch(XPRSbranchobject obranch, int
ibranch);
Arguments
obranch The user branching object.
ibranch The number of the branch to mark as preferred.
Related topics
XPRS_bo_create.

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Console and Library Functions

XPRS_bo_setpriority
Purpose
Sets the priority value of a user branching object.
Synopsis
int XPRS_CC XPRS_bo_setpriority(XPRSbranchobject obranch, int ipriority);
Arguments
obranch The user branching object.
ipriority The new priority value to assign to the branching object, which must be a number from 0
to 1000. User branching objects are created with a default priority value of 500.

Further information
1. A candidate branching object with lowest priority number will always be selected for branching before
an object with a higher number.
2. Priority values must be an integer from 0 to 1000. User branching objects and global entities are by
default assigned a priority value of 500. Special branching objects, such as those arising from
structural branches or split disjunctions are assigned a priority value of 400.
Related topics
XPRS_bo_create, Section A.6.

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Console and Library Functions

XPRS_bo_store
Purpose
Adds a new user branching object to the Optimizer’s list of candidates for branching. This function is
available only through the callback function set by XPRSaddcboptnode.
Synopsis
int XPRS_CC XPRS_bo_store(XPRSbranchobject obranch, int⁎ p_status);

Arguments
obranch The new user branching object to store. After this call the obranch object is no longer
valid and should not be referred to again.
p_status The returned status from checking the provided branching object:
0 The object was accepted successfully.
1 Failed to presolve the object due to dual reductions in presolve.
2 Failed to presolve the object due to duplicate column reductions in presolve.
3 The object contains an empty branch.
The object was not added to the candidate list if a non zero status is returned.

Further information
1. To ensure that a user branching object expressed in terms of the original matrix columns can be
applied to the presolved problem, it might be necessary to turn off certain presolve operations.
2. If any of the original matrix columns referred to in the object are unbounded, dual reductions might
prevent the corresponding bound or constraint from being presolved. To avoid this, dual reductions
should be turned off in presolve, by clearing bit 3 of the integer control PRESOLVEOPS.

3. If one or more of the original matrix columns of the object are duplicates in the original matrix, but not
in the branching object, it might not be possible to presolve the object due to duplicate column
eliminations in presolve. To avoid this, duplicate column eliminations should be turned off in presolve,
by clearing bit 5 of PRESOLVEOPS.
4. As an alternative to turning off the above mentioned presolve features, it is possible to protect
individual columns of a the problem from being modified by presolve. Use the XPRSloadsecurevecs
function to mark any columns that might be branched on using branching objects.
Related topics
XPRS_bo_create, XPRS_bo_validate.

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Console and Library Functions

XPRS_bo_validate
Purpose
Verifies that a given branching object is valid for branching on the current branch-and-bound node of a
MIP solve. The function will check that all branches are non-empty, and if required, verify that the
branching object can be presolved.
Synopsis
int XPRS_CC XPRS_bo_validate(XPRSbranchobject obranch, int⁎ p_status);
Arguments
obranch A branching object.
p_status The returned status from checking the provided branching object:
0 The object is acceptable.
1 Failed to presolve the object due to dual reductions in presolve.
2 Failed to presolve the object due to duplicate column reductions in presolve.
3 The object contains an empty branch.
Related topics
XPRS_bo_create.

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Console and Library Functions

XPRS_ge_addcbmsghandler
Purpose
Declares an output callback function in the global environment, called every time a line of message text
is output by any object in the library. This callback function will be called in addition to any output
callbacks already added by XPRS_ge_addcbmsghandler.
Synopsis
int XPRS_CC XPRS_ge_addcbmsghandler(int (XPRS_CC ⁎f_msghandler)(XPRSobject
vXPRSObject, void ⁎ vUserContext, void ⁎ vSystemThreadId, const char
⁎ sMsg, int iMsgType, int iMsgNumber), void ⁎object, int priority);
Arguments
f_msghandler The callback function which takes six arguments, vXPRSObject, vUserContext,
vSystemThreadId, sMsg, iMsgType and iMsgNumber. Use a NULL value to cancel a
callback function.
vXPRSObject The object sending the message. Use XPRSgetobjecttypename to get the name of
the object type.
vUserContext The user-defined object passed to the callback function.
vSystemThreadId The system id of the thread sending the message cast to a void ⁎.
sMsg A null terminated character array (string) containing the message, which may simply be
a new line. When the callback is called for the first time sMsg will be a NULL pointer.
iMsgType Indicates the type of output message:
1 information messages;
2 (not used);
3 warning messages;
4 error messages.
When the callback is called for the first time iMsgType will be a negative value.
iMsgNumber The number associated with the message. If the message is an error or a warning then
you can look up the number in the section Optimizer Error and Warning Messages for
advice on what it means and how to resolve the associated issue.
object A user-defined object to be passed to the callback function.
priority An integer that determines the order in which multiple message handler callbacks will
be invoked. The callback added with a higher priority will be called before a callback
with a lower priority. Set to 0 if not required.
Further information
To send all messages to a log file the built in message handler XPRSlogfilehandler can be used.
This can be done with:

XPRS_ge_addcbmsghandler(XPRSlogfilehandler, "log.txt", 0);

Related topics
XPRS_ge_removecbmsghandler, XPRSgetobjecttypename.

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Console and Library Functions

XPRS_ge_getcbmsghandler
Purpose
This function is deprecated and may be removed in future releases.
Get the output callback function for the global environment, as set by XPRS_ge_setcbmsghander.
Synopsis
int XPRS_CC XPRS_ge_getcbmsghandler(int (XPRS_CC
⁎⁎r_f_msghandler)(XPRSobject vXPRSObject, void ⁎ vUserContext, void ⁎
vSystemThreadId, const char ⁎ sMsg, int iMsgType, int iMsgNumber),
void ⁎⁎object);
Arguments
r_f_msghandler Pointer to the memory where the callback function will be returned.
object Pointer to the memory where the callback function context value will be returned.

Related topics
XPRS_ge_setcbmsghandler.

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Console and Library Functions

XPRS_ge_getlasterror
Purpose
Returns the last error encountered during a call to the Xpress global environment.
Synopsis
int XPRS_CC XPRS_ge_getlasterror(int⁎ iMsgCode, char⁎ _msg, int
_iStringBufferBytes, int⁎ _iBytesInInternalString);
Arguments
iMsgCode Memory location in which the error code will be returned. Can be NULL if not required.
_msg A character buffer of size iStringBufferBytes in which the last error message
relating to the global environment will be returned.
iStringBufferBytes The size of the character buffer _msg.
_iBytesInInternalString Memory location in which the minimum required size of the buffer to
hold the full error string will be returned. Can be NULL if not required.
Example
The following shows how this function might be used in error checking:

char⁎ cbuf;
int cbuflen;
if (XPRS_ge_setcbmsghandler(myfunc,NULL)!=0) {
XPRS_ge_getlasterror(NULL,NULL,0,&cbuflen);
cbuf = malloc(cbuflen);
XPRS_ge_getlasterror(NULL, cbuf, cbuflen, NULL);
printf("ERROR from Xpress global environment: %s\n", cbuf);
}
Related topics
XPRS_ge_setcbmsghandler.

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Console and Library Functions

XPRS_ge_removecbmsghandler
Purpose
Removes a message callback function previously added by XPRS_ge_addcbmsghandler. The
specified callback function will no longer be called after it has been removed.
Synopsis
int XPRS_CC XPRS_ge_removecbmsghandler(int (XPRS_CC ⁎f_msghandler)
(XPRSobject vXPRSObject, void ⁎ vUserContext, void ⁎ vSystemThreadId,
const char ⁎ sMsg, int iMsgType, int iMsgNumber), void ⁎ object);
Arguments
f_msghandler The callback function to remove. If NULL then all message callback functions added
with the given user-defined object value will be removed.
object The object value that the callback was added with. If NULL, then the object value will not
be checked and all message callbacks with the function pointer f_msghandler will be
removed.

Related topics
XPRS_ge_addcbmsghandler

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Console and Library Functions

XPRS_ge_setcbmsghandler
Purpose
This function is deprecated and may be removed in future releases. Please use
XPRS_ge_addcbmsghandler instead.
Declares an output callback function, called every time a line of message text is output by any object in
the library.

Synopsis
int XPRS_CC XPRS_ge_setcbmsghandler(int (XPRS_CC ⁎f_msghandler)
(XPRSobject vXPRSObject, void ⁎ vUserContext, void ⁎ vSystemThreadId,
const char ⁎ sMsg, int iMsgType, int iMsgNumber), void ⁎ p);
Arguments
f_msghandler The callback function which takes six arguments, vXPRSObject, vUserContext,
vSystemThreadId, sMsg, iMsgType and iMsgNumber. Use a NULL value to cancel a
callback function.
vXPRSObject The object sending the message. Use XPRSgetobjecttypename to get the name of
the object type.
vUserContext The user-defined object passed to the callback function.
vSystemThreadId The system id of the thread sending the message caste to a void *.
sMsg A null terminated character array (string) containing the message, which may simply be
a new line. When the callback is called for the first time sMsg will be a NULL pointer.
iMsgType Indicates the type of output message:
1 information messages;
2 (not used);
3 warning messages;
4 error messages.
A negative value means the callback is being called for the first time.
iMsgNumber The number associated with the message. If the message is an error or a warning then
you can look up the number in the section Optimizer Error and Warning Messages for
advice on what it means and how to resolve the associated issue.
p A user-defined object to be passed to the callback function.
Further information
To send all messages to a log file the built in message handler XPRSlogfilehandler can be used.
This can be done with:

XPRS_ge_setcbmsghandler(XPRSlogfilehandler, "log.txt");

Related topics
XPRSgetobjecttypename.

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Console and Library Functions

XPRS_ge_setarchconsistency SETARCHCONSISTENCY
Purpose
Sets whether to force the same execution path on various CPU architecture extensions, in particular
(pre-)AVX and AVX2.
Synopsis
int XPRS_CC XPRS_ge_setarchconsistency(int ifArchConsistent);
SETARCHCONSISTENCY ifArchConsistent
Argument
ifArchConsistent Whether to force the same execution path:
0 Do not force the same execution path (default behavior);
1 Force the same execution path.
Further information
Note that, using this general environment API function is different from setting the CPUPLATFORM
control. Setting CPUPLATFORM selects a vectorization instruction set for the barrier method.

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Console and Library Functions

XPRS_nml_addnames
Purpose
The XPRS_nml_⁎ functions provide a simple, generic interface to lists of names, which may be names
of rows/columns on a problem or may be a list of arbitrary names provided by the user. Use the
XPRS_nml_addnames to add names to a name list, or modify existing names on a namelist.
Synopsis
int XPRS_CC XPRS_nml_addnames(XPRSnamelist nml, const char buf[], int
firstIndex, int lastIndex);
Arguments
nml The name list to which you want to add names. Must be an object previously returned
by XPRS_nml_create, as XPRSnamelist objects returned by other functions are
immutable and cannot be changed.
names Character buffer containing the null-terminated string names.
first The index of the first name to add/replace. Name indices in a namelist always start
from 0.
last The index of the last name to add/replace.

Example
char mynames[0] = "fred\0jim\0sheila"
...
XPRS_nml_addnames(nml,mynames,0,2);

Related topics
XPRS_nml_create, XPRS_nml_removenames, XPRS_nml_copynames, XPRSaddnames.

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Console and Library Functions

XPRS_nml_copynames
Purpose
The XPRS_nml_⁎ functions provide a simple, generic interface to lists of names, which may be names
of rows/columns on a problem or may be a list of arbitrary names provided by the user.
XPRS_nml_copynames allows you to copy all the names from one name list to another. As name lists
representing row/column names cannot be modified, XPRS_nml_copynames will be most often used
to copy such names to a namelist where they can be modified, for some later use.

Synopsis
int XPRS_CC XPRS_nml_copynames(XPRSnamelist dst, XPRSnamelist src);
Arguments
dst The namelist object to copy names to. Any names already in this name list will be
removed. Must be an object previously returned by XPRS_nml_create.
src The namelist object from which all the names should be copied.
Example
XPRSprob prob;
XPRSnamelist rnames, rnames_on_prob;
...
/⁎ Create a namelist ⁎/
XPRS_nml_create(&rnames);
/⁎ Get a namelist through which we can access the row names ⁎/
XPRSgetnamelistobject(prob,1,&rnames_on_prob);
/⁎ Now copy these names from the immutable 'XPRSprob' namelist
to another one ⁎/
XPRS_nml_copynames(rnames,rnames_on_prob);
/⁎ The names in the list can now be modified then put to some
other use ⁎/

Related topics
XPRS_nml_create, XPRS_nml_addnames, XPRSgetnamelistobject.

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Console and Library Functions

XPRS_nml_create
Purpose
The XPRS_nml_⁎ functions provide a simple, generic interface to lists of names, which may be names
of rows/columns on a problem or may be a list of arbitrary names provided by the user.
XPRS_nml_create will create a new namelist to which the user can add, remove and otherwise
modify names.

Synopsis
int XPRS_CC XPRS_nml_create(XPRSnamelist⁎ p_nml);
Argument
p_nml Pointer to location where the new namelist will be returned.
Example
XPRSnamelist mylist;
XPRS_nml_create(&mylist);

Related topics
XPRSgetnamelistobject, XPRS_nml_destroy.

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Console and Library Functions

XPRS_nml_destroy
Purpose
Destroys a namelist and frees any memory associated with it. Note you need only destroy namelists
created by XPRS_nml_destroy - those returned by XPRSgetnamelistobject are automatically
destroyed when you destroy the problem object.
Synopsis
int XPRS_CC XPRS_nml_destroy(XPRSnamelist nml);
Argument
nml The namelist to be destroyed.
Example
XPRSnamelist mylist;
XPRS_nml_create(&mylist);
...
XPRS_nml_destroy(&mylist);

Related topics
XPRS_nml_create, XPRSgetnamelistobject, XPRSdestroyprob.

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Console and Library Functions

XPRS_nml_findname
Purpose
The XPRS_nml_⁎ functions provide a simple, generic interface to lists of names, which may be names
of rows/columns on a problem or may be a list of arbitrary names provided by the user.
XPRS_nml_findname returns the index of the given name in the given name list.
Synopsis
int XPRS_CC XPRS_nml_findname(XPRSnamelist nml, const char⁎ name, int⁎
r_index);
Arguments
nml The namelist in which to look for the name.
name Null-terminated string containing the name for which to search.
r_index Pointer to variable in which the index of the name is returned, or in which is returned -1 if
the name is not found in the namelist.
Example
XPRSnamelist mylist;
int idx;
...
XPRS_nml_findname(mylist, "profit_after_work", &idx);
if (idx==-1)
printf("'profit_after_work' was not found in the namelist");
else
printf("'profit_after_work' was found at position %d", idx);

Related topics
XPRS_nml_addnames, XPRS_nml_getnames.

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Console and Library Functions

XPRS_nml_getlasterror
Purpose
Returns the last error encountered during a call to a namelist object.
Synopsis
int XPRS_CC XPRS_nml_getlasterror(XPRSnamelist nml, int⁎ iMsgCode, char⁎
_msg, int _iStringBufferBytes, int⁎ _iBytesInInternalString);
Arguments
nml The namelist object.
iMsgCode Variable in which the error code will be returned. Can be NULL if not required.
_msg A character buffer of size iStringBufferBytes in which the last error message
relating to this namelist will be returned.
_iStringBufferBytes The size of the character buffer _msg.
_iBytesInInternalString Memory location in which the minimum required size of the buffer to
hold the full error string will be returned. Can be NULL if not required.
Example
XPRSnamelist nml;
char⁎ cbuf;
int cbuflen;
...
if (XPRS_nml_removenames(nml,2,35)) {
XPRS_nml_getlasterror(nml, NULL, NULL, 0, &cbuflen);
cbuf = malloc(cbuflen);
XPRS_nml_getlasterror(nml, NULL, cbuf, cbuflen, NULL);
printf("ERROR removing names: %s\n", cbuf);
}

Related topics
None.

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Console and Library Functions

XPRS_nml_getmaxnamelen
Purpose
The XPRS_nml_⁎ functions provide a simple, generic interface to lists of names, which may be names
of rows/columns on a problem or may be a list of arbitrary names provided by the user.
XPRS_nml_getmaxnamelen returns the length of the longest name in the namelist.
Synopsis
int XPRS_CC XPRS_nml_getmaxnamelen(XPRSnamelist nml, int⁎ namlen);
Arguments
nml The namelist object.
namelen Pointer to a variable into which shall be written the length of the longest name.
Related topics
None.

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Console and Library Functions

XPRS_nml_getnamecount
Purpose
The XPRS_nml_⁎ functions provide a simple, generic interface to lists of names, which may be names
of rows/columns on a problem or may be a list of arbitrary names provided by the user.
XPRS_nlm_getnamecount returns the number of names in the namelist.
Synopsis
int XPRS_CC XPRS_nml_getnamecount(XPRSnamelist nml, int⁎ count);
Arguments
nml The namelist object.
count Pointer to a variable into which shall be written the number of names.
Example
XPRSnamelist mylist;
int count;
...
XPRS_nml_getnamecount(mylist,&count);
printf("There are %d names", count);

Related topics
None.

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Console and Library Functions

XPRS_nml_getnames
Purpose
The XPRS_nml_⁎ functions provide a simple, generic interface to lists of names, which may be names
of rows/columns on a problem or may be a list of arbitrary names provided by the user. The
XPRS_nml_getnames function returns some of the names held in the name list. The names shall be
returned in a character buffer, and with each name being separated by a NULL character.

Synopsis
int XPRS_CC XPRS_nml_getnames(XPRSnamelist nml, int padlen, char buf[], int
buflen, int⁎ r_buflen_reqd, int firstIndex, int lastIndex);
Arguments
nml The namelist object.
padlen The minimum length of each name. If > 0 then names shorter than padlen will be
concatenated with whitespace to make them this length.
buf Buffer of length buflen into which the names shall be returned.
buflen The maximum number of bytes that may be written to the character buffer buf.
r_buflen_reqd A pointer to a variable into which will be written the number of bytes required to
contain the names. May be NULL if not required.
firstIndex The index of the first name in the namelist to return. Note name list indexes always
start from 0.
lastIndex The index of the last name in the namelist to return.
Example
XPRSnamelist mylist;
char⁎ cbuf;
int o, i, cbuflen;
...
/⁎ Find out how much space we'll require for these names ⁎/
XPRS_nml_getnames(mylist, 0, NULL, 0, &cbuflen, 0, 5 );
/⁎ Allocate a buffer large enough to hold the names ⁎/
cbuf = malloc(cbuflen);
/⁎ Retrieve the names ⁎/
XPRS_nml_getnames(mylist, 0, cbuf, cbuflen, NULL, 0, 5);
/⁎ Display the names ⁎/
o=0;
for (i=0;i<6;i++) {
printf("Name #%d = %s\n", i, cbuf+o);
o += strlen(cbuf)+1;
}

Related topics
None.

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Console and Library Functions

XPRS_nml_removenames
Purpose
The XPRS_nml_⁎ functions provide a simple, generic interface to lists of names, which may be names
of rows/columns on a problem or may be a list of arbitrary names provided by the user.
XPRS_nml_removenames will remove the specified names from the name list. Any subsequent
names will be moved down to replace the removed names.

Synopsis
int XPRS_CC XPRS_nml_removenames(XPRSnamelist nml, int firstIndex, int
lastIndex);
Arguments
nml The name list from which you want to remove names. Must be an object previously
returned by XPRS_nml_create, as XPRSnamelist objects returned by other functions
are immutable and cannot be changed.
firstIndex The index of the first name to remove. Note that indices for names in a name list
always start from 0.
lastIndex The index of the last name to remove.
Example
XPRS_nml_removenames(mylist, 3, 5);

Related topics
XPRS_nml_addnames.

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Console and Library Functions

XPRSaddcbbariteration
Purpose
Declares a barrier iteration callback function, called after each iteration during the interior point
algorithm, with the ability to access the current barrier solution/slack/duals or reduced cost values, and
to ask barrier to stop. This callback function will be called in addition to any callbacks already added by
XPRSaddcbbariteration.

Synopsis
int XPRS_CC XPRSaddcbbariteration (XPRSprob prob, void (XPRS_CC
⁎f_bariteration)( XPRSprob my_prob, void ⁎my_object, int
⁎barrier_action), void ⁎object, int priority);
Arguments
prob The current problem.
f_bariteration The callback function itself. This takes three arguments, my_prob, my_object,
and barrier_action serving as an integer return value. This function is called at
every barrier iteration.
my_prob The problem passed to the callback function, f_bariteration.
my_object The user-defined object passed as object when setting up the callback with
XPRSaddcbbariteration.
barrier_action Defines a return value controlling barrier:
<0 continue with the next iteration;
=0 let barrier decide (use default stopping criteria);
1 barrier stops with status not defined;
2 barrier stops with optimal status;
3 barrier stops with dual infeasible status;
4 barrier stops wih primal infeasible status;
object A user-defined object to be passed to the callback function, f_bariteration.
priority An integer that determines the order in which callbacks of this type will be invoked. The
callback added with a higher priority will be called before a callback with a lower priority.
Set to 0 if not required.
Example
This simple example demonstrates how the solution might be retrieved for each barrier iteration.

// Barrier iteration callback

void XPRS_CC BarrierIterCallback(XPRSprob my_prob,
void ⁎my_object, int ⁎barrier_action) {
int current_iteration;
double PrimalObj, DualObj, Gap, PrimalInf, DualInf,
ComplementaryGap;

my_object_s ⁎my = (my_object_s ⁎) my_object;

XPRSgetintattrib(my_prob, XPRS_BARITER, &current_iteration);

// try to get all the solution values

XPRSgetlpsol(my_prob, my->x, my->slacks, my->y, my->dj);

XPRSgetdblattrib(my_prob, XPRS_BARPRIMALOBJ, &PrimalObj);

XPRSgetdblattrib(my_prob, XPRS_BARDUALOBJ, &DualObj);
Gap = DualObj - PrimalObj;
XPRSgetdblattrib(my_prob, XPRS_BARPRIMALINF, &PrimalInf);

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Console and Library Functions

XPRSgetdblattrib(my_prob, XPRS_BARDUALINF, &DualInf);

XPRSgetdblattrib(my_prob, XPRS_BARCGAP, &ComplementaryGap);

// decide if stop or continue

⁎barrier_action = BARRIER_CHECKSTOPPING;
if (current_iteration >= 50
|| Gap <= 0.1⁎max(fabs(PrimalObj),fabs(DualObj))) {
⁎barrier_action = BARRIER_OPTIMAL;
}
}

// To set callback:
XPRSaddcbbariteration(xprob, BarrierIterCallback, (void ⁎) &my, 0);

Further information
1. Only the following functions are expected to be called from the callback: XPRSgetlpsol and the
attribute/control value retrieving and setting routines.
2. General barrier iteration values are available by using XPRSgetdblattrib to retrieve:

 BARPRIMALOBJ - current primal objective

 BARDUALOBJ - current dual objective
 BARPRIMALINF - current primal infeasibility
 BARDUALINF - current dual infeasibility
 BARCGAP - current complementary gap

3. Please note that these values refer to the scaled and presolved problem used by barrier, and may differ
from the ones calculated from the postsolved solution returned by XPRSgetlpsol.
Related topics
XPRSremovecbbariteration.

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Console and Library Functions

XPRSaddcbbarlog
Purpose
Declares a barrier log callback function, called at each iteration during the interior point algorithm. This
callback function will be called in addition to any barrier log callbacks already added by
XPRSaddcbbarlog.
Synopsis
int XPRS_CC XPRSaddcbbarlog (XPRSprob prob, int (XPRS_CC
⁎f_barlog)(XPRSprob my_prob, void ⁎my_object), void ⁎object, int
priority);
Arguments
prob The current problem.
f_barlog The callback function itself. This takes two arguments, my_prob and my_object, and
has an integer return value. If the value returned by f_barlog is nonzero, the solution
process will be interrupted. This function is called at every barrier iteration.
my_prob The problem passed to the callback function, f_barlog.
my_object The user-defined object passed as object when setting up the callback with
XPRSaddcbbarlog.
object A user-defined object to be passed to the callback function, f_barlog.
priority An integer that determines the order in which multiple barrier log callbacks will be
invoked. The callback added with a higher priority will be called before a callback with a
lower priority. Set to 0 if not required.
Example
This simple example prints a line to the screen for each iteration of the algorithm.

XPRSaddcbbarlog(prob,barLog,NULL,0);
XPRSlpoptimize(prob,"b");

The callback function might resemble:

int XPRS_CC barLog(XPRSprob prob, void ⁎object)
{
printf("Next barrier iteration\n");
}
Further information
If the callback function returns a nonzero value, the Optimizer run will be interrupted.

Related topics
XPRSremovecbbarlog, XPRSaddcbgloballog, XPRSaddcblplog, XPRSaddcbmessage.

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Console and Library Functions

XPRSaddcbpresolve
Purpose
Declares a callback to be called after presolve has been performed.
Synopsis
int XPRS_CC XPRSaddcbpresolve (XPRSprob prob, int (XPRS_CC
⁎f_presolve)(XPRSprob my_prob, void ⁎my_object), void ⁎object, int
priority);
Arguments
prob The current problem.
f_presolve The callback function itself. This takes two arguments, my_prob and my_object, and
has an integer return value. This function is called after presolve is complete.
my_prob The problem passed to the callback function, f_barlog.
my_object The user-defined object passed as object when setting up the callback with
XPRSaddcbpresolve.
object A user-defined object to be passed to the callback function, f_presolve.
priority An integer that determines the order in which multiple presolve callbacks will be
invoked. The callback added with a higher priority will be called before a callback with a
lower priority. Set to 0 if not required.

Related topics
XPRSremovecbpresolve

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Console and Library Functions

XPRSaddcbchecktime
Purpose
Declares a callback function which is called every time the Optimizer checks if the time limit has been
reached. This callback function will be called in addition to any callbacks already added by
XPRSaddcbchecktime.
Synopsis
int XPRS_CC XPRSaddcbchecktime(XPRSprob prob, int (XPRS_CC
⁎f_checktime)(XPRSprob my_prob, void⁎ my_object), void⁎ object, int
priority);
Arguments
prob The current problem.
f_checktime The callback function which takes two arguments, my_prob and my_object, and
has an integer return value. This function is called every time the Optimizer checks
against the time limit.
my_prob The problem passed to the callback function, f_checktime.
my_object The user-defined object passed as object when setting up the callback with
XPRSaddcbchecktime.
object A user-defined object to be passed to the callback function, f_checktime.
priority An integer that determines the order in which multiple checktime callbacks will be
invoked. The callback added with a higher priority will be called before a callback with a
lower priority. Set to 0 if not required.
Further information
If the callback function returns a nonzero value the solution process will be interrupted.

Related topics
XPRSremovecbchecktime MAXTIME CHECKSONMAXTIME MAXCHECKSONMAXTIME

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Console and Library Functions

XPRSaddcbchgbranch
Purpose
This function is deprecated and may be removed in future releases. Please use
XPRSaddcbchgbranchobject instead.
Declares a branching variable callback function, called every time a new branching variable is set or
selected during the branch and bound search. This callback function will be called in addition to any
change branch callbacks already added by XPRSaddcbchgbranch.
Synopsis
int XPRS_CC XPRSaddcbchgbranch(XPRSprob prob, void (XPRS_CC
⁎f_chgbranch)(XPRSprob my_prob, void ⁎my_object, int ⁎entity, int
⁎up, double ⁎estdeg), void ⁎object, int priority);
Arguments
prob The current problem.
f_chgbranch The callback function, which takes five arguments, my_prob, my_object, entity,
up and estdeg, and has no return value. This function is called every time a new
branching variable or set is selected.
my_prob The problem passed to the callback function, f_chgbranch.
my_object The user-defined object passed as object when setting up the callback with
XPRSaddcbchgbranch.
entity A pointer to the variable or set on which to branch. Ordinary global variables are
identified by their column index, i.e. 0, 1,...(COLS- 1) and by their set index, i.e. 0,
1,...,(SETS- 1).
up If entity is a variable, this is 1 if the upward branch is to be made first, or 0 otherwise.
If entity is a set, this is 3 if the upward branch is to be made first, or 2 otherwise.
estdeg This value is obsolete. It will be set to zero and any returned value is ignored.
object A user-defined object to be passed to the callback function, f_chgbranch.
priority An integer that determines the order in which multiple branching variable callbacks will
be invoked. The callback added with a higher priority will be called before a callback
with a lower priority. Set to 0 if not required.
Further information
The arguments initially contain the default values of the branching variable, branching variable,
branching direction and estimated degradation. If they are changed then the Optimizer will use the new
values, if they are not changed then the default values will be used.
Related topics
XPRSremovecbchgbranch, XPRSaddcbchgnode, XPRSaddcboptnode, XPRSaddcbinfnode,
XPRSaddcbintsol, XPRSaddcbnodecutoff, XPRSaddcbprenode.

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Console and Library Functions

XPRSaddcbchgbranchobject
Purpose
Declares a callback function that will be called every time the Optimizer has selected a global entity for
branching. Allows the user to inspect and override the Optimizer’s branching choice. This callback
function will be called in addition to any callbacks already added by XPRSaddcbchgbranchobject.
Synopsis
int XPRS_CC XPRSaddcbchgbranchobject(XPRSprob prob, void (XPRS_CC
⁎f_chgbranchobject)(XPRSprob my_prob, void⁎ my_object,
XPRSbranchobject obranch, XPRSbranchobject⁎ p_newobject), void⁎
object, int priority);
Arguments
prob The current problem.
f_chgbranchobject The callback function, which takes four arguments: my_prob, my_object,
obranch and p_newobject. This function is called every time the Optimizer has
selected a candidate entity for branching.
my_prob The problem passed to the callback function, f_chgbranchobject.
my_object The user defined object passed as object when setting up the callback with
XPRSaddcbchgbranchobject.
obranch The candidate branching object selected by the Optimizer.
p_newobject Optional new branching object to replace the Optimizer’s selection.
object A user-defined object to be passed to the callback function, f_chgbranchobject.
priority An integer that determines the order in which multiple callbacks of this type will be
invoked. The callback added with a higher priority will be called before a callback with a
lower priority. Set to 0 if not required.
Further information
1. The branching object given by the Optimizer provides a linear description of how the Optimizer intends
to branch on the selected candidate. This will often be one of standard global entities of the current
problem, but can also be e.g. a split disjunction or a structural branch, if those features are turned on.
2. The functions XPRS_bo_getbranches, XPRS_bo_getbounds and XPRS_bo_getrows can be used
to inspect the given branching object.
3. Refer to XPRS_bo_create on how to create a new branching object to replace the Optimizer’s
selection. Note that the new branching object should be created with a priority value no higher than the
current object to guarantee it will be used for branching.
Related topics
XPRSremovecbchgbranchobject, XPRS_bo_create.

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Console and Library Functions

XPRSaddcbchgnode
Purpose
This function is deprecated and may be removed in future releases.
Declares a node selection callback function. This is called every time the code backtracks to select a
new node during the MIP search. This callback function will be called in addition to any callbacks
already added by XPRSaddcbchgnode.

Synopsis
int XPRS_CC XPRSaddcbchgnode(XPRSprob prob, void (XPRS_CC
⁎f_chgnode)(XPRSprob my_prob, void ⁎my_object, int ⁎nodnum), void
⁎object, int priority);
Arguments
prob The current problem.
f_chgnode The callback function which takes three arguments, my_prob, my_object and nodnum,
and has no return value. This function is called every time a new node is selected.
my_prob The problem passed to the callback function, f_chgnode.
my_object The user-defined object passed as object when setting up the callback with
XPRSaddcbchgnode.
nodnum A pointer to the number of the node, nodnum, selected by the Optimizer. By changing the
value pointed to by this argument, the selected node may be changed with this function.
object A user-defined object to be passed to the callback function, f_chgnode.
priority An integer that determines the order in which multiple node selection callbacks will be
invoked. The callback added with a higher priority will be called before a callback with a
lower priority. Set to 0 if not required.
Related controls
Integer
NODESELECTION Node selection control.
Example
The following prints out the node number every time a new node is selected during the global search:

XPRSsetintcontrol(prob,XPRS_MIPLOG,3);
XPRSsetintcontrol(prob,XPRS_NODESELECTION,2);
XPRSaddcbchgnode(prob,nodeSelection,NULL,0);
XPRSmipoptimize(prob,"");
The callback function may resemble:

XPRS_CC void nodeSelection(XPRSprob prob, void ⁎object,

int ⁎Node)
{
printf("Node number %d\n", ⁎Node);
}

See the example depthfirst.c in the examples/optimizer/c folder for an example of using a
node selection callback.
Related topics
XPRSremovecbchgnode, XPRSaddcboptnode, XPRSaddcbinfnode, XPRSaddcbintsol,
XPRSaddcbnodecutoff, XPRSaddcbchgbranch, XPRSaddcbprenode.

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Console and Library Functions

XPRSaddcbcutlog
Purpose
Declares a cut log callback function, called each time the cut log is printed. This callback function will
be called in addition to any callbacks already added by XPRSaddcbcutlog.
Synopsis
int XPRS_CC XPRSaddcbcutlog(XPRSprob prob, int (XPRS_CC ⁎f_cutlog)(XPRSprob
my_prob, void ⁎my_object), void ⁎object, int priority);
Arguments
prob The current problem.
f_cutlog The callback function which takes two arguments, my_prob and my_object, and has
an integer return value.
my_prob The problem passed to the callback function, f_cutlog.
my_object The user-defined object passed as object when setting up the callback with
XPRSaddcbcutlog.
object A user-defined object to be passed to the callback function, f_cutlog.
priority An integer that determines the order in which multiple cut log callbacks will be invoked.
The callback added with a higher priority will be called before a callback with a lower
priority. Set to 0 if not required.

Further information
Return a non-zero value from f_cutlog to stop cutting on the current node.
Related topics
XPRSremovecbcutlog, XPRSaddcbcutmgr.

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Console and Library Functions

XPRSaddcbcutmgr
Purpose
This function is deprecated and may be removed in future releases. Please use XPRSaddcboptnode
instead.
Declares a user-defined cut manager routine, called at each node of the branch and bound search. This
callback function will be called in addition to any callbacks already added by XPRSaddcbcutmgr.

Synopsis
int XPRS_CC XPRSaddcbcutmgr(XPRSprob prob, int (XPRS_CC ⁎f_cutmgr)(XPRSprob
my_prob, void ⁎my_object), void ⁎object, int priority);
Arguments
prob The current problem
f_cutmgr The callback function which takes two arguments, my_prob and my_object, and has
an integer return value. This function is called at each node in the Branch and Bound
search.
my_prob The problem passed to the callback function, f_cutmgr.
my_object The user-defined object passed as object when setting up the callback with
XPRSaddcbcutmgr.
object A user-defined object to be passed to the callback function, f_cutmgr.
priority An integer that determines the order in which multiple global log callbacks will be
invoked. The callback added with a higher priority will be called before a callback with a
lower priority. Set to 0 if not required.
Further information
1. When returning from the user function f_cutlog, the Optimizer will automatically reoptimize the LP
relaxation of the node problem. If a non-zero value is returned from f_cutlog, the function will be
called again afterwards, unless the LP relaxation has become infeasible or was cut off due to the
objective function value. Return 0 from f_cutlog to prevent the function from being called again for
the same branch and bound node.
2. f_cutlog is called for a branch-and-bound node problem after the Optimizer has already applied any
internal cuts and heuristics, but before determining if the node problem should be branched or if the
node LP relaxation solution is MIP feasible.

3. The Optimizer ensures that cuts added to a node are automatically restored at descendant nodes. To
do this, all cuts are stored in a cut pool and the Optimizer keeps track of which cuts from the cut pool
must be restored at each node.
Related topics
XPRSremovecbcutmgr, XPRSaddcbcutlog, CALLBACKCOUNT_CUTMGR.

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Console and Library Functions

XPRSaddcbdestroymt
Purpose
Declares a destroy MIP thread callback function, called every time a MIP thread is destroyed by the
parallel MIP code. This callback function will be called in addition to any callbacks already added by
XPRSaddcbdestroymt.
Synopsis
int XPRS_CC XPRSaddcbdestroymt(XPRSprob prob, void (XPRS_CC
⁎f_destroymt)(XPRSprob my_prob, void ⁎my_object), void ⁎object, int
priority);
Arguments
prob The current thread problem.
f_destroymt The callback function which takes two arguments, my_prob and my_object, and
has no return value.
my_prob The thread problem passed to the callback function.
my_object The user-defined object passed as object when setting up the callback with
XPRSaddcbdestroymt.
object A user-defined object to be passed to the callback function.
priority An integer that determines the order in which multiple callbacks of this type will be
invoked. The callback added with a higher priority will be called before a callback with a
lower priority. Set to 0 if not required.
Related controls
Integer
MIPTHREADS Number of MIP threads to create.

Further information
This callback is useful for freeing up any user data created in the MIP thread callback.
Related topics
XPRSremovecbdestroymt,XPRSaddcbmipthread.

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Console and Library Functions

XPRSaddcbestimate
Purpose
This function is deprecated and may be removed in future releases. Please use branching objects instead.
Declares an estimate callback function. If defined, it will be called at each node of the branch and
bound tree to determine the estimated degradation from branching the user’s global entities. This
callback function will be called in addition to any callbacks already added by XPRSaddcbestimate.

Synopsis
int XPRS_CC XPRSaddcbestimate(XPRSprob prob, int (XPRS_CC
⁎f_estimate)(XPRSprob my_prob, void ⁎my_object, int ⁎iglsel, int
⁎iprio, double ⁎degbest, double ⁎degworst, double ⁎curval, int
⁎ifupx, int ⁎nglinf, double ⁎degsum, int ⁎nbr), void ⁎object, int
priority);
Arguments
prob The current problem.
f_estimate The callback function which takes eleven arguments, my_prob, my_object, iglsel,
iprio, degbest, degworst, curval, ifupx, nglinf, degsum and nbr, and has an
integer return value. This function is called at each node of the branch and bound
search.
my_prob The problem passed to the callback function, f_estimate.
my_object The user-defined object passed as object when setting up the callback with
XPRSaddcbestimate.
iglsel Selected user global entity. Must be non-negative or -1 to indicate that there is no user
global entity candidate for branching. If set to -1, all other arguments, except for nglinf
and degsum are ignored. This argument is initialized to -1.
iprio Priority of selected user global entity. This argument is initialized to a value larger (i.e.,
lower priority) than the default priority for global entities (see Section 4.3.3 in Section
4.3).
degbest Estimated degradation from branching on selected user entity in preferred direction.
degworst Estimated degradation from branching on selected user entity in worst direction.
curval Current value of user global entities.
ifupx Preferred branch on user global entity (0,...,nbr-1).
nglinf Number of infeasible user global entities.
degsum Sum of estimated degradations of satisfying all user entities.
nbr Number of branches. The user separate routine (set up with XPRSaddcbsepnode) will
be called nbr times in order to create the actual branches.
object A user-defined object to be passed to the callback function, f_estimate.
priority An integer that determines the order in which multiple estimate callbacks will be
invoked. The callback added with a higher priority will be called before a callback with a
lower priority. Set to 0 if not required.

Further information
Consider using the more flexible branching objects, as described for the XPRS_bo_create function.
Related topics
XPRSremovecbestimate, XPRSsetbranchcuts, XPRSaddcbsepnode, XPRS_bo_create.

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Console and Library Functions

XPRSaddcbgapnotify
Purpose
Declares a gap notification callback, to be called when a MIP solve reaches a predefined target, set
using the MIPRELGAPNOTIFY, MIPABSGAPNOTIFY, MIPABSGAPNOTIFYOBJ and/or
MIPABSGAPNOTIFYBOUND controls.
Synopsis
int XPRS_CC XPRSaddcbgapnotify(XPRSprob prob, void (XPRS_CC
⁎f_gapnotify)(XPRSprob my_prob, void⁎ my_object, double⁎
newRelGapNotifyTarget, double⁎ newAbsGapNotifyTarget, double⁎
newAbsGapNotifyObjTarget, double⁎ newAbsGapNotifyBoundTarget), void⁎
object, int priority);
Arguments
prob The current problem.
f_gapnotify The callback function.
my_prob The current problem.
my_object The user-defined object passed as object when setting up the callback with
XPRSaddcbgapnotify.
newRelGapNotifyTarget The value the MIPRELGAPNOTIFY control will be set to after this
callback. May be modified within the callback in order to set a new notification target.
newAbsGapNotifyTarget The value the MIPABSGAPNOTIFY control will be set to after this
callback. May be modified within the callback in order to set a new notification target.
newAbsGapNotifyObjTarget The value the MIPABSGAPNOTIFYOBJ control will be set to after this
callback. May be modified within the callback in order to set a new notification target.
newAbsGapNotifyBoundTarget The value the MIPABSGAPNOTIFYBOUND control will be set to
after this callback. May be modified within the callback in order to set a new notification
target.
object A user-defined object to be passed to the callback function, f_gapnotify.
priority An integer that determines the order in which multiple estimate callbacks will be
invoked. The callback added with a higher priority will be called before a callback with a
lower priority. Set to 0 if not required.
Example
The following example prints a message when the gap reaches 10% and 1%

void XPRS_CC gapnotify(XPRSprob prob, void⁎ object,

double⁎ newRelGapNotifyTarget, double⁎ newAbsGapNotifyTarget,
double⁎ newAbsGapNotifyObjTarget, double⁎ newAbsGapNotifyBoundTarget)
{
double obj, bound, relgap;
XPRSgetdblattrib(prob, XPRS_MIPOBJVAL, &obj);
XPRSgetdblattrib(prob, XPRS_BESTBOUND, &bound);
relgap = fabs( (obj-bound)/obj );
if (relgap<=0.10) {
printf("Gap reached 10%");
⁎newRelGapNotifyTarget = 0.1;
}
if (relgap<=0.01) {
printf("Gap reached 1%");
⁎newRelGapNotifyTarget = -1; /⁎ Don't call gapnotify again ⁎/
}
}

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Console and Library Functions

XPRSsetdblcontrol( prob, XPRS_MIPRELGAPNOTIFY, 0.10 );

XPRSaddcbgapnotify( prob, gapnotify, NULL, 0 );
XPRSmipoptimize(prob, "");

Further information
The target values that caused the callback to be triggered will automatically be reset to prevent the
same callback from being fired again.
Related topics
MIPRELGAPNOTIFY, MIPABSGAPNOTIFY, MIPABSGAPNOTIFYOBJ, MIPABSGAPNOTIFYBOUND,
XPRSremovecbgapnotify.

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Console and Library Functions

XPRSaddcbgloballog
Purpose
Declares a global log callback function, called each time the global log is printed. This callback function
will be called in addition to any callbacks already added by XPRSaddcbgloballog.
Synopsis
int XPRS_CC XPRSaddcbgloballog(XPRSprob prob, int (XPRS_CC
⁎f_globallog)(XPRSprob my_prob, void ⁎my_object), void ⁎object, int
priority);
Arguments
prob The current problem.
f_globallog The callback function which takes two arguments, my_prob and my_object, and
has an integer return value. This function is called whenever the global log is printed as
determined by the MIPLOG control.
my_prob The problem passed to the callback function, f_globallog.
my_object The user-defined object passed as object when setting up the callback with
XPRSaddcbgloballog.
object A user-defined object to be passed to the callback function, f_globallog.
priority An integer that determines the order in which multiple global log callbacks will be
invoked. The callback added with a higher priority will be called before a callback with a
lower priority. Set to 0 if not required.
Related controls
Integer
MIPLOG Global print flag.
Example
The following example prints at each node of the global search the node number and its depth:
XPRSsetintcontrol(prob, XPRS_MIPLOG, 3);
XPRSaddcbgloballog(prob, globalLog, NULL, 0);
XPRSmipoptimize(prob,"");
The callback function may resemble:
int XPRS_CC globalLog(XPRSprob prob, void ⁎object)
{
int node, nodedepth;

XPRSgetintattrib(prob, XPRS_NODEDEPTH, &nodedepth);

XPRSgetintattrib(prob, XPRS_CURRENTNODE, &node);
printf("Node %d with depth %d has just been processed\n",
node, nodedepth);

return 0;
}
See the example depthfirst.c in the examples/optimizer/c folder.
Further information
If the callback function returns a nonzero value, the global search will be interrupted.
Related topics
XPRSremovecbgloballog, XPRSaddcbbarlog, XPRSaddcblplog, XPRSaddcbmessage.

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Console and Library Functions

XPRSaddcbinfnode
Purpose
Declares a user infeasible node callback function, called after the current node has been found to be
infeasible during the Branch and Bound search. This callback function will be called in addition to any
callbacks already added by XPRSaddcbinfnode.
Synopsis
int XPRS_CC XPRSaddcbinfnode(XPRSprob prob, void (XPRS_CC
⁎f_infnode)(XPRSprob my_prob, void ⁎my_object), void ⁎object, int
priority);
Arguments
prob The current problem
f_infnode The callback function which takes two arguments, my_prob and my_object, and has
no return value. This function is called after the current node has been found to be
infeasible.
my_prob The problem passed to the callback function, f_infnode.
my_object The user-defined object passed as object when setting up the callback with
XPRSaddcbinfnode.
object A user-defined object to be passed to the callback function, f_infnode.
priority An integer that determines the order in which multiple user infeasible node callbacks
will be invoked. The callback added with a higher priority will be called before a callback
with a lower priority. Set to 0 if not required.
Example
The following notifies the user whenever an infeasible node is found during the global search:

XPRSaddcbinfnode(prob,nodeInfeasible,NULL,0);
XPRSmipoptimize(prob,"");
The callback function may resemble:
void XPRS_CC nodeInfeasible(XPRSprob prob, void ⁎object)
{
int node;
XPRSgetintattrib(prob, XPRS_CURRENTNODE, &node);
printf("Node %d infeasible\n", node);
}

See the example depthfirst.c in the examples/optimizer/c folder.

Related topics
XPRSremovecbinfnode, XPRSaddcboptnode, XPRSaddcbintsol, XPRSaddcbnodecutoff.

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Console and Library Functions

XPRSaddcbintsol
Purpose
Declares a user integer solution callback function, called every time an integer solution is found by
heuristics or during the Branch and Bound search. This callback function will be called in addition to
any callbacks already added by XPRSaddcbintsol.
Synopsis
int XPRS_CC XPRSaddcbintsol(XPRSprob prob, void (XPRS_CC
⁎f_intsol)(XPRSprob my_prob, void ⁎my_object), void ⁎object, int
priority);
Arguments
prob The current problem.
f_intsol The callback function which takes two arguments, my_prob and my_object, and has
no return value. This function is called if the current node is found to have an integer
feasible solution, i.e. every time an integer feasible solution is found.
my_prob The problem passed to the callback function, f_intsol.
my_object The user-defined object passed as object when setting up the callback with
XPRSaddcbintsol.
object A user-defined object to be passed to the callback function, f_intsol.
priority An integer that determines the order in which multiple integer solution callbacks will be
invoked. The callback added with a higher priority will be called before a callback with a
lower priority. Set to 0 if not required.
Example
The following example prints integer solutions as they are discovered in the global search:

XPRSaddcbintsol(prob,printsol,NULL,0);
XPRSmipoptimize(prob,"");
The callback function might resemble:
void XPRS_CC printsol(XPRSprob my_prob, void ⁎object)
{
int i, cols;
double objval, ⁎x;

XPRSgetintattrib(my_prob, XPRS_ORIGINALCOLS, &cols);

XPRSgetdblattrib(my_prob, XPRS_LPOBJVAL, &objval);
x = malloc(cols ⁎ sizeof(double));
if (!x) return;
XPRSgetlpsol(my_prob, x, NULL, NULL, NULL);

printf("\nInteger solution found: %f\n", objval);

for(i=0;i<cols;i++) printf(" x[%d] = %d\n", i, x[i]);
free(x);
}

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Console and Library Functions

Further information
1. This callback is useful if the user wants to retrieve the integer solution when it is found.
2. To retrieve the integer solution, use either XPRSgetlpsol or XPRSgetpresolvesol.
XPRSgetmipsol always returns the last integer solution found and, if called from the intsol
callback, it will not necessarily return the solution that caused the invocation of the callback (for
example, it is possible that when solving with multiple MP threads, another thread finds a new integer
solution before the user calls XPRSgetmipsol).
3. This callback is called after a new integer solution was found by the Optimizer. Use a callback set by
XPRSaddcbpreintsol in order to be notified before a new integer solution is accepted by the
Optimizer, which allows for the new solution to be rejected.
Related topics
XPRSremovecbintsol, XPRSaddcbpreintsol.

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Console and Library Functions

XPRSaddcblplog
Purpose
Declares a simplex log callback function which is called after every LPLOG iterations of the simplex
algorithm. This callback function will be called in addition to any callbacks already added by
XPRSaddcblplog.
Synopsis
int XPRS_CC XPRSaddcblplog(XPRSprob prob, int (XPRS_CC ⁎f_lplog)(XPRSprob
my_prob, void⁎ my_object), void⁎ object, int priority);
Arguments
prob The current problem.
f_lplog The callback function which takes two arguments, my_prob and my_object, and has
an integer return value. This function is called every LPLOG simplex iterations including
iteration 0 and the final iteration.
my_prob The problem passed to the callback function, f_lplog.
my_object The user-defined object passed as object when setting up the callback with
XPRSaddcblplog.
object A user-defined object to be passed to the callback function, f_lplog.
priority An integer that determines the order in which multiple lplog callbacks will be invoked.
The callback added with a higher priority will be called before a callback with a lower
priority. Set to 0 if not required.
Related controls
Integer
LPLOG Frequency and type of simplex algorithm log.

Example
The following code sets a callback function, lpLog, to be called every 10 iterations of the optimization:

XPRSsetintcontrol(prob,XPRS_LPLOG,10);
XPRSaddcblplog(prob,lpLog,NULL,0);
XPRSreadprob(prob,"problem","");
XPRSmipoptimize(prob,"");
The callback function may resemble:
int XPRS_CC lpLog(XPRSprob my_prob, void ⁎object)
{
int iter; double obj;

XPRSgetintattrib(my_prob, XPRS_SIMPLEXITER, &iter);

XPRSgetdblattrib(my_prob, XPRS_LPOBJVAL, &obj);
printf("At iteration %d objval is %g\n", iter, obj);
return 0;
}
Further information
If the callback function returns a nonzero value the solution process will be interrupted.
Related topics
XPRSremovecblplog, XPRSaddcbbarlog, XPRSaddcbgloballog, XPRSaddcbmessage.

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Console and Library Functions

XPRSaddcbmessage
Purpose
Declares an output callback function, called every time a text line relating to the given XPRSprob is
output by the Optimizer. This callback function will be called in addition to any callbacks already added
by XPRSaddcbmessage.
Synopsis
int XPRS_CC XPRSaddcbmessage(XPRSprob prob, void (XPRS_CC
⁎f_message)(XPRSprob my_prob, void ⁎my_object, const char ⁎msg, int
len, int msgtype), void ⁎object, int priority);
Arguments
prob The current problem.
f_message The callback function which takes five arguments, my_prob, my_object, msg, len and
msgtype, and has no return value. Use a NULL value to cancel a callback function.
my_prob The problem passed to the callback function.
my_object The user-defined object passed as object when setting up the callback with
XPRSaddcbmessage.
msg A null terminated character array (string) containing the message, which may simply be
a new line.
len The length of the message string, excluding the null terminator.
msgtype Indicates the type of output message:
1 information messages;
2 (not used);
3 warning messages;
4 error messages.
A negative value indicates that the Optimizer is about to finish and the buffers should be
flushed at this time if the output is being redirected to a file.
object A user-defined object to be passed to the callback function.
priority An integer that determines the order in which callbacks of this type will be invoked. The
callback added with a higher priority will be called before a callback with a lower priority.
Set to 0 if not required.
Related controls
Integer
OUTPUTLOG All messages are disabled if set to zero.
Example
The following example simply sends all output to the screen (stdout):
XPRSaddcbmessage(prob,Message,NULL,0);
The callback function might resemble:
void XPRS_CC Message(XPRSprob my_prob, void⁎ object,
const char ⁎msg, int len, int msgtype)
{
switch(msgtype)
{
case 4: /⁎ error ⁎/
case 3: /⁎ warning ⁎/
case 2: /⁎ not used ⁎/
case 1: /⁎ information ⁎/
printf("%s\n", msg);

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Console and Library Functions

break;
default: /⁎ exiting - buffers need flushing ⁎/
fflush(stdout);
break;
}
}
Further information
1. Screen output is automatically created by the Optimizer Console only. To produce output when using
the Optimizer library, it is necessary to define this callback function and use it to print the messages to
the screen (stdout).

2. This function offers one method of handling the messages which describe any warnings and errors
that may occur during execution. Other methods are to check the return values of functions and then
get the error code using the ERRORCODE attribute, obtain the last error message directly using
XPRSgetlasterror, or send messages direct to a log file using XPRSsetlogfile.

3. Visual Basic users must use the alternative function XPRSaddcbmessageVB to define the callback;
this is required because of the different way VB handles strings.
Related topics
XPRSremovecbmessage, XPRSaddcbbarlog, XPRSaddcbgloballog, XPRSaddcblplog,
XPRSsetlogfile.

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Console and Library Functions

XPRSaddcbmipthread
Purpose
Declares a MIP thread callback function, called every time a MIP worker problem is created by the
parallel MIP code. This callback function will be called in addition to any callbacks already added by
XPRSaddcbmipthread.
Synopsis
int XPRS_CC XPRSaddcbmipthread(XPRSprob prob, void (XPRS_CC
⁎f_mipthread)(XPRSprob my_prob, void ⁎my_object, XPRSprob
thread_prob), void ⁎object, int priority);
Arguments
prob The current problem.
f_mipthread The callback function which takes three arguments, my_prob, my_object and
thread_prob, and has no return value.
my_prob The problem passed to the callback function.
my_object The user-defined object passed to the callback function.
thread_prob The problem pointer for the MIP thread
object A user-defined object to be passed to the callback function.
priority An integer that determines the order in which multiple callbacks of this type will be
invoked. The callback added with a higher priority will be called before a callback with a
lower priority. Set to 0 if not required.
Related controls
Integer
MIPTHREADS Number of MIP threads to create.
Example
The following example clears the message callback for each of the MIP threads:
XPRSaddcbmipthread(prob,mipthread,NULL, 0);

void XPRS_CC mipthread(XPRSprob my_prob, void⁎ my_object,

XPRSprob mipthread)
{
/⁎ clear the message callback⁎/
XPRSremovecbmessage(my_prob, mipthread, NULL);

Further information
This function will be called when a new MIP worker problem is created. Each worker problem receives a
unique identifier that can be obtained through the MIPTHREADID attribute. Worker problems can be
matched with different system threads at different points of a solve, so the system thread that is
responsible for executing the callback is not necessarily the same thread used for all subsequent
callbacks for the same worker problem. On the other hand, worker problems are always assigned to a
single thread at a time and the same nodes are always solved on the same worker problem in repeated
runs of a deterministic MIP solve. A worker problem therefore acts as a virtual thread through the node
solves.
Related topics
XPRSremovecbmipthread,XPRSaddcbdestroymt, MIPTHREADS, MAXMIPTASKS.

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Console and Library Functions

XPRSaddcbnewnode
Purpose
Declares a callback function that will be called every time a new node is created during the branch and
bound search. This callback function will be called in addition to any callbacks already added by
XPRSaddcbnewnode.
Synopsis
int XPRS_CC XPRSaddcbnewnode(XPRSprob prob, void (XPRS_CC
⁎f_newnode)(XPRSprob my_prob, void⁎ my_object, int parentnode, int
newnode, int branch), void⁎ object, int priority);
Arguments
prob The current problem.
f_newnode The callback function, which takes five arguments: myprob, my_object, parentnode,
newnode and branch. This function is called every time a new node is created through
branching.
my_prob The problem passed to the callback function, f_newnode.
my_object The user-defined object passed as object when setting up the callback with
XPRSaddcbnewnode.
parentnode Unique identifier for the parent of the new node.
newnode Unique identifier assigned to the new node.
branch The sequence number of the new node amongst the child nodes of parentnode. For
regular branches on a global entity this will be either 0 or 1.
object A user-defined object to be passed to the callback function.
priority An integer that determines the order in which callbacks of this type will be invoked. The
callback added with a higher priority will be called before a callback with a lower priority.
Set to 0 if not required.
Further information
1. For regular branches on a global entity, branch will be either zero or one, depending on whether the
new node corresponds to branching the global entity up or down.

2. When branching on an XPRSbranchobject, branch refers to the given branch index of the object.
3. For new nodes created using the XPRSaddcbestimate/XPRSaddcbsepnode callback functions,
branch is identical to the ifup argument of the XPRSaddcbsepnode callback function.
Related topics
XPRSremovecbnewnode, XPRSaddcbchgnode.

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Console and Library Functions

XPRSaddcbnodecutoff
Purpose
Declares a user node cutoff callback function, called every time a node is cut off as a result of an
improved integer solution being found during the branch and bound search. This callback function will
be called in addition to any callbacks already added by XPRSaddcbnodecutoff.
Synopsis
int XPRS_CC XPRSaddcbnodecutoff(XPRSprob prob, void (XPRS_CC
⁎f_nodecutoff)(XPRSprob my_prob, void ⁎my_object, int node), void
⁎object, int priority);
Arguments
prob The current problem.
f_nodecutoff The callback function, which takes three arguments, my_prob, my_object and
node, and has no return value. This function is called every time a node is cut off as the
result of an improved integer solution being found.
my_prob The problem passed to the callback function, f_nodecutoff.
my_object The user-defined object passed as object when setting up the callback with
XPRSaddcbnodecutoff.
node The number of the node that is cut off.
object A user-defined object to be passed to the callback function, f_nodecutoff.
priority An integer that determines the order in which multiple node-optimal callbacks will be
invoked. The callback added with a higher priority will be called before a callback with a
lower priority. Set to 0 if not required.
Example
The following notifies the user whenever a node is cutoff during the global search:

XPRSaddcbnodecutoff(prob,Cutoff,NULL,0);
XPRSmipoptimize(prob,"");
The callback function might resemble:
void XPRS_CC Cutoff(XPRSprob prob, void ⁎object, int node)
{
printf("Node %d cutoff\n", node);
}
See the example depthfirst.c in the examples/optimizer/c folder.

Further information
This function allows the user to keep track of the eligible nodes. Note that the LP solution will not be
available from this callback.
Related topics
XPRSremovecbnodecutoff, XPRSaddcboptnode, XPRSaddcbinfnode, XPRSaddcbintsol.

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Console and Library Functions

XPRSaddcboptnode
Purpose
Declares an optimal node callback function, called during the branch and bound search, after the LP
relaxation has been solved for the current node, and after any internal cuts and heuristics have been
applied, but before the Optimizer checks if the current node should be branched. This callback function
will be called in addition to any callbacks already added by XPRSaddcboptnode.

Synopsis
int XPRS_CC XPRSaddcboptnode(XPRSprob prob, void (XPRS_CC
⁎f_optnode)(XPRSprob my_prob, void ⁎my_object, int ⁎feas), void
⁎object, int priority);
Arguments
prob The current problem.
f_optnode The callback function which takes three arguments, my_prob, my_object and feas,
and has no return value.
my_prob The problem passed to the callback function, f_optnode.
my_object The user-defined object passed as object when setting up the callback with
XPRSaddcboptnode.
feas The feasibility status. If set to a nonzero value by the user, the current node will be
declared infeasible.
object A user-defined object to be passed to the callback function, f_optnode.
priority An integer that determines the order in which multiple node-optimal callbacks will be
invoked. The callback added with a higher priority will be called before a callback with a
lower priority. Set to 0 if not required.
Example
The following prints the optimal objective value of the node LP relaxations:
XPRSaddcboptnode(prob,nodeOptimal,NULL,0);
XPRSmipoptimize(prob,"");
The callback function might resemble:

void XPRS_CC nodeOptimal(XPRSprob prob, void ⁎object, int ⁎feas)

{
int node;
double objval;

XPRSgetintattrib(prob, XPRS_CURRENTNODE, &node);

printf("NodeOptimal: node number %d\n", node);
XPRSgetdblattrib(prob, XPRS_LPOBJVAL, &objval);
printf("\tObjective function value = %f\n", objval);
}
See the example depthfirst.c in the examples/optimizer/c folder.

Related topics
XPRSremovecboptnode, XPRSaddcbinfnode, XPRSaddcbintsol, XPRSaddcbnodecutoff,
CALLBACKCOUNT_OPTNODE.

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Console and Library Functions

XPRSaddcbpreintsol
Purpose
Declares a user integer solution callback function, called when an integer solution is found by
heuristics or during the branch and bound search, but before it is accepted by the Optimizer. This
callback function will be called in addition to any integer solution callbacks already added by
XPRSaddcbpreintsol.

Synopsis
int XPRS_CC XPRSaddcbpreintsol(XPRSprob prob, void (XPRS_CC
⁎f_preintsol)(XPRSprob my_prob, void ⁎my_object, int soltype, int
⁎ifreject, double ⁎cutoff), void ⁎object, int priority);
Arguments
prob The current problem.
f_preintsol The callback function which takes five arguments, my_prob, my_object,
soltype, ifreject and cutoff, and has no return value. This function is called when
an integer solution is found, but before the solution is accepted by the Optimizer,
allowing the user to reject the solution.
my_prob The problem passed to the callback function, f_preintsol.
my_object The user-defined object passed as object when setting up the callback with
XPRSaddcbpreintsol.
soltype The type of MIP solution that has been found: Set to 1 if the solution was found using a
heuristic. Otherwise, it will be the global feasible solution to the current node of the
global search.
0 The continuous relaxation solution to the current node of the global search,
which has been found to be global feasible.
1 A MIP solution found by a heuristic.
2 A MIP solution provided by the user.
3 A solution resulting from refinement of primal or dual violations of a previous
MIP solution.
ifreject Set this to 1 if the solution should be rejected.
cutoff The new cutoff value that the Optimizer will use if the solution is accepted. If the user
changes cutoff, the new value will be used instead. The cutoff value will not be
updated if the solution is rejected.
object A user-defined object to be passed to the callback function, f_preintsol.
priority An integer that determines the order in which callbacks of this type will be invoked. The
callback added with a higher priority will be called before a callback with a lower priority.
Set to 0 if not required.
Related controls
Integer
MIPABSCUTOFF Branch and Bound: If the user knows that they are interested only in values of the
objective function which are better than some value, this can be assigned to
MIPABSCUTOFF. This allows the Optimizer to ignore solving any nodes which may
yield worse objective values, saving solution time. When a MIP solution is found a
new cut off value is calculated and the value can be obtained from the
CURRMIPCUTOFF attribute. The value of CURRMIPCUTOFF is calculated using the
MIPRELCUTOFF and MIPADDCUTOFF controls.

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Console and Library Functions

Further information
1. If a solution is rejected, the Optimizer will drop the found solution without updating any attributes,
including the cutoff value. To change the cutoff value when rejecting a solution, the control
MIPABSCUTOFF should be set instead.
2. When a node solution (soltype = 0) is rejected, the node itself will be dropped without further
branching.
3. To retrieve the integer solution, use either XPRSgetlpsol or XPRSgetpresolvesol.
XPRSgetmipsol will not return the newly found solution because it has not been saved at this point.
Related topics
XPRSremovecbpreintsol, XPRSaddcbintsol.

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Console and Library Functions

XPRSaddcbprenode
Purpose
Declares a preprocess node callback function, called before the LP relaxation of a node has been
optimized, so the solution at the node will not be available. This callback function will be called in
addition to any callbacks already added by XPRSaddcbprenode.
Synopsis
int XPRS_CC XPRSaddcbprenode(XPRSprob prob, void (XPRS_CC
⁎f_prenode)(XPRSprob my_prob, void ⁎my_object, int ⁎nodinfeas), void
⁎object, int priority);
Arguments
prob The current problem.
f_prenode The callback function, which takes three arguments, my_prob, my_object and
nodinfeas, and has no return value. This function is called before a node is
reoptimized and the node may be made infeasible by setting ⁎nodinfeas to 1.
my_prob The problem passed to the callback function, f_prenode.
my_object The user-defined object passed as object when setting up the callback with
XPRSaddcbprenode.
nodinfeas The feasibility status. If set to a nonzero value by the user, the current node will be
declared infeasible by the Optimizer.
object A user-defined object to be passed to the callback function, f_prenode.
priority An integer that determines the order in which multiple preprocess node callbacks will be
invoked. The callback added with a higher priority will be called before a callback with a
lower priority. Set to 0 if not required.
Example
The following example notifies the user before each node is processed:
XPRSaddcbprenode(prob, preNode, NULL, 0);
XPRSmipoptimize(prob,"");
The callback function might resemble:

void XPRS_CC preNode(XPRSprob prob, void⁎ object, int ⁎nodinfeas)

{
⁎nodinfeas = 0; /⁎ set to 1 if node is infeasible ⁎/
}
Related topics
XPRSremovecbprenode, XPRSaddcbchgnode, XPRSaddcbinfnode, XPRSaddcbintsol,
XPRSaddcbnodecutoff, XPRSaddcboptnode.

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Console and Library Functions

XPRSaddcbsepnode
Purpose
This function is deprecated and may be removed in future releases. Please use branching objects instead.
Declares a separate callback function to specify how to branch on a node in the branch and bound tree
using a global object. A node can be branched by applying either cuts or bounds to each node. These
are stored in the cut pool. This callback function will be called in addition to any callbacks already
added by XPRSaddcbsepnode.
Synopsis
int XPRS_CC XPRSaddcbsepnode(XPRSprob prob, int (XPRS_CC
⁎f_sepnode)(XPRSprob my_prob, void ⁎my_object, int ibr, int iglsel,
int ifup, double curval), void ⁎object, int priority);
Arguments
prob The current problem.
f_sepnode The callback function, which takes six arguments, my_prob, my_object, ibr, iglsel,
ifup and curval, and has an integer return value.
my_prob The problem passed to the callback function, f_sepnode.
my_object The user-defined object passed as object when setting up the callback with
XPRSaddcbsepnode.
ibr The branch number.
iglsel The global entity number.
ifup The direction of branch on the global entity (same as ibr).
curval Current value of the global entity.
object A user-defined object to be passed to the callback function, f_sepnode .
priority An integer that determines the order in which callbacks of this type will be invoked. The
callback added with a higher priority will be called before a callback with a lower priority.
Set to 0 if not required.
Example
This example solves a MIP, using a separation callback function to branch on fractional integer
variables. It assumes the presence of an estimation callback function (not shown), defined by
XPRSaddcbestimate, to identify a fractional integer variable.
XPRSaddcbsepnode(prob,nodeSep,NULL,0);
XPRSmipoptimize(prob,"");

where the function nodeSep may be defined as follows:

int nodeSep(XPRSprob my_prob, void ⁎my_object, int ibr,
int iglsel, int ifup, double curval)
{
XPRScut index;
double dbd;

if( ifup )
{
dbd = floor(xval);
XPRSstorebounds(my_prob, 1, &iglsel, "U", &dbd, &index);
}
else
{
dbd = ceil(xval);

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XPRSstorebounds(my_prob, 1, &iglsel, "L", &dbd, &index);

}
XPRSsetbranchbounds(prob, index);
return 0;
}
Further information
1. The return value of the f_sepnode callback function is currently ignored.
2. Consider using the more flexible branching objects, as described for the XPRS_bo_create function.
3. The user separate routine is called nbr times where nbr is returned by the estimate callback function,
XPRSaddcbestimate. This allows multi-way branching to be performed.
4. The bounds and/or cuts to be applied at a node must be specified in the user separate routine by
calling XPRSsetbranchbounds and/or XPRSsetbranchcuts.
Related topics
XPRSremovecbsepnode, XPRSsetbranchbounds, XPRSsetbranchcuts, XPRSaddcbestimate,
XPRSstorebounds, XPRSstorecuts.

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Console and Library Functions

XPRSaddcbusersolnotify
Purpose
Declares a callback function to be called each time a solution added by XPRSaddmipsol has been
processed. This callback function will be called in addition to any callbacks already added by
XPRSaddcbusersolnotify.
Synopsis
int XPRS_CC XPRSaddcbusersolnotify(XPRSprob prob, void (XPRS_CC
⁎f_usersolnotify)(XPRSprob my_prob, void⁎ my_object, const char⁎
solname, int status), void⁎ object, int priority);
Arguments
prob The current problem.
f_usersolnotify The callback function which takes four arguments, my_prob, my_object, id
and status and has no return value.
my_prob The problem passed to the callback function, f_usersolnotify.
my_object The user-defined object passed as object when setting up the callback with
XPRSaddcbusersolnotify.
solname The string name assigned to the solution when it was loaded into the Optimizer using
XPRSaddmipsol.
status One of the following status values:
0 An error occurred while processing the solution.
1 Solution is feasible.
2 Solution is feasible after reoptimizing with fixed globals.
3 A local search heuristic was applied and a feasible solution discovered.
4 A local search heuristic was applied but a feasible solution was not found.
5 Solution is infeasible and a local search could not be applied.
6 Solution is partial and a local search could not be applied.
7 Failed to reoptimize the problem with globals fixed to the provided solution.
Likely because a time or iteration limit was reached.
8 Solution is dropped. This can happen if the MIP problem is changed or solved
to completion before the solution could be processed.
object A user-defined object to be passed to the callback function, f_usersolnotify.
priority An integer that determines the order in which multiple callbacks will be invoked. The
callback added with a higher priority will be called before a callback with a lower priority.
Set to 0 if not required.

Further information
If presolve is turned on, any solution added with XPRSaddmipsol will first be presolved before it can
be checked. The value returned in status refers to the presolved solution, which might have had
values adjusted due to bound changes, fixing of variables, etc.

Related topics
XPRSremovecbusersolnotify, XPRSaddmipsol.

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Console and Library Functions

XPRSaddcols, XPRSaddcols64
Purpose
Allows columns to be added to the matrix after passing it to the Optimizer using the input routines.
Synopsis
int XPRS_CC XPRSaddcols(XPRSprob prob, int newcol, int newnz, const double
objx[], const int mstart[], const int mrwind[], const double
dmatval[], const double bdl[], const double bdu[]);

int XPRS_CC XPRSaddcols64(XPRSprob prob, int newcol, XPRSint64 newnz, const

double objx[], const XPRSint64 mstart[], const int mrwind[], const
double dmatval[], const double bdl[], const double bdu[]);
Arguments
prob The current problem.
newcol Number of new columns.
newnz Number of new nonzeros in the added columns.
objx Double array of length newcol containing the objective function coefficients of the new
columns.
mstart Integer array of length newcol containing the offsets in the mrwind and dmatval
arrays of the start of the elements for each column.
mrwind Integer array of length newnz containing the row indices for the elements in each
column.
dmatval Double array of length newnz containing the element values.
bdl Double array of length newcol containing the lower bounds on the added columns.
bdu Double array of length newcol containing the upper bounds on the added columns.
Related controls
Integer
EXTRACOLS Number of extra columns to be allowed for.
EXTRAELEMS Number of extra matrix elements to be allowed for.
EXTRAMIPENTS Number of extra global entities to be allowed for.
Double
MATRIXTOL Tolerance on matrix elements.
Example
In this example, we consider the two problems:

(a) maximize: 2x + y (b) maximize: 2x + y + 3z

subject to: x + 4y ≤ 24 subject to: x + 4y + 2z ≤ 24
y ≤ 5 y+z ≤ 5
3x + y ≤ 20 3x + y ≤ 20
x+y ≤ 9 x + y + 3z ≤ 9
z ≤ 12

Using XPRSaddcols, the following transforms (a) into (b) and then names the new variable using
XPRSaddnames:

obj[0] = 3;
mstart[] = {0};
mrwind[] = {0, 1, 3};

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Console and Library Functions

matval[] = {2.0, 1.0, 3.0};

bdl[0] = XPRS_MINUSINFINITY; bdu[0] = 12.0;
...
XPRSaddcols(prob,1,3,obj,mstart,mrwind,matval,bdl,bdu);
XPRSaddnames(prob,2,"z",2,2);

Further information
1. The double constants XPRS_PLUSINFINITY and XPRS_MINUSINFINITY defined in the library header
file can be used to represent plus and minus infinity respectively in the bound arrays.
2. If the columns are added to a MIP problem then they will be continuous variables. Use
XPRSchgcoltype to impose integrality conditions on such new columns.
Related topics
XPRSaddnames, XPRSaddrows, XPRSdelcols, XPRSchgcoltype.

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Console and Library Functions

XPRSaddcuts, XPRSaddcuts64
Purpose
Adds cuts directly to the matrix at the current node. Any cuts added to the matrix at the current node
and not deleted at the current node will be automatically added to the cut pool. The cuts added to the
cut pool will be automatically restored at descendant nodes.
Synopsis
int XPRS_CC XPRSaddcuts(XPRSprob prob, int ncuts, const int mtype[], const
char qrtype[], const double drhs[], const int mstart[], const int
mcols[], const double dmatval[]);

int XPRS_CC XPRSaddcuts64(XPRSprob prob, int ncuts, const int mtype[],

const char qrtype[], const double drhs[], const XPRSint64 mstart[],
const int mcols[], const double dmatval[]);
Arguments
prob The current problem.
ncuts Number of cuts to add.
mtype Integer array of length ncuts containing the user assigned cut types. The cut types can
be any integer chosen by the user, and are used to identify the cuts in other cut manager
routines using user supplied parameters. The cut type can be interpreted as an integer
or a bitmap - see XPRSdelcuts.
qrtype Character array of length ncuts containing the row types:
L indicates a ≤ row;
G indicates a ≥ row;
E indicates an = row.
drhs Double array of length ncuts containing the right hand side elements for the cuts.
mstart Integer array containing offset into the mcols and dmatval arrays indicating the start
of each cut. This array is of length ncuts+1 with the last element, mstart[ncuts],
being where cut ncuts+1 would start.
mcols Integer array of length mstart[ncuts] containing the column indices in the cuts.
dmatval Double array of length mstart[ncuts] containing the matrix values for the cuts.
Further information
1. The columns and elements of the cuts must be stored contiguously in the mcols and dmatval arrays
passed to XPRSaddcuts. The starting point of each cut must be stored in the mstart array. To
determine the length of the final cut, the mstart array must be of length ncuts+1 with the last
element of this array containing the position in mcols and dmatval where the cut ncuts+1 would
start. mstart[ncuts] denotes the number of nonzeros in the added cuts.
2. The cuts added to the matrix are always added at the end of the matrix and the number of rows is
always set to the original number of cuts added. If ncuts have been added, then the rows
0,...,ROWS-ncuts-1 are the original rows, whilst the rows ROWS-ncuts,...,ROWS-1 are the added cuts.
The number of cuts can be found by consulting the CUTS problem attribute.
3. This function should be called only from within callback functions set by either XPRSaddcboptnode or
XPRSaddcbcutmgr.
Related topics
XPRSaddrows, XPRSdelcpcuts, XPRSdelcuts, XPRSgetcpcutlist, XPRSgetcutlist,
XPRSloadcuts, XPRSstorecuts, Section 5.8.

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Console and Library Functions

XPRSaddmipsol
Purpose
Adds a new feasible, infeasible or partial MIP solution for the problem to the Optimizer.
Synopsis
int XPRS_CC XPRSaddmipsol(XPRSprob prob, int ilength, const double
mipsolval[], const int mipsolcol[], const char⁎ solname);
Arguments
prob The current problem.
ilength Number of columns for which a value is provided.
mipsolval Double array of length ilength containing solution values.
mipsolcol Optional integer array of length ilength containing the column indices for the solution
values provided in mipsolval. Can be NULL when ilength is equal to COLS, in which
case it is assumed that mipsolval provides a complete solution vector.
solname An optional name to associate with the solution. Can be NULL.
Further information
1. The function returns immediately after passing the solution to the Optimizer. The solution is placed in a
pool until the Optimizer is able to analyze the solution during a MIP solve.
2. If the provided solution is found to be infeasible, a limited local search heuristic will be run in an
attempt to find a close feasible integer solution.
3. If a partial solution is provided, global columns will be fixed to any provided values and a limited local
search will be run in an attempt to find integer feasible values for the remaining unspecified columns.
Values provided for continuous column in partial solutions are currently ignored.

4. The XPRSaddcbusersolnotify callback function can be used to discover the outcome of a loaded
solution. The optional name provided as solname will be returned in the callback function.
5. If one or more solutions are loaded during the XPRSaddcboptnode callback, the Optimizer will
process all loaded solutions and fire the callback again. This will be repeated as long as new solutions
are loaded during the callback.
Related controls
Integer
USERSOLHEURISTIC Controls the local search heuristic for an infeasible or partial solution.
Related topics
XPRSaddcbusersolnotify, XPRSaddcboptnode.

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Console and Library Functions

XPRSaddnames
Purpose
When a model is loaded, the rows, columns and sets of the model may not have names associated with
them. This may not be important as the rows, columns and sets can be referred to by their sequence
numbers. However, if you wish row, column and set names to appear in the ASCII solutions files, the
names for a range of rows or columns can be added with XPRSaddnames.

Synopsis
int XPRS_CC XPRSaddnames(XPRSprob prob, int type, const char cnames[], int
first, int last);
Arguments
prob The current problem.
type 1 for row names;
2 for column names.
3 for set names.
cnames Character buffer containing the null-terminated string names.
first Start of the range of rows, columns or sets.
last End of the range of rows, columns or sets.
Example
Add variable names (a and b), objective function (profit) and constraint names (first and second)
to a problem:

char rnames[] = "profit\0first\0second"

char cnames[] = "a\0b";
...
XPRSaddnames(prob,1,rnames,0,nrow-1);
XPRSaddnames(prob,2,cnames,0,ncol-1);

Related topics
XPRSaddcols, XPRSaddrows, XPRSgetnames.

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Console and Library Functions

XPRSaddqmatrix, XPRSaddqmatrix64
Purpose
Adds a new quadratic matrix into a row defined by triplets.
Synopsis
int XPRS_CC XPRSaddqmatrix(XPRSprob prob, int irow, int nqtr, const int
mqc1[], const int mqc2[], const double dqe[]);

int XPRS_CC XPRSaddqmatrix64(XPRSprob prob, int irow, XPRSint64 nqtr, const

int mqc1[], const int mqc2[], const double dqe[]);
Arguments
prob The current problem.
irow Index of the row where the quadratic matrix is to be added.
nqtr Number of triplets used to define the quadratic matrix. This may be less than the
number of coefficients in the quadratic matrix, since off diagonals and their transposed
pairs are defined by one triplet.
mqc1 First index in the triplets.
mqc2 Second index in the triplets.
dqe Coefficients in the triplets.

Further information
1. The triplets should be filled to define the upper-triangular part of the quadratic expression. This means
that to add [x2 + 6 xy] the dqe arrays shall contain the coefficients 1 and 3, respectively.
2. The matrix defined by mqc1, mqc2 and dqe should be positive semi-definite for <= and negative
semi-definite for >= rows.
3. The row must not be an equality or a ranged row.
Related topics
XPRSloadqcqp, XPRSgetqrowcoeff, XPRSchgqrowcoeff, XPRSgetqrowqmatrix,
XPRSgetqrowqmatrixtriplets, XPRSgetqrows, XPRSchgqobj, XPRSchgmqobj, XPRSgetqobj.

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Console and Library Functions

XPRSaddrows, XPRSaddrows64
Purpose
Allows rows to be added to the matrix after passing it to the Optimizer using the input routines.
Synopsis
int XPRS_CC XPRSaddrows(XPRSprob prob, int newrow, int newnz, const char
qrtype[], const double rhs[], const double range[], const int
mstart[], const int mclind[], const double dmatval[]);

int XPRS_CC XPRSaddrows64(XPRSprob prob, int newrow, XPRSint64 newnz, const

char qrtype[], const double rhs[], const double range[], const
XPRSint64 mstart[], const int mclind[], const double dmatval[]);
Arguments
prob The current problem.
newrow Number of new rows.
newnz Number of new nonzeros in the added rows.
qrtype Character array of length newrow containing the row types:
L indicates a ≤ row;
G indicates ≥ row;
E indicates an = row.
R indicates a range constraint;
N indicates a nonbinding constraint.
rhs Double array of length newrow containing the right hand side elements.
range Double array of length newrow containing the row range elements. This may be NULL if
there are no ranged constraints. The values in the range array will only be read for R
type rows. The entries for other type rows will be ignored.
mstart Integer array of length newrow containing the offsets in the mclind and dmatval
arrays of the start of the elements for each row.
mclind Integer array of length newnz containing the (contiguous) column indices for the
elements in each row.
dmatval Double array of length newnz containing the (contiguous) element values.
Related controls
Integer
EXTRAELEMS Number of extra matrix elements to be allowed for.
EXTRAROWS Number of extra rows to be allowed for.
Double
MATRIXTOL Tolerance on matrix elements.
Example
Suppose the current problem is:

maximize: 2x + y + 3z
subject to: x + 4y + 2z ≤ 24
y+z ≤ 5
3x + y ≤ 20
x + y + 3z ≤ 9

Then the following adds the row 8x + 9y + 10z ≤ 25 to the problem and names it NewRow:

qrtype[0] = 'L';

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Console and Library Functions

rhs[0] = 25.0;
mstart[] = {0};
mclind[] = {0, 1, 2};
dmatval[] = {8.0, 9.0, 10.0};
...
XPRSaddrows(prob,1,3,qrtype,rhs,NULL,mstart,mclind, dmatval);
XPRSaddnames(prob,1,"NewRow",4,4);

Further information
Range rows are automatically converted to type L, with an upper bound in the slack. This must be taken
into consideration, when retrieving row type, right–hand side values or range information for rows.

Related topics
XPRSaddcols, XPRSaddcuts, XPRSaddnames, XPRSdelrows.

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Console and Library Functions

XPRSaddsets, XPRSaddsets64
Purpose
Allows sets to be added to the problem after passing it to the Optimizer using the input routines.
Synopsis
int XPRS_CC XPRSaddsets(XPRSprob prob, int newsets, int newnz, const char
qrtype[], const int msstart[], const int mclind[], const double
dref[]);

int XPRS_CC XPRSaddsets64(XPRSprob prob, int newsets, XPRSint64 newnz,

const char qrtype[], const XPRSint64 msstart[], const int mclind[],
const double dref[]);
Arguments
prob The current problem.
newsets Number of new sets.
newnz Number of new nonzeros in the added sets.
qrtype Character array of length newsets containing the set types:
1 indicates a SOS1;
2 indicates a SOS2;
msstart Integer array of length newsets containing the offsets in the mclind and dref arrays
of the start of the elements for each set.
mclind Integer array of length newnz containing the (contiguous) column indices for the
elements in each set.
dref Double array of length newnz containing the (contiguous) reference values.
Related topics
XPRSdelsets.

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Console and Library Functions

XPRSaddsetnames
Purpose
When a model with global entities is loaded, any special ordered sets may not have names associated
with them. If you wish names to appear in the ASCII solutions files, the names for a range of sets can
be added with this function.
Synopsis
int XPRS_CC XPRSaddsetnames(XPRSprob prob, const char names[], int first,
int last);
Arguments
prob The current problem.
names Character buffer containing the null-terminated string names.
first Start of the range of sets.
last End of the range of sets.
Example
Add set names (set1 and set2) to a problem:

char snames[] = "set1\0set2"

...
XPRSaddsetnames(prob,snames,0,1);

Related topics
XPRSaddnames, XPRSloadglobal, XPRSloadqglobal.

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Console and Library Functions

XPRSalter ALTER
Purpose
Alters or changes matrix elements, right hand sides and constraint senses in the current problem.
Synopsis
int XPRS_CC XPRSalter(XPRSprob prob, const char ⁎filename);
ALTER [filename]
Arguments
prob The current problem.
filename A string of up to MAXPROBNAMELENGTH characters specifying the file to be read. If
omitted, the default problem_name is used with a .alt extension.
Related controls
Integer
EXTRAELEMS Number of extra matrix elements to be allowed for.
Double
MATRIXTOL Tolerance on matrix elements.
Example 1 (Library)
Since the following call does not specify a filename, the file problem_name.alt is read in, from which
commands are taken to alter the current matrix.

XPRSalter(prob,"");

Example 2 (Console)
The following example reads in the file fred.alt, from which instructions are taken to alter the
current matrix:

ALTER fred

Further information
1. The file filename.alt is read. It is an ASCII file containing matrix revision statements in the format
described in Section A.8. The MODIFY format of the MPS REVISE data is also supported.
2. It is not possible to alter a problem that is in a presolved state. Call XPRSpostsolve to bring the
problem back to its original state.

3. If the problem was read from an .lp file, the name to use for the right-hand side is the one given by the
attribute RHSNAME which by default is set to RHS00001.
Related topics
Section A.8.

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Console and Library Functions

XPRSbasiscondition BASISCONDITION
Purpose
This function is deprecated, and will be removed in future releases. Please use the
XPRSbasisstability function instead. Calculates the condition number of the current basis after
solving the LP relaxation.
Synopsis
int XPRS_CC XPRSbasiscondition(XPRSprob prob, double ⁎condnum, double
⁎scondnum);
BASISCONDITION
Arguments
prob The current problem.
condnum The returned condition number of the current basis.
scondnum The returned condition number of the current basis for the scaled problem.
Example 1 (Library)
Get the condition number after optimizing a problem.

XPRSlpoptimize(prob," ");
XPRSbasiscondition(prob,&condnum,&scondnum);
printf("Condition no's are %g %g\n",condnum,scondnum);
Example 2 (Console)
Print the condition number after optimizing a problem.
READPROB problem.mps
LPOPTIMIZE
BASISCONDITION
Further information
1. The condition number of an invertible matrix is the norm of the matrix multiplied with the norm of its
inverse. This number is an indication of how accurate the solution can be calculated and how sensitive
it is to small changes in the data. The larger the condition number is, the less accurate the solution is
likely to become.
2. When using the BASISCONDITION command in the Console Optimizer, the condition number is shown
both for the scaled problem and in parenthesis for the original problem.

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Console and Library Functions

XPRSbasisstability BASISSTABILITY
Purpose
Calculates various measures for the stability of the current basis, including the basis condition number.
Synopsis
int XPRS_CC XPRSbasisstability(XPRSprob prob, int type, int norm, int
ifscaled, double ⁎dval);
BASISSTABILITY [-flags]
Arguments
prob The current problem.
type 0 Condition number of the basis.
1 Stability measure for the solution relative to the current basis.
2 Stability measure for the duals relative to the current basis.
3 Stability measure for the right hand side relative to the current basis.
4 Stability measure for the basic part of the objective relative to the current basis.
norm 0 Use the infinity norm.
1 Use the 1 norm.
2 Use the Euclidian norm for vectors, and the Frobenius norm for matrices.
ifscaled If the stability values are to be calculated in the scaled, or the unscaled matrix.
dval Pointer to a double, where the calculated value is to be returned.
flags x Stability measure for the solution and right–hand side values relative to the
current basis.
d Stability measure for the duals and the basic part of the objective relative to
the current basis.
c Condition number of the basis (default).
i Use the infinity norm (default).
o Use the one norm.
e Use the Euclidian norm for vectors, and the Frobenius norm for matrices.
u Calculate values in the unscaled matrix.
Further information
1. The Console Optimizer command BASISSTABILITY uses 0 as the default value for type and norm,
and calculates the values in the scaled matrix.
2. The condition number (type = 0) of an invertible matrix is the norm of the matrix multiplied with the
norm of its inverse. This number is an indication of how accurate the solution can be calculated and
how sensitive it is to small changes in the data. The larger the condition number is, the less accurate
the solution is likely to become.

3. The stability measures (type = 1...4) are using the original matrix and the basis to recalculate the
various vectors related to the solution and the duals. The returned stability measure is the norm of the
difference of the recalculated vector to the original one.

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Console and Library Functions

XPRSbtran
Purpose
Post-multiplies a (row) vector provided by the user by the inverse of the current basis.
Synopsis
int XPRS_CC XPRSbtran(XPRSprob prob, double vec[]);
Arguments
prob The current problem.
vec Double array of length ROWS containing the values by which the basis inverse is to be
multiplied. The transformed values will also be returned in this array.

Related controls
Double
ETATOL Tolerance on eta elements.
Example
Get the (unscaled) tableau row z of constraint number irow, assuming that all arrays have been
dimensioned.
/⁎ Minimum size of arrays:
⁎ y: nrow + ncol;
⁎ mstart: 2;
⁎ mrowind, dmatval: nrow.
⁎/

/⁎ set up the unit vector y to pick out row irow ⁎/

for(i = 0; i < nrow; i++) y[i] = 0.0;
y[irow] = 1.0;

rc = XPRSbtran(prob,y); /⁎ y = e⁎B^{-1} ⁎/

/⁎ Form z = y ⁎ A ⁎/
for(j = 0; j < ncol, j++) {
rc = XPRSgetcols(prob, mstart, mrowind, dmatval,
nrow, &nelt, j, j);
for(d = 0.0, ielt = 0, ielt < nelt; ielt++)
d += y[mrowind[ielt]] ⁎ dmatval[ielt];
y[nrow + j] = d;
}
Further information
If the matrix is in a presolved state, XPRSbtran works with the basis for the presolved problem.
Related topics
XPRSftran.

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Console and Library Functions

XPRScalcobjective
Purpose
Calculates the objective value of a given solution.
Synopsis
int XPRS_CC XPRScalcobjective(XPRSprob prob, const double solution[],
double⁎ objective);
Arguments
prob The current problem.
solution Double array of length COLS that holds the solution.
objective Pointer to a double in which the calculated objective value is returned.
Further information
The calculations are always carried out in the original problem, even if the problem is currently
presolved.

Related topics
XPRScalcslacks, XPRScalcsolinfo, XPRScalcreducedcosts.

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Console and Library Functions

XPRScalcreducedcosts
Purpose
Calculates the reduced cost values for a given (row) dual solution.
Synopsis
int XPRS_CC XPRScalcreducedcosts(XPRSprob prob, const double duals[], const
double solution[], double calculateddjs[]);
Arguments
prob The current problem.
duals Double array of length ROWS that holds the dual solution to calculate the reduced costs
for.
solution Optional double array of length COLS that holds the primal solution. This is necessary
for quadratic problems.
calculateddjs Double array of length COLS in which the calculated reduced costs are returned.
Further information
1. The calculations are always carried out in the original problem, even if the problem is currently
presolved.
2. If using the function during a solve (e.g. from a callback), use ORIGINALCOLS and ORIGINALROWS to
retrieve the non-presolved dimensions of the problem.
Related topics
XPRScalcslacks, XPRScalcsolinfo, XPRScalcobjective.

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Console and Library Functions

XPRScalcslacks
Purpose
Calculates the row slack values for a given solution.
Synopsis
int XPRS_CC XPRScalcslacks(XPRSprob prob, const double solution[], double
calculatedslacks[]);
Arguments
prob The current problem.
solution Double array of length COLS that holds the solution to calculate the slacks for.
calculatedslacks Double array of length ROWS in which the calculated row slacks are returned.
Further information
1. The calculations are always carried out in the original problem, even if the problem is currently
presolved.
2. If using the function during a solve (e.g. from a callback), use ORIGINALCOLS and ORIGINALROWS to
retrieve the non-presolved dimensions of the problem.
Related topics
XPRScalcreducedcosts, XPRScalcsolinfo, XPRScalcobjective.

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Console and Library Functions

XPRScalcsolinfo
Purpose
Calculates the required property of a solution, like maximum infeasibility of a given primal and dual
solution.
Synopsis
int XPRS_CC XPRScalcsolinfo(XPRSprob prob, const double solution[], const
double dual[], int Property, double⁎ Value);
Arguments
prob The current problem.
solution Double array of length COLS that holds the solution.
dual Double array of length ROWS that holds the dual solution.
Property XPRS_SOLINFO_ABSPRIMALINFEAS the calculated maximum absolute primal
infeasibility is returned.
XPRS_SOLINFO_RELPRIMALINFEAS the calculated maximum relative primal
infeasibility is returned.
XPRS_SOLINFO_ABSDUALINFEAS the calculated maximum absolute dual
infeasibility is returned.
XPRS_SOLINFO_RELDUALINFEAS the calculated maximum relative dual
infeasibility is returned.
XPRS_SOLINFO_MAXMIPFRACTIONAL the calculated maximum absolute MIP
infeasibility (fractionality) is returned.
Value Pointer to a double where the calculated value is returned.
Further information
The calculations are always carried out in the original problem, even if the problem is currently
presolved.
Related topics
XPRScalcslacks, XPRScalcobjective, XPRScalcreducedcosts.

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Console and Library Functions

CHECKCONVEXITY
Purpose
Checks if the loaded problem is convex. Applies to quadratic, mixed integer quadratic and quadratically
constrained problems. Checking convexity takes some time, thus for problems that are known to be
convex it might be reasonable to switch the checking off. Returns an error if the problem is not convex.
Synopsis
CHECKCONVEXITY
Further information
This console function checks the positive semi-definiteness of all quadratic matrices in the problem.
Note, that when optimizing a problem, for quadratic programming and mixed integer quadratic
problems, the checking of the objective function is performed after presolve, thus it is possible that an
otherwise indefinite quadratic matrix will be found positive semi-definite (the indefinite part might have
been fixed and dropped by presolve).
Related topics
XPRSlpoptimize (LPOPTIMIZE), XPRSmipoptimize (MIPOPTIMIZE), IFCHECKCONVEXITY,
EIGENVALUETOL.

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Console and Library Functions

XPRSchgbounds
Purpose
Used to change the bounds on columns in the matrix.
Synopsis
int XPRS_CC XPRSchgbounds(XPRSprob prob, int nbnds, const int mindex[],
const char qbtype[], const double bnd[]);
Arguments
prob The current problem.
nbnds Number of bounds to change.
mindex Integer array of size nbnds containing the indices of the columns on which the bounds
will change.
qbtype Character array of length nbnds 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.
bnd Double array of length nbnds giving the new bound values.
Example
The following changes column 0 of the current problem to have an upper bound of 0.5:

mindex[0] = 0;
qbtype[0] = 'U';
bnd[0] = 0.5;
XPRSchgbounds(prob,1,mindex,qbtype,bnd);
Further information
1. A column index may appear twice in the mindex array so it is possible to change both the upper and
lower bounds on a variable in one go.

2. XPRSchgbounds may be applied to the problem in a presolved state, in which case it expects
references to the presolved problem.
3. The double constants XPRS_PLUSINFINITY and XPRS_MINUSINFINITY defined in the library header
file can be used to represent plus and minus infinity respectively in the bound (bnd) array.

4. If the upper bound on a binary variable is changed to be greater than 1 or the lower bound is changed to
be less than 0 then the variable will become an integer variable.
Related topics
XPRSgetlb, XPRSgetub, XPRSstorebounds.

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Console and Library Functions

XPRSchgcoef
Purpose
Used to change a single coefficient in the matrix. If the coefficient does not already exist, a new
coefficient will be added to the matrix. If many coefficients are being added to a row of the matrix, it
may be more efficient to delete the old row of the matrix and add a new row.
Synopsis
int XPRS_CC XPRSchgcoef(XPRSprob prob, int irow, int icol, double dval);
Arguments
prob The current problem.
irow Row index for the coefficient.
icol Column index for the coefficient.
dval New value for the coefficient. If dval is zero, any existing coefficient will be deleted.
Related controls
Double
MATRIXTOL Tolerance on matrix elements.
Example
In the following, the element in row 2, column 1 of the matrix is changed to 0.33:
XPRSchgcoef(prob,2,1,0.33);
Further information
XPRSchgmcoef is more efficient than multiple calls to XPRSchgcoef and should be used in its place
in such circumstances.
Related topics
XPRSaddcols, XPRSaddrows, XPRSchgmcoef, XPRSchgmqobj, XPRSchgobj, XPRSchgqobj,
XPRSchgrhs, XPRSgetcols, XPRSgetrows.

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Console and Library Functions

XPRSchgcoltype
Purpose
Used to change the type of a column in the matrix.
Synopsis
int XPRS_CC XPRSchgcoltype(XPRSprob prob, int nels, const int mindex[],
const char qctype[]);
Arguments
prob The current problem.
nels Number of columns to change.
mindex Integer array of length nels containing the indices of the columns.
qctype Character array of length nels giving the new column types:
C indicates a continuous column;
B indicates a binary column;
I indicates an integer column.
S indicates a semi–continuous column. The semi–continuous lower bound will
be set to 1.0.
R indicates a semi–integer column. The semi–integer lower bound will be set to
1.0.
P indicates a partial integer column. The partial integer bound will be set to 1.0.
Example
The following changes columns 3 and 5 of the matrix to be integer and binary respectively:
mindex[0] = 3; mindex[1] = 5;
qctype[0] = 'I'; qctype[1] = 'B';
XPRSchgcoltype(prob,2,mindex,qctype);
Further information
1. The column types can only be changed before the global search is started.
2. Calling XPRSchgcoltype to change any variable into a binary variable causes the bounds previously
defined for the variable to be deleted and replaced by bounds of 0 and 1.

3. Calling XPRSchgcoltype to change a continuous variable into an integer variable cause its lower
bound to be rounded up to the nearest integer value and its upper bound to be rounded down to the
nearest integer value.
Related topics
XPRSaddcols, XPRSchgrowtype, XPRSdelcols, XPRSgetcoltype.

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Console and Library Functions

XPRSchgglblimit
Purpose
Used to change semi-continuous or semi-integer lower bounds, or upper limits on partial integers.
Synopsis
int XPRS_CC XPRSchgglblimit(XPRSprob prob, int ncols, const int mindex[],
const double dlimit[]);
Arguments
prob The current problem.
ncols Number of column limits to change.
mindex Integer array of size ncols containing the indices of the semi-continuous, semi-integer
or partial integer columns that should have their limits changed.
dlimit Double array of length ncols giving the new limit values.
Further information
1. The new limits are not allowed to be negative.
2. Partial integer limits can be at most 2ˆ28.
Related topics
XPRSchgcoltype, XPRSgetglobal.

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Console and Library Functions

XPRSchgmcoef, XPRSchgmcoef64
Purpose
Used to change multiple coefficients in the matrix. If any coefficient does not already exist, it will be
added to the matrix. If many coefficients are being added to a row of the matrix, it may be more
efficient to delete the old row of the matrix and add a new one.
Synopsis
int XPRS_CC XPRSchgmcoef(XPRSprob prob, int nels, const int mrow[], const
int mcol[], const double dval[]);

int XPRS_CC XPRSchgmcoef64(XPRSprob prob, XPRSint64 nels, const int mrow[],

const int mcol[], const double dval[]);
Arguments
prob The current problem.
nels Number of new coefficients.
mrow Integer array of length nels containing the row indices of the coefficients to be
changed.
mcol Integer array of length nels containing the column indices of the coefficients to be
changed.
dval Double array of length nels containing the new coefficient values. If an element of
dval is zero, the coefficient will be deleted.
Related controls
Double
MATRIXTOL Tolerance on matrix elements.

Example
mrow[0] = 0; mrow[1] = 3;
mcol[0] = 1; mcol[1] = 5;
dval[0] = 2.0; dval[1] = 0.0;
XPRSchgmcoef(prob,2,mrow,mcol,dval);

This changes two elements to values 2.0 and 0.0.

Further information
XPRSchgmcoef is more efficient than repeated calls to XPRSchgcoef and should be used in its place
if many coefficients are to be changed.

Related topics
XPRSchgcoef, XPRSchgmqobj, XPRSchgobj, XPRSchgqobj, XPRSchgrhs, XPRSgetcols,
XPRSgetrhs.

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Console and Library Functions

XPRSchgmqobj, XPRSchgmqobj64
Purpose
Used to change multiple quadratic coefficients in the objective function. If any of the coefficients does
not exist already, new coefficients will be added to the objective function.
Synopsis
int XPRS_CC XPRSchgmqobj(XPRSprob prob, int nels, const int mqcol1[], const
int mqcol2[], const double dval[]);

int XPRS_CC XPRSchgmqobj64(XPRSprob prob, XPRSint64 nels, const int

mqcol1[], const int mqcol2[], const double dval[]);
Arguments
prob The current problem.
nels The number of coefficients to change.
mqcol1 Integer array of size ncol containing the column index of the first variable in each
quadratic term.
mqcol2 Integer array of size ncol containing the column index of the second variable in each
quadratic term.
dval New values for the coefficients. If an entry in dval is 0, the corresponding entry will be
deleted. These are the coefficients of the quadratic Hessian matrix.
Example
The following code results in an objective function with terms: [6x12 + 3x1 x2 + 3x2 x1 ]/2

mqcol1[0] = 0; mqcol2[0] = 0; dval[0] = 6.0;

mqcol1[1] = 1; mqcol2[1] = 0; dval[1] = 3.0;
XPRSchgmqobj(prob,2,mqcol1,mqcol2,dval);

Further information
1. The columns in the arrays mqcol1 and mqcol2 must already exist in the matrix. If the columns do not
exist, they must be added with XPRSaddcols.
2. XPRSchgmqobj is more efficient than repeated calls to XPRSchgqobj and should be used in its place
when several coefficients are to be changed.
Related topics
XPRSchgcoef, XPRSchgmcoef, XPRSchgobj, XPRSchgqobj, XPRSgetqobj.

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Console and Library Functions

XPRSchgobj
Purpose
Used to change the objective function coefficients.
Synopsis
int XPRS_CC XPRSchgobj(XPRSprob prob, int nels, const int mindex[], const
double obj[]);
Arguments
prob The current problem.
nels Number of objective function coefficient elements to change.
mindex Integer array of length nels containing the indices of the columns on which the range
elements will change. An index of -1 indicates that the fixed part of the objective
function on the right hand side should change.
obj Double array of length nels giving the new objective function coefficient.
Example
Changing three coefficients of the objective function with XPRSchgobj :

mindex[0] = 0; mindex[1] = 2; mindex[2] = 5;

obj[0] = 25.0; obj[1] = 5.3; obj[2] = 0.0;
XPRSchgobj(prob,3,mindex,obj);
Further information
The value of the fixed part of the objective function can be obtained using the OBJRHS problem
attribute.
Related topics
XPRSchgcoef, XPRSchgmcoef, XPRSchgmqobj, XPRSchgqobj, XPRSgetobj.

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Console and Library Functions

XPRSchgobjsense CHGOBJSENSE
Purpose
Changes the problem’s objective function sense to minimize or maximize.
Synopsis
int XPRS_CC XPRSchgobjsense(XPRSprob prob, int objsense);
CHGOBJSENSE [ min | max ]
Arguments
prob The current problem.
objsense XPRS_OBJ_MINIMIZE to change into a minimization, or XPRS_OBJ_MAXIMIZE to
change into maximization problem.
Related topics
XPRSlpoptimize, XPRSmipoptimize.

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Console and Library Functions

XPRSchgqobj
Purpose
Used to change a single quadratic coefficient in the objective function corresponding to the variable
pair (icol,jcol) of the Hessian matrix.
Synopsis
int XPRS_CC XPRSchgqobj(XPRSprob prob, int icol, int jcol, double dval);

Arguments
prob The current problem.
icol Column index for the first variable in the quadratic term.
jcol Column index for the second variable in the quadratic term.
dval New value for the coefficient in the quadratic Hessian matrix. If an entry in dval is 0,
the corresponding entry will be deleted.

Example
The following code adds the terms [15x12 + 7x1 x2 ]/2 to the objective function:
XPRSchgqobj(prob, 0, 0, 15);
XPRSchgqobj(prob, 0, 1, 3.5);

Further information
1. The columns icol and jcol must already exist in the matrix. If the columns do not exist, they must be
added with the routine XPRSaddcols.
2. If icol is not equal to jcol, then both the matrix elements (icol, jcol) and (jcol, icol) are
changed to leave the Hessian symmetric.
Related topics
XPRSchgcoef, XPRSchgmcoef, XPRSchgmqobj, XPRSchgobj, XPRSgetqobj.

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Console and Library Functions

XPRSchgqrowcoeff
Purpose
Changes a single quadratic coefficient in a row.
Synopsis
int XPRS_CC XPRSchgqrowcoeff(XPRSprob prob, int irow, int icol, int jcol,
double dval);
Arguments
prob The current problem.
irow Index of the row where the quadratic matrix is to be changed.
icol First index of the coefficient to be changed.
jcol Second index of the coefficient to be changed.
dval The new coefficient.

Further information
1. This function may be used to add new nonzero coefficients, or even to define the whole quadratic
expression with it. Doing that, however, is significantly less efficient than adding the whole expression
with XPRSaddqmatrix.
2. The row must not be an equality or a ranged row.
Related topics
XPRSloadqcqp, XPRSgetqrowcoeff, XPRSaddqmatrix, XPRSchgqrowcoeff,
XPRSgetqrowqmatrix, XPRSgetqrowqmatrixtriplets, XPRSgetqrows, XPRSchgqobj,
XPRSchgmqobj, XPRSgetqobj.

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Console and Library Functions

XPRSchgrhs
Purpose
Used to change right–hand side values of the problem.
Synopsis
int XPRS_CC XPRSchgrhs(XPRSprob prob, int nels, const int mindex[], const
double rhs[]);
Arguments
prob The current problem.
nels Number of right hand side values to change.
mindex Integer array of length nels containing the indices of the rows on which the right hand
side values will change.
rhs Double array of length nels giving the right hand side values.
Example
Here we change the three right hand sides in rows 2, 6, and 8 to new values:
mindex[0] = 2; mindex[1] = 8; mindex[2] = 6;
rhs[0] = 5.0; rhs[1] = 3.8; rhs[2] = 5.7;
XPRSchgrhs(prob,3,mindex,rhs);
Related topics
XPRSchgcoef, XPRSchgmcoef, XPRSchgrhsrange, XPRSgetrhs, XPRSgetrhsrange.

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Console and Library Functions

XPRSchgrhsrange
Purpose
Used to change the range for a row of the problem matrix.
Synopsis
int XPRS_CC XPRSchgrhsrange(XPRSprob prob, int nels, const int mindex[],
const double rng[]);
Arguments
prob The current problem.
nels Number of range elements to change.
mindex Integer array of length nels containing the indices of the rows on which the range
elements will change.
rng Double array of length nels giving the range values.
Example
Here, the constraint x + y ≤ 10 (with row index 5) in the problem is changed to 8 ≤ x + y ≤ 10:

mindex[0] = 5; rng[0] = 2.0;

XPRSchgrhsrange(prob,1,mindex,rng);
Further information
If the range specified on the row is r, what happens depends on the row type and value of r. It is
possible to convert non-range rows using this routine.

Value of r Row type Effect

r≥0 = b, ≤ b b–r ≤
P
aj xj ≤ b
r≥0 aj xj ≤ b + r
P
≥b b≤
r<0 = b, ≤ b aj xj ≤ b – r
P
b≤
r<0 b + r ≤ aj xj ≤ b
P
≥b

Related topics
XPRSchgcoef, XPRSchgmcoef, XPRSchgrhs, XPRSgetrhsrange.

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Console and Library Functions

XPRSchgrowtype
Purpose
Used to change the type of a row in the matrix.
Synopsis
int XPRS_CC XPRSchgrowtype(XPRSprob prob, int nels, const int mindex[],
const char qrtype[]);
Arguments
prob The current problem.
nels Number of rows to change.
mindex Integer array of length nels containing the indices of the rows.
qrtype Character array of length nels giving the new row types:
L indicates a ≤ row;
E indicates an = row;
G indicates a ≥ row;
R indicates a range row;
N indicates a free row.
Example
Here row 4 is changed to an equality row:
mindex[0] = 4; qrtype[0] = 'E';
XPRSchgrowtype(prob,1,mindex,qrtype);

Further information
A row can be changed to a range type row by first changing the row to an R or L type row and then
changing the range on the row using XPRSchgrhsrange.
Related topics
XPRSaddrows, XPRSchgcoltype, XPRSchgrhs, XPRSchgrhsrange, XPRSdelrows,
XPRSgetrowrange, XPRSgetrowtype.

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Console and Library Functions

XPRScopycallbacks
Purpose
Copies callback functions defined for one problem to another.
Synopsis
int XPRS_CC XPRScopycallbacks(XPRSprob dest, XPRSprob src);
Arguments
dest The problem to which the callbacks are copied.
src The problem from which the callbacks are copied.
Example
The following sets up a message callback function callback for problem prob1 and then copies this
to the problem prob2.
XPRScreateprob(&prob1);
XPRSaddcbmessage(prob1,callback,NULL,0);
XPRScreateprob(&prob2);
XPRScopycallbacks(prob2,prob1);
Related topics
XPRScopycontrols, XPRScopyprob.

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Console and Library Functions

XPRScopycontrols
Purpose
Copies controls defined for one problem to another.
Synopsis
int XPRS_CC XPRScopycontrols(XPRSprob dest, XPRSprob src);
Arguments
dest The problem to which the controls are copied.
src The problem from which the controls are copied.
Example
The following turns off Presolve for problem prob1 and then copies this and other control values to the
problem prob2 :
XPRScreateprob(&prob1);
XPRSsetintcontrol(prob1,XPRS_PRESOLVE,0);
XPRScreateprob(&prob2);
XPRScopycontrols(prob2,prob1);
Related topics
XPRScopycallbacks, XPRScopyprob.

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Console and Library Functions

XPRScopyprob
Purpose
Copies information defined for one problem to another.
Synopsis
int XPRS_CC XPRScopyprob(XPRSprob dest, XPRSprob src, const char
⁎probname);
Arguments
dest The new problem pointer to which information is copied.
src The old problem pointer from which information is copied.
probname A string of up to 1024 characters (including NULL terminator) containing the name for
the problem copy. This must be unique when file writing is to be expected, and
particularly for global problems.
Example
The following copies the problem, its controls and it callbacks from prob1 to prob2:

XPRSprob prob1, prob2;

...
XPRScreateprob(&prob2);
XPRScopyprob(prob2,prob1,"MyProb");
XPRScopycontrols(prob2,prob1);
XPRScopycallbacks(prob2,prob1);
Further information
XPRScopyprob copies only the problem and does not copy the callbacks or controls associated to a
problem. These must be copied separately using XPRScopycallbacks and XPRScopycontrols,
respectively.

Related topics
XPRScopycallbacks, XPRScopycontrols, XPRScreateprob.

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Console and Library Functions

XPRScreateprob
Purpose
Sets up a new problem within the Optimizer.
Synopsis
int XPRS_CC XPRScreateprob(XPRSprob ⁎prob);
Argument
prob Pointer to a variable holding the new problem.
Example
The following creates a problem which will contain myprob:
XPRSprob prob;
XPRSinit(NULL);
XPRScreateprob(&prob);
XPRSreadprob(prob,"myprob","");

Further information
1. XPRScreateprob must be called after XPRSinit and before using the other Optimizer routines.

2. Any number of problems may be created in this way, depending on your license details. All problems
should be removed using XPRSdestroyprob once you have finished working with them.
3. If XPRScreateprob cannot complete successfully, a nonzero value is returned and ⁎prob is set to
NULL (as a consequence, it is not possible to retrieve further error information using e.g.
XPRSgetlasterror).
Related topics
XPRSdestroyprob, XPRScopyprob, XPRSinit.

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Console and Library Functions

XPRScrossoverlpsol
Purpose
Provides a basic optimal solution for a given solution of an LP problem. This function behaves like the
crossover after the barrier algorithm.
Synopsis
int XPRS_CC XPRScrossoverlpsol(XPRSprob prob, int ⁎status);

Arguments
prob The current problem.
status Pointer to an int where the status will be returned. The status is one of:
0 The crossover is successful.
1 The crossover is not performed because the problem has no solution.
Related controls
Integer
ALGAFTERCROSSOVER Specifies which algorithm to use for cleaning up the solution.
PREPROTECTDUAL Whether or not to protect the given dual solution during presolve.
Example
This example loads a problem, loads a solution for the problem and then uses XPRScrossoverlpsol
to find a basic optimal solution.
XPRSreadprob(prob, "problem", "");
XPRSloadlpsol(prob, x, NULL, dual, NULL, &status);
XPRScrossoverlpsol(prob, &status);

A solution can also be loaded from an ASCII solution file using XPRSreadslxsol.
Further information
1. The crossover contains two phases: a crossover phase for finding a basic solution and a clean-up
phase for finding a basic optimal solution. Setting ALGAFTERCROSSOVER to 0 will allow the crossover
to skip the clean-up phase.
2. The given solution is expected to be feasible or nearly feasible, otherwise the crossover may take a
long time to find a basic feasible solution. More importantly, the given solution is expected to have a
small duality gap. A small duality gap indicates that the given solution is close to the optimal solution.
If the given solution is far away from the optimal solution, the clean-up phase may need many simplex
iterations to move to a basic optimal solution.
Related topics
XPRSloadlpsol, XPRSreadslxsol, Section 4.2.1.

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Console and Library Functions

XPRSdelcols
Purpose
Delete columns from a matrix.
Synopsis
int XPRS_CC XPRSdelcols(XPRSprob prob, int ncols, const int mindex[]);
Arguments
prob The current problem.
ncols Number of columns to delete.
mindex Integer array of length ncols containing the columns to delete.
Example
In this example, column 3 is deleted from the matrix:
mindex[0] = 3;
XPRSdelcols(prob,1,mindex);
Further information
1. After columns have been deleted from a problem, the numbers of the remaining columns are moved
down so that the columns are always numbered from 0 to COLS-1 where COLS is the problem attribute
containing the number of non-deleted columns in the matrix.

2. If the problem has already been optimized, or an advanced basis has been loaded, and you delete a
basis column the current basis will no longer be valid - the basis is "lost".
If you go on to re-optimize the problem, a warning message is displayed (140 ) and the Optimizer
automatically generates a corrected basis.
You can avoid losing the basis by only deleting non-basic columns (see XPRSgetbasis), taking a
basic column out of the basis first if necessary (see XPRSgetpivots and XPRSpivot).
Related topics
XPRSaddcols, XPRSdelrows.

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Console and Library Functions

XPRSdelcpcuts
Purpose
During the branch and bound search, cuts are stored in the cut pool to be applied at descendant nodes.
These cuts may be removed from a given node using XPRSdelcuts, but if this is to be applied in a
large number of cases, it may be preferable to remove the cut completely from the cut pool. This is
achieved using XPRSdelcpcuts.

Synopsis
int XPRS_CC XPRSdelcpcuts(XPRSprob prob, int itype, int interp, int ncuts,
const XPRScut mcutind[]);
Arguments
prob The current problem.
itype User defined cut type to match against.
interp Way in which the cut itype is interpreted:
-1 match all cut types;
1 treat cut types as numbers;
2 treat cut types as bit maps - delete if any bit matches any bit set in itype;
3 treat cut types as bit maps - delete if all bits match those set in itype.
ncuts The number of cuts to delete. A value of -1 indicates delete all cuts.
mcutind Array containing pointers to the cuts which are to be deleted. This array may be NULL if
ncuts is -1, otherwise it has length ncuts.
Related topics
XPRSaddcuts, XPRSdelcuts, XPRSloadcuts, Section 5.8.

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Console and Library Functions

XPRSdelcuts
Purpose
Deletes cuts from the matrix at the current node. Cuts from the parent node which have been
automatically restored may be deleted as well as cuts added to the current node using XPRSaddcuts
or XPRSloadcuts. The cuts to be deleted can be specified in a number of ways. If a cut is ruled out by
any one of the criteria it will not be deleted.

Synopsis
int XPRS_CC XPRSdelcuts(XPRSprob prob, int ibasis, int itype, int interp,
double delta, int num, const XPRScut mcutind[]);
Arguments
prob The current problem.
ibasis Ensures the basis will be valid if set to 1. If set to 0, cuts with non-basic slacks may be
deleted.
itype User defined type of the cut to be deleted.
interp Way in which the cut itype is interpreted:
-1 match all cut types;
1 treat cut types as numbers;
2 treat cut types as bit maps - delete if any bit matches any bit set in itype;
3 treat cut types as bit maps - delete if all bits match those set in itype.
delta Only delete cuts with an absolute slack value greater than delta. To delete all the cuts,
this argument should be set to XPRS_MINUSINFINITY.
num Number of cuts to drop if a list of cuts is provided. A value of -1 indicates all cuts.
mcutind Array containing pointers to the cuts which are to be deleted. This array may be NULL if
num is set to -1 otherwise it has length num.

Further information
1. It is usually best to drop only those cuts with basic slacks, otherwise the basis will no longer be valid
and it may take many iterations to recover an optimal basis. If the ibasis parameter is set to 1, this
will ensure that cuts with non-basic slacks will not be deleted even if the other parameters specify that
these cuts should be deleted. It is highly recommended that the ibasis parameter is always set to 1.
2. The cuts to be deleted can also be specified by the size of the slack variable for the cut. Only those cuts
with a slack value greater than the delta parameter will be deleted.

3. A list of indices of the cuts to be deleted can also be provided. The list of active cuts at a node can be
obtained with the XPRSgetcutlist command.
4. This function should be called only from within callback functions set by either XPRSaddcboptnode or
XPRSaddcbcutmgr.
Related topics
XPRSaddcuts, XPRSdelcpcuts, XPRSgetcutlist, XPRSloadcuts, Section 5.8.

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Console and Library Functions

XPRSdelindicators
Purpose
Delete indicator constraints. This turns the specified rows into normal rows (not controlled by indicator
variables).
Synopsis
int XPRS_CC XPRSdelindicators(XPRSprob prob, int first, int last);

Arguments
prob The current problem.
first First row in the range.
last Last row in the range (inclusive).

Example
In this example, if any of the first two rows of the matrix is an indicator constraint, they are turned into
normal rows:

XPRSdelindicators(prob,0,1);

Further information
This function has no effect on rows that are not indicator constraints.
Related topics
XPRSgetindicators, XPRSsetindicators.

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Console and Library Functions

XPRSdelqmatrix
Purpose
Deletes the quadratic part of a row or of the objective function.
Synopsis
int XPRS_CC XPRSdelqmatrix(XPRSprob prob, int row);
Arguments
prob The current problem.
row Index of row from which the quadratic part is to be deleted.
Further information
If a row index of -1 is used, the function deletes the quadratic coefficients from the objective function.
Related topics
XPRSaddrows, XPRSdelcols, XPRSdelrows.

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Console and Library Functions

XPRSdelrows
Purpose
Delete rows from a matrix.
Synopsis
int XPRS_CC XPRSdelrows(XPRSprob prob, int nrows, const int mindex[]);
Arguments
prob The current problem.
nrows Number of rows to delete.
mindex An integer array of length nrows containing the rows to delete.
Example
In this example, rows 0 and 10 are deleted from the matrix:
mindex[0] = 0; mindex[1] = 10;
XPRSdelrows(prob,2,mindex);
Further information
1. After rows have been deleted from a problem, the numbers of the remaining rows are moved down so
that the rows are always numbered from 0 to ROWS-1 where ROWS is the problem attribute containing
the number of non-deleted rows in the matrix.

2. If the problem has already been optimized, or an advanced basis has been loaded, and you delete a row
for which the slack column is non-basic, the current basis will no longer be valid - the basis is "lost".
If you go on to re-optimize the problem, a warning message is displayed (140 ) and the Optimizer
automatically generates a corrected basis.
You can avoid losing the basis by only deleting basic rows (see XPRSgetbasis), bringing a non-basic
row into the basis first if necessary (see XPRSgetpivots and XPRSpivot).
Related topics
XPRSaddrows, XPRSdelcols, XPRSgetbasis, XPRSgetpivots, XPRSpivot.

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Console and Library Functions

XPRSdelsets
Purpose
Delete sets from a problem.
Synopsis
int XPRS_CC XPRSdelsets(XPRSprob prob, int nsets, const int mindex[]);
Arguments
prob The current problem.
nsets Number of sets to delete.
mindex An integer array of length nsets containing the sets to delete.
Example
In this example, sets 0 and 2 are deleted from the problem:
mindex[0] = 0; mindex[1] = 2;
XPRSdelsets(prob,2,mindex);
Further information
After sets have been deleted from a problem, the numbers of the remaining sets are moved down so
that the sets are always numbered from 0 to SETS-1 where SETS is the problem attribute containing
the number of non-deleted sets in the problem.
Related topics
XPRSaddsets.

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Console and Library Functions

XPRSdestroyprob
Purpose
Removes a given problem and frees any memory associated with it following manipulation and
optimization.
Synopsis
int XPRS_CC XPRSdestroyprob(XPRSprob prob);

Argument
prob The problem to be destroyed.

Example
The following creates, loads and solves a problem called myprob, before subsequently freeing any
resources allocated to it:
XPRScreateprob(&prob);
XPRSreadprob(prob,"myprob","");
XPRSlpoptimize(prob,"");
XPRSdestroyprob(prob);
Further information
After work is finished, all problems must be destroyed. If a NULL problem pointer is passed to
XPRSdestroyprob, no error will result.

Related topics
XPRScreateprob, XPRSfree, XPRSinit.

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Console and Library Functions

XPRSdumpcontrols DUMPCONTROLS
Purpose
Displays the list of controls and their current value for those controls that have been set to a non
default value.
Synopsis
int XPRS_CC XPRSdumpcontrols(XPRSprob prob);
DUMPCONTROLS
Related topics
SETDEFAULTS, SETDEFAULTCONTROL

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Console and Library Functions

EXIT
Purpose
Terminates the Console Optimizer, returning a zero exit code to the operating system. Alias of QUIT.
Synopsis
EXIT
Example
The command is called simply as:
EXIT
Further information
1. Fatal error conditions return nonzero exit values which may be of use to the host operating system.
These are described in Chapter 11.
2. If you wish to return an exit code reflecting the final solution status, then use the STOP command
instead.
Related topics
STOP, QUIT, XPRSsave (SAVE).

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Console and Library Functions

XPRSestimaterowdualranges
Purpose
Performs a dual side range sensitivity analysis, i.e. calculates estimates for the possible ranges for
dual values.
Synopsis
int XPRS_CC XPRSestimaterowdualranges(XPRSprob prob, const int nRows, const
int rowIndices[], const int iterationLimit, double minDualActivity[],
double maxDualActivity[]);
Arguments
prob The current problem.
nRows The number of rows to analyze.
rowIndices Row indices to analyze.
iterationLimit Effort limit expressed as simplex iterations per row.
minDualActivity Estimated lower bounds on the possible dual ranges.
maxDualActivity Estimated upper bounds on the possible dual ranges.
Further information
This function may provide better results for individual row dual ranges when called for a larger number
of rows.
Related topics
XPRSlpoptimize, XPRSstrongbranch

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Console and Library Functions

XPRSfeaturequery
Purpose
Checks if the provided feature is available in the current license used by the optimizer.
Synopsis
int XPRS_CC XPRSfeaturequery(const char ⁎feature, int featurestatus);
Arguments
feature The feasture string to be checked in the license.
featurestatus Return status of the check, a value of 1 indicates the feature is available.

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Console and Library Functions

XPRSfixglobals FIXGLOBALS
Purpose
Fixes all the global entities to the values of the last found MIP solution. This is useful for finding the
reduced costs for the continuous variables after the global variables have been fixed to their optimal
values.
Synopsis
int XPRS_CC XPRSfixglobals(XPRSprob prob, int ifround);
FIXGLOBALS [-flags]
Arguments
prob The current problem.
ifround If all global entities should be rounded to the nearest discrete value in the solution
before being fixed.
flags Flags to pass to FIXGLOBALS:
r round all global entities to the nearest feasible value in the solution before
being fixed;
Example 1 (Library)
This example performs a global search on problem myprob and then uses XPRSfixglobals before
solving the remaining linear problem:
XPRSreadprob(prob,"myprob","");
XPRSmipoptimize(prob," ");
XPRSfixglobals(prob, 1);
XPRSlpoptimize(prob," ");
XPRSwriteprtsol(prob);
Example 2 (Console)
A similar set of commands at the console would be as follows:

READPROB
MIPOPTIMIZE
FIXGLOBALS -r
LPOPTIMIZE
PRINTSOL

Further information
1. Because of tolerances, it is possible for e.g. a binary variable to be slightly fractional in the MIP
solution, where it might have the value 0.999999 instead of being at exactly 1.0. With ifround = 0,
such a binary will be fixed at 0.999999, but with ifround = 1, it will be fixed at 1.0.
2. This command is useful for inspecting the reduced costs of the continuous variables in a matrix after
the global entities have been fixed. Sensitivity analysis can also be performed on the continuous
variables in a MIP problem using XPRSrhssa or XPRSobjsa after calling XPRSfixglobals
(FIXGLOBALS).
Related topics
XPRSmipoptimize (MIPOPTIMIZE).

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Console and Library Functions

XPRSfree
Purpose
Frees any allocated memory and closes all open files.
Synopsis
int XPRS_CC XPRSfree(void);
Example
The following frees resources allocated to the problem prob and then tidies up before exiting:
XPRSdestroyprob(prob);
XPRSfree();
return 0;

Further information
After a call to XPRSfree no library functions may be used without first calling XPRSinit again.
Related topics
XPRSdestroyprob, XPRSinit.

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Console and Library Functions

XPRSftran
Purpose
Pre-multiplies a (column) vector provided by the user by the inverse of the current matrix.
Synopsis
int XPRS_CC XPRSftran(XPRSprob prob, double vec[]);
Arguments
prob The current problem.
vec Double array of length ROWS containing the values which are to be multiplied by the
basis inverse. The transformed values appear in the array.

Related controls
Double
ETATOL Tolerance on eta elements.
Example
To get the (unscaled) tableau column of structural variable number jcol, assuming that all arrays have
been dimensioned, do the following:
/⁎ Min size of arrays: mstart: 2; mrowind, dmatval & y: nrow. ⁎/
/⁎ Get column as loaded originally, in sparse format ⁎/
rc = XPRSgetcols(prob, mstart, mrowind, dmatval, nrow, &nelt,
jcol, jcol);

/⁎ Unpack into the zeroed array ⁎/

for(i = 0; i < nrow; i++)
y[i] = 0.0;
for(ielt = 0; ielt < nelt; ielt++)
y[mrowind[ielt]] = dmatval[ielt];

rc = XPRSftran(prob,y);
Get the (unscaled) tableau column of the slack variable for row number irow, assuming that all arrays
have been dimensioned.
/⁎ Min size of arrays: y: nrow ⁎/
/⁎ Set up the original slack column in full format ⁎/
for(i = 0; i < nrow; i++)
y[i] = 0.0;
y[irow] = 1.0;

rc = XPRSftran(prob,y);

Further information
If the matrix is in a presolved state, the function will work with the basis for the presolved problem.
Related topics
XPRSbtran.

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Console and Library Functions

XPRSgetattribinfo
Purpose
Accesses the id number and the type information of an attribute given its name. An attribute name may
be for example XPRS_ROWS. Names are case-insensitive and may or may not have the XPRS_ prefix.
The id number is the constant used to identify the attribute for calls to functions such as
XPRSgetintattrib. The type information returned will be one of the below integer constants defined
in the xprs.h header file.
The function will return an id number of 0 and a type value of XPRS_TYPE_NOTDEFINED if the name is
not recognized as an attribute name. Note that this will occur if the name is a control name and not an
attribute name.
XPRS_TYPE_NOTDEFINED The name was not recognized.
XPRS_TYPE_INT 32 bit integer.
XPRS_TYPE_INT64 64 bit integer.
XPRS_TYPE_DOUBLE Double precision floating point.
XPRS_TYPE_STRING String.

Synopsis
int XPRS_CC XPRSgetattribinfo(XPRSprob prob, const char⁎ sCaName, int⁎
iHeaderId, int⁎ iTypeinfo);
Arguments
prob The current problem.
sCaName The name of the attribute to be queried. Names are case-insensitive and may or may
not have the XPRS_ prefix. A full list of all attributes may be found in Chapter 9, or from
the list in the xprs.h header file.
iHeaderId Pointer to an integer where the id number will be returned.
iTypeInfo Pointer to an integer where the type id will be returned.

Example
The following code example obtains the id number and the type id of the control or attribute with name
given by sCaName. Note that the name happens to be a control name in this example:
const char ⁎sCaName = "presolve";
int iHeaderId, iTypeInfo;
...
if(XPRSgetattribinfo(prob, sCaName, &iHeaderId,
&iTypeInfo) || iHeaderId==0) {
if(XPRSgetcontrolinfo(prob, sCaName, &iHeaderId,
&iTypeInfo) || iHeaderId==0) {
printf("Unrecognized name: %s\n", sCaName);
}
}
Related topics
XPRSgetcontrolinfo.

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Console and Library Functions

XPRSgetbanner
Purpose
Returns the banner and copyright message.
Synopsis
int XPRS_CC XPRSgetbanner(char ⁎banner);
Argument
banner Buffer long enough to hold the banner (plus a null terminator). This can be at most 512
characters.

Example
The following calls XPRSgetbanner to return banner information at the start of the program:

char banner[512];
...
if(XPRSinit(NULL))
{
/⁎ The error message when XPRSinit fails is written to the banner. ⁎/
XPRSgetbanner(banner);
printf("%s\n", banner);
return 1;
}
XPRSgetbanner(banner);
printf("%s\n", banner);

Further information
This function can most usefully be employed to return extra information if a problem occurs with
XPRSinit.
Related topics
XPRSinit.

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Console and Library Functions

XPRSgetbasis
Purpose
Returns the current basis into the user’s data arrays.
Synopsis
int XPRS_CC XPRSgetbasis(XPRSprob prob, int rstatus[], int cstatus[]);
Arguments
prob The current problem.
rstatus Integer array of length ROWS to the basis status of the slack, surplus or artificial variable
associated with each row. The status will be one of:
0 slack, surplus or artificial is non-basic at lower bound;
1 slack, surplus or artificial is basic;
2 slack or surplus is non-basic at upper bound.
3 slack or surplus is super-basic.
May be NULL if not required.
cstatus Integer array of length COLS to hold the basis status of the columns in the constraint
matrix. The status will be one of:
0 variable is non-basic at lower bound, or superbasic at zero if the variable has
no lower bound;
1 variable is basic;
2 variable is non-basic at upper bound;
3 variable is super-basic.
May be NULL if not required.

Example
The following example minimizes a problem before saving the basis for later:
int rows, cols, ⁎rstatus, ⁎cstatus;
...
XPRSgetintattrib(prob,XPRS_ROWS,&rows);
XPRSgetintattrib(prob,XPRS_COLS,&cols);
rstatus = (int ⁎) malloc(sizeof(int)⁎rows);
cstatus = (int ⁎) malloc(sizeof(int)⁎cols);
XPRSlpoptimize(prob,"");
XPRSgetbasis(prob,rstatus,cstatus);
Related topics
XPRSgetpresolvebasis, XPRSloadbasis, XPRSloadpresolvebasis.

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Console and Library Functions

XPRSgetbasisval
Purpose
Returns the current basis status for a specific column or row.
Synopsis
int XPRS_CC XPRSgetbasisval(XPRSprob prob, int row, int column, int
⁎rstatus, int ⁎cstatus);
Arguments
prob The current problem.
row Row index to get the row basis status for.
column Column index to get the column basis status for.
rstatus Integer pointer where the value of the row basis status will be returned. May be NULL if
not required.
cstatus Integer pointer where the value of the column basis status will be returned. May be
NULL if not required.
Related topics
XPRSgetbasis, XPRSgetpresolvebasis, XPRSloadbasis, XPRSloadpresolvebasis.

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Console and Library Functions

XPRSgetcheckedmode
Purpose
You can use this function to interrogate whether checking and validation of all Optimizer function calls
is enabled for the current process. Checking and validation is enabled by default but can be disabled by
XPRSsetcheckedmode.
Synopsis
int XPRS_CC XPRSgetcheckedmode(int⁎ r_checked_mode);
Argument
r_checked_mode Variable that is set to 0 if checking and validation of Optimizer function calls is
disabled for the current process, non-zero otherwise.
Related topics
XPRSsetcheckedmode.

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Console and Library Functions

XPRSgetcoef
Purpose
Returns a single coefficient in the constraint matrix.
Synopsis
int XPRS_CC XPRSgetcoef(XPRSprob prob, int irow, int icol, double ⁎dval);
Arguments
prob The current problem.
irow Row of the constraint matrix.
icol Column of the constraint matrix.
dval Pointer to a double where the coefficient will be returned.
Further information
It is quite inefficient to get several coefficients with the XPRSgetcoef function. It is better to use
XPRSgetcols or XPRSgetrows.
Related topics
XPRSgetcols, XPRSgetrows.

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Console and Library Functions

XPRSgetcolrange
Purpose
Returns the column ranges computed by XPRSrange.
Synopsis
int XPRS_CC XPRSgetcolrange(XPRSprob prob, double upact[], double loact[],
double uup[], double udn[], double ucost[], double lcost[]);
Arguments
prob The current problem.
upact Double array of length COLS for upper column activities.
loact Double array of length COLS for lower column activities.
uup Double array of length COLS for upper column unit costs.
udn Double array of length COLS for lower column unit costs.
ucost Double array of length COLS for upper costs.
lcost Double array of length COLS for lower costs.
Example
Here the column ranges are retrieved into arrays as in the synopsis:
int cols;
double ⁎upact, ⁎loact, ⁎uup, ⁎udn, ⁎ucost, ⁎lcost;
...
XPRSgetintattrib(prob,XPRS_COLS,&cols);
upact = malloc(cols⁎(sizeof(double)));
loact = malloc(cols⁎(sizeof(double)));
uup = malloc(cols⁎(sizeof(double)));
udn = malloc(cols⁎(sizeof(double)));
ucost = malloc(cols⁎(sizeof(double)));
lcost = malloc(cols⁎(sizeof(double)));
XPRSrange(prob);
XPRSgetcolrange(prob,upact,loact,uup,udn,ucost,lcost);

Further information
The activities and unit costs are obtained from the range file (problem_name.rng). The meaning of the
upper and lower column activities and upper and lower unit costs in the ASCII range files is described in
Appendix A.
Related topics
XPRSgetrowrange, XPRSrange.

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Console and Library Functions

XPRSgetcols, XPRSgetcols64
Purpose
Returns the nonzeros in the constraint matrix for the columns in a given range.
Synopsis
int XPRS_CC XPRSgetcols(XPRSprob prob, int mstart[], int mrwind[], double
dmatval[], int size, int ⁎nels, int first, int last);

int XPRS_CC XPRSgetcols64(XPRSprob prob, XPRSint64 mstart[], int mrwind[],

double dmatval[], XPRSint64 size, XPRSint64 ⁎nels, int first, int
last);
Arguments
prob The current problem.
mstart Integer array which will be filled with the indices indicating the starting offsets in the
mrwind and dmatval arrays for each requested column. It must be of length at least
last-first+2. Column i starts at position mstart[i] in the mrwind and dmatval
arrays, and has mstart[i+1]-mstart[i] elements in it. May be NULL if not required.
mrwind Integer array of length size which will be filled with the row indices of the nonzero
coefficents for each column. May be NULL if not required.
dmatval Double array of length size which will be filled with the nonzero coefficient values. May
be NULL if not required.
size The size of the mrwind and dmatval arrays. This is the maximum number of nonzero
coefficients that the Optimizer is allowed to return.
nels Pointer to an integer where the number of nonzero coefficients in the selected columns
will be returned. If nels exceeds size, only the size first nonzero coefficients will be
returned.
first First column in the range.
last Last column in the range.

Example
The following examples retrieves the number of nonzero coefficients in all columns of the problem:
int nels, cols, first = 0, last;
...
XPRSgetintattrib(prob,XPRS_COLS,&cols);
last = cols-1;
XPRSgetcols(prob,NULL,NULL,NULL,0,&nels,first,last);
Further information
It is possible to obtain just the number of elements in the range of columns by replacing mstart,
mrwind and dmatval by NULL, as in the example. In this case, size must be set to 0 to indicate that
the length of arrays passed is zero. This is demonstrated in the example above.
Related topics
XPRSgetrows.

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Console and Library Functions

XPRSgetcoltype
Purpose
Returns the column types for the columns in a given range.
Synopsis
int XPRS_CC XPRSgetcoltype(XPRSprob prob, char coltype[], int first, int
last);
Arguments
prob The current problem.
coltype Character array of length last-first+1 where the column types will be returned:
C indicates a continuous variable;
I indicates an integer variable;
B indicates a binary variable;
S indicates a semi-continuous variable;
R indicates a semi-continuous integer variable;
P indicates a partial integer variable.
first First column in the range.
last Last column in the range.
Example
This example finds the types for all columns in the matrix and prints them to the console:
int cols, i;
char ⁎types;
...
XPRSgetintattrib(prob,XPRS_COLS,&cols);
types = (char ⁎)malloc(sizeof(char)⁎cols);
XPRSgetcoltype(prob,types,0,cols-1);

for(i=0;i<cols;i++) printf("%c\n",types[i]);
Related topics
XPRSchgcoltype, XPRSgetrowtype.

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Console and Library Functions

XPRSgetcontrolinfo
Purpose
Accesses the id number and the type information of a control given its name. A control name may be
for example XPRS_PRESOLVE. Names are case-insensitive and may or may not have the XPRS_ prefix.
The id number is the constant used to identify the control for calls to functions such as
XPRSgetintcontrol.
The function will return an id number of 0 and a type value of XPRS_TYPE_NOTDEFINED if the name is
not recognized as a control name. Note that this will occur if the name is an attribute name and not a
control name.
The type information returned will be one of the below integer constants defined in the xprs.h header
file.
XPRS_TYPE_NOTDEFINED The name was not recognized.
XPRS_TYPE_INT 32 bit integer.
XPRS_TYPE_INT64 64 bit integer.
XPRS_TYPE_DOUBLE Double precision floating point.
XPRS_TYPE_STRING String.

Synopsis
int XPRS_CC XPRSgetcontrolinfo(XPRSprob prob, const char⁎ sCaName, int⁎
iHeaderId, int⁎ iTypeinfo);
Arguments
prob The current problem.
sCaName The name of the control to be queried. Names are case-insensitive and may or may not
have the XPRS_ prefix. A full list of all controls may be found in 9, or from the list in the
xprs.h header file.
iHeaderId Pointer to an integer where the id number will be returned.
iTypeInfo Pointer to an integer where the type information will be returned.
Example
The following code example obtains the id number and the type information of the control or attribute
with name given by sCaName. Note that the name happens to be a control name in this example:

const char ⁎sCaName = "presolve";

int iHeaderId, iTypeInfo;
...
if(XPRSgetattribinfo(prob, sCaName, &iHeaderId,
&iTypeInfo) || iHeaderId==0) {
if(XPRSgetcontrolinfo(prob, sCaName, &iHeaderId,
&iTypeInfo) || iHeaderId==0) {
printf("Unrecognized name: %s\n", sCaName);
}
}
Related topics
XPRSgetattribinfo.

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Console and Library Functions

XPRSgetcpcutlist
Purpose
Returns a list of cut indices from the cut pool.
Synopsis
int XPRS_CC XPRSgetcpcutlist(XPRSprob prob, int itype, int interp, double
delta, int ⁎ncuts, int size, XPRScut mcutind[], double dviol[]);
Arguments
prob The current problem.
itype The user defined type of the cuts to be returned.
interp Way in which the cut type is interpreted:
-1 get all cuts;
1 treat cut types as numbers;
2 treat cut types as bit maps - get cut if any bit matches any bit set in itype;
3 treat cut types as bit maps - get cut if all bits match those set in itype.
delta Only those cuts with a signed violation greater than delta will be returned.
ncuts Pointer to the integer where the number of cuts of type itype in the cut pool will be
returned.
size Maximum number of cuts to be returned.
mcutind Array of length size where the pointers to the cuts will be returned.
dviol Double array of length size where the values of the signed violations of the cuts will be
returned.
Further information
1. The violated cuts can be obtained by setting the delta parameter to the size of the (signed) violation
required. If unviolated cuts are required as well, delta may be set to XPRS_MINUSINFINITY which is
defined in the library header file.
2. If the number of active cuts is greater than size, only size cuts will be returned and ncuts will be set
to the number of active cuts. If ncuts is less than size, then only ncuts positions will be filled in
mcutind.
3. In case of a cut of type ’L’, the violation equals the negative of the slack associated with the row of the
cut. In case of a cut of type ’G’, the violation equals the slack associated with the row of the cut. For
cuts of type ’E’, the violation equals the absolute value of the slack.

4. Please note that the violations returned are absolute violations, while feasibility is checked by the
Optimizer in the scaled problem.
Related topics
XPRSdelcpcuts, XPRSgetcpcuts, XPRSgetcutlist, XPRSloadcuts, XPRSgetcutmap,
XPRSgetcutslack, Section 5.8.

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Console and Library Functions

XPRSgetcpcuts, XPRSgetcpcuts64
Purpose
Returns cuts from the cut pool. A list of cut pointers in the array mindex must be passed to the routine.
The columns and elements of the cut will be returned in the regions pointed to by the mcols and
dmatval parameters. The columns and elements will be stored contiguously and the starting point of
each cut will be returned in the region pointed to by the mstart parameter.

Synopsis
int XPRS_CC XPRSgetcpcuts(XPRSprob prob, const XPRScut mindex[], int ncuts,
int size, int mtype[], char qrtype[], int mstart[], int mcols[],
double dmatval[], double drhs[]);

int XPRS_CC XPRSgetcpcuts64(XPRSprob prob, const XPRScut mindex[], int

ncuts, XPRSint64 size, int mtype[], char qrtype[], XPRSint64
mstart[], int mcols[], double dmatval[], double drhs[]);
Arguments
prob The current problem.
mindex Array of length ncuts containing the pointers to the cuts.
ncuts Number of cuts to be returned.
size Maximum number of column indices of the cuts to be returned.
mtype Integer array of length at least ncuts where the cut types will be returned. May be NULL
if not required.
qrtype Character array of length at least ncuts where the sense of the cuts (L, G, or E) will be
returned. May be NULL if not required.
mstart Integer array of length at least ncuts+1 containing the offsets into the mcols and
dmatval arrays. The last element indicates where cut ncuts+1 would start. May be
NULL if not required.
mcols Integer array of length size where the column indices of the cuts will be returned. May
be NULL if not required.
dmatval Double array of length size where the matrix values will be returned. May be NULL if
not required.
drhs Double array of length at least ncuts where the right hand side elements for the cuts
will be returned. May be NULL if not required.
Related topics
XPRSgetcpcutlist, XPRSgetcutlist, 5.8.

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Console and Library Functions

XPRSgetcutlist
Purpose
Retrieves a list of cut pointers for the cuts active at the current node.
Synopsis
int XPRS_CC XPRSgetcutlist(XPRSprob prob, int itype, int interp, int
⁎ncuts, int size, XPRScut mcutind[]);
Arguments
prob The current problem.
itype User defined type of the cuts to be returned. A value of -1 indicates return all active cuts.
interp Way in which the cut type is interpreted:
-1 get all cuts;
1 treat cut types as numbers;
2 treat cut types as bit maps - get cut if any bit matches any bit set in itype;
3 treat cut types as bit maps - get cut if all bits match those set in itype.
ncuts Pointer to the integer where the number of active cuts of type itype will be returned.
size Maximum number of cuts to be retrieved.
mcutind Array of length size where the pointers to the cuts will be returned.

Further information
If the number of active cuts is greater than size, then size cuts will be returned and ncuts will be set
to the number of active cuts. If ncuts is less than size, then only ncuts positions will be filled in
mcutind.
Related topics
XPRSgetcpcutlist, XPRSgetcpcuts, Section 5.8.

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Console and Library Functions

XPRSgetcutmap
Purpose
Used to return in which rows a list of cuts are currently loaded into the Optimizer. This is useful for
example to retrieve the duals associated with active cuts.
Synopsis
int XPRS_CC XPRSgetcutmap(XPRSprob prob, int ncuts, const XPRScut cuts[],
int cutmap[]);
Arguments
prob The current problem.
ncuts Number of cuts in the cuts array.
cuts Pointer array to the cuts for which the row index is requested.
cutmap Integer array of length ncuts, where the row indices are returned.
Further information
For cuts currently not loaded into the problem, a row index of -1 is returned.

Related topics
XPRSgetcpcutlist, XPRSdelcpcuts, XPRSgetcutlist, XPRSloadcuts, XPRSgetcutslack,
XPRSgetcpcuts, Section 5.8.

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Console and Library Functions

XPRSgetcutslack
Purpose
Used to calculate the slack value of a cut with respect to the current LP relaxation solution. The slack is
calculated from the cut itself, and might be requested for any cut (even if it is not currently loaded into
the problem).
Synopsis
int XPRS_CC XPRSgetcutslack(XPRSprob prob, XPRScut cut, double⁎ dslack);
Arguments
prob The current problem.
cuts Pointer of the cut for which the slack is to be calculated.
dslack Double pointer where the value of the slack is returned.
Related topics
XPRSgetcpcutlist, XPRSdelcpcuts, XPRSgetcutlist, XPRSloadcuts, XPRSgetcutmap,
XPRSgetcpcuts, Section 5.8.

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Console and Library Functions

XPRSgetdaysleft
Purpose
Returns the number of days left until an evaluation license expires.
Synopsis
int XPRS_CC XPRSgetdaysleft(int ⁎days);
Argument
days Pointer to an integer where the number of days is to be returned.
Example
The following calls XPRSgetdaysleft to print information about the license:
int days;
...
XPRSinit(NULL);
if(XPRSgetdaysleft(&days) == 0) {
printf("Evaluation license expires in %d days\n", days);
} else {
printf("Not an evaluation license\n");
}
Further information
This function can only be used with evaluation licenses, and if called when a normal license is in use
returns an error code of 32. The expiry information for evaluation licenses is also included in the
Optimizer banner message.
Related topics
XPRSgetbanner.

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Console and Library Functions

XPRSgetdblattrib
Purpose
Enables users to retrieve the values of various double problem attributes. Problem attributes are set
during loading and optimization of a problem.
Synopsis
int XPRS_CC XPRSgetdblattrib(XPRSprob prob, int ipar, double ⁎dval);

Arguments
prob The current problem.
ipar Problem attribute whose value is to be returned. A full list of all available problem
attributes may be found in Chapter 10, or from the list in the xprs.h header file.
dval Pointer to a double where the value of the problem attribute will be returned.

Example
The following obtains the optimal value of the objective function and displays it to the console:
double lpobjval;
...
XPRSlpoptimize(prob,"");
XPRSgetdblattrib(prob,XPRS_LPOBJVAL,&lpobjval);
printf("The maximum profit is %f\n",lpobjval);
Related topics
XPRSgetintattrib, XPRSgetstrattrib.

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Console and Library Functions

XPRSgetdblcontrol
Purpose
Retrieves the value of a given double control parameter.
Synopsis
int XPRS_CC XPRSgetdblcontrol(XPRSprob prob, int ipar, double ⁎dgval);
Arguments
prob The current problem.
ipar Control parameter whose value is to be returned. A full list of all controls may be found
in Chapter 9, or from the list in the xprs.h header file.
dgval Pointer to the location where the control value will be returned.

Example
The following returns the integer feasibility tolerance:
XPRSgetdblcontrol(prob,XPRS_MIPTOL,&miptol);
Related topics
XPRSsetdblcontrol, XPRSgetintcontrol, XPRSgetstrcontrol.

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Console and Library Functions

XPRSgetdirs
Purpose
Used to return the directives that have been loaded into a matrix. Priorities, forced branching directions
and pseudo costs can be returned. If called after presolve, XPRSgetdirs will get the directives for the
presolved problem.
Synopsis
int XPRS_CC XPRSgetdirs(XPRSprob prob, int ⁎ndir, int mcols[], int mpri[],
char qbr[], double dupc[], double ddpc[]);
Arguments
prob The current problem.
ndir Pointer to an integer where the number of directives will be returned.
mcols Integer array of length ndir containing the column numbers (0, 1, 2,...) or negative
values corresponding to special ordered sets (the first set numbered -1, the second
numbered -2,...). May be NULL if not required.
mpri Integer array of length ndir containing the priorities for the columns and sets. May be
NULL if not required.
qbr Character array of length ndir specifying the branching direction for each column or
set:
U the entity is to be forced up;
D the entity is to be forced down;
N not specified.
dupc Double array of length ndir containing the up pseudo costs for the columns and sets.
May be NULL if not required.
ddpc Double array of length ndir containing the down pseudo costs for the columns and
sets. May be NULL if not required.
Further information
The value ndir denotes the number of directives, at most MIPENTS, obtainable with
XPRSgetintattrib(prob,XPRS_MIPENTS,& mipents);.
Related topics
XPRSloaddirs, XPRSloadpresolvedirs.

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Console and Library Functions

XPRSgetdualray
Purpose
Retrieves a dual ray (dual unbounded direction) for the current problem, if the problem is found to be
infeasible.
Synopsis
int XPRS_CC XPRSgetdualray(XPRSprob prob, double dray[], int ⁎hasRay);

Arguments
prob The current problem.
dray Double array of length ROWS to hold the ray. May be NULL if not required.
hasRay This variable will be set to 1 if the Optimizer is able to return a dual ray, 0 otherwise.

Example
The following code tries to retrieve a dual ray:
int rows;
double ⁎dualRay;
int hasRay;
...
XPRSgetintattrib(prob, XPRS_ROWS, &rows);
dualRay = malloc(rows⁎sizeof(double));
XPRSgetdualray(prob, dualRay, &hasRay);
if(!hasRay) printf("Could not retrieve a dual ray\n");

Further information
1. It is possible to retrieve a dual ray only when, after solving an LP problem, the final status (LPSTATUS)
is XPRS_LP_INFEAS.

2. Dual rays are not post-solved. If the problem is in a presolved state, the dual ray that is returned will be
for the presolved problem. If the problem was solved with presolve on and has been restored to the
original state (the default behavior), this function will not be able to return a ray. To ensure that a dual
ray can be obtained, it is recommended to solve a problem with presolve turned off (PRESOLVE = 0).
Related topics
XPRSgetprimalray.

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Console and Library Functions

XPRSgetglobal, XPRSgetglobal64
Purpose
Retrieves global information about a problem. It must be called before XPRSmipoptimize if the
presolve option is used.
Synopsis
int XPRS_CC XPRSgetglobal(XPRSprob prob, int ⁎nglents, int ⁎sets, char
qgtype[], int mgcols[], double dlim[], char qstype[], int msstart[],
int mscols[], double dref[]);

int XPRS_CC XPRSgetglobal64(XPRSprob prob, int ⁎nglents, int ⁎sets, char

qgtype[], int mgcols[], double dlim[], char qstype[], XPRSint64
msstart[], int mscols[], double dref[]);
Arguments
prob The current problem.
nglents Pointer to the integer where the number of binary, integer, semi-continuous,
semi-continuous integer and partial integer entities will be returned. This is equal to the
problem attribute MIPENTS.
sets Pointer to the integer where the number of SOS1 and SOS2 sets will be returned. It can
be retrieved from the problem attribute SETS.
qgtype Character array of length nglents where the entity types will be returned. The types will
be one of:
B binary variables;
I integer variables;
P partial integer variables;
S semi-continuous variables;
R semi-continuous integer variables.
mgcols Integer array of length nglents where the column indices of the global entities will be
returned.
dlim Double array of length nglents where the limits for the partial integer variables and
lower bounds for the semi-continuous and semi-continuous integer variables will be
returned (any entries in the positions corresponding to binary and integer variables will
be meaningless).
qstype Character array of length sets where the set types will be returned. The set types will
be one of:
1 SOS1 type sets;
2 SOS2 type sets.
msstart Integer array where the offsets into the mscols and dref arrays indicating the start of
the sets will be returned. This array must be of length sets+1, the final element will
contain the offset where set sets+1 would start and equals the length of the mscols
and dref arrays, SETMEMBERS.
mscols Integer array of length SETMEMBERS where the columns in each set will be returned.
dref Double array of length SETMEMBERS where the reference row entries for each member
of the sets will be returned.
Example
The following obtains the global variables and their types in the arrays mgcols and qrtype:

int nglents, nsets, ⁎mgcols;

char ⁎qgtype;
...
XPRSgetglobal(prob,&nglents,&nsets,NULL,NULL,NULL,NULL,

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Console and Library Functions

NULL,NULL,NULL);
mgcols = malloc(nglents⁎sizeof(int));
qgtype = malloc(nglents⁎sizeof(char));
XPRSgetglobal(prob,&nglents,&nsets,qgtype,ngcols,NULL,
NULL,NULL,NULL,NULL);
Further information
Any of the arguments except prob, nglents and sets may be NULL if not required.

Related topics
XPRSloadglobal, XPRSloadqglobal.

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Console and Library Functions

XPRSgetiisdata
Purpose
Returns information for an Irreducible Infeasible Set: size, variables (row and column vectors) and
conflicting sides of the variables, duals and reduced costs.
Synopsis
int XPRS_CC XPRSgetiisdata(XPRSprob prob, int num, int ⁎rownumber, int
⁎colnumber, int miisrow[], int miiscol[], char constrainttype[], char
colbndtype[], double duals[], double rdcs[], char isolationrows[],
char isolationcols[]);
Arguments
prob The current problem.
num The ordinal number of the IIS to get data for.
rownumber Pointer to an integer where the number of rows in the IIS will be returned.
colnumber Pointer to an integer where the number of bounds in the IIS will be returned.
miisrow Indices of rows in the IIS. Can be NULL if not required.
miiscol Indices of bounds (columns) in the IIS. Can be NULL if not required.
constrainttype Sense of rows in the IIS:
L for less or equal row;
G for greater or equal row.
E for an equality row (for a non LP IIS);
1 for a SOS1 row;
2 for a SOS2 row;
I for an indicator row.
Can be NULL if not required.
colbndtype Sense of bound in the IIS:
U for upper bound;
L for lower bound.
F for fixed columns (for a non LP IIS);
B for a binary column;
I for an integer column;
P for a partial integer columns;
S for a semi-continuous column;
R for a semi-continuous integer column.
Can be NULL if not required.
duals The dual multipliers associated with the rows. Can be NULL if not required.
rdcs The dual multipliers (reduced costs) associated with the bounds. Can be NULL if not
required.
isolationrows The isolation status of the rows:
-1 if isolation information is not available for row (run iis isolations);
0 if row is not in isolation;
1 if row is in isolation.
Can be NULL if not required.
isolationcols The isolation status of the bounds:
-1 if isolation information is not available for column (run iis isolations);
0 if column is not in isolation;
1 if column is in isolation. Can be NULL if not required.
Example
This example first retrieves the size of IIS 1, then gets the detailed information for the IIS.
XPRSgetiisdata(myprob, 1, &nrow, &ncol, NULL, NULL, NULL, NULL,

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NULL,NULL,NULL,NULL);

rows = malloc(nrow⁎sizeof(int));
cols = malloc(ncol⁎sizeof(int));
constrainttype = malloc(nrow);
colbndtype = malloc(ncol);
duals = malloc(nrow⁎sizeof(double));
rdcs = malloc(ncol⁎sizeof(double));
isolationrows = malloc(nrow);
isolationcols = malloc(ncol);
XPRSgetiisdata(myprob, 1, &nrow, &ncol, rows, cols, constrainttype,
colbndtype, duals, rdcs, isolationrows, isolationcols);

Further information
1. Calling IIS from the console automatically prints most of the above IIS information to the screen.
Extra information can be printed with the IIS -p command.
2. IISs are numbered from 1 to NUMIIS. Index number 0 refers to the IIS approximation.
3. If miisrow and miiscol both are NULL, only the rownumber and colnumber are returned.

4. The arrays may be NULL if not required. However, arrays constrainttype, duals and
isolationrows are only returned if miisrow is not NULL. Similarly, arrays colbndtype, rdcs and
isolationcols are only returned if miiscol is not NULL.
5. All the non NULL arrays should be of length rownumber or colnumber, respectively.

6. For the initial IIS approximation (num = 0) the number of rows and columns with a nonzero Lagrange
multiplier (dual/reduced cost respectively) are returned. Please note that, in such cases, it might be
necessary to call XPRSiisstatus to retrieve the necessary size of the return arrays.
7. If there are Special Ordered Sets in the IIS, their number is included in the miisrow array.

8. For non LP IISs, some column indices may appear more than once in the miiscol array, for example
an integrality and a bound restriction for the same column.
9. Duals, reduced cost and isolation information is not available for nonlinear IIS problems, and for those
the arrays are filled with zero values in case they are provided.
Related topics
XPRSiisall, XPRSiisclear, XPRSiisfirst, XPRSiisisolations, XPRSiisnext,
XPRSiisstatus, XPRSiiswrite, IIS, Section A.7.

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XPRSgetindex
Purpose
Returns the index for a specified row or column name.
Synopsis
int XPRS_CC XPRSgetindex(XPRSprob prob, int type, const char ⁎name, int
⁎seq);
Arguments
prob The current problem.
type 1 if a row index is required;
2 if a column index is required.
name Null terminated string.
seq Pointer of the integer where the row or column index number will be returned. A value of
-1 will be returned if the row or column does not exist.
Example
The following example loads problem and checks to see if "n 0203" is the name of a row or column:

int seqr, seqc;

...
XPRSreadprob(prob,"problem","");

XPRSgetindex(prob,1,"n 0203", &seqr);

XPRSgetindex(prob,2,"n 0203", &seqc);
if(seqr==-1 && seqc ==-1) printf("n 0203 not there\n");
if(seqr!= -1) printf("n 0203 is row %d\n",seqr);
if(seqc!= -1) printf"n 0203 is column %d\n",seqc);
Related topics
XPRSaddnames.

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XPRSgetindicators
Purpose
Returns the indicator constraint condition (indicator variable and complement flag) associated to the
rows in a given range.
Synopsis
int XPRS_CC XPRSgetindicators(XPRSprob prob, int inds[], int comps[], int
first, int last);
Arguments
prob The current problem.
inds Integer array of length last-first+1 where the column indices of the indicator
variables are to be placed.
comps Integer array of length last-first+1 where the indicator complement flags will be
returned:
0 not an indicator constraint (in this case the corresponding entry in the inds
array is ignored);
1 for indicator constraints with condition "bin = 1";
-1 for indicator constraints with condition "bin = 0";
first First row in the range.
last Last row in the range (inclusive).
Example
The following example retrieves information about all indicator constraints in the matrix and prints a
list of their indices.

int i, rows;
double ⁎inds, ⁎comps;
...
XPRSgetintattrib(prob,XPRS_ROWS,&rows);
inds = malloc(rows⁎(sizeof(int)));
comps = malloc(rows⁎(sizeof(int)));
XPRSgetindicators(prob,inds,comps,0,rows-1);

printf("Indicator rows:");
for(i=0; i<rows; i++) if(comps[i]!=0) printf(" %d", i);
printf("\n");

Related topics
XPRSsetindicators, XPRSdelindicators.

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XPRSgetinfeas
Purpose
Returns a list of infeasible primal and dual variables.
Synopsis
int XPRS_CC XPRSgetinfeas(XPRSprob prob, int ⁎npv, int ⁎nps, int ⁎nds, int
⁎ndv, int mx[], int mslack[], int mdual[], int mdj[]);
Arguments
prob The current problem.
npv Pointer to an integer where the number of primal infeasible variables is returned.
nps Pointer to an integer where the number of primal infeasible rows is returned.
nds Pointer to an integer where the number of dual infeasible rows is returned.
ndv Pointer to an integer where the number of dual infeasible variables is returned.
mx Integer array of length npv where the primal infeasible variables will be returned. May
be NULL if not required.
mslack Integer array of length nps where the primal infeasible rows will be returned. May be
NULL if not required.
mdual Integer array of length nds where the dual infeasible rows will be returned. May be NULL
if not required.
mdj Integer array of length ndv where the dual infeasible variables will be returned. May be
NULL if not required.
Error values
91 A current problem is not available.
422 A solution is not available.
Related controls
Double
FEASTOL Tolerance on RHS.
OPTIMALITYTOL Reduced cost tolerance.
Example
In this example, XPRSgetinfeas is first called with nulled integer arrays to get the number of
infeasible entries. Then space is allocated for the arrays and the function is again called to fill them in:

int npv, nps, nds, ndv, ⁎mx, ⁎mslack, ⁎mdual, ⁎mdj;

...
XPRSgetinfeas(prob, &npv, &nps, &nds, &ndv,
NULL, NULL, NULL, NULL);
mx = malloc(npv ⁎ sizeof(⁎mx));
mslack = malloc(nps ⁎ sizeof(⁎mslack));
mdual = malloc(nds ⁎ sizeof(⁎mdual));
mdj = malloc(ndv ⁎ sizeof(⁎mdj));
XPRSgetinfeas(prob, &npv, &nps, &nds, &ndv,
mx, mslack, mdual, mdj);
Further information
1. To find the infeasibilities in a previously saved solution, the solution must first be loaded into memory
with the XPRSreadbinsol (READBINSOL) function.
2. If any of the last four arguments are set to NULL, the corresponding number of infeasibilities is still
returned.

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Related topics
XPRSgetscaledinfeas, XPRSgetiisdata, XPRSiisall, XPRSiisclear, XPRSiisfirst,
XPRSiisisolations, XPRSiisnext, XPRSiisstatus, XPRSiiswrite, IIS.

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XPRSgetintattrib, XPRSgetintattrib64
Purpose
Enables users to recover the values of various integer problem attributes. Problem attributes are set
during loading and optimization of a problem.
Synopsis
int XPRS_CC XPRSgetintattrib(XPRSprob prob, int ipar, int ⁎ival);

int XPRS_CC XPRSgetintattrib64(XPRSprob prob, int ipar, XPRSint64 ⁎ival);

Arguments
prob The current problem.
ipar Problem attribute whose value is to be returned. A full list of all problem attributes may
be found in Chapter 10, or from the list in the xprs.h header file.
ival Pointer to an integer where the value of the problem attribute will be returned.
Example
The following obtains the number of columns in the matrix and allocates space to obtain lower bounds
for each column:
int cols;
double ⁎lb;
...
XPRSgetintattrib(prob,XPRS_COLS,&cols);
lb = (double ⁎) malloc(sizeof(double)⁎cols);
XPRSgetlb(prob,lb,0,cols-1);
Related topics
XPRSgetdblattrib, XPRSgetstrattrib.

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XPRSgetintcontrol, XPRSgetintcontrol64
Purpose
Enables users to recover the values of various integer control parameters
Synopsis
int XPRS_CC XPRSgetintcontrol(XPRSprob prob, int ipar, int ⁎igval);

int XPRS_CC XPRSgetintcontrol64(XPRSprob prob, int ipar, XPRSint64 ⁎igval);

Arguments
prob The current problem.
ipar Control parameter whose value is to be returned. A full list of all controls may be found
in Chapter 9, or from the list in the xprs.h header file.
igval Pointer to an integer where the value of the control will be returned.
Example
The following obtains the value of DEFAULTALG and outputs it to screen:

int defaultalg;
...
XPRSlpoptimize(prob,"");
XPRSgetintcontrol(prob,XPRS_DEFAULTALG,&defaultalg);
printf("DEFAULTALG is %d\n",defaultalg);

Further information
Some control parameters, such as SCALING, are bitmaps. Each bit controls a different behavior. If set,
bit 0 has value 1, bit 1 has value 2, bit 2 has value 4, and so on.
Related topics
XPRSsetintcontrol, XPRSgetdblcontrol, XPRSgetstrcontrol.

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XPRSgetlastbarsol
Purpose
Used to obtain the last barrier solution values following optimization that used the barrier solver.
Synopsis
int XPRS_CC XPRSgetastbarsol(XPRSprob prob, double x[], double slack[],
double dual[], double dj[], int ⁎barsolstatus);
Arguments
prob The current problem.
x Double array of length COLS where the values of the primal variables will be returned.
May be NULL if not required.
slack Double array of length ROWS where the values of the slack variables will be returned.
May be NULL if not required.
dual Double array of length ROWS where the values of the dual variables (cTB B–1 ) will be
returned. May be NULL if not required.
dj Double array of length COLS where the reduced cost for each variable (cT – cTB B–1 A) will
be returned. May be NULL if not required.
barsolstatus Status of the last barrier solve. Value matches that of XPRS_LPSTATUS should the
solve have been stopped immediately after the barrier.

Further information
1. If the barrier solver has not been used, barsolstatus will return XPRS_LP_UNSOLVED.
2. The barrier solution or the solution candidate is always available if the status is not
XPRS_LP_UNSOLVED.
3. The last barrier solution is available until the next solve, and is not invalidated by otherwise working
with the problem.
Related topics
XPRSgetlpsol

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XPRSgetlasterror
Purpose
Returns the error message corresponding to the last error encountered by a library function.
Synopsis
int XPRS_CC XPRSgetlasterror(XPRSprob prob, char ⁎errmsg);
Arguments
prob The current problem.
errmsg A 512 character buffer where the last error message will be returned.
Example
The following shows how this function might be used in error-checking:
void error(XPRSprob myprob, char ⁎function)
{
char errmsg[512];
XPRSgetlasterror(myprob,errmsg);
printf("Function %s did not execute correctly: %s\n",
function, errmsg);
XPRSdestroyprob(myprob);
XPRSfree();
exit(1);
}

where the main function might contain lines such as:

XPRSprob prob;
...
if(XPRSreadprob(prob,"myprob",""))
error(prob,"XPRSreadprob");
Related topics
ERRORCODE, XPRSaddcbmessage, XPRSsetlogfile, Chapter 11.

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XPRSgetlb
Purpose
Returns the lower bounds for the columns in a given range.
Synopsis
int XPRS_CC XPRSgetlb(XPRSprob prob, double lb[], int first, int last);
Arguments
prob The current problem.
lb Double array of length last-first+1 where the lower bounds are to be placed.
first First column in the range.
last Last column in the range.
Example
The following example retrieves the lower bounds for the columns of the current problem:
int cols;
double ⁎lb;
...
XPRSgetintattrib(prob,XPRS_COLS,&cols);
lb = (double ⁎) malloc(sizeof(double)⁎cols);
XPRSgetlb(prob,lb,0,cols-1);
Further information
Values greater than or equal to XPRS_PLUSINFINITY should be interpreted as infinite; values less
than or equal to XPRS_MINUSINFINITY should be interpreted as infinite and negative.

Related topics
XPRSchgbounds, XPRSgetub.

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XPRSgetlicerrmsg
Purpose
Retrieves an error message describing the last licensing error, if any occurred.
Synopsis
int XPRS_CC XPRSgetlicerrmsg(char ⁎buffer, int length);
Arguments
buffer Buffer long enough to hold the error message (plus a null terminator).
length Length of the buffer. This should be 512 or more since messages can be quite long.
Example
The following calls XPRSgetlicerrmsg to find out why XPRSinit failed:
char message[512];
...
if(XPRSinit(NULL))
{
XPRSgetlicerrmsg(message,512);
printf("%s\n", message);
}
Further information
The error message includes an error code, which in case the user wishes to use it is also returned by
the function. If there was no licensing error the function returns 0.
Related topics
XPRSinit.

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XPRSgetlpsol
Purpose
Used to obtain the LP solution values following optimization.
Synopsis
int XPRS_CC XPRSgetlpsol(XPRSprob prob, double x[], double slack[], double
dual[], double dj[]);
Arguments
prob The current problem.
x Double array of length COLS where the values of the primal variables will be returned.
May be NULL if not required.
slack Double array of length ROWS where the values of the slack variables will be returned.
May be NULL if not required.
dual Double array of length ROWS where the values of the dual variables (cTB B–1 ) will be
returned. May be NULL if not required.
dj Double array of length COLS where the reduced cost for each variable (cT – cTB B–1 A) will
be returned. May be NULL if not required.

Example
The following sequence of commands will get the LP solution (x) at the top node of a MIP and the
optimal MIP solution (y):
int cols;
double ⁎x, ⁎y;
...
XPRSmipoptimize(prob,"l");
XPRSgetintattrib(prob,XPRS_ORIGINALCOLS,&cols);
x = malloc(cols⁎sizeof(double));
XPRSgetlpsol(prob,x,NULL,NULL,NULL);
XPRSmipoptimize(prob,"");
y = malloc(cols⁎sizeof(double));
XPRSgetmipsol(prob,y,NULL);
Further information
1. If called during a global callback the solution of the current node will be returned.
2. When an integer solution is found during a global search, it is always set up as a solution to the current
node; therefore the integer solution is available as the current node solution and can be retrieved with
XPRSgetlpsol and XPRSgetpresolvesol.

3. If the matrix is modified after calling XPRSlpoptimize, then the solution will no longer be available.
4. If the problem has been presolved, then XPRSgetlpsol returns the solution to the original problem.
The only way to obtain the presolved solution is to call the related function, XPRSgetpresolvesol.
Related topics
XPRSgetlpsolval, XPRSgetpresolvesol, XPRSgetmipsol, XPRSwriteprtsol,
XPRSwritesol.

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XPRSgetlpsolval
Purpose
Used to obtain a single LP solution value following optimization.
Synopsis
int XPRS_CC XPRSgetlpsolval(XPRSprob prob, int col, int row, double ⁎x,
double ⁎slack, double ⁎dual, double ⁎dj);
Arguments
prob The current problem.
col Column index of the variable for which to return the solution value.
row Row index of the constraint for which to return the solution value.
x Double pointer where the value of the primal variable will be returned. May be NULL if
not required.
slack Double pointer where the value of the slack variable will be returned. May be NULL if not
required.
dual Double pointer where the value of the dual variable (cTB B–1 ) will be returned. May be
NULL if not required.
dj Double pointer where the reduced cost for the variable (cT – cTB B–1 A) will be returned.
May be NULL if not required.

Further information
This function is currently not supported if the problem is in a presolved state.
Related topics
XPRSgetlpsol, XPRSgetpresolvesol, XPRSgetmipsol, XPRSwriteprtsol, XPRSwritesol.

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Console and Library Functions

XPRSgetmessagestatus
Purpose
Retrieves the current suppression status of a message.
Synopsis
int XPRS_CC XPRSgetmessagestatus(XPRSprob prob, int errcode, int ⁎status);
Arguments
prob The problem to check for the suppression status of the message error code. Use NULL
to check for the global suppression status of the message errcode.
errcode The id number of the message. Refer to Chapter 11 for a list of possible message
numbers.
status Non-zero if the message is not suppressed; 0 otherwise.

Further information
If a message is suppressed globally then the message will always have status return zero from
XPRSgetmessagestatus when prob is non-NULL.
Related topics
XPRSsetmessagestatus.

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XPRSgetmipsol
Purpose
Used to obtain the solution values of the last MIP solution that was found.
Synopsis
int XPRS_CC XPRSgetmipsol(XPRSprob prob, double x[], double slack[]);
Arguments
prob The current problem.
x Double array of length COLS where the values of the primal variables will be returned.
May be NULL if not required.
slack Double array of length ROWS where the values of the slack variables will be returned.
May be NULL if not required.

Example
The following sequence of commands will get the solution (x) of the last MIP solution for a problem:
int cols;
double ⁎x;
...
XPRSmipoptimize(prob,"");
XPRSgetintattrib(prob,XPRS_ORIGINALCOLS,&cols);
x = malloc(cols⁎sizeof(double));
XPRSgetmipsol(prob,x,NULL);

Further information
1. Warning: If allocating space for the MIP solution the row and column sizes must be obtained for the
original problem and not for the presolve problem. They can be obtained before optimizing or after
calling XPRSpostsolve for the case where the global search has not completed.
2. During a global intsol or preintsol callback, in order to retrieve the corresponding integer solution,
use either XPRSgetlpsol or XPRSgetpresolvesol, not XPRSgetmipsol (see the documentation
of these callbacks for an explanation).
Related topics
XPRSgetmipsolval, XPRSgetpresolvesol, XPRSwriteprtsol, XPRSwritesol.

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XPRSgetmipsolval
Purpose
Used to obtain a single solution value of the last MIP solution that was found.
Synopsis
int XPRS_CC XPRSgetmipsolval(XPRSprob prob, int col, int row, double ⁎x,
double ⁎slack);
Arguments
prob The current problem.
col Column index of the variable for which to return the solution value.
row Row index of the constraint for which to return the solution value.
x Double pointer where the value of the primal variable will be returned. May be NULL if
not required.
slack Double pointer where the value of the slack variable will be returned. May be NULL if not
required.
Related topics
XPRSgetmipsol, XPRSgetpresolvesol, XPRSwriteprtsol, XPRSwritesol.

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XPRSgetmqobj, XPRSgetmqobj64
Purpose
Returns the nonzeros in the quadratic objective coefficients matrix for the columns in a given range. To
achieve maximum efficiency, XPRSgetmqobj returns the lower triangular part of this matrix only.
Synopsis
int XPRS_CC XPRSgetmqobj (XPRSprob prob, int mstart[], int mclind[], double
dobjval[], int size, int ⁎nels, int first, int last);

int XPRS_CC XPRSgetmqobj64 (XPRSprob prob, XPRSint64 mstart[], int

mclind[], double dobjval[], XPRSint64 size, XPRSint64 ⁎nels, int
first, int last);
Arguments
prob The current problem.
mstart Integer array which will be filled with indices indicating the starting offsets in the
mclind and dobjval arrays for each requested column. It must be length of at least
last-first+2. Column i starts at position mstart[i] in the mrwind and dmatval
arrays, and has mstart[i+1]-mstart[i] elements in it. May be NULL if size is 0.
mclind Integer array of length size which will be filled with the column indices of the nonzero
elements in the lower triangular part of Q. May be NULL if size is 0.
dobjval Double array of length size which will be filled with the nonzero element values. May be
NULL if size is 0.
size The maximum number of elements to be returned (size of the arrays).
nels Pointer to an integer where the number of nonzero quadratic objective coefficients will
be returned. If the number of nonzero coefficients is greater than size, then only size
elements will be returned. If nels is smaller than size, then only nels will be returned.
first First column in the range.
last Last column in the range.

Further information
The objective function is of the form cT x+0.5xT Qx where Q is positive semi-definite for minimization
problems and negative semi-definite for maximization problems. If this is not the case the optimization
algorithms may converge to a local optimum or may not converge at all. Note that only the upper or
lower triangular part of the Q matrix is returned.

Related topics
XPRSchgmqobj, XPRSchgqobj, XPRSgetqobj.

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Console and Library Functions

XPRSgetnamelist
Purpose
Returns the names for the rows, columns or sets in a given range. The names will be returned in a
character buffer, with no trailing whitespace and with each name being separated by a NULL character.
Synopsis
int XPRS_CC XPRSgetnamelist(XPRSprob prob, int type, char names[], int
names_len, int ⁎ names_len_reqd, int first, int last);
Arguments
prob The current problem.
type 1 if row names are required;
2 if column names are required.
3 if set names are required.
names A buffer into which the names will be returned as a sequence of null-terminated strings.
The buffer should be of length names_len bytes. May be NULL if names_len is 0.
names_len The maximum number of bytes that may be written to the buffer names.
names_len_reqd A pointer to a variable into which will be written the number of bytes required to
contain the names in the specified range. May be NULL if not required.
first First row, column or set in the range.
last Last row, column or set in the range.
Example
The following example retrieves and outputs the row and column names for the current problem.

int i, o, cols, rows, cnames_len, rnames_len;

char ⁎cnames, ⁎rnames;
...
/⁎ Get problem size ⁎/
XPRSgetintattrib(prob,XPRS_COLS,&cols);
XPRSgetintattrib(prob,XPRS_ROWS,&rows);
/⁎ Request number of bytes required to retrieve the names ⁎/
XPRSgetnamelist(prob,1,NULL,0,&rnames_len,0,rows-1);
XPRSgetnamelist(prob,2,NULL,0,&cnames_len,0,cols-1);

/⁎ Now allocate buffers big enough then fetch the names ⁎/

cnames = (char ⁎) malloc(sizeof(char)⁎cnames_len);
rnames = (char ⁎) malloc(sizeof(char)⁎rnames_len);
XPRSgetnamelist(prob,1,rnames,rnames_len,NULL,0,rows-1);
XPRSgetnamelist(prob,2,cnames,cnames_len,NULL,0,cols-1);

/⁎ Output row names ⁎/

o=0;
for (i=0;i<rows;i++) {
printf("Row #%d: %s\n", i, rnames+o);
o += strlen(rnames+o)+1;
}
/⁎ Output column names ⁎/
o=0;
for (i=0;i<cols;i++) {
printf("Col #%d: %s\n", i, cnames+o);
o += strlen(cnames+o)+1;
}

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Related topics
XPRSaddnames.

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XPRSgetnamelistobject
Purpose
Returns the XPRSnamelist object for the rows, columns or sets of a problem. The names stored in
this object can be queried using the XPRS_nml_ functions.
Synopsis
int XPRS_CC XPRSgetnamelistobject(XPRSprob prob, int itype, XPRSnamelist
⁎r_nml);
Arguments
prob The current problem.
itype 1 if the row name list is required;
2 if the column name list is required;
3 if the set name list is required.
r_nml Pointer to a variable holding the name list contained by the problem.
Further information
The XPRSnamelist object is a map of names to and from indices.
Related topics
None.

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Console and Library Functions

XPRSgetnames
Purpose
Returns the names for the rows, columns or set in a given range. The names will be returned in a
character buffer, each name being separated by a null character.
Synopsis
int XPRS_CC XPRSgetnames(XPRSprob prob, int type, char names[], int first,
int last);
Arguments
prob The current problem.
type 1 if row names are required;
2 if column names are required.
3 if set names are required.
names Buffer long enough to hold the names. Since each name is 8⁎NAMELENGTH characters
long (plus a null terminator), the array, names, would be required to be at least as long as
(first-last+1)*(8⁎NAMELENGTH+1) characters. The names of the row/column/set
first+i will be written into the names buffer starting at position i⁎8⁎NAMELENGTH+i.
first First row, column or set in the range.
last Last row, column or set in the range.
Example
The following example retrieves the row and column names of the current problem:
int cols, rows, nl;
...
XPRSgetintattrib(prob,XPRS_COLS,&cols);
XPRSgetintattrib(prob,XPRS_ROWS,&rows);
XPRSgetintattrib(prob,XPRS_NAMELENGTH,&nl);

cnames = (char ⁎) malloc(sizeof(char)⁎(8⁎nl+1)⁎cols);

rnames = (char ⁎) malloc(sizeof(char)⁎(8⁎nl+1)⁎rows);
XPRSgetnames(prob,1,rnames,0,rows-1);
XPRSgetnames(prob,2,cnames,0,cols-1);

To display names[i], use

int namelength;
...

XPRSgetintattrib(prob,XPRS_NAMELENGTH,&namelength);
printf("%s",names + i⁎(8⁎namelength+1));
Related topics
XPRSaddnames, XPRSgetnamelist.

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Console and Library Functions

XPRSgetobj
Purpose
Returns the objective function coefficients for the columns in a given range.
Synopsis
int XPRS_CC XPRSgetobj(XPRSprob prob, double obj[], int first, int last);
Arguments
prob The current problem.
obj Double array of length last-first+1 where the objective function coefficients are to
be placed.
first First column in the range.
last Last column in the range.

Example
The following example retrieves the objective function coefficients of the current problem:
int cols;
double ⁎obj;
...
XPRSgetintattrib(prob,XPRS_COLS,&cols);
obj = (double ⁎) malloc(sizeof(double)⁎cols);
XPRSgetobj(prob, obj, 0, cols-1);
Related topics
XPRSchgobj.

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Console and Library Functions

XPRSgetobjecttypename
Purpose
Function to access the type name of an object referenced using the generic Optimizer object pointer
XPRSobject.
Synopsis
int XPRS_CC XPRSgetobjecttypename(XPRSobject object, const char
⁎⁎sObjectName);
Arguments
object The object for which the type name will be retrieved.
sObjectName Pointer to a char pointer returning a reference to the null terminated string containing
the object’s type name. For example, if the object is of type XPRSprob then the returned
pointer points to the string "XPRSprob".
Further information
This function is intended to be used typically from within the message callback function registered with
the XPRS_ge_addcbmsghandler function. In such cases the user will need to identify the type of
object sending the message since the message callback is passed only a generic pointer to the
Optimizer object (XPRSobject) sending the message.
Related topics
XPRS_ge_addcbmsghandler.

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Console and Library Functions

XPRSgetpivotorder
Purpose
Returns the pivot order of the basic variables.
Synopsis
int XPRS_CC XPRSgetpivotorder(XPRSprob prob, int mpiv[]);
Arguments
prob The current problem.
mpiv Integer array of length ROWS where the pivot order will be returned.
Example
The following returns the pivot order of the variables into an array pPivot :
XPRSgetintattrib(prob,XPRS_ROWS,&rows);
pPivot = malloc(rows⁎(sizeof(int)));
XPRSgetpivotorder(prob,pPivot);

Further information
Row indices are in the range 0 to ROWS-1, whilst columns are in the range ROWS+SPAREROWS to
ROWS+SPAREROWS+COLS-1.
Related topics
XPRSgetpivots, XPRSpivot.

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Console and Library Functions

XPRSgetpivots
Purpose
Returns a list of potential leaving variables if a specified variable enters the basis.
Synopsis
int XPRS_CC XPRSgetpivots(XPRSprob prob, int in, int outlist[], double x[],
double ⁎dobj, int ⁎npiv, int maxpiv);
Arguments
prob The current problem.
in Index of the specified row or column to enter basis.
outlist Integer array of length at least maxpiv to hold list of potential leaving variables. May be
NULL if not required.
x Double array of length ROWS+SPAREROWS+COLS to hold the values of all the variables
that would result if in entered the basis. May be NULL if not required.
dobj Pointer to a double where the objective function value that would result if in entered the
basis will be returned.
npiv Pointer to an integer where the actual number of potential leaving variables will be
returned.
maxpiv Maximum number of potential leaving variables to return.

Error value
425 Indicates in is invalid (out of range or already basic).

Example
The following retrieves a list of up to 5 potential leaving variables if variable 6 enters the basis:
int npiv, outlist[5];
double dobj;
...
XPRSgetpivots(prob,6,outlist,NULL,&dobj,&npiv,5);

Further information
1. If the variable in enters the basis and the problem is degenerate then several basic variables are
candidates for leaving the basis, and the number of potential candidates is returned in npiv. A list of at
most maxpiv of these candidates is returned in outlist which must be at least maxpiv long. If
variable in were to be pivoted in, then because the problem is degenerate, the resulting values of the
objective function and all the variables do not depend on which of the candidates from outlist is
chosen to leave the basis. The value of the objective is returned in dobj and the values of the variables
into x.
2. Row indices are in the range 0 to ROWS-1, whilst columns are in the range ROWS+SPAREROWS to
ROWS+SPAREROWS+COLS-1.
Related topics
XPRSgetpivotorder, XPRSpivot.

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Console and Library Functions

XPRSgetpresolvebasis
Purpose
Returns the current basis from memory into the user’s data areas. If the problem is presolved, the
presolved basis will be returned. Otherwise the original basis will be returned.
Synopsis
int XPRS_CC XPRSgetpresolvebasis(XPRSprob prob, int rstatus[], int
cstatus[]);
Arguments
prob The current problem.
rstatus Integer array of length ROWS to the basis status of the stack, surplus or artificial variable
associated with each row. The status will be one of:
0 slack, surplus or artificial is non-basic at lower bound;
1 slack, surplus or artificial is basic;
2 slack or surplus is non-basic at upper bound.
May be NULL if not required.
cstatus Integer array of length COLS to hold the basis status of the columns in the constraint
matrix. The status will be one of:
0 variable is non-basic at lower bound, or superbasic at zero if the variable has
no lower bound;
1 variable is basic;
2 variable is at upper bound;
3 variable is super-basic.
May be NULL if not required.
Example
The following obtains and outputs basis information on a presolved problem prior to the global search:

XPRSprob prob;
int i, cols, ⁎cstatus;
...
XPRSreadprob(prob,"myglobalprob","");
XPRSmipoptimize(prob,"l");
XPRSgetintattrib(prob,XPRS_COLS,&cols);
cstatus = malloc(cols⁎sizeof(int));
XPRSgetpresolvebasis(prob,NULL,cstatus);
for(i=0;i<cols;i++)
printf("Column %d: %d\n", i, cstatus[i]);
XPRSmipoptimize(prob);

Related topics
XPRSgetbasis, XPRSloadbasis, XPRSloadpresolvebasis.

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Console and Library Functions

XPRSgetpresolvemap
Purpose
Returns the mapping of the row and column numbers from the presolve problem back to the original
problem.
Synopsis
int XPRS_CC XPRSgetpresolvemap(XPRSprob prob, int rowmap[], int colmap[]);

Arguments
prob The current problem.
rowmap Integer array of length ROWS where the row maps will be returned.
colmap Integer array of length COLS where the column maps will be returned.

Example
The following reads in a (Mixed) Integer Programming problem and gets the mapping for the rows and
columns back to the original problem following optimization of the linear relaxation. The elimination
operations of the presolve are turned off so that a one-to-one mapping between the presolve problem
and the original problem.

XPRSreadprob(prob,"MyProb","");
XPRSsetintcontrol(prob,XPRS_PRESOLVEOPS,255);
XPRSmipoptimize(prob,"l");
XPRSgetintattrib(prob,XPRS_COLS,&cols);
colmap = malloc(cols⁎sizeof(int));
XPRSgetintattrib(prob,XPRS_ROWS,&rows);
rowmap = malloc(rows⁎sizeof(int));
XPRSgetpresolvemap(prob,rowmap,colmap);
Further information
The presolved problem can contain rows or columns that do not map to anything in the original
problem. An example of this are cuts created during the MIP solve and temporarily added to the
presolved problem. It is also possible that the presolver will introduce new rows or columns. For any
row or column that does not have a mapping to a row or column in the original problem, the
corresponding entry in the returned rowmap and colmap arrays will be -1.
Related topics
5.3.

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Console and Library Functions

XPRSgetpresolvesol
Purpose
Returns the solution for the presolved problem from memory.
Synopsis
int XPRS_CC XPRSgetpresolvesol(XPRSprob prob, double x[], double slack[],
double dual[], double dj[]);
Arguments
prob The current problem.
x Double array of length COLS where the values of the primal variables will be returned.
May be NULL if not required.
slack Double array of length ROWS where the values of the slack variables will be returned.
May be NULL if not required.
dual Double array of length ROWS where the values of the dual variables will be returned. May
be NULL if not required.
dj Double array of length COLS where the reduced cost for each variable will be returned.
May be NULL if not required.

Example
The following reads in a (Mixed) Integer Programming problem and displays the solution to the
presolved problem following optimization of the linear relaxation:
XPRSreadprob(prob,"MyProb","");
XPRSmipoptimize(prob,"l");
XPRSgetintattrib(prob,XPRS_COLS,&cols);
x = malloc(cols⁎sizeof(double));
XPRSgetpresolvesol(prob,x,NULL,NULL,NULL);
for(i=0;i<cols;i++)
printf("Presolved x(%d) = %g\n",i,x[i]);
XPRSmipoptimize(prob,"");

Further information
1. If the problem has not been presolved, the solution in memory will be returned.

2. The solution to the original problem should be returned using the related function XPRSgetlpsol.
3. If called during a global callback the solution of the current node will be returned.
4. When an integer solution is found during a global search, it is always set up as a solution to the current
node; therefore the integer solution is available as the current node solution and can be retrieved with
XPRSgetlpsol and XPRSgetpresolvesol.
Related topics
XPRSgetlpsol, 5.3.

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Console and Library Functions

XPRSgetprimalray
Purpose
Retrieves a primal ray (primal unbounded direction) for the current problem, if the problem is found to
be unbounded.
Synopsis
int XPRS_CC XPRSgetprimalray(XPRSprob prob, double dray[], int ⁎hasRay);

Arguments
prob The current problem.
dray Double array of length COLS to hold the ray. May be NULL if not required.
hasRay This variable will be set to 1 if the Optimizer is able to return a primal ray, 0 otherwise.

Example
The following code tries to retrieve a primal ray:
int cols;
double ⁎primalRay;
int hasRay;
...
XPRSgetintattrib(prob, XPRS_COLS, &cols);
primalRay = malloc(cols⁎sizeof(double));
XPRSgetprimalray(prob, primalRay, &hasRay);
if(!hasRay) printf("Could not retrieve a primal ray\n");

Further information
1. It is possible to retrieve a primal ray only when, after solving an LP problem, the final status
(LPSTATUS) is XPRS_LP_UNBOUNDED.

2. Primal rays are not post-solved. If the problem is in a presolved state, the primal ray that is returned will
be for the presolved problem. If the problem was solved with presolve on and has been restored to the
original state (the default behavior), this function will not be able to return a ray. To ensure that a primal
ray can be obtained, it is recommended to solve a problem with presolve turned off (PRESOLVE = 0).
Related topics
XPRSgetdualray.

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Console and Library Functions

XPRSgetprobname
Purpose
Returns the current problem name.
Synopsis
int XPRS_CC XPRSgetprobname(XPRSprob prob, char ⁎probname);
Arguments
prob The current problem.
probname A string of up to MAXPROBNAMELENGTH characters to contain the current problem name.
Related topics
XPRSsetprobname, MAXPROBNAMELENGTH.

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Console and Library Functions

XPRSgetqobj
Purpose
Returns a single quadratic objective function coefficient corresponding to the variable pair (icol,
jcol) of the Hessian matrix.
Synopsis
int XPRS_CC XPRSgetqobj(XPRSprob prob, int icol, int jcol, double ⁎dval);

Arguments
prob The current problem.
icol Column index for the first variable in the quadratic term.
jcol Column index for the second variable in the quadratic term.
dval Pointer to a double value where the objective function coefficient is to be placed.

Example
The following returns the coefficient of the x0 2 term in the objective function, placing it in the variable
value :
double value;
...
XPRSgetqobj(prob,0,0,&value);
Further information
dval is the coefficient in the quadratic Hessian matrix. For example, if the objective function has the
term [3x1 x2 + 3x2 x1 ]/2 the value retrieved by XPRSgetqobj is 3.0 and if the objective function has the
term [6x1 2 ]/2 the value retrieved by XPRSgetqobj is 6.0.

Related topics
XPRSgetmqobj, XPRSchgqobj, XPRSchgmqobj.

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Console and Library Functions

XPRSgetqrowcoeff
Purpose
Returns a single quadratic constraint coefficient corresponding to the variable pair (icol, jcol) of the
Hessian of a given constraint.
Synopsis
int XPRS_CC XPRSgetqrowcoeff (XPRSprob prob, int row, int icol, int jcol,
double ⁎dval);
Arguments
prob The current problem.
row The quadratic row where the coefficient is to be looked up.
icol Column index for the first variable in the quadratic term.
jcol Column index for the second variable in the quadratic term.
dval Pointer to a double value where the objective function coefficient is to be placed.
Example
The following returns the coefficient of the x0 2 term in the second row, placing it in the variable value :

double value;
...
XPRSgetqrowcoeff(prob,1,0,0,&value);
Further information
The coefficient returned corresponds to the Hessian of the constraint. That means the for constraint x
+ [xˆ2 + 6 xy] <= 10 XPRSgetqrowcoeff would return 1 as the coefficient of xˆ2 and 3 as the
coefficient of xy.
Related topics
XPRSloadqcqp, XPRSaddqmatrix, XPRSchgqrowcoeff, XPRSgetqrowqmatrix,
XPRSgetqrowqmatrixtriplets, XPRSgetqrows, XPRSchgqobj, XPRSchgmqobj, XPRSgetqobj.

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Console and Library Functions

XPRSgetqrowqmatrix
Purpose
Returns the nonzeros in a quadratic constraint coefficients matrix for the columns in a given range. To
achieve maximum efficiency, XPRSgetqrowqmatrix returns the lower triangular part of this matrix
only.
Synopsis
int XPRS_CC XPRSgetqrowqmatrix(XPRSprob prob, int irow, int mstart[], int
mclind[], double dqe[], int size, int ⁎ nels, int first, int last);
Arguments
prob The current problem.
irow Index of the row for which the quadratic coefficients are to be returned.
mstart Integer array which will be filled with indices indicating the starting offsets in the
mclind and dobjval arrays for each requested column. It must be length of at least
last-first+2. Column i starts at position mstart[i] in the mrwind and dmatval
arrays, and has mstart[i+1]-mstart[i] elements in it. May be NULL if size is 0.
mclind Integer array of length size which will be filled with the column indices of the nonzero
elements in the lower triangular part of Q. May be NULL if size is 0.
dqe Double array of length size which will be filled with the nonzero element values. May be
NULL if size is 0.
size Number of elements to be saved in mclind and dqe. If size < ⁎nels, only size
elements are written.
nels Pointer to the integer where the number of nonzero elements in the mclind and
dobjval arrays will be returned. If the number of nonzero elements is greater than size,
then only size elements will be returned. If nels is smaller than size, then only nels will
be returned.
first First column in the range.
last Last column in the range.

Related topics
XPRSloadqcqp, XPRSgetqrowcoeff, XPRSaddqmatrix, XPRSchgqrowcoeff,
XPRSgetqrowqmatrixtriplets, XPRSgetqrows, XPRSchgqobj, XPRSchgmqobj, XPRSgetqobj.

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Console and Library Functions

XPRSgetqrowqmatrixtriplets
Purpose
Returns the nonzeros in a quadratic constraint coefficients matrix as triplets (index pairs with
coefficients). To achieve maximum efficiency, XPRSgetqrowqmatrixtriplets returns the lower
triangular part of this matrix only.
Synopsis
int XPRS_CC XPRSgetqrowqmatrixtriplets(XPRSprob prob, int irow, int ⁎
nqelem, int mqcol1[], int mqcol2[], double dqe[]);
Arguments
prob The current problem.
irow Index of the row for which the quadratic coefficients are to be returned.
nqelem Argument used to return the number of quadratic coefficients in the row.
mqcol1 First index in the triplets. May be NULL if not required.
mqcol2 Second index in the triplets. May be NULL if not required.
dqe Coefficients in the triplets. May be NULL if not required.
Further information
If a row index of -1 is used, the function returns the quadratic coefficients for the objective function.

Related topics
XPRSloadqcqp, XPRSgetqrowcoeff, XPRSaddqmatrix, XPRSchgqrowcoeff,
XPRSgetqrowqmatrix, XPRSgetqrows, XPRSchgqobj, XPRSchgmqobj, XPRSgetqobj.

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Console and Library Functions

XPRSgetqrows
Purpose
Returns the list indices of the rows that have quadratic coefficients.
Synopsis
int XPRS_CC XPRSgetqrows(XPRSprob prob, int ⁎ qmn, int qcrows[]);
Arguments
prob The current problem.
qmn Used to return the number of quadratic constraints in the matrix.
qcrows Array of length ⁎qmn used to return the indices of rows with quadratic coefficients in
them. May be NULL if not required.

Related topics
XPRSloadqcqp, XPRSgetqrowcoeff, XPRSaddqmatrix, XPRSchgqrowcoeff,
XPRSgetqrowqmatrix, XPRSgetqrowqmatrixtriplets, XPRSchgqobj, XPRSchgmqobj,
XPRSgetqobj.

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Console and Library Functions

XPRSgetrhs
Purpose
Returns the right hand side elements for the rows in a given range.
Synopsis
int XPRS_CC XPRSgetrhs(XPRSprob prob, double rhs[], int first, int last);
Arguments
prob The current problem.
rhs Double array of length last-first+1 where the right hand side elements are to be
placed.
first First row in the range.
last Last row in the range.

Example
The following example retrieves the right hand side values of the problem:
int rows;
double ⁎rhs;
...
XPRSgetintattrib(prob,XPRS_ROWS,&rows);
rhs = (double ⁎) malloc(sizeof(double)⁎rows);
XPRSgetrhs(prob,rhs,0,rows-1);
Related topics
XPRSchgrhs, XPRSchgrhsrange, XPRSgetrhsrange.

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Console and Library Functions

XPRSgetrhsrange
Purpose
Returns the right hand side range values for the rows in a given range.
Synopsis
int XPRS_CC XPRSgetrhsrange(XPRSprob prob, double range[], int first, int
last);
Arguments
prob The current problem.
range Double array of length last-first+1 where the right hand side range values are to be
placed.
first First row in the range.
last Last row in the range.
Example
The following returns right hand side range values for all rows in the matrix:
int rows;
double ⁎range;
...
XPRSgetintattrib(prob,XPRS_ROWS,&rows);
range = malloc(rows⁎sizeof(double));
XPRSgetrhsrange(prob,range,0,rows);

Related topics
XPRSchgrhs, XPRSchgrhsrange, XPRSgetrhs, XPRSrange.

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Console and Library Functions

XPRSgetrowrange
Purpose
Returns the row ranges computed by XPRSrange.
Synopsis
int XPRS_CC XPRSgetrowrange(XPRSprob prob, double upact[], double loact[],
double uup[], double udn[]);
Arguments
prob The current problem.
upact Double array of length ROWS for the upper row activities.
loact Double array of length ROWS for the lower row activities.
uup Double array of length ROWS for the upper row unit costs.
udn Double array of length ROWS for the lower row unit costs.
Example
The following computes row ranges and returns them:
int rows;
double ⁎upact, ⁎loact, ⁎uup, ⁎udn;
...
XPRSrange(prob);
XPRSgetintattrib(prob,XPRS_ROWS,&rows);
upact = malloc(rows⁎sizeof(double));
loact = malloc(rows⁎sizeof(double));
uup = malloc(rows⁎sizeof(double));
udn = malloc(rows⁎sizeof(double));
...
XPRSgetrowrange(prob,upact,loact,uup,udn);
Further information
The activities and unit costs are obtained from the range file (problem_name.rng). The meaning of the
upper and lower column activities and upper and lower unit costs in the ASCII range files is described in
Appendix A.
Related topics
XPRSchgrhsrange, XPRSgetcolrange.

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Console and Library Functions

XPRSgetrows, XPRSgetrows64
Purpose
Returns the nonzeros in the constraint matrix for the rows in a given range.
Synopsis
int XPRS_CC XPRSgetrows(XPRSprob prob, int mstart[], int mclind[], double
dmatval[], int size, int ⁎nels, int first, int last);

int XPRS_CC XPRSgetrows64(XPRSprob prob, XPRSint64 mstart[], int mclind[],

double dmatval[], XPRSint64 size, XPRSint64 ⁎nels, int first, int
last);
Arguments
prob The current problem.
mstart Integer array which will be filled with the indices indicating the starting offsets in the
mrwind and dmatval arrays for each requested row. It must be of length at least
last-first+2. Row i starts at position mstart[i] in the mrwind and dmatval
arrays, and has mstart[i+1]-mstart[i] elements in it. May be NULL if not required.
mrwind Integer arrays of length size which will be filled with the column indices of the nonzero
elements for each row. May be NULL if not required.
dmatval Double array of length size which will be filled with the nonzero element values. May be
NULL if not required.
size Maximum number of elements to be retrieved.
nels Pointer to the integer where the number of nonzero elements in the mrwind and
dmatval arrays will be returned. If the number of nonzero elements is greater that
size, then only size elements will be returned. If nels is smaller that size, then only
nels will be returned.
first First row in the range.
last Last row in the range.

Example
The following example returns and displays at most six nonzero matrix entries in the first two rows:
int size=6, nels, mstart[3], mrwind[6];
double dmatval[6];
...
XPRSgetrows(prob,mstart,mrwind,dmatval,size,&nels,0,1);
for(i=0;i<nels;i++) printf("\t%2.1f\n",dmtval[i]);
Further information
It is possible to obtain just the number of elements in the range of columns by replacing mstart,
mrwind and dmatval by NULL. In this case, size must be set to 0 to indicate that the length of arrays
passed is 0.
Related topics
XPRSgetcols, XPRSgetrowrange, XPRSgetrowtype.

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Console and Library Functions

XPRSgetrowtype
Purpose
Returns the row types for the rows in a given range.
Synopsis
int XPRS_CC XPRSgetrowtype(XPRSprob prob, char qrtype[], int first, int
last);
Arguments
prob The current problem.
qrtype Character array of length last-first+1 characters where the row types will be
returned:
N indicates a free constraint;
L indicates a ≤ constraint;
E indicates an = constraint;
G indicates a ≥ constraint;
R indicates a range constraint.
first First row in the range.
last Last row in the range.
Example
The following example retrieves row types into an array qrtype :
int rows;
char ⁎qrtype;
...
XPRSgetintattrib(prob,XPRS_ROWS,&rows);
qrtype = (char ⁎) malloc(sizeof(char)⁎rows);
XPRSgetrowtype(prob,qrtype,0,rows-1);
Related topics
XPRSchgrowtype, XPRSgetrowrange, XPRSgetrows.

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Console and Library Functions

XPRSgetscaledinfeas
Purpose
Returns a list of scaled infeasible primal and dual variables for the original problem. If the problem is
currently presolved, it is postsolved before the function returns.
Synopsis
int XPRS_CC XPRSgetscaledinfeas(XPRSprob prob, int ⁎npv, int ⁎nps, int
⁎nds, int ⁎ndv, int mx[], int mslack[], int mdual[], int mdj[]);
Arguments
prob The current problem.
npv Number of primal infeasible variables.
nps Number of primal infeasible rows.
nds Number of dual infeasible rows.
ndv Number of dual infeasible variables.
mx Integer array of length npv where the primal infeasible variables will be returned. May
be NULL if not required.
mslack Integer array of length nps where the primal infeasible rows will be returned. May be
NULL if not required.
mdual Integer array of length nds where the dual infeasible rows will be returned. May be NULL
if not required.
mdj Integer array of length ndv where the dual infeasible variables will be returned. May be
NULL if not required.

Error value
422 A solution is not available.

Related controls
Double
FEASTOL Tolerance on RHS.
OPTIMALITYTOL Reduced cost tolerance.
Example
In this example, XPRSgetscaledinfeas is first called with nulled integer arrays to get the number of
infeasible entries. Then space is allocated for the arrays and the function is again called to fill them in.

int ⁎mx, ⁎mslack, ⁎mdual, ⁎mdj, npv, nps, nds, ndv;

...
XPRSgetscaledinfeas(prob, &npv, &nps, &nds, &ndv,
NULL, NULL, NULL, NULL);

mx = malloc(npv ⁎ sizeof(int));
mslack = malloc(nps ⁎ sizeof(int));
mdual = malloc(nds ⁎ sizeof(int));
mdj = malloc(ndv ⁎ sizeof(int));
XPRSgetscaledinfeas(prob, &npv, &nps, &nds, &ndv,
mx, mslack, mdual, mdj);
Further information
If any of the last four arguments are set to NULL, the corresponding number of infeasibilities is still
returned.

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Console and Library Functions

Related topics
XPRSgetinfeas, XPRSgetiisdata, XPRSiisall, XPRSiisclear, XPRSiisfirst,
XPRSiisisolations, XPRSiisnext, XPRSiisstatus, XPRSiiswrite, IIS.

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Console and Library Functions

XPRSgetstrattrib, XPRSgetstringattrib
Purpose
Enables users to recover the values of various string problem attributes. Problem attributes are set
during loading and optimization of a problem.
Synopsis
int XPRS_CC XPRSgetstrattrib(XPRSprob prob, int ipar, char ⁎cval);

int XPRS_CC XPRSgetstringattrib(XPRSprob prob, int ipar, char ⁎cgval, int

cgvalsize, int⁎ controlsize);
Arguments
prob The current problem.
ipar Problem attribute whose value is to be returned. A full list of all problem attributes may
be found in 10, or from the list in the xprs.h header file.
cval Pointer to a string where the value of the attribute (plus null terminator) will be returned.
cgvalsize Maximum number of bytes to be written into the cgval argument.
controlsize Returns the length of the string control including the null terminator.

Related topics
XPRSgetdblattrib, XPRSgetintattrib.

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Console and Library Functions

XPRSgetstrcontrol, XPRSgetstringcontrol
Purpose
Returns the value of a given string control parameters.
Synopsis
int XPRS_CC XPRSgetstrcontrol(XPRSprob prob, int ipar, char ⁎cgval);

int XPRS_CC XPRSgetstringcontrol(XPRSprob prob, int ipar, char ⁎cgval, int

cgvalsize, int⁎ controlsize);
Arguments
prob The current problem.
ipar Control parameter whose value is to be returned. A full list of all controls may be found
in 9, or from the list in the xprs.h header file.
cgval Pointer to a string where the value of the control (plus null terminator) will be returned.
cgvalsize Maximum number of bytes to be written into the cgval argument.
controlsize Returns the length of the string control including the null terminator.
Related topics
XPRSgetdblcontrol, XPRSgetintcontrol, XPRSsetstrcontrol.

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Console and Library Functions

XPRSgetub
Purpose
Returns the upper bounds for the columns in a given range.
Synopsis
int XPRS_CC XPRSgetub(XPRSprob prob, double ub[], int first, int last);
Arguments
prob The current problem.
ub Double array of length last-first+1 where the upper bounds are to be placed.
first First column in the range.
last Last column in the range.
Example
The following example retrieves the upper bounds for the columns of the current problem:
int cols;
double ⁎ub;
...
XPRSgetintattrib(prob, XPRS_COLS, &cols);
ub = (double ⁎) malloc(sizeof(double)⁎ncol);
XPRSgetub(prob, ub, 0, ncol-1);
Further information
Values greater than or equal to XPRS_PLUSINFINITY should be interpreted as infinite; values less
than or equal to XPRS_MINUSINFINITY should be interpreted as infinite and negative.

Related topics
XPRSchgbounds, XPRSgetlb.

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Console and Library Functions

XPRSgetunbvec
Purpose
Returns the index vector which causes the primal simplex or dual simplex algorithm to determine that a
matrix is primal or dual unbounded respectively.
Synopsis
int XPRS_CC XPRSgetunbvec(XPRSprob prob, int ⁎junb);

Arguments
prob The current problem.
junb Pointer to an integer where the vector causing the problem to be detected as being
primal or dual unbounded will be returned. In the dual simplex case, the vector is the
leaving row for which the dual simplex detected dual unboundedness. In the primal
simplex case, the vector is the entering row junb (if junb is in the range 0 to ROWS-1)
or column (variable) junb-ROWS-SPAREROWS (if junb is between ROWS+SPAREROWS
and ROWS+SPAREROWS+COLS-1) for which the primal simplex detected primal
unboundedness.

Error value
91 A current problem is not available.

Further information
When solving using the dual simplex method, if the problem is primal infeasible then
XPRSgetunbvec returns the pivot row where dual unboundedness was detected. Also note that when
solving using the dual simplex method, if the problem is primal unbounded then XPRSgetunbvec
returns -1 since the problem is dual infeasible and not dual unbounded.

Related topics
XPRSgetinfeas, XPRSlpoptimize.

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Console and Library Functions

XPRSgetversion
Purpose
Returns the full Optimizer version number in the form 15.10.03, where 15 is the major release, 10 is the
minor release, and 03 is the build number.
Synopsis
int XPRS_CC XPRSgetversion(char ⁎version);

Argument
version Buffer long enough to hold the version string (plus a null terminator). This should be at
least 16 characters.
Related controls
Integer
VERSION The Optimizer version number
Example
The following calls XPRSgetversion to return version information at the start of the program:
char version[16];
XPRSgetversion(version);
printf("Xpress Optimizer version %s\n",version);
XPRSinit(NULL);

Further information
This function supersedes the VERSION control, which only returns the first two parts of the version
number. Release 2004 versions of the Optimizer have a three-part version number.
Related topics
XPRSinit.

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Console and Library Functions

XPRSglobal GLOBAL
Purpose
Starts the global search for an integer solution after solving the LP relaxation with XPRSmaxim (MAXIM)
or XPRSminim (MINIM) or continues a global search if it has been interrupted. This function is
deprecated and might be removed in a future release. XPRSmipoptimize should be used instead.
Synopsis
int XPRS_CC XPRSglobal(XPRSprob prob);
GLOBAL
Argument
prob The current problem.
Related controls
Integer
BACKTRACK Node selection criterion.
BRANCHCHOICE Once a global entity has been selected for branching, this control determines
whether the branch with the minimum or maximum estimate is followed first.
BREADTHFIRST Limit for node selection criterion.
COVERCUTS Number of rounds of lifted cover inequalities at top node.
CPUTIME 1 for CPU time; 0 for elapsed time.
CUTDEPTH Maximum depth in the tree at which cuts are generated.
CUTFREQ Frequency at which cuts are generated in the tree search.
CUTSTRATEGY Specifies the cut strategy.
DEFAULTALG Algorithm to use with the tree search.
GOMCUTS Number of rounds of Gomory cuts at the top node.
MAXMIPSOL Maximum number of MIP solutions to find.
MAXNODE Maximum number of nodes in Branch and Bound search.
MAXTIME Maximum time allowed.
MIPLOG Global print flag.
MIPPRESOLVE Type of integer preprocessing to be performed.
MIPTHREADS Number of threads used for parallel MIP search.
NODESELECTION Node selection control.
REFACTOR Indicates whether to re-factorize the optimal basis.
SBBEST Number of infeasible global entities on which to perform strong branching.
SBITERLIMIT Number of dual iterations to perform strong branching.
SBSELECT The size of the candidate list of global entities for strong branching.
TREECOVERCUTS Number of rounds of lifted cover inequalities in the tree.
TREEGOMCUTS Number of rounds of Gomory cuts in the tree.
VARSELECTION Node selection degradator estimate control.
Double
MIPABSCUTOFF Cutoff set after an LP Optimizer command.
MIPABSSTOP Absolute optimality stopping criterion.
MIPADDCUTOFF Amount added to objective function to give new cutoff.
MIPRELCUTOFF Percentage cutoff.
MIPRELSTOP Relative optimality stopping criterion.
MIPTOL Integer feasibility tolerance.
PSEUDOCOST Default pseudo cost in node degradation estimation.

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Console and Library Functions

Example 1 (Library)
The following example inputs a problem fred.mat, solves the LP and the global problem before
printing the solution to file.
XPRSreadprob(prob,"fred","");
XPRSmaxim(prob,"");
XPRSglobal(prob);
XPRSwriteprtsol(prob);
Example 2 (Console)
The equivalent set of commands for the Console Optimizer are:

READPROB fred
MAXIM
GLOBAL
WRITEPRTSOL
Further information
1. When an optimal LP solution has been found with XPRSmaxim (MAXIM) or XPRSminim (MINIM), the
search for an integer solution is started using XPRSglobal (GLOBAL). In many cases XPRSglobal
(GLOBAL) is to be called directly after XPRSmaxim (MAXIM)/XPRSminim (MINIM). In such
circumstances this can be achieved slightly more efficiently using the g flag to XPRSmaxim
(MAXIM)/XPRSminim (MINIM).
2. If a global search is interrupted and XPRSglobal (GLOBAL) is subsequently called again, the search
will continue where it left off. To restart the search at the top node you need to call either
XPRSinitglobal or XPRSpostsolve (POSTSOLVE).

3. The controls described for XPRSmaxim (MAXIM) and XPRSminim (MINIM) can also be used to control
the XPRSglobal (GLOBAL) algorithm.
4. (Console) The global search may be interrupted by typing CTRL-C as long as the user has not already
typed ahead.

5. A summary log of six columns of information is output every n nodes, where -n is the value of MIPLOG
(see A.10).
6. Optimizer library users can check the final status of the global search using the MIPSTATUS problem
attribute.

7. The Optimizer may create global files (used for storing parts of the tree when there is insufficient
available memory) in excess of 2 GigaBytes. If your filing system does not support files this large, you
can instruct the Optimizer to spread the data over multiple files by setting the MAXGLOBALFILESIZE
control.
Related topics
XPRSfixglobals (FIXGLOBALS), XPRSinitglobal, XPRSmaxim (MAXIM)/XPRSminim (MINIM),
A.10.

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Console and Library Functions

XPRSgoal GOAL
Purpose
This function is deprecated, and will be removed in future releases. Perform goal programming.
Synopsis
int XPRS_CC XPRSgoal(XPRSprob prob, const char ⁎filename, const char
⁎flags);
GOAL [filename] [-flags]
Arguments
prob The current problem.
filename A string of up to MAXPROBNAMELENGTH characters containing the file name from which
the directives are to be read (a .gol extension will be added).
flags Flags to pass to XPRSgoal (GOAL):
o optimization process logs to be displayed;
l treat integer variables as linear;
f write output into a file filename.grp.
Example 1 (Library)
In the following example, goal programming is carried out on a problem, goalex, taking instructions
from the file gb1.gol:
XPRSreadprob(prob,"goalex","");
XPRSgoal(prob,"gb1","fo");

Example 2 (Console)
Suppose we have a problem where the weight for objective function OBJ1 is unknown and we wish to
perform goal programming, maximizing this row and relaxing the resulting constraint by 5% of the
optimal value, then the following sequence will solve this problem:

READPROB
GOAL
P
O
OBJ1
MAX
P
5
<empty line>

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Console and Library Functions

Further information
1. The command XPRSgoal (GOAL) used with objective functions allows the user to find solutions of
problems with more than one objective function. XPRSgoal (GOAL) used with constraints enables the
user to find solutions to infeasible problems. The goals are the constraints relaxed at the beginning to
make the problem feasible. Then one can see how many of these relaxed constraints can be met,
knowing the penalty of making the problem feasible (in the Archimedean case) or knowing which
relaxed constraints will never be met (in the pre-emptive case).
2. (Console) If the optional filename is specified when GOAL is used, the responses to the prompts are
read from filename.gol. If there is an invalid answer to a prompt, goal programming will stop and
control will be returned to the Optimizer.
3. It is not always possible to use the output of one of the goal problems as an input for further study
because the coefficients for the objective function, the right hand side and the row type may all have
changed.

4. In the Archimedean/objective function option, the fixed value of the resulting objective function will be
the linear combination of the right hand sides of the objective functions involved.
Related topics
7.

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Console and Library Functions

HELP
Purpose
Provides quick reference help for console users of the Optimizer.
Synopsis
HELP
HELP commands
HELP controls
HELP attributes
HELP [command-name]
HELP [control-name]
HELP [attribute-name]
Example
This command is used by calling it at the Console Optimizer command line:
HELP MAXTIME
Related topics
None.

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Console and Library Functions

IIS
Purpose
Provides the Irreducible Infeasible Set (IIS) functionality for the console.
Synopsis
IIS [-flags]
Arguments
IIS Finds an IIS.
IIS -a Performs an automated search for a set of independent IISs.
IIS -c Resets the search for IISs (deletes already found ones).
IIS -e [num fn] Writes a CSV file named fn containing the IIS data of IIS num.
IIS -f Generate an approximation of an IIS only.
IIS -i num Performs the isolation identification for IIS with ordinal number num.
IIS -n Finds another (independent) IIS if any.
IIS -p [num ] Prints the IIS with ordinal number num to the screen.
IIS -s Returns statistics on the IISs found.
IIS -w [num fn type] Writes an LP or MPS file named fn containing the IIS subproblem of IIS
num depending on the type flags.
Example 1 (Console)
This example reads in an infeasible problem, executes an automated search for the IISs, prints the IIS
to the screen and then displays a summary on the results.
READPROB PROB.LP
IIS -a -s
Example 2 (Console)
This example reads in an infeasible problem, identifies an IIS and its isolations, then writes the IIS as an
LP for easier viewing and as a CSV file to contain the supplementary information.

READPROB PROB.LP
IIS
IIS -i -p 1
IIS -w 1 "IIS.LP" lp
IIS -e 1 "IIS.CSV"

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Console and Library Functions

Further information
1. The IISs are numbered from 1 to NUMIIS. If no IIS number is provided, the functions take the last IIS
identified as default. When applicable, IIS 0 refers to the initial infeasible IIS (the IIS approximation).

2. A model may have several infeasibilities. Repairing a single IIS may not make the model feasible. For
this reason the Optimizer attempts to find an IIS for each of the infeasibilities in a model. You may call
the IIS -n function repeatedly, or use the IIS -a function to retrieve all IIS at once.
3. An IIS isolation is a special constraint or bound in an IIS. Removing an IIS isolation constraint or bound
will remove all infeasibilities in the IIS without increasing the infeasibilities in any row or column outside
the IIS, thus in any other IISs. The IIS isolations thus indicate the likely cause of each independent
infeasibility and give an indication of which constraint or bound to drop or modify. It is not always
possible to find IIS isolations. IIS isolations are only available for linear problems.
4. Generally, one should first look for rows or columns in the IIS which are both in isolation, and have a
high dual multiplier relative to the others.

5. Initial infeasible subproblem: The subproblem identified after the sensitivity filter is referred to as initial
infeasible subproblem. Its size is crucial to the running time of the deletion filter and it contains all the
infeasibilities of the first phase simplex, thus if the corresponding rows and bounds are removed the
problem becomes feasible

6. IIS -f performs the initial sensitivity analysis on rows and columns to reduce the problem size, and
sets up the initial infeasible subproblem. This subproblem significantly speeds up the generation of
IISs, however in itself it may serve as an approximation of an IIS, since its identification typically takes
only a fraction of time compared to the identification of an IIS.
7. The num parameter cannot be zero for IIS -i: the concept of isolations is meaningless for the initial
infeasible subproblem.

8. If IIS -n [num] is called, the return status is 1 if less than num IISs have been found and zero
otherwise. The total number of IISs found is stored in NUMIIS.
9. The type flags passed to IIS -w are directly passed to the WRITEPROB command.

10. The LP or MPS files created by IIS -w corresponding to an IIS contain no objective function, since
infeasibility is independent from the objective.
11. Please note that there are problems on the boundary of being infeasible or not. For such problems,
feasibility or infeasibility often depends on tolerances or even on scaling. This phenomenon makes it
possible that after writing an IIS out as an LP file and reading it back, it may report feasibility. As a first
check it is advised to consider the following options:

(a) Turn presolve off (e.g. in console presolve = 0) since the nature of an IIS makes it necessary
that during their identification the presolve is turned off.
(b) Use the primal simplex method to solve the problem (e.g. in console lpoptimize -p).
12. Note that the original sense of the original objective function plays no role in an IIS.

13. The supplementary information provided in the CSV file created by IIS -e is identical to that returned
by the XPRSgetiisdata function.
14. The IIS approximation and the IISs generated so far are always available.
Related topics
XPRSgetiisdata, XPRSiisall, XPRSiisclear, XPRSiisfirst, XPRSiisisolations,
XPRSiisnext, XPRSiisstatus, XPRSiiswrite.

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Console and Library Functions

XPRSiisall
Purpose
Performs an automated search for independent Irreducible Infeasible Sets (IIS) in an infeasible
problem.
Synopsis
int XPRS_CC XPRSiisall(XPRSprob prob);

Argument
prob The current problem.

Related controls
Integer
MAXIIS Number of Irreducible Infeasible Sets to be found.
Example
This example searches for IISs and then questions the problem attribute NUMIIS to determine how
many were found:
int iis;
...
XPRSiisall(prob);
XPRSgetintattrib(prob, XPRS_NUMIIS, &iis);
printf("number of IISs = %d\n", iis);
Further information
1. Calling IIS -a from the console has the same effect as this function.
2. A model may have several infeasibilities. Repairing a single IIS may not make the model feasible. For
this reason the Optimizer can find an IIS for each of the infeasibilities in a model. If the control MAXIIS
is set to a positive integer value then the XPRSiisall command will stop if MAXIIS IISs have been
found. By default the control MAXIIS is set to -1, in which case an IIS is found for each of the
infeasibilities in the model.
3. The problem attribute NUMIIS allows the user to recover the number of IISs found in a particular
search. Alternatively, the XPRSiisstatus function may be used to retrieve the number of IISs found
by XPRSiisfirst (IIS), XPRSiisnext (IIS -n) or XPRSiisall (IIS -a) functions.
Related topics
XPRSgetiisdata, XPRSiisclear, XPRSiisfirst, XPRSiisisolations, XPRSiisnext,
XPRSiisstatus, XPRSiiswrite, IIS.

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Console and Library Functions

XPRSiisclear
Purpose
Resets the search for Irreducible Infeasible Sets (IIS).
Synopsis
int XPRS_CC XPRSiisclear(XPRSprob prob);
Argument
prob The current problem.
Example
XPRSiisclear(prob);

Further information
1. Calling IIS -c from the console has the same effect as this function.
2. The information stored internally about the IISs identified by XPRSiisfirst, XPRSiisnext or
XPRSiisall are cleared. Functions XPRSgetiisdata, XPRSiisstatus, XPRSiiswrite and
XPRSiisisolations cannot be called until the IIS identification procedure is started again.

3. This function is automatically called by XPRSiisfirst and XPRSiisall

Related topics
XPRSgetiisdata, XPRSiisall, XPRSiisfirst, XPRSiisisolations, XPRSiisnext,
XPRSiisstatus, XPRSiiswrite, IIS.

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Console and Library Functions

XPRSiisfirst
Purpose
Initiates a search for an Irreducible Infeasible Set (IIS) in an infeasible problem.
Synopsis
int XPRS_CC XPRSiisfirst(XPRSprob prob, int iismode, int ⁎status_code);
Arguments
prob The current problem.
iismode The IIS search mode:
0 stops after finding the initial infeasible subproblem;
1 find an IIS, emphasizing simplicity of the IIS;
2 find an IIS, emphasizing a quick result.
status_code The status after the search:
0 success;
1 if problem is feasible;
2 error (when the function returns nonzero).
Example
This looks for the first IIS.

XPRSiisfirst(myprob,1,&status);
Further information
1. Calling IIS from the console has the same effect as this function.
2. A model may have several infeasibilities. Repairing a single IIS may not make the model feasible. For
this reason the Optimizer can find an IIS for each of the infeasibilities in a model. For the generation of
several independent IISs use functions XPRSiisnext (IIS -n) or XPRSiisall (IIS -a).

3. IIS sensitivity filter: after an optimal but infeasible first phase primal simplex, it is possible to identify a
subproblem containing all the infeasibilities (corresponding to the given basis) to reduce the size of the
IIS working problem dramatically, i.e., rows with zero duals (thus with artificials of zero reduced cost)
and columns that have zero reduced costs may be deleted. Moreover, for rows and columns with
nonzero costs, the sign of the cost is used to relax equality rows either to less than or greater than
equal rows, and to drop either possible upper or lower bounds on columns.
4. Initial infeasible subproblem: The subproblem identified after the sensitivity filter is referred to as initial
infeasible subproblem. Its size is crucial to the running time of the deletion filter and it contains all the
infeasibilities of the first phase simplex, thus if the corresponding rows and bounds are removed the
problem becomes feasible.

5. XPRSiisfirst performs the initial sensitivity analysis on rows and columns to reduce the problem
size, and sets up the initial infeasible subproblem. This subproblem significantly speeds up the
generation of IISs, however in itself it may serve as an approximation of an IIS, since its identification
typically takes only a fraction of time compared to the identification of an IIS.
6. The IIS approximation and the IISs generated so far are always available.
Related topics
XPRSgetiisdata, XPRSiisall, XPRSiisclear, XPRSiisisolations, XPRSiisnext,
XPRSiisstatus, XPRSiiswrite, IIS.

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Console and Library Functions

XPRSiisisolations
Purpose
Performs the isolation identification procedure for an Irreducible Infeasible Set (IIS).
Synopsis
int XPRS_CC XPRSiisisolations(XPRSprob prob, int num);
Arguments
prob The current problem.
num The number of the IIS identified by either XPRSiisfirst (IIS), XPRSiisnext (IIS
-n) or XPRSiisall (IIS -a) in which the isolations should be identified.

Example
This example finds the first IIS and searches for the isolations in that IIS.
XPRSiisfirst(prob,1,&status);
XPRSiisisolations (prob,1);

Further information
1. Calling IIS -i [num] from the console has the same effect as this function.

2. An IIS isolation is a special constraint or bound in an IIS. Removing an IIS isolation constraint or bound
will remove all infeasibilities in the IIS without increasing the infeasibilities in any row or column outside
the IIS, thus in any other IISs. The IIS isolations thus indicate the likely cause of each independent
infeasibility and give an indication of which constraint or bound to drop or modify. It is not always
possible to find IIS isolations.

3. Generally, one should first look for rows or columns in the IIS which are both in isolation, and have a
high dual multiplier relative to the others.
4. The num parameter cannot be zero: the concept of isolations is meaningless for the initial infeasible
subproblem.
Related topics
XPRSgetiisdata, XPRSiisall, XPRSiisclear, XPRSiisfirst, XPRSiisnext,
XPRSiisstatus, XPRSiiswrite, IIS.

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Console and Library Functions

XPRSiisnext
Purpose
Continues the search for further Irreducible Infeasible Sets (IIS), or calls XPRSiisfirst (IIS) if no IIS
has been identified yet.
Synopsis
int XPRS_CC XPRSiisnext(XPRSprob prob, int ⁎status_code);

Arguments
prob The current problem.
status_code The status after the search:
0 success;
1 no more IIS could be found, or problem is feasible if no XPRSiisfirst call preceded;
2 on error (when the function returns nonzero).

Example
This looks for a further IIS.
XPRSiisnext(prob,&status_code);
Further information
1. Calling IIS -n from the console has the same effect as this function.
2. A model may have several infeasibilities. Repairing a single IIS may not make the model feasible. For
this reason the Optimizer attempts to find an IIS for each of the infeasibilities in a model. You may call
the XPRSiisnext function repeatedly, or use the XPRSiisall (IIS -a) function to retrieve all IIS at
once.
3. This function is not affected by the control MAXIIS.
4. If the problem has been modified since the last call to XPRSiisfirst or XPRSiisnext, the
generation process has to be started from scratch.
Related topics
XPRSgetiisdata, XPRSiisall, XPRSiisclear, XPRSiisfirst, XPRSiisisolations,
XPRSiisstatus, XPRSiiswrite, IIS.

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Console and Library Functions

XPRSiisstatus
Purpose
Returns statistics on the Irreducible Infeasible Sets (IIS) found so far by XPRSiisfirst (IIS),
XPRSiisnext (IIS -n) or XPRSiisall (IIS -a).
Synopsis
int XPRS_CC XPRSiisstatus(XPRSprob prob, int ⁎iiscount, int rowsizes[], int
colsizes[], double suminfeas[], int numinfeas[]);
Arguments
prob The current problem.
iiscount The number of IISs found so far.
rowsizes Number of rows in the IISs.
colsizes Number of bounds in the IISs.
suminfeas The sum of infeasibilities in the IISs after the first phase simplex.
numinfeas The number of infeasible variables in the IISs after the first phase simplex.
Example
This example first retrieves the number of IISs found so far, and then retrieves their main properties.
Note that the arrays have size count+1, since the first index is reserved for the initial infeasible subset.

XPRSiisstatus(myprob,&count,NULL,NULL,NULL,NULL);
rowsizes = malloc((count+1)⁎sizeof(int));
colsizes = malloc((count+1)⁎sizeof(int));
suminfeas = malloc((count+1)⁎sizeof(double));
numinfeas = malloc((count+1)⁎sizeof(int));
XPRSiisstatus(myprob,&count,rowsizes,colsizes,suminfeas,numinfeas);
Further information
1. Calling IIS -s from the console has the same effect as this function.
2. All arrays should be of dimension iiscount+1. The arrays are 0 based, index 0 corresponding to the
initial infeasible subproblem.
3. The arrays may be NULL if not required.

4. For the initial infeasible problem (at position 0) the subproblem size is returned (which may be different
from the number of bounds), while for the IISs the number of bounds is returned (usually much smaller
than the number of columns in the IIS).
5. Note that the values in suminfeas and numinfeas heavily depend on the actual basis where the
simplex has stopped.

6. iiscount is set to -1 if the search for IISs has not yet started.
Related topics
XPRSgetiisdata, XPRSiisall, XPRSiisclear, XPRSiisfirst, XPRSiisisolations,
XPRSiisnext, XPRSiiswrite, IIS.

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Console and Library Functions

XPRSiiswrite
Purpose
Writes an LP/MPS/CSV file containing a given Irreducible Infeasible Set (IIS). If 0 is passed as the IIS
number parameter, the initial infeasible subproblem is written.
Synopsis
int XPRS_CC XPRSiiswrite(XPRSprob prob, int num, const char ⁎fn, int type,
const char ⁎typeflags);
Arguments
prob The current problem.
num The ordinal number of the IIS to be written.
fn The name of the file to be created.
type Type of file to be created:
0 creates an lp/mps file containing the IIS as a linear programming problem;
1 creates a comma separated (csv) file containing the description and supplementary
information on the given IIS.
typeflags Flags passed to the XPRSwriteprob function.
Example
This writes the first IIS (if one exists and is already found) as an lp file.

XPRSiiswrite(prob,1,"iis.lp",0,"l")
Further information
1. Calling IIS -w [num] fn and IIS -e [num] fn from the console have the same effect as this
function.
2. Please note that there are problems on the boundary of being infeasible or not. For such problems,
feasibility or infeasibility often depends on tolerances or even on scaling. This phenomenon makes it
possible that after writing an IIS out as an LP file and reading it back, it may report feasibility. As a first
check it is advised to consider the following options:
(a) save the IIS using MPS hexadecimal format (e.g. in console: IIS -w 1 iis.mps x) to eliminate
rounding errors associated with conversion between internal and decimal representation.
(b) turn presolve off (e.g. in console presolve = 0) since the nature of an IIS makes it necessary
that during their identification the presolve is turned off.
(c) use the primal simplex method to solve the problem (e.g. in console LPOPTIMIZE -p).
3. Note that the original sense of the original objective function plays no role in an IIS.
4. Even though an attempt is made to identify the most infeasible IISs first by the XPRSiisfirst (IIS),
XPRSiisnext (IIS -n) and XPRSiisall (IIS -a) functions, it is also possible that an IIS becomes
just infeasible in problems that are otherwise highly infeasible. In such cases, you may try to deal with
the more stable IISs first, and consider to use the infeasibility breaker tool if only slight infeasibilities
remain.
5. The LP or MPS files created by XPRSiiswrite corresponding to an IIS contain no objective function,
since infeasibility is independent from the objective.
Related topics
XPRSgetiisdata, XPRSiisall, XPRSiisclear, XPRSiisfirst, XPRSiisisolations,
XPRSiisnext, XPRSiisstatus, IIS.

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XPRSinit
Purpose
Initializes the Optimizer library. This must be called before any other library routines.
Synopsis
int XPRS_CC XPRSinit(const char ⁎xpress);
Argument
xpress The directory where the FICO Xpress password file is located. Users should employ a
value of NULL unless otherwise advised, allowing the standard initialization directories
to be checked.
Example
The following is the usual way of calling XPRSinit :
if(XPRSinit(NULL)) printf("Problem with XPRSinit\n");

Further information
1. Whilst error checking should always be used on all library function calls, it is especially important to do
so with the initialization functions, since a majority of errors encountered by users are caused at the
initialization stage. Any nonzero return code indicates that no license could be found. In such
circumstances the application should be made to exit. A return code of 32, however, indicates that a
student license has been found and the software will work, but with restricted functionality and problem
capacity. It is possible to retrieve a message describing the error by calling XPRSgetlicerrmsg.
2. In multi-threaded applications where all threads are equal, XPRSinit may be called by each thread
prior to using the library. Whilst the process of initialization will be carried out only once, this
guarantees that the library functions will be available to each thread as necessary. In applications with
a clear master thread, spawning other Optimizer threads, initialization need only be called by the
master thread.
Related topics
XPRScreateprob, XPRSfree, XPRSgetlicerrmsg.

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XPRSinitglobal
Purpose
Reinitializes the global tree search. By default if a global search is interrupted and called again the
global search will continue from where it left off. If XPRSinitglobal is called after the first call to
XPRSmipoptimize, the global search will start from the top node when XPRSmipoptimize is called
again. This function is deprecated and might be removed in a future release. XPRSpostsolve should
be used instead.

Synopsis
int XPRS_CC XPRSinitglobal(XPRSprob prob);
Argument
prob The current problem.
Example
The following initializes the global search before attempting to solve the problem again:

XPRSinitglobal(prob);
XPRSmipoptimize(prob,"");
Related topics
XPRSmipoptimize (MIPOPTIMIZE).

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XPRSinterrupt
Purpose
Interrupts the Optimizer algorithms.
Synopsis
int XPRS_CC XPRSinterrupt(XPRSprob prob, int reason);
Arguments
prob The current problem.
reason The reason for stopping. Possible reasons are:
XPRS_STOP_TIMELIMIT time limit hit;
XPRS_STOP_CTRLC control C hit;
XPRS_STOP_NODELIMIT node limit hit;
XPRS_STOP_ITERLIMIT iteration limit hit;
XPRS_STOP_MIPGAP MIP gap is sufficiently small;
XPRS_STOP_SOLLIMIT solution limit hit;
XPRS_STOP_USER user interrupt.
Further information
The XPRSinterrupt command can be called from any callback.

Related topics
None.

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XPRSloadbasis
Purpose
Loads a basis from the user’s areas.
Synopsis
int XPRS_CC XPRSloadbasis(XPRSprob prob, const int rstatus[], const int
cstatus[]);
Arguments
prob The current problem.
rstatus Integer array of length ROWS containing the basis status of the slack, surplus or artificial
variable associated with each row. The status must be one of:
0 slack, surplus or artificial is non-basic at lower bound;
1 slack, surplus or artificial is basic;
2 slack or surplus is non-basic at upper bound.
3 slack or surplus is super-basic.
cstatus Integer array of length COLS containing the basis status of each of the columns in the
constraint matrix. The status must be one of:
0 variable is non-basic at lower bound or superbasic at zero if the variable has no
lower bound;
1 variable is basic;
2 variable is at upper bound;
3 variable is super-basic.
Example
This example loads a problem and then reloads a (previously optimized) basis from a similar problem
to speed up the optimization:

XPRSreadprob(prob,"problem","");
XPRSloadbasis(prob,rstatus,cstatus);
XPRSlpoptimize(prob,"");
Further information
If the problem has been altered since saving an advanced basis, you may want to alter the basis as
follows before loading it:

 Make new variables non-basic at their lower bound (cstatus[icol]=0), unless a variable has an
infinite lower bound and a finite upper bound, in which case make the variable non-basic at its
upper bound (cstatus[icol]=2);
 Make new constraints basic (rstatus[jrow]=1);
 Try not to delete basic variables, or non-basic constraints.

Related topics
XPRSgetbasis, XPRSgetpresolvebasis, XPRSloadpresolvebasis.

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XPRSloadbranchdirs
Purpose
Loads directives into the current problem to specify which global entities the Optimizer should continue
to branch on when a node solution is global feasible.
Synopsis
int XPRS_CC XPRSloadbranchdirs(XPRSprob prob, int ndirs, const int mcols[],
const int mbranch[]);
Arguments
prob The current problem.
ndirs Number of directives.
mcols Integer array of length ndirs containing the column numbers. A negative value
indicates a set number (the first set being -1, the second -2, and so on).
mbranch Integer array of length ndirs containing either 0 or 1 for the entities given in mcols.
Entities for which mbranch is set to 1 will be branched on until fixed before a global
feasible solution is returned. If mbranch is NULL, the branching directive will be set for
all entities in mcols.

Related topics
XPRSloaddirs, XPRSreaddirs, A.6.

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XPRSloadcuts
Purpose
Loads cuts from the cut pool into the matrix. Without calling XPRSloadcuts the cuts will remain in the
cut pool but will not be active at the node. Cuts loaded at a node remain active at all descendant nodes
unless they are deleted using XPRSdelcuts.
Synopsis
int XPRS_CC XPRSloadcuts(XPRSprob prob, int itype, int interp, int ncuts,
const XPRScut mcutind[]);
Arguments
prob The current problem.
itype Cut type.
interp The way in which the cut type is interpreted:
-1 load all cuts;
1 treat cut types as numbers;
2 treat cut types as bit maps - load cut if any bit matches any bit set in
itype;
3 treat cut types as bit maps - 0 load cut if all bits match those set in itype.
ncuts Number of cuts to load.
mcutind Array of length ncuts containing pointers to the cuts to be loaded into the matrix.
These are pointers returned by either XPRSstorecuts or XPRSgetcpcutlist.
Further information
This function should be called only from within callback functions set by either XPRSaddcboptnode or
XPRSaddcbcutmgr.
Related topics
XPRSaddcuts, XPRSdelcpcuts, XPRSdelcuts, XPRSgetcpcutlist, 5.8.

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XPRSloaddelayedrows
Purpose
Specifies that a set of rows in the matrix will be treated as delayed rows during a global search. These
are rows that must be satisfied for any integer solution, but will not be loaded into the active set of
constraints until required.
Synopsis
int XPRS_CC XPRSloaddelayedrows(XPRSprob prob, int nrows, const int
mrows[]);
Arguments
prob The current problem.
nrows The number of delayed rows.
mrows An array of row indices to treat as delayed rows.
Example
This sets the first six matrix rows as delayed rows in the global problem prob.

int mrows[] = {0,1,2,3,4,5}

...
XPRSloaddelayedrows(prob,6,mrows);
XPRSmipoptimize(prob,"");

Further information
Delayed rows must be set up before solving the problem. Any delayed rows will be removed from the
matrix after presolve and added to a special pool. A delayed row will be added back into the active
matrix only when such a row is violated by an integer solution found by the Optimizer.
Related topics
XPRSloadmodelcuts.

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XPRSloaddirs
Purpose
Loads directives into the matrix.
Synopsis
int XPRS_CC XPRSloaddirs(XPRSprob prob, int ndir, const int mcols[], const
int mpri[], const char qbr[], const double dupc[], const double
ddpc[]);
Arguments
prob The current problem.
ndir Number of directives.
mcols Integer array of length ndir containing the column numbers. A negative value indicates
a set number (the first set being -1, the second -2, and so on).
mpri Integer array of length ndir containing the priorities for the columns or sets. Priorities
must be between 0 and 1000. May be NULL if not required.
qbr Character array of length ndir specifying the branching direction for each column or
set:
U the entity is to be forced up;
D the entity is to be forced down;
N not specified.
May be NULL if not required.
dupc Double array of length ndir containing the up pseudo costs for the columns or sets.
May be NULL if not required.
ddpc Double array of length ndir containing the down pseudo costs for the columns or sets.
May be NULL if not required.
Related topics
XPRSgetdirs, XPRSloadpresolvedirs, XPRSreaddirs.

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XPRSloadglobal, XPRSloadglobal64
Purpose
Used to load a global problem in to the Optimizer data structures. Integer, binary, partial integer,
semi-continuous and semi-continuous integer variables can be defined, together with sets of type 1 and
2. The reference row values for the set members are passed as an array rather than specifying a
reference row.

Synopsis
int XPRS_CC XPRSloadglobal(XPRSprob prob, const char ⁎probname, int ncol,
int nrow, const char qrtype[], const double rhs[], const double
range[], const double obj[], const int mstart[], const int mnel[],
const int mrwind[], const double dmatval[], const double dlb[], const
double dub[], int ngents, int nsets, const char qgtype[], const int
mgcols[], const double dlim[], const char qstype[], const int
msstart[], const int mscols[], const double dref[]);

int XPRS_CC XPRSloadglobal64(XPRSprob prob, const char ⁎probname, int ncol,

int nrow, const char qrtype[], const double rhs[], const double
range[], const double obj[], const XPRSint64 mstart[], const int
mnel[], const int mrwind[], const double dmatval[], const double
dlb[], const double dub[], int ngents, int nsets, const char
qgtype[], const int mgcols[], const double dlim[], const char
qstype[], const XPRSint64 msstart[], const int mscols[], const double
dref[]);
Arguments
prob The current problem.
probname A string of up to MAXPROBNAMELENGTH characters containing a name for the problem.
ncol Number of structural columns in the matrix.
nrow Number of rows in the matrix not (including the objective row). Objective coefficients
must be supplied in the obj array, and the objective function should not be included in
any of the other arrays.
qrtype Character array of length nrow containing the row types:
L indicates a ≤ constraint;
E indicates an = constraint;
G indicates a ≥ constraint;
R indicates a range constraint;
N indicates a nonbinding constraint.
rhs Double array of length nrow containing the right hand side coefficients. The right hand
side value for a range row gives the upper bound on the row.
range Double array of length nrow containing the range values for range rows. Values for all
other rows will be ignored. May be NULL if not required. The lower bound on a range row
is the right hand side value minus the range value. The sign of the range value is ignored
- the absolute value is used in all cases.
obj Double array of length ncol containing the objective function coefficients.
mstart Integer array containing the offsets in the mrwind and dmatval arrays of the start of
the elements for each column. This array is of length ncol or, if mnel is NULL, length
ncol+1. If mnel is NULL, the extra entry of mstart, mstart[ncol], contains the
position in the mrwind and dmatval arrays at which an extra column would start, if it
were present. In C, this value is also the length of the mrwind and dmatval arrays.
mnel Integer array of length ncol containing the number of nonzero elements in each
column. May be NULL if not required. This array is not required if the non-zero

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coefficients in the mrwind and dmatval arrays are continuous, and the mstart array
has ncol+1 entries as described above. It may be NULL if not required.
mrwind Integer arrays containing the row indices for the nonzero elements in each column. If
the indices are input contiguously, with the columns in ascending order, then the length
of mrwind is mstart[ncol-1]+mnel[ncol-1] or, if mnel is NULL, mstart[ncol].
dmatval Double array containing the nonzero element values length as for mrwind.
dlb Double array of length ncol containing the lower bounds on the columns. Use
XPRS_MINUSINFINITY to represent a lower bound of minus infinity.
dub Double array of length ncol containing the upper bounds on the columns. Use
XPRS_PLUSINFINITY to represent an upper bound of plus infinity.
ngents Number of binary, integer, semi-continuous, semi-continuous integer and partial integer
entities.
nsets Number of SOS1 and SOS2 sets.
qgtype Character array of length ngents containing the entity types:
B binary variables;
I integer variables;
P partial integer variables;
S semi-continuous variables;
R semi-continuous integer variables.
mgcols Integer array of length ngents containing the column indices of the global entities.
dlim Double array of length ngents containing the integer limits for the partial integer
variables and lower bounds for semi-continuous and semi-continuous integer variables
(any entries in the positions corresponding to binary and integer variables will be
ignored). May be NULL if not required.
qstype Character array of length nsets containing the set types:
1 SOS1 type sets;
2 SOS2 type sets.
May be NULL if not required.
msstart Integer array containing the offsets in the mscols and dref arrays indicating the start
of the sets. This array is of length nsets+1, the last member containing the offset
where set nsets+1 would start. May be NULL if not required.
mscols Integer array of length msstart[nsets]-1 containing the columns in each set. May
be NULL if not required.
dref Double array of length msstart[nsets]-1 containing the reference row entries for
each member of the sets. May be NULL if not required.

Related controls
Integer
EXTRACOLS Number of extra columns to be allowed for.
EXTRAELEMS Number of extra matrix elements to be allowed for.
EXTRAMIPENTS Number of extra global entities to be allowed for.
EXTRAPRESOLVE Number of extra elements to allow for in presolve.
EXTRAROWS Number of extra rows to be allowed for.
KEEPNROWS Status for nonbinding rows.
SCALING Type of scaling.
Double
MATRIXTOL Tolerance on matrix elements.
SOSREFTOL Minimum gap between reference row entries.
Example
The following specifies an integer problem, globalEx, corresponding to:

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maximize: x + 2y
subject to: 3x + 2y ≤ 400
x + 3y ≤ 200

with both x and y integral:

char probname[] = "globalEx";
int ncol = 2, nrow = 2;
char qrtype[] = {'L','L'};
double rhs[] = {400.0, 200.0};
int mstart[] = {0, 2, 4};
int mrwind[] = {0, 1, 0, 1};
double dmatval[] = {3.0, 1.0, 2.0, 3.0};
double objcoefs[] = {1.0, 2.0};
double dlb[] = {0.0, 0.0};
double dub[] = {200.0, 200.0};

int ngents = 2;
int nsets = 0;
char qgtype[] = {"I","I"};
int mgcols[] = {0,1};
...
XPRSloadglobal(prob, probname, ncol, nrow, qrtype, rhs, NULL,
objcoefs, mstart, NULL, mrwind,
dmatval, dlb, dub, ngents, nsets, qgtype, mgcols,
NULL, NULL, NULL, NULL, NULL);
Further information
1. The row and column indices follow the usual C convention of going from 0 to nrow-1 and 0 to ncol-1
respectively.
2. The double constants XPRS_PLUSINFINITY and XPRS_MINUSINFINITY are defined in the Optimizer
library header file.

3. Semi-continuous lower bounds are taken from the dlim array. If this is NULL then they are given a
default value of 1.0. If a semi-continuous variable has a positive lower bound then this will be used as
the semi-continuous lower bound and the lower bound on the variable will be set to zero.
Related topics
XPRSaddsetnames, XPRSloadlp, XPRSloadqglobal, XPRSloadqp, XPRSreadprob.

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XPRSloadlp, XPRSloadlp64
Purpose
Enables the user to pass a matrix directly to the Optimizer, rather than reading the matrix from a file.
Synopsis
int XPRS_CC XPRSloadlp(XPRSprob prob, const char ⁎probname, int ncol, int
nrow, const char qrtype[], const double rhs[], const double range[],
const double obj[], const int mstart[], const int mnel[], const int
mrwind[], const double dmatval[], const double dlb[], const double
dub[]);

int XPRS_CC XPRSloadlp64(XPRSprob prob, const char ⁎probname, int ncol, int
nrow, const char qrtype[], const double rhs[], const double range[],
const double obj[], const XPRSint64 mstart[], const int mnel[], const
int mrwind[], const double dmatval[], const double dlb[], const
double dub[]);
Arguments
prob The current problem.
probname A string of up to MAXPROBNAMELENGTH characters containing a names for the problem.
ncol Number of structural columns in the matrix.
nrow Number of rows in the matrix (not including the objective). Objective coefficients must
be supplied in the obj array, and the objective function should not be included in any of
the other arrays.
qrtype Character array of length nrow containing the row types:
L indicates a ≤ constraint;
E indicates an = constraint;
G indicates a ≥ constraint;
R indicates a range constraint;
N indicates a nonbinding constraint.
rhs Double array of length nrow containing the right hand side coefficients of the rows. The
right hand side value for a range row gives the upper bound on the row.
range Double array of length nrow containing the range values for range rows. Values for all
other rows will be ignored. May be NULL if not required. The lower bound on a range row
is the right hand side value minus the range value. The sign of the range value is ignored
- the absolute value is used in all cases.
obj Double array of length ncol containing the objective function coefficients.
mstart Integer array containing the offsets in the mrwind and dmatval arrays of the start of
the elements for each column. This array is of length ncol or, if mnel is NULL, length
ncol+1. If mnel is NULL, the extra entry of mstart, mstart[ncol], contains the
position in the mrwind and dmatval arrays at which an extra column would start, if it
were present. In C, this value is also the length of the mrwind and dmatval arrays.
mnel Integer array of length ncol containing the number of nonzero elements in each
column. May be NULL if not required. This array is not required if the non-zero
coefficients in the mrwind and dmatval arrays are continuous, and the mstart array
has ncol+1 entries as described above.
mrwind Integer array containing the row indices for the nonzero elements in each column. If the
indices are input contiguously, with the columns in ascending order, the length of the
mrwind is mstart[ncol-1]+mnel[ncol-1] or, if mnel is NULL, mstart[ncol].
dmatval Double array containing the nonzero element values; length as for mrwind.
dlb Double array of length ncol containing the lower bounds on the columns. Use

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XPRS_MINUSINFINITY to represent a lower bound of minus infinity.

dub Double array of length ncol containing the upper bounds on the columns. Use
XPRS_PLUSINFINITY to represent an upper bound of plus infinity.
Related controls
Integer
EXTRACOLS Number of extra columns to be allowed for.
EXTRAELEMS Number of extra matrix elements to be allowed for.
EXTRAPRESOLVE Number of extra elements to allow for in presolve.
EXTRAROWS Number of extra rows to be allowed for.
KEEPNROWS Status for nonbinding rows.
SCALING Type of scaling.
Double
MATRIXTOL Tolerance on matrix elements.
Example
Given an LP problem:

maximize: x+y
subject to: 2x ≥ 3
x + 2y ≥ 3
x+y ≥ 1

the following shows how this may be loaded into the Optimizer using XPRSloadlp:
char probname[] = "small";
int ncol = 2, nrow = 3;
char qrtype[] = {'G','G','G'};
double rhs[] = { 3 , 3 , 1 };
double obj[] = { 1 , 1 };
int mstart[] = { 0 , 3 , 5 };
int mrwind[] = { 0 , 1 , 2 , 1 , 2 };
double dmatval[] = { 2 , 1 , 1 , 2 , 1 };
double dlb[] = { 0 , 0 };
double dub[] = {XPRS_PLUSINFINITY,XPRS_PLUSINFINITY};

XPRSloadlp(prob, probname, ncol, nrow, qrtype, rhs, NULL,

obj, mstart, NULL, mrwind, dmatval, dlb, dub)
Further information
1. The row and column indices follow the usual C convention of going from 0 to nrow-1 and 0 to ncol-1
respectively.
2. The double constants XPRS_PLUSINFINITY and XPRS_MINUSINFINITY are defined in the Optimizer
library header file.
3. For a range constraint, the value in the rhs array specifies the upper bound on the constraint, while the
value in the range array specifies the range on the constraint. So a range constraint j is interpreted as:
X
rhsj – |rangej | ≤ aij xi ≤ rhsj
i

Related topics
XPRSloadglobal, XPRSloadqglobal, XPRSloadqp, XPRSreadprob.

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XPRSloadlpsol
Purpose
Loads an LP solution for the problem into the Optimizer.
Synopsis
int XPRS_CC XPRSloadlpsol(XPRSprob prob, double x[], double slack[], double
dual[], double dj[], int ⁎status);
Arguments
prob The current problem.
x Optional: Double array of length COLS (for the original problem and not the presolve
problem) containing the values of the variables.
slack Optional: double array of length ROWS containing the values of slack variables.
dual Optional: double array of length ROWS containing the values of dual variables.
dj Optional: double array of length COLS containing the values of reduced costs.
status Pointer to an int where the status will be returned. The status is one of:
0 Solution is loaded.
1 Solution is not loaded because the problem is in presolved status.
Example
This example loads a problem, loads a solution for the problem and then uses XPRScrossoverlpsol
to find a basic optimal solution.

XPRSreadprob(prob, "problem", "");

XPRSloadlpsol(prob, x, NULL, dual, NULL, &status);
XPRScrossoverlpsol(prob, &status);
Further information
1. At least one of variables x and dual variables dual must be provided.

2. When variables x is NULL, the variables will be set to their bounds.

3. When slack variables slack is NULL, it will be computed from variables x. If slacks are provided,
variables cannot be omitted.
4. When dual variables dual is NULL, both dual variables and reduced costs will be set to zero.

5. When reduced costs dj is NULL, it will be computed from dual variables dual. If reduced costs are
provided, dual variables cannot be omitted.
Related topics
XPRSgetlpsol, XPRScrossoverlpsol.

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XPRSloadmipsol
Purpose
Loads a MIP solution for the problem into the Optimizer.
Synopsis
int XPRS_CC XPRSloadmipsol(XPRSprob prob, const double dsol[], int
⁎status);
Arguments
prob The current problem.
dsol Double array of length COLS (for the original problem and not the presolve problem)
containing the values of the variables.
status Pointer to an int where the status will be returned. The status is one of:
-1 Solution rejected because an error occurred;
0 Solution accepted. When loading a solution before a MIP solve, the solution is always
accepted. See Further Information below.
1 Solution rejected because it is infeasible;
2 Solution rejected because it is cut off;
3 Solution rejected because the LP reoptimization was interrupted.
Example
This example loads a problem and then loads a solution found previously for the problem to help speed
up the MIP search:

XPRSreadprob(prob,"problem","");
XPRSloadmipsol(prob,dsol,&status);
XPRSmipoptimize(prob,"");
Further information
1. When a solution is loaded before a MIP solve, the solution is simply placed in temporary storage until
the MIP solve is started. Only after the MIP solve has commenced and any presolve has been applied,
will the loaded solution be checked and possibly accepted as a new incumbent integer solution. There
are no checks performed on the solution before the MIP solve and the returned status in
XPRSloadmipsol will always be 0 for accepted.
2. Solutions can be loaded during a MIP solve using the optnode callback function. Any solution loaded
this way is immediately checked and the returned status will be one of the values 0 through 3.

3. Loaded solution values will automatically be adjusted to fit within the current problem bounds.
Related topics
XPRSgetmipsol, XPRSaddcboptnode.

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XPRSloadmodelcuts
Purpose
Specifies that a set of rows in the matrix will be treated as model cuts.
Synopsis
int XPRS_CC XPRSloadmodelcuts(XPRSprob prob, int nmod, const int mrows[]);
Arguments
prob The current problem.
nmod The number of model cuts.
mrows An array of row indices to be treated as cuts.
Error value
268 Cannot perform operation on presolved matrix.
Example
This sets the first six matrix rows as model cuts in the global problem myprob.
int mrows[] = {0,1,2,3,4,5}
...
XPRSloadmodelcuts(prob,6,mrows);
XPRSmipoptimize(prob,"");

Further information
1. During presolve the model cuts are removed from the matrix and added to an internal cut pool. During
the global search, the Optimizer will regularly check this cut pool for any violated model cuts and add
those that cuts off a node LP solution.
2. The model cuts must be "true" model cuts, in the sense that they are redundant at the optimal MIP
solution. The Optimizer does not guarantee to add all violated model cuts, so they must not be required
to define the optimal MIP solution.
Related topics
5.8.

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XPRSloadpresolvebasis
Purpose
Loads a presolved basis from the user’s areas.
Synopsis
int XPRS_CC XPRSloadpresolvebasis(XPRSprob prob, const int rstatus[], const
int cstatus[]);
Arguments
prob The current problem.
rstatus Integer array of length ROWS containing the basis status of the slack, surplus or artificial
variable associated with each row. The status must be one of:
0 slack, surplus or artificial is non-basic at lower bound;
1 slack, surplus or artificial is basic;
2 slack or surplus is non-basic at upper bound.
cstatus Integer array of length COLS containing the basis status of each of the columns in the
matrix. The status must be one of:
0 variable is non-basic at lower bound or superbasic at zero if the variable has no
lower bound;
1 variable is basic;
2 variable is at upper bound;
3 variable is super-basic.
Example
The following example saves the presolved basis for one problem, loading it into another:
int rows, cols, ⁎rstatus, ⁎cstatus;
...
XPRSreadprob(prob,"myprob","");
XPRSmipoptimize(prob,"l");
XPRSgetintattrib(prob,XPRS_ROWS,&rows);
XPRSgetintattrib(prob,XPRS_COLS,&cols);
rstatus = malloc(rows⁎sizeof(int));
cstatus = malloc(cols⁎sizeof(int));
XPRSgetpresolvebasis(prob,rstatus,cstatus);
XPRSreadprob(prob2,"myotherprob","");
XPRSmipoptimize(prob2,"l");
XPRSloadpresolvebasis(prob2,rstatus,cstatus);
Related topics
XPRSgetbasis, XPRSgetpresolvebasis, XPRSloadbasis.

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XPRSloadpresolvedirs
Purpose
Loads directives into the presolved matrix.
Synopsis
int XPRS_CC XPRSloadpresolvedirs(XPRSprob prob, int ndir, const int
mcols[], const int mpri[], const char qbr[], const double dupc[],
const double ddpc[]);
Arguments
prob The current problem.
ndir Number of directives.
mcols Integer array of length ndir containing the column numbers. A negative value indicates
a set number (-1 being the first set, -2 the second, and so on).
mpri Integer array of length ndir containing the priorities for the columns or sets. May be
NULL if not required.
qbr Character array of length ndir specifying the branching direction for each column or
set:
U the entity is to be forced up;
D the entity is to be forced down;
N not specified.
May be NULL if not required.
dupc Double array of length ndir containing the up pseudo costs for the columns or sets.
May be NULL if not required.
ddpc Double array of length ndir containing the down pseudo costs for the columns or sets.
May be NULL if not required.
Example
The following loads priority directives for column 0 in the matrix:
int mcols[] = {0}, mpri[] = {1};
...
XPRSmipoptimize(prob,"l");
XPRSloadpresolvedirs(prob,1,mcols,mpri,NULL,NULL,NULL);
XPRSmipoptimize(prob,"");
Related topics
XPRSgetdirs, XPRSloaddirs.

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XPRSloadqcqp, XPRSloadqcqp64
Purpose
Used to load a quadratic problem with quadratic side constraints into the Optimizer data structure.
Such a problem may have quadratic terms in its objective function as well as in its constraints.
Synopsis
int XPRS_CC XPRSloadqcqp(XPRSprob prob, const char ⁎ probname, int ncol,
int nrow, const char qrtypes[], const double rhs[], const double
range[], const double obj[], const int mstart[], const int mnel[],
const int mrwind[], const double dmatval[], const double dlb[], const
double dub[], int nqtr, const int mqcol1[], const int mqcol2[], const
double dqe[], int qmn, const int qcrows[], const int qcnquads[],
const int qcmqcol1[], const int qcmqcol2[], const double qcdqval[]);

int XPRS_CC XPRSloadqcqp64(XPRSprob prob, const char ⁎ probname, int ncol,

int nrow, const char qrtypes[], const double rhs[], const double
range[], const double obj[], const XPRSint64 mstart[], const int
mnel[], const int mrwind[], const double dmatval[], const double
dlb[], const double dub[], XPRSint64 nqtr, const int mqcol1[], const
int mqcol2[], const double dqe[], int qmn, const int qcrows[], const
XPRSint64 qcnquads[], const int qcmqcol1[], const int qcmqcol2[],
const double qcdqval[]);
Arguments
prob The current problem.
probname A string of up to MAXPROBNAMELENGTH characters containing a name for the problem.
ncol Number of structural columns in the matrix.
nrow Number of rows in the matrix (not including the objective row). Objective coefficients
must be supplied in the obj array, and the objective function should not be included in
any of the other arrays.
qrtype Character array of length nrow containing the row types:
L indicates a <= constraint (use this one for quadratic constraints as well);
E indicates an = constraint;
G indicates a >= constraint;
R indicates a range constraint;
N indicates a nonbinding constraint.
rhs Double array of length nrow containing the right hand side coefficients of the rows. The
right hand side value for a range row gives the upper bound on the row.
range Double array of length nrow containing the range values for range rows. Values for all
other rows will be ignored. May be NULL if there are no ranged constraints. The lower
bound on a range row is the right hand side value minus the range value. The sign of the
range value is ignored - the absolute value is used in all cases.
obj Double array of length ncol containing the objective function coefficients.
mstart Integer array containing the offsets in the mrwind and dmatval arrays of the start of
the elements for each column. This array is of length ncol or, if mnel is NULL, length
ncol+1. If mnel is NULL the extra entry of mstart, mstart[ncol], contains the
position in the mrwind and dmatval arrays at which an extra column would start, if it
were present. In C, this value is also the length of the mrwind and dmatval arrays.
mnel Integer array of length ncol containing the number of nonzero elements in each
column. May be NULL if all elements are contiguous and mstart[ncol] contains the
offset where the elements for column ncol+1 would start. This array is not required if
the non-zero coefficients in the mrwind and dmatval arrays are continuous, and the

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mstart array has ncol+1 entries as described above. It may be NULL if not required.
mrwind Integer array containing the row indices for the nonzero elements in each column. If the
indices are input contiguously, with the columns in ascending order, the length of the
mrwind is mstart[ncol-1]+mnel[ncol-1] or, if mnel is NULL, mstart[ncol].
dmatval Double array containing the nonzero element values; length as for mrwind.
dlb Double array of length ncol containing the lower bounds on the columns. Use
XPRS_MINUSINFINITY to represent a lower bound of minus infinity.
dub Double array of length ncol containing the upper bounds on the columns. Use
XPRS_PLUSINFINITY to represent an upper bound of plus infinity.
nqtr Number of quadratic terms.
mqc1 Integer array of size nqtr containing the column index of the first variable in each
quadratic term.
mqc2 Integer array of size nqtr containing the column index of the second variable in each
quadratic term.
dqe Double array of size nqtr containing the quadratic coefficients.
qmn Number of rows containing quadratic matrices.
qcrows Integer array of size qmn, containing the indices of rows with quadratic matrices in
them. Note that the rows are expected to be defined in qrtype as type L.
qcnquads Integer array of size qmn, containing the number of nonzeros in each quadratic
constraint matrix.
qcmqcol1 Integer array of size nqcelem, where nqcelem equals the sum of the elements in
qcnquads (i.e. the total number of quadratic matrix elements in all the constraints). It
contains the first column indices of the quadratic matrices. Indices for the first matrix
are listed from 0 to qcnquads[0]-1, for the second matrix from qcnquads[0] to
qcnquads[0]+ qcnquads[1]-1, etc.
qcmqcol2 Integer array of size nqcelem, containing the second index for the quadratic constraint
matrices.
qcdqval Integer array of size nqcelem, containing the coefficients for the quadratic constraint
matrices.

Related controls
Integer
EXTRACOLS Number of extra columns to be allowed for.
EXTRAELEMS Number of extra matrix elements to be allowed for.
EXTRAMIPENTS Number of extra global entities to be allowed for.
EXTRAPRESOLVE Number of extra elements to allow for in presolve.
EXTRAQCELEMENTS Number of extra qcqp elements to be allowed for.
EXTRAQCROWS Number of extra qcqp matrices to be allowed for.
EXTRAROWS Number of extra rows to be allowed for.
KEEPNROWS Status for nonbinding rows.
SCALING Type of scaling.
Double
MATRIXTOL Tolerance on matrix elements.
Example
To load the following problem presented in LP format:
minimize [ x^2 ]
s.t.
4 x + y <= 4
x + y + [z^2] <= 5

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[ x^2 + 2 x⁎y + y^2 + 4 y⁎z + z^2 ] <= 10

x + 2 y >= 8
[ 3 y^2 ] <= 20
end
the following code may be used:
{
int ncols = 3;
int nrows = 5;
char rowtypes[] = {'L','L','L','G','L'};
double rhs[] = {4,5,10,8,20};
double range[] = {0,0,0,0,0};
double obj[] = {0,0,0,0,0};
int mstart[] = {0,3,6,6};
int⁎ mnel = NULL;
int mrind[] = {0,1,3,0,1,3};
double dmatval[] = {4,1,1,1,1,2};
double lb[] = {0,0,0};
double ub[] = {XPRS_PLUSINFINITY,XPRS_PLUSINFINITY,
XPRS_PLUSINFINITY};

int nqtr = 1;
int mqc1[] = {0};
int mqc2[] = {0};
double dqe[] = {1};

int qmn = 3;
int qcrows[] = {1,2,4};
int qcnquads[] = {1,5,1};
int qcmcol1[] = {2,0,0,1,1,2,1};
int qcmcol2[] = {2,0,1,1,2,2,1};
// ! to have 2xy define 1xy (1yx will be assumed to be implicitly present)
double qcdqval[] = {1,9,1,8,2,7,3};
}

XPRSloadqcqp(xprob,"qcqp",ncols,nrows,rowtypes,rhs,range,obj,mstart,
mnel,mrind,dmatval,lb,ub,nqtr,mqc1,mqc2,dqe,qmn,qcrows,qcnquads,
qcmcol1,qcmcol2,qcdqval);

Further information
1. The objective function is of the form cT x+ 0.5 xT Qx where Q is positive semi-definite for
minimization problems and negative semi-definite for maximization problems. If this is not the case
the optimization algorithms may converge to a local optimum or may not converge at all. Note that only
the upper or lower triangular part of the Q matrix is specified.
2. All Q matrices in the constraints must be positive semi-definite. Note that only the upper or lower
triangular part of the Q matrix is specified for constraints as well.
3. The row and column indices follow the usual C convention of going from 0 to nrow-1 and 0 to ncol-1
respectively.
4. The double constants XPRS_PLUSINFINITY and XPRS_MINUSINFINITY are defined in the Optimizer
library header file.

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Related topics
XPRSloadglobal, XPRSloadlp, XPRSloadqglobal, XPRSloadqp, XPRSreadprob.

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XPRSloadqcqpglobal, XPRSloadqcqpglobal64
Purpose
Used to load a global, quadratic problem with quadratic side constraints into the Optimizer data
structure. Such a problem may have quadratic terms in its objective function as well as in its
constraints. Integer, binary, partial integer, semi-continuous and semi-continuous integer variables can
be defined, together with sets of type 1 and 2. The reference row values for the set members are
passed as an array rather than specifying a reference row.

Synopsis
int XPRS_CC XPRSloadqcqpglobal(XPRSprob prob, const char ⁎ probname, int
ncol, int nrow, const char qrtypes[], const double rhs[], const
double range[], const double obj[], const int mstart[], const int
mnel[], const int mrwind[], const double dmatval[], const double
dlb[], const double dub[], int nqtr, const int mqcol1[], const int
mqcol2[], const double dqe[], int qmn, const int qcrows[], const int
qcnquads[], const int qcmqcol1[], const int qcmqcol2[], const double
qcdqval[], const int ngents, const int nsets, const char qgtype[],
const int mgcols[], const double dlim[], const char qstype[], const
int msstart[], const int mscols[], const double dref[]);

int XPRS_CC XPRSloadqcqpglobal64(XPRSprob prob, const char ⁎ probname, int

ncol, int nrow, const char qrtypes[], const double rhs[], const
double range[], const double obj[], const XPRSint64 mstart[], const
int mnel[], const int mrwind[], const double dmatval[], const double
dlb[], const double dub[], XPRSint64 nqtr, const int mqcol1[], const
int mqcol2[], const double dqe[], int qmn, const int qcrows[], const
XPRSint64 qcnquads[], const int qcmqcol1[], const int qcmqcol2[],
const double qcdqval[], const int ngents, const int nsets, const char
qgtype[], const int mgcols[], const double dlim[], const char
qstype[], const XPRSint64 msstart[], const int mscols[], const double
dref[]);
Arguments
prob The current problem.
probname A string of up to MAXPROBNAMELENGTH characters containing a name for the problem.
ncol Number of structural columns in the matrix.
nrow Number of rows in the matrix (not including the objective row). Objective coefficients
must be supplied in the obj array, and the objective function should not be included in
any of the other arrays.
qrtype Character array of length nrow containing the row types:
L indicates a <= constraint (use this one for quadratic constraints as well);
E indicates an = constraint;
G indicates a >= constraint;
R indicates a range constraint;
N indicates a nonbinding constraint.
rhs Double array of length nrow containing the right hand side coefficients of the rows. The
right hand side value for a range row gives the upper bound on the row.
range Double array of length nrow containing the range values for range rows. Values for all
other rows will be ignored. May be NULL if there are no ranged constraints. The lower
bound on a range row is the right hand side value minus the range value. The sign of the
range value is ignored - the absolute value is used in all cases.
obj Double array of length ncol containing the objective function coefficients.

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mstart Integer array containing the offsets in the mrwind and dmatval arrays of the start of
the elements for each column. This array is of length ncol or, if mnel is NULL, length
ncol+1. If mnel is NULL the extra entry of mstart, mstart[ncol], contains the
position in the mrwind and dmatval arrays at which an extra column would start, if it
were present. In C, this value is also the length of the mrwind and dmatval arrays.
mnel Integer array of length ncol containing the number of nonzero elements in each
column. May be NULL if all elements are contiguous and mstart[ncol] contains the
offset where the elements for column ncol+1 would start. This array is not required if
the non-zero coefficients in the mrwind and dmatval arrays are continuous, and the
mstart array has ncol+1 entries as described above. It may be NULL if not required.
mrwind Integer array containing the row indices for the nonzero elements in each column. If the
indices are input contiguously, with the columns in ascending order, the length of the
mrwind is mstart[ncol-1]+mnel[ncol-1] or, if mnel is NULL, mstart[ncol].
dmatval Double array containing the nonzero element values; length as for mrwind.
dlb Double array of length ncol containing the lower bounds on the columns. Use
XPRS_MINUSINFINITY to represent a lower bound of minus infinity.
dub Double array of length ncol containing the upper bounds on the columns. Use
XPRS_PLUSINFINITY to represent an upper bound of plus infinity.
nqtr Number of quadratic terms.
mqc1 Integer array of size nqtr containing the column index of the first variable in each
quadratic term.
mqc2 Integer array of size nqtr containing the column index of the second variable in each
quadratic term.
dqe Double array of size nqtr containing the quadratic coefficients.
qmn Number of rows containing quadratic matrices.
qcrows Integer array of size qmn, containing the indices of rows with quadratic matrices in
them. Note that the rows are expected to be defined in qrtype as type L.
qcnquads Integer array of size qmn, containing the number of nonzeros in each quadratic
constraint matrix.
qcmqcol1 Integer array of size nqcelem, where nqcelem equals the sum of the elements in
qcnquads (i.e. the total number of quadratic matrix elements in all the constraints). It
contains the first column indices of the quadratic matrices. Indices for the first matrix
are listed from 0 to qcnquads[0]-1, for the second matrix from qcnquads[0] to
qcnquads[0]+ qcnquads[1]-1, etc.
qcmqcol2 Integer array of size nqcelem, containing the second index for the quadratic constraint
matrices.
qcdqval Integer array of size nqcelem, containing the coefficients for the quadratic constraint
matrices.
ngents Number of binary, integer, semi-continuous, semi-continuous integer and partial integer
entities.
nsets Number of SOS1 and SOS2 sets.
qgtype Character array of length ngents containing the entity types:
B binary variables;
I integer variables;
P partial integer variables;
S semi-continuous variables;
R semi-continuous integer variables.
mgcols Integer array of length ngents containing the column indices of the global entities.
dlim Double array of length ngents containing the integer limits for the partial integer
variables and lower bounds for semi-continuous and semi-continuous integer variables

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(any entries in the positions corresponding to binary and integer variables will be
ignored). May be NULL if not required.
qstype Character array of length nsets containing the set types:
1 SOS1 type sets;
2 SOS2 type sets.
May be NULL if not required.
msstart Integer array containing the offsets in the mscols and dref arrays indicating the start
of the sets. This array is of length nsets+1, the last member containing the offset
where set nsets+1 would start. May be NULL if not required.
mscols Integer array of length msstart[nsets]-1 containing the columns in each set. May
be NULL if not required.
dref Double array of length msstart[nsets]-1 containing the reference row entries for
each member of the sets. May be NULL if not required.
Related controls
Integer
EXTRACOLS Number of extra columns to be allowed for.
EXTRAELEMS Number of extra matrix elements to be allowed for.
EXTRAMIPENTS Number of extra global entities to be allowed for.
EXTRAPRESOLVE Number of extra elements to allow for in presolve.
EXTRAQCELEMENTS Number of extra qcqp elements to be allowed for.
EXTRAQCROWS Number of extra qcqp matrices to be allowed for.
EXTRAROWS Number of extra rows to be allowed for.
KEEPNROWS Status for nonbinding rows.
SCALING Type of scaling.
Double
MATRIXTOL Tolerance on matrix elements.
Further information
1. The objective function is of the form cT x+ 0.5 xT Qx where Q is positive semi-definite for
minimization problems and negative semi-definite for maximization problems. If this is not the case
the optimization algorithms may converge to a local optimum or may not converge at all. Note that only
the upper or lower triangular part of the Q matrix is specified.
2. All Q matrices in the constraints must be positive semi-definite. Note that only the upper or lower
triangular part of the Q matrix is specified for constraints as well.
3. The row and column indices follow the usual C convention of going from 0 to nrow-1 and 0 to ncol-1
respectively.
4. The double constants XPRS_PLUSINFINITY and XPRS_MINUSINFINITY are defined in the Optimizer
library header file.

5. The row and column indices follow the usual C convention of going from 0 to nrow-1 and 0 to ncol-1
respectively.
6. The double constants XPRS_PLUSINFINITY and XPRS_MINUSINFINITY are defined in the Optimizer
library header file.

7. Semi-continuous lower bounds are taken from the dlim array. If this is NULL then they are given a
default value of 1.0. If a semi-continuous variable has a positive lower bound then this will be used as
the semi-continuous lower bound and the lower bound on the variable will be set to zero.
Related topics
XPRSloadglobal, XPRSloadlp, XPRSloadqcqp, XPRSloadqglobal, XPRSloadqp,

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XPRSreadprob.

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Console and Library Functions

XPRSloadqglobal, XPRSloadqglobal64
Purpose
Used to load a global problem with quadratic objective coefficients in to the Optimizer data structures.
Integer, binary, partial integer, semi-continuous and semi-continuous integer variables can be defined,
together with sets of type 1 and 2. The reference row values for the set members are passed as an
array rather than specifying a reference row.

Synopsis
int XPRS_CC XPRSloadqglobal(XPRSprob prob, const char ⁎probname, int ncol,
int nrow, const char qrtype[], const double rhs[], const double
range[], const double obj[], const int mstart[], const int mnel[],
const int mrwind[], const double dmatval[], const double dlb[], const
double dub[], int nqtr, const int mqc1[], const int mqc2[], const
double dqe[], const int ngents, const int nsets, const char qgtype[],
const int mgcols[], const double dlim[], const char qstype[], const
int msstart[], const int mscols[], const double dref[]);

int XPRS_CC XPRSloadqglobal64(XPRSprob prob, const char ⁎probname, int

ncol, int nrow, const char qrtype[], const double rhs[], const double
range[], const double obj[], const XPRSint64 mstart[], const int
mnel[], const int mrwind[], const double dmatval[], const double
dlb[], const double dub[], XPRSint64 nqtr, const int mqc1[], const
int mqc2[], const double dqe[], const int ngents, const int nsets,
const char qgtype[], const int mgcols[], const double dlim[], const
char qstype[], const XPRSint64 msstart[], const int mscols[], const
double dref[]);
Arguments
prob The current problem.
probname A string of up to MAXPROBNAMELENGTH characters containing a name for the problem.
ncol Number of structural columns in the matrix.
nrow Number of rows in the matrix (not including the objective). Objective coefficients must
be supplied in the obj array, and the objective function should not be included in any of
the other arrays.
qrtype Character array of length nrow containing the row type:
L indicates a ≤ constraint;
E indicates an = constraint;
G indicates a ≥ constraint;
R indicates a range constraint;
N indicates a nonbinding constraint.
rhs Double array of length nrow containing the right hand side coefficients. The right hand
side value for a range row gives the upper bound on the row.
range Double array of length nrow containing the range values for range rows. The values in
the range array will only be read for R type rows. The entries for other type rows will be
ignored. May be NULL if not required. The lower bound on a range row is the right hand
side value minus the range value. The sign of the range value is ignored - the absolute
value is used in all cases.
obj Double array of length ncol containing the objective function coefficients.
mstart Integer array containing the offsets in the mrwind and dmatval arrays of the start of
the elements for each column. This array is of length ncol or, if mnel is NULL, length
ncol+1.
mnel Integer array of length ncol containing the number of nonzero elements in each

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column. May be NULL if not required. This array is not required if the non-zero
coefficients in the mrwind and dmatval arrays are continuous, and the mstart array
has ncol+1 entries as described above. It may be NULL if not required.
mrwind Integer arrays containing the row indices for the nonzero elements in each column. If
the indices are input contiguously, with the columns in ascending order, then the length
of mrwind is mstart[ncol-1]+mnel[ncol-1] or, if mnel is NULL, mstart[ncol].
dmatval Double array containing the nonzero element values length as for mrwind.
dlb Double array of length ncol containing the lower bounds on the columns. Use
XPRS_MINUSINFINITY to represent a lower bound of minus infinity.
dub Double array of length ncol containing the upper bounds on the columns. Use
XPRS_PLUSINFINITY to represent an upper bound of plus infinity.
nqtr Number of quadratic terms.
mqc1 Integer array of size nqtr containing the column index of the first variable in each
quadratic term.
mqc2 Integer array of size nqtr containing the column index of the second variable in each
quadratic term.
dqe Double array of size nqtr containing the quadratic coefficients.
ngents Number of binary, integer, semi-continuous, semi-continuous integer and partial integer
entities.
nsets Number of SOS1 and SOS2 sets.
qgtype Character array of length ngents containing the entity types:
B binary variables;
I integer variables;
P partial integer variables;
S semi-continuous variables;
R semi-continuous integers.
mgcols Integer array of length ngents containing the column indices of the global entities.
dlim Double array of length ngents containing the integer limits for the partial integer
variables and lower bounds for semi-continuous and semi-continuous integer variables
(any entries in the positions corresponding to binary and integer variables will be
ignored). May be NULL if not required.
qstype Character array of length nsets containing:
1 SOS1 type sets;
2 SOS2 type sets.
May be NULL if not required.
msstart Integer array containing the offsets in the mscols and dref arrays indicating the start
of the sets. This array is of length nsets+1, the last member containing the offset
where set nsets+1 would start. May be NULL if not required.
mscols Integer array of length msstart[nsets]-1 containing the columns in each set. May
be NULL if not required.
dref Double array of length msstart[nsets]-1 containing the reference row entries for
each member of the sets. May be NULL if not required.
Related controls
Integer
EXTRACOLS Number of extra columns to be allowed for.
EXTRAELEMS Number of extra matrix elements to be allowed for.
EXTRAMIPENTS Number of extra global entities to be allowed for.
EXTRAPRESOLVE Number of extra elements to allow for in presolve.
EXTRAROWS Number of extra rows to be allowed for.

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KEEPNROWS Status for nonbinding rows.

SCALING Type of scaling.
Double
MATRIXTOL Tolerance on matrix elements.
SOSREFTOL Minimum gap between reference row entries.
Example
Minimize -6x1 + 2x1 2 - 2x1 x2 + 2x2 2 subject to x1 + x2 ≤ 1.9, where x1 must be an integer:
int nrow = 1, ncol = 2, nquad = 3;
int mstart[] = {0, 1, 2};
int mrwind[] = {0, 0};
double dmatval[] = {1, 1};
double rhs[] = {1.9};
char qrtype[] = {'L'};
double lbound[] = {0, 0};
double ubound[] = {XPRS_PLUSINFINITY, XPRS_PLUSINFINITY};

double obj[] = {-6, 0};

int mqc1[] = {0, 0, 1};
int mqc2[] = {0, 1, 1};
double dquad[] = {4, -2, 4};

int ngents = 1, nsets = 0;

int mgcols[] = {0};
char qgtype[]={'I'};

double ⁎primal, ⁎dual;

primal = malloc(ncol⁎sizeof(double));
dual = malloc(nrow⁎sizeof(double));
...
XPRSloadqglobal(prob, "myprob", ncol, nrow, qrtype, rhs,
NULL, obj, mstart, NULL, mrwind,
dmatval, lbound, ubound, nquad, mqc1, mqc2,
dquad, ngents, nsets, qgtype, mgcols, NULL,
NULL, NULL, NULL, NULL)
Further information
1. The objective function is of the form c’x+ 0.5 x’Qx where Q is positive semi-definite for
minimization problems and negative semi-definite for maximization problems. If this is not the case
the optimization algorithms may converge to a local optimum or may not converge at all. Note that only
the upper or lower triangular part of the Q matrix is specified.

2. The row and column indices follow the usual C convention of going from 0 to nrow-1 and 0 to ncol-1
respectively.
3. The double constants XPRS_PLUSINFINITY and XPRS_MINUSINFINITY are defined in the Optimizer
library header file.
Related topics
XPRSaddsetnames, XPRSloadglobal, XPRSloadlp, XPRSloadqp, XPRSreadprob.

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XPRSloadqp, XPRSloadqp64
Purpose
Used to load a quadratic problem into the Optimizer data structure. Such a problem may have quadratic
terms in its objective function, although not in its constraints.
Synopsis
int XPRS_CC XPRSloadqp(XPRSprob prob, const char ⁎probname, int ncol, int
nrow, const char qrtype[], const double rhs[], const double range[],
const double obj[], const int mstart[], const int mnel[], const int
mrwind[], const double dmatval[], const double dlb[], const double
dub[], int nqtr, const int mqc1[], const int mqc2[], const double
dqe[]);

int XPRS_CC XPRSloadqp64(XPRSprob prob, const char ⁎probname, int ncol, int
nrow, const char qrtype[], const double rhs[], const double range[],
const double obj[], const XPRSint64 mstart[], const int mnel[], const
int mrwind[], const double dmatval[], const double dlb[], const
double dub[], XPRSint64 nqtr, const int mqc1[], const int mqc2[],
const double dqe[]);
Arguments
prob The current problem.
probname A string of up to MAXPROBNAMELENGTH characters containing a names for the problem.
ncol Number of structural columns in the matrix.
nrow Number of rows in the matrix (not including the objective row). Objective coefficients
must be supplied in the obj array, and the objective function should not be included in
any of the other arrays.
qrtype Character array of length nrow containing the row types:
L indicates a ≤ constraint;
E indicates an = constraint;
G indicates a ≥ constraint;
R indicates a range constraint;
N indicates a nonbinding constraint.
rhs Double array of length nrow containing the right hand side coefficients of the rows. The
right hand side value for a range row gives the upper bound on the row.
range Double array of length nrow containing the range values for range rows. Values for all
other rows will be ignored. May be NULL if there are no ranged constraints. The lower
bound on a range row is the right hand side value minus the range value. The sign of the
range value is ignored - the absolute value is used in all cases.
obj Double array of length ncol containing the objective function coefficients.
mstart Integer array containing the offsets in the mrwind and dmatval arrays of the start of
the elements for each column. This array is of length ncol or, if mnel is NULL, length
ncol+1. If mnel is NULL the extra entry of mstart, mstart[ncol], contains the
position in the mrwind and dmatval arrays at which an extra column would start, if it
were present. In C, this value is also the length of the mrwind and dmatval arrays.
mnel Integer array of length ncol containing the number of nonzero elements in each
column. May be NULL if all elements are contiguous and mstart[ncol] contains the
offset where the elements for column ncol+1 would start. This array is not required if
the non-zero coefficients in the mrwind and dmatval arrays are continuous, and the
mstart array has ncol+1 entries as described above. It may be NULL if not required.
mrwind Integer array containing the row indices for the nonzero elements in each column. If the
indices are input contiguously, with the columns in ascending order, the length of the

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mrwind is mstart[ncol-1]+mnel[ncol-1] or, if mnel is NULL, mstart[ncol].

dmatval Double array containing the nonzero element values; length as for mrwind.
dlb Double array of length ncol containing the lower bounds on the columns. Use
XPRS_MINUSINFINITY to represent a lower bound of minus infinity.
dub Double array of length ncol containing the upper bounds on the columns. Use
XPRS_PLUSINFINITY to represent an upper bound of plus infinity.
nqtr Number of quadratic terms.
mqc1 Integer array of size nqtr containing the column index of the first variable in each
quadratic term.
mqc2 Integer array of size nqtr containing the column index of the second variable in each
quadratic term.
dqe Double array of size nqtr containing the quadratic coefficients.
Related controls
Integer
EXTRACOLS Number of extra columns to be allowed for.
EXTRAELEMS Number of extra matrix elements to be allowed for.
EXTRAPRESOLVE Number of extra elements to allow for in presolve.
EXTRAROWS Number of extra rows to be allowed for.
KEEPNROWS Status for nonbinding rows.
SCALING Type of scaling.
Double
MATRIXTOL Tolerance on matrix elements.

Example
Minimize -6x1 + 2x1 2 - 2x1 x2 + 2x2 2 subject to x1 + x2 ≤ 1.9:
int nrow = 1, ncol = 2, nquad = 3;
int mstart[] = {0, 1, 2};
int mrwind[] = {0, 0};
double dmatval[] = {1, 1};
double rhs[] = {1.9};
char qrtype[] = {'L'};
double lbound[] = {0, 0};
double ubound[] = {XPRS_PLUSINFINITY,XPRS_PLUSINFINITY};

double obj[] = {-6, 0};

int mqc1[] = {0, 0, 1};
int mqc2[] = {0, 1, 1};
double dquad[] = {4, -2, 4};

double ⁎primal, ⁎dual;

primal = malloc(ncol⁎sizeof(double));
dual = malloc(nrow⁎sizeof(double));
...
XPRSloadqp(prob, "example", ncol, nrow, qrtype, rhs,
NULL, obj, mstart, NULL, mrwind, dmatval,
lbound, ubound, nquad, mqc1, mqc2, dquad)

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Further information
1. The objective function is of the form c’x+ 0.5 x’Qx where Q is positive semi-definite for
minimization problems and negative semi-definite for maximization problems. If this is not the case
the optimization algorithms may converge to a local optimum or may not converge at all. Note that only
the upper or lower triangular part of the Q matrix is specified.
2. The row and column indices follow the usual C convention of going from 0 to nrow-1 and 0 to ncol-1
respectively.
3. The double constants XPRS_PLUSINFINITY and XPRS_MINUSINFINITY are defined in the Optimizer
library header file.
Related topics
XPRSloadglobal, XPRSloadlp, XPRSloadqglobal, XPRSreadprob.

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XPRSloadsecurevecs
Purpose
Allows the user to mark rows and columns in order to prevent the presolve removing these rows and
columns from the matrix.
Synopsis
int XPRS_CC XPRSloadsecurevecs(XPRSprob prob, int nr, int nc, const int
mrow[], const int mcol[]);
Arguments
prob The current problem.
nr Number of rows to be marked.
nc Number of columns to be marked.
mrow Integer array of length nr containing the rows to be marked. May be NULL if not
required.
mcol Integer array of length nc containing the columns to be marked. May be NULL if not
required.
Example
This sets the first six rows and the first four columns to not be removed during presolve.

int mrow[] = {0,1,2,3,4,5};

int mcol[] = {0,1,2,3};
...
XPRSreadprob(prob,"myprob","");
XPRSloadsecurevecs(prob,6,4,mrow,mcol);
XPRSmipoptimize(prob,"");

Related topics
5.3.

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XPRSlpoptimize LPOPTIMIZE
Purpose
This function begins a search for the optimal continuous (LP) solution. The direction of optimization is
given by OBJSENSE. The status of the problem when the function completes can be checked using
LPSTATUS. Any global entities in the problem will be ignored.
Synopsis
int XPRS_CC XPRSlpoptimize(XPRSprob prob, const char ⁎flags);
LPOPTIMIZE [-flags]
Arguments
prob The current problem.
flags Flags to pass to XPRSlpoptimize (LPOPTIMIZE). 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;
n (lower case N), the network part of the model will be identified and solved using
the network simplex algorithm;
Further information
1. The algorithm used to optimize is determined by the DEFAULTALG control if no flags are provided. By
default, the dual simplex is used for linear problems and the barrier is used for non-linear 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.
Related topics
XPRSmipoptimize (MIPOPTIMIZE), 4.

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XPRSmaxim, XPRSminim MAXIM, MINIM

Purpose
Begins a search for the optimal LP solution. These functions are deprecated and might be removed in a
future release. XPRSlpoptimize or XPRSmipoptimize should be used instead.
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.
BARORDERTHREADS Maximum number of theads for the ordering algorithm.
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.

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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 Tolerance in the Cholesky decomposition.
ELIMTOL Markowitz tolerance for elimination phase of presolve.
ETATOL Tolerance on eta elements.
FEASTOL 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.
Related topics
XPRSglobal (GLOBAL), XPRSreadbasis (READBASIS), XPRSgoal (GOAL), 4, A.8.

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XPRSmipoptimize MIPOPTIMIZE
Purpose
This function begins a global 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.
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 global entities are relaxed. If the argument
includes:
b the initial continuous relaxation will be solved using the Newton barrier method;
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.
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 global 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 global search is given by
DEFAULTALG. The default is to use the dual simplex algorithm.
Related topics
XPRSlpoptimize (LPOPTIMIZE), 4.

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XPRSobjsa
Purpose
Returns upper and lower sensitivity ranges for specified objective function coefficients. If the objective
coefficients are varied within these ranges the current basis remains optimal and the reduced costs
remain valid.
Synopsis
int XPRS_CC XPRSobjsa(XPRSprob prob, int nels, const int mindex[], double
lower[], double upper[]);
Arguments
prob The current problem.
nels Number of objective function coefficients whose sensitivity is sought.
mindex Integer array of length nels containing the indices of the columns whose objective
function coefficients sensitivity ranges are required.
lower Double array of length nels where the objective function lower range values are to be
returned.
upper Double array of length nels where the objective function upper range values are to be
returned.

Example
Here we obtain the objective function ranges for the three columns: 2, 6 and 8:
mindex[0] = 2; mindex[1] = 8; mindex[2] = 6;
XPRSobjsa(prob,3,mindex,lower,upper);

After which lower and upper contain:

lower[0] = 5.0; upper[0] = 7.0;
lower[1] = 3.8; upper[1] = 5.2;
lower[2] = 5.7; upper[2] = 1e+20;

Meaning that the current basis remains optimal when 5.0 ≤ C2 ≤ 7.0, 3.8 ≤ C8 ≤ 5.2 and 5.7 ≤ C6 , Ci
being the objective coefficient of column i.
Further information
XPRSobjsa can only be called when an optimal solution to the current LP has been found. It cannot be
used when the problem is MIP presolved.

Related topics
XPRSrhssa.

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XPRSpivot
Purpose
Performs a simplex pivot by bringing variable in into the basis and removing out.
Synopsis
int XPRS_CC XPRSpivot(XPRSprob prob, int in, int out);
Arguments
prob The current problem.
in Index of row or column to enter basis.
out Index of row or column to leave basis.
Error values
425 in is invalid (out of range or already basic).
426 out is invalid (out of range or not eligible, e.g. nonbasic, zero pivot, etc.).
Related controls
Double
PIVOTTOL Pivot tolerance.
RELPIVOTTOL Relative pivot tolerance.
Example
The following brings the 7th variable into the basis and removes the 5th:
XPRSpivot(prob,6,4)

Further information
Row indices are in the range 0 to ROWS-1, whilst columns are in the range ROWS+SPAREROWS to
ROWS+SPAREROWS+COLS-1.
Related topics
XPRSgetpivotorder, XPRSgetpivots.

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XPRSpostsolve POSTSOLVE
Purpose
Postsolve the current matrix when it is in a presolved state.
Synopsis
int XPRS_CC XPRSpostsolve(XPRSprob prob);
POSTSOLVE
Argument
prob The current problem.
Further information
A problem is left in a presolved state whenever a LP or MIP optimization does not complete. In these
cases XPRSpostsolve (POSTSOLVE) can be called to get the problem back into its original state.
Related topics
XPRSlpoptimize, XPRSmipoptimize

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XPRSpresolverow
Purpose
Presolves a row formulated in terms of the original variables such that it can be added to a presolved
matrix.
Synopsis
int XPRS_CC XPRSpresolverow(XPRSprob prob, char qrtype, int nzo, const int
mcolso[], const double dvalo[], double drhso, int maxcoeffs, int ⁎
nzp, int mcolsp[], double dvalp[], double ⁎ drhsp, int ⁎ status);
Arguments
prob The current problem.
qrtype The type of the row:
L indicates a ≤ row;
G indicates a ≥ row.
nzo Number of elements in the mcolso and dvalo arrays.
mcolso Integer array of length nzo containing the column indices of the row to presolve.
dvalo Double array of length nzo containing the non-zero coefficients of the row to presolve.
drhso The right-hand side constant of the row to presolve.
maxcoeffs Maximum number of elements to return in the mcolsp and dvalp arrays.
nzp Pointer to the integer where the number of elements in the mcolsp and dvalp arrays
will be returned.
mcolsp Integer array which will be filled with the column indices of the presolved row. It must be
allocated to hold at least COLS elements.
dvalp Double array which will be filled with the coefficients of the presolved row. It must be
allocated to hold at least COLS elements.
drhsp Pointer to the double where the presolved right-hand side will be returned.
status Status of the presolved row:
-3 Failed to presolve the row due to presolve dual reductions;
-2 Failed to presolve the row due to presolve duplicate column reductions;
-1 Failed to presolve the row due to an error. Check the Optimizer error code for
the cause;
0 The row was successfully presolved;
1 The row was presolved, but may be relaxed.
Related controls
Integer
PRESOLVE Turns presolve on or off.
PRESOLVEOPS Selects the presolve operations.
Example
Suppose we want to add the row 2x1 + x2 ≤ 1 to our presolved matrix. This could be done in the
following way:
int mindo[] = { 1, 2 };
int dvalo[] = { 2.0, 1.0 };
char qrtype = 'L';
double drhso = 1.0;
int nzp, status, mtype, mstart[2], ⁎mindp;
double drhsp, ⁎dvalp;
...
XPRSgetintattrib(prob, XPRS_COLS, &ncols);
mindp = (int⁎) malloc(ncols⁎sizeof(int));

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dvalp = (double⁎) malloc(ncols⁎sizeof(double));

XPRSpresolverow(prob, qrtype, 2, mindo, dvalo, drhso, ncols,
&nzp, mindp, dvalp, &drhsp, &status);
if (status >= 0) {
mtype = 0;
mstart[0] = 0; mstart[1] = nzp;
XPRSaddcuts(prob, 1, &mtype, &qrtype, &drhsp, mstart, mindp,
dvalp);
}
Further information
There are certain presolve operations that can prevent a row from being presolved exactly. If the row
contains a coefficient for a column that was eliminated due to duplicate column reductions or
singleton column reductions, the row might have to be relaxed to remain valid for the presolved
problem. The relaxation will be done automatically by the XPRSpresolverow function, but a return
status of +1 will be returned. If it is not possible to relax the row, a status of -2 will be returned instead.
Likewise, it is possible that certain dual reductions prevents the row from being presolved. In such a
case a status of -3 will be returned instead.
If XPRSpresolverow will be used for presolving e.g. branching bounds or constraints, then dual
reductions and duplicate column reductions should be disabled, by clearing the corresponding bits of
PRESOLVEOPS. By clearing these bits, the default value for PRESOLVEOPS changes to 471.
If the user knows in advance which columns will have non-zero coefficients in rows that will be
presolved, it is possible to protect these individual columns through the XPRSloadsecurevecs
function. This way the Optimizer is left free to apply all possible reductions to the remaining columns.
Related topics
XPRSaddcuts, XPRSloadsecurevecs, XPRSsetbranchcuts, XPRSstorecuts.

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PRINTRANGE
Purpose
Writes the ranging information to the screen. The binary range file (.rng) must already exist, created
by XPRSrange (RANGE).
Synopsis
PRINTRANGE

Related controls
Integer
MAXPAGELINES Number of lines between page breaks.
Double
OUTPUTTOL Tolerance on print values.
Further information
See WRITEPRTRANGE for more information.

Related topics
XPRSgetcolrange, XPRSgetrowrange, XPRSrange (RANGE), XPRSwriteprtsol,
XPRSwriterange, A.6.

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PRINTSOL
Purpose
Writes the current solution to the screen.
Synopsis
PRINTSOL
Related controls
Integer
MAXPAGELINES Number of lines between page breaks.
Double
OUTPUTTOL Tolerance on print values.
Further information
See WRITEPRTSOL for more information.
Related topics
XPRSgetlpsol, XPRSgetmipsol, XPRSwriteprtsol.

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QUIT
Purpose
Terminates the Console Optimizer, returning a zero exit code to the operating system. Alias for EXIT.
Synopsis
QUIT
Example
The command is called simply as:
QUIT
Further information
1. Fatal error conditions return nonzero exit values which may be of use to the host operating system.
These are described in 11.
2. If you wish to return an exit code reflecting the final solution status, then use the STOP command
instead.
Related topics
STOP, XPRSsave (SAVE).

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XPRSrange RANGE
Purpose
Calculates the ranging information for a problem and saves it to the binary ranging file
problem_name.rng.
Synopsis
int XPRS_CC XPRSrange(XPRSprob prob);
RANGE
Argument
prob The current problem.
Example 1 (Library)
This example computes the ranging information following optimization and outputs the solution to a
file leonor.rrt:

XPRSreadprob(prob,"leonor","");
XPRSlpoptimize(prob,"");
XPRSrange(prob);
XPRSwriteprtrange(prob);
Example 2 (Console)
The following example is equivalent for the console, except the output is sent to the screen instead of a
file:
READPROB leonor
LPOPTIMIZE
RANGE
PRINTRANGE
Further information
1. A basic optimal solution to the problem must be available, i.e. XPRSlpoptimize (LPOPTIMIZE) must
have been called (with crossover used if the Newton Barrier algorithm is being used) and an optimal
solution found.
2. The information calculated by XPRSrange (RANGE) enables the user to do sophisticated postoptimal
analysis of the problem. In particular, the user may find the ranges over which the right hand sides can
vary without the optimal basis changing, the ranges over which the shadow prices hold, and the
activities which limit these changes. See functions XPRSgetcolrange, XPRSgetrowrange,
XPRSwriteprtrange (WRITEPRTRANGE) and/or XPRSwriterange (WRITERANGE) to obtain the
values calculated
3. It is not impossible to range on a MIP problem. The global entities should be fixed using
XPRSfixglobals (FIXGLOBALS) first and the remaining LP resolved - see XPRSfixglobals
(FIXGLOBALS).
Related topics
XPRSgetcolrange, XPRSgetrowrange, XPRSwriteprtrange (WRITEPRTRANGE),
XPRSwriterange (WRITERANGE).

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XPRSreadbasis READBASIS
Purpose
Instructs the Optimizer to read in a previously saved basis from a file.
Synopsis
int XPRS_CC XPRSreadbasis(XPRSprob prob, const char ⁎filename, const char
⁎flags);
READBASIS [-flags] [filename]
Arguments
prob The current problem.
filename A string of up to MAXPROBNAMELENGTH characters containing the file name from which
the basis is to be read. If omitted, the default problem_name is used with a .bss
extension.
flags Flags to pass to XPRSreadbasis (READBASIS):
i output the internal presolved basis.
t input a compact advanced form of the basis.
Example 1 (Library)
If an advanced basis is available for the current problem the Optimizer input might be:
XPRSreadprob(prob,"filename","");
XPRSreadbasis(prob,"","");
XPRSmipoptimize(prob,"");

This reads in a matrix file, inputs an advanced starting basis and maximizes the MIP.
Example 2 (Console)
An equivalent set of commands for the Console user may look like:
READPROB
READBASIS
MIPOPTIMIZE
Further information
1. The only check done when reading compact basis is that the number of rows and columns in the basis
agrees with the current number of rows and columns.
2. XPRSreadbasis (READBASIS) will read the basis for the original problem even if the matrix has been
presolved. The Optimizer will read the basis, checking that it is valid, and will display error messages if
it detects inconsistencies.
Related topics
XPRSloadbasis, XPRSwritebasis (WRITEBASIS).

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XPRSreadbinsol READBINSOL
Purpose
Reads a solution from a binary solution file.
Synopsis
int XPRS_CC XPRSreadbinsol(XPRSprob prob, const char ⁎filename, const char
⁎flags);
READBINSOL [-flags] [filename]
Arguments
prob The current problem.
filename A string of up to MAXPROBNAMELENGTH characters containing the file name from which
the solution is to be read. If omitted, the default problem_name is used with a .sol
extension.
flags Flags to pass to XPRSreadbinsol (READBINSOL):
m load the solution as a solution for the MIP.

Example 1 (Library)
A previously saved solution can be loaded into memory and a print file created from it with the
following commands:
XPRSreadprob(prob, "myprob", "");
XPRSreadbinsol(prob, "", "");
XPRSwriteprtsol(prob, "", "");

Example 2 (Console)
An equivalent set of commands to the above for console users would be:
READPROB
READBINSOL
WRITEPRTSOL

Related topics
XPRSgetlpsol, XPRSgetmipsol, XPRSwritebinsol (WRITEBINSOL), XPRSwritesol
(WRITESOL), XPRSwriteprtsol (WRITEPRTSOL).

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XPRSreaddirs READDIRS
Purpose
Reads a directives file to help direct the global search.
Synopsis
int XPRS_CC XPRSreaddirs(XPRSprob prob, const char ⁎filename);
READDIRS [filename]
Arguments
prob The current problem.
filename A string of up to MAXPROBNAMELENGTH characters containing the file name from which
the directives are to be read. If omitted (or NULL), the default problem_name is used
with a .dir extension.

Related controls
Double
PSEUDOCOST Default pseudo cost in node degradation estimation.
Example 1 (Library)
The following example reads in directives from the file sue.dir for use with the problem, steve:

XPRSreadprob(prob,"steve","");
XPRSreaddirs(prob,"sue");
XPRSmipoptimize(prob,"");
Example 2 (Console)
READPROB
READDIRS
MIPOPTIMIZE

This is the most usual form at the console. It will attempt to read in a directives file with the current
problem name and an extension of .dir.

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Further information
1. Directives cannot be read in after a model has been presolved, so unless presolve has been disabled by
setting PRESOLVE to 0, this command must be issued before XPRSmipoptimize (MIPOPTIMIZE).

2. Directives can be given relating to priorities, forced branching directions, pseudo costs and model cuts.
There is a priority value associated with each global entity. The lower the number, the more likely the
entity is to be selected for branching; the higher, the less likely. By default, all global entities have a
priority value of 500 which can be altered with a priority entry in the directives file. In general, it is
advantageous for the entity’s priority to reflect its relative importance in the model. Priority entries with
values in excess of 1000 are illegal and are ignored. A full description of the directives file format may
be found in A.6.
3. By default, XPRSmipoptimize (MIPOPTIMIZE) will explore the branch expected to yield the best
integer solution from each node, irrespective of whether this forces the global entity up or down. This
can be overridden with an UP or DN entry in the directives file, which forces XPRSmipoptimize
(MIPOPTIMIZE) to branch up first or down first on the specified entity.

4. Pseudo-costs are estimates of the unit cost of forcing an entity up or down. By default
XPRSmipoptimize (MIPOPTIMIZE) uses dual information to calculate estimates of the unit up and
down costs and these are added to the default pseudo costs which are set to the PSEUDOCOST control.
The default pseudo costs can be overridden by a PU or PD entry in the directives file.

5. If model cuts are used, then the specified constraints are removed from the matrix and added to the
Optimizer cut pool, and only put back in the matrix when they are violated by an LP solution at one of
the nodes in the global search.
6. If creating a directives file by hand, wild cards can be used to specify several vectors at once, for
example PR x1⁎ 2 will give all global entities whose names start with x1 a priority of 2.
Related topics
XPRSloaddirs, A.6.

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XPRSreadprob READPROB
Purpose
Reads an (X)MPS or LP format matrix from file.
Synopsis
int XPRS_CC XPRSreadprob(XPRSprob prob, const char ⁎probname, const char
⁎flags);
READPROB [-flags] [probname]
Arguments
prob The current problem.
probname The path and file name from which the problem is to be read. Limited to
MAXPROBNAMELENGTH characters. If omitted (console users only), the default
problem_name is used with various extensions - see below.
flags Flags to be passed:
l only probname.lp is searched for;
z read input file in gzip format from a .gz file [ Console only ]
Related controls
Integer
EXTRACOLS Number of extra columns to be allowed for.
EXTRAELEMS Number of extra matrix elements to be allowed for.
EXTRAMIPENTS Number of extra global entities to be allowed for.
EXTRAPRESOLVE Number of extra elements to allow for in presolve.
EXTRAROWS Number of extra rows to be allowed for.
KEEPNROWS Status for nonbinding rows.
MPSECHO Whether MPS comments are to be echoed.
MPSFORMAT Specifies format of MPS files.
SCALING Type of scaling.
Double
MATRIXTOL Tolerance on matrix elements.
SOSREFTOL Minimum gap between reference row entries.
String
MPSBOUNDNAME The active bound name.
MPSOBJNAME Name of objective function row.
MPSRANGENAME Name of range.
MPSRHSNAME Name of right hand side.
Example 1 (Library)
XPRSreadprob(prob,"myprob","");

This instructs the Optimizer to read an MPS format matrix from the first file found out of myprob.mat,
myprob.mps or (in LP format) myprob.lp.
Example 2 (Console)
READPROB -l

This instructs the Optimizer to read an LP format matrix from the file problem_name .lp.

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Further information
1. If no flags are given, file types are searched for in the order: .mat, .mps, .lp. Matrix files are assumed
to be in XMPS or MPS format unless their file extension is .lp in which case they must be LP files.

2. If probname has been specified, the problem name is changed to probname, ignoring any extension.
3. XPRSreadprob (READPROB) will take as the objective function the first N type row in the matrix, unless
the string parameter MPSOBJNAME has been set, in which case the objective row sought will be the one
named by MPSOBJNAME. Similarly, if non-blank, the string parameters MPSRHSNAME, MPSBOUNDNAME
and MPSRANGENAME specify the right hand side, bound and range sets to be taken. For example:
MPSOBJNAME="Cost"
MPSRHSNAME="RHS 1"
READPROB
The treatment of N type rows other than the objective function depends on the KEEPNROWS control. If
KEEPNROWS is 1 the rows and their elements are kept in memory; if it is 0 the rows are retained, but
their elements are removed; and if it is -1 the rows are deleted entirely. The performance impact of
retaining such N type rows will be small unless the presolve has been disabled by setting PRESOLVE to
0 prior to optimization.
4. The Optimizer checks that the matrix file is in a legal format and displays error messages if it detects
errors. When the Optimizer has read and verified the problem, it will display summary problem
statistics.

5. By default, the MPSFORMAT control is set to -1 and XPRSreadprob (READPROB) determines

automatically whether the MPS files are in free or fixed format. If MPSFORMAT is set to 0, fixed format is
assumed and if it is set to 1, free format is assumed. Fields in free format MPS files are delimited by
one or more blank characters. The keywords NAME, ROWS, COLUMNS, QUADOBJ / QMATRIX,
QCMATRIX, DELAYEDROWS, MODELCUTS, SETS, RHS, RANGES, BOUNDS and ENDATAmust start in
column one and no vector name may contain blanks. If a special ordered set is specified with a
reference row, its name may not be the same as that of a column. Note that numeric values which
contain embedded spaces (for example after unary minus sign) will not be read correctly unless
MPSFORMAT is set to 0.
6. If the problem is not to be scaled automatically, set the parameter SCALING to 0 before issuing the
XPRSreadprob (READPROB) command.
Related topics
XPRSloadglobal, XPRSloadlp, XPRSloadqglobal, XPRSloadqp.

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XPRSreadslxsol READSLXSOL
Purpose
Reads an ASCII solution file (.slx) created by the XPRSwriteslxsol function.
Synopsis
int XPRS_CC XPRSreadslxsol(XPRSprob prob, const char ⁎filename, const char
⁎flags);
READSLXSOL -[flags] [filename]
Arguments
prob The current problem.
filename A string of up to MAXPROBNAMELENGTH characters containing the file name to which
the solution is to be read. If omitted, the default problem_name is used with a .slx
extension.
flags Flags to pass to XPRSwriteslxsol (WRITESLXSOL):
l read the solution as an LP solution in case of a MIP problem;
m read the solution as a solution for the MIP problem;
a reads multiple MIP solutions from the .slx file and adds them to the MIP
problem;
Example 1 (Library)
XPRSreadslxsol(prob,"lpsolution","");

This loads the solution to the MIP problem if the problem contains global entities, or otherwise loads it
as an LP (barrier in case of quadratic problems) solution into the problem.
Example 2 (Console)
READSLXSOL lpsolution

Further information
1. When XPRSreadslxsol is called before a MIP solve, the loaded solutions will not be checked before
calling XPRSmipoptimize. By default, only the last MIP solution read from the .slx file will be stored.
Use the a flag to store all MIP solutions read from the file.
2. When using the a flag, read solutions will be queued similarly to the user of the XPRSaddmipsol
function. Each name string given by the NAME field in the .slx file will be associated with the
corresponding solution. Any registered usersolnotify callback will be fired when the solution has
been checked, and will include the read name string as one of its arguments.
3. Refer to the Appendix on Log and File Formats for a description of the ASCII Solution (.slx) File format
A.4.4.
Related topics
XPRSreadbinsol (READBINSOL), XPRSwriteslxsol (WRITESLXSOL), XPRSwritebinsol
WRITEBINSOL, XPRSreadbinsol (READBINSOL), XPRSaddmipsol, XPRSaddcbusersolnotify.

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XPRSrefinemipsol REFINEMIPSOL
Purpose
Executes the MIP solution refiner.
Synopsis
int XPRS_CC XPRSrefinemipsol(XPRSprob prob, int options, const char⁎ flags,
const double solution[], double refined_solution[], int⁎
refinestatus);
REFINEMIPSOL
Arguments
prob The current problem.
options Refinement options:
0 Reducing MIP fractionality is priority.
1 Reducing LP infeasibility is priority
flags Flags passed to any optimization calls during refinement.
solution The MIP solution to refine. Must be a valid MIP solution.
refined_solution The refined MIP solution in case of success
refinestatus Refinement results:
0 An error has occurred
1 The solution has been refined
2 Current solution meets target criteria
3 Solution cannot be refined
Further information
The function provides a mechanism to refine the MIP solution by attempting to round any fractional
global entity and by attempting to reduce LP infeasibility.

Related topics
REFINEOPS.

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XPRSremovecbbariteration
Purpose
Removes a barrier iteration callback function previously added by XPRSaddcbbariteration. The
specified callback function will no longer be called after it has been removed.
Synopsis
int XPRS_CC XPRSremovecbbariteration(XPRSprob prob, void (XPRS_CC
⁎f_bariteration)(XPRSprob prob, void⁎ vContext, int⁎ barrier_action),
void⁎ object);
Arguments
prob The current problem.
f_bariteration The callback function to remove. If NULL then all bariteration callback functions
added with the given user-defined object value will be removed.
object The object value that the callback was added with. If NULL, then the object value will not
be checked and all barrier iteration callbacks with the function pointer
f_bariteration will be removed.

Related topics
XPRSaddcbbariteration.

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XPRSremovecbpresolve
Purpose
Removes a presolve callback function previously added by XPRSaddcbpresolve. The specified
callback function will no longer be called after it has been removed.
Synopsis
int XPRS_CC XPRSremovecbpresolve(XPRSprob prob, void (XPRS_CC
⁎f_presolve)(XPRSprob prob, void⁎ vContext), void⁎ object);
Arguments
prob The current problem.
f_presolve The callback function to remove. If NULL then all presolve callback functions added
with the given user-defined object value will be removed.
object The object value that the callback was added with. If NULL, then the object value will not
be checked and all barrier iteration callbacks with the function pointer f_presolve will
be removed.

Related topics
XPRSaddcbpresolve.

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XPRSremovecbbarlog
Purpose
Removes a Newton barrier log callback function previously added by XPRSaddcbbarlog. The
specified callback function will no longer be called after it has been removed.
Synopsis
int XPRS_CC XPRSremovecbbarlog(XPRSprob prob, int (XPRS_CC
⁎f_barlog)(XPRSprob prob, void⁎ object), void⁎ object);
Arguments
prob The current problem.
f_barlog The callback function to remove. If NULL then all barrier log callback functions added
with the given user-defined object value will be removed.
object The object value that the callback was added with. If NULL, then the object value will not
be checked and all barrier log callbacks with the function pointer f_barlog will be
removed.

Related topics
XPRSaddcbbarlog.

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XPRSremovecbchgbranch
Purpose
Removes a variable branching callback function previously added by XPRSaddcbchgbranch. The
specified callback function will no longer be called after it has been removed.
Synopsis
int XPRS_CC XPRSremovecbchgbranch(XPRSprob prob, void (XPRS_CC
⁎f_chgbranch)(XPRSprob prob, void⁎ vContext, int⁎ entity, int⁎ up,
double⁎ estdeg), void⁎ object);
Arguments
prob The current problem.
f_chgbranch The callback function to remove. If NULL then all variable branching callback
functions added with the given user-defined object value will be removed.
object The object value that the callback was added with. If NULL, then the object value will not
be checked and all variable branching callbacks with the function pointer f_chgbranch
will be removed.

Related topics
XPRSaddcbchgbranch.

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XPRSremovecbchgbranchobject
Purpose
Removes a callback function previously added by XPRSaddcbchgbranchobject. The specified
callback function will no longer be called after it has been removed.
Synopsis
int XPRS_CC XPRSremovecbchgbranchobject(XPRSprob prob, void (XPRS_CC
⁎f_chgbranchobject)(XPRSprob my_prob, void⁎ my_object,
XPRSbranchobject obranch, XPRSbranchobject⁎ p_newobject), void⁎
object);
Arguments
prob The current problem.
f_chgbranchobject The callback function to remove. If NULL then all branch object callback
functions added with the given user-defined object value will be removed.
object The object value that the callback was added with. If NULL, then the object value will not
be checked and all branch object callbacks with the function pointer
f_chgbranchobject will be removed.
Related topics
XPRSaddcbchgbranchobject

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XPRSremovecbchecktime
Purpose
Removes a callback function previously added by XPRSaddcbchecktime. The specified callback
function will no longer be called after it has been removed.
Synopsis
int XPRS_CC XPRSremovecbchecktime(XPRSprob prob, int (XPRS_CC
⁎f_checktime)(XPRSprob prob, void⁎ object), void⁎ object);
Arguments
prob The current problem.
f_checktime The callback function to remove. If NULL then all checktime callback functions added
with the given user-defined object value will be removed.
object The object value that the callback was added with. If NULL, then the object value will not
be checked and all checktime callbacks with the function pointer f_checktime will be
removed.

Related topics
XPRSaddcbchecktime

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XPRSremovecbchgnode
Purpose
Removes a node selection callback function previously added by XPRSaddcbchgnode. The specified
callback function will no longer be called after it has been removed.
Synopsis
int XPRS_CC XPRSremovecbchgnode(XPRSprob prob, void (XPRS_CC
⁎f_chgnode)(XPRSprob prob, void⁎ object, int⁎ nodnum), void⁎ object);
Arguments
prob The current problem.
f_chgnode The callback function to remove. If NULL then all node selection callback functions
added with the given user-defined object value will be removed.
object The object value that the callback was added with. If NULL, then the object value will not
be checked and all node selection callbacks with the function pointer f_chgnode will
be removed.

Related topics
XPRSaddcbchgnode

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Console and Library Functions

XPRSremovecbcutlog
Purpose
Removes a cut log callback function previously added by XPRSaddcbcutlog. The specified callback
function will no longer be called after it has been removed.
Synopsis
int XPRS_CC XPRSremovecbcutlog(XPRSprob prob, int (XPRS_CC
⁎f_cutlog)(XPRSprob prob, void⁎ object), void⁎ object);
Arguments
prob The current problem.
f_cutlog The callback function to remove. If NULL then all cut log callback functions added with
the given user-defined object value will be removed.
object The object value that the callback was added with. If NULL, then the object value will not
be checked and all cut log callbacks with the function pointer f_cutlog will be
removed.

Related topics
XPRSaddcbcutlog

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XPRSremovecbcutmgr
Purpose
Removes a cut manager callback function previously added by XPRSaddcbcutmgr. The specified
callback function will no longer be called after it has been removed.
Synopsis
int XPRS_CC XPRSremovecbcutmgr(XPRSprob prob, int (XPRS_CC
⁎f_cutmgr)(XPRSprob prob, void⁎ object), void⁎ object);
Arguments
prob The current problem.
f_cutmgr The callback function to remove. If NULL then all cut manager callback functions added
with the given user-defined object value will be removed.
object The object value that the callback was added with. If NULL, then the object value will not
be checked and all cut manager callbacks with the function pointer f_cutmgr will be
removed.

Related topics
XPRSaddcbcutmgr

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Console and Library Functions

XPRSremovecbdestroymt
Purpose
Removes a slave thread destruction callback function previously added by XPRSaddcbdestroymt.
The specified callback function will no longer be called after it has been removed.
Synopsis
int XPRS_CC XPRSremovecbdestroymt(XPRSprob prob, void (XPRS_CC
⁎f_destroymt)(XPRSprob prob, void⁎ vContext), void⁎ object);
Arguments
prob The current problem.
f_destroymt The callback function to remove. If NULL then all thread destruction callback
functions added with the given user-defined object value will be removed.
object The object value that the callback was added with. If NULL, then the object value will not
be checked and all thread destruction callbacks with the function pointer f_destroymt
will be removed.

Related topics
XPRSaddcbdestroymt

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XPRSremovecbestimate
Purpose
Removes an estimate callback function previously added by XPRSaddcbestimate. The specified
callback function will no longer be called after it has been removed.
Synopsis
int XPRS_CC XPRSremovecbestimate(XPRSprob prob, int (XPRS_CC
⁎f_estimate)(XPRSprob prob, void⁎ vContext, int⁎ iglsel, int⁎ iprio,
double⁎ degbest, double⁎ degworst, double⁎ curval, int⁎ ifupx, int⁎
nglinf, double⁎ degsum, int⁎ nbr), void⁎ object);
Arguments
prob The current problem.
f_estimate The callback function to remove. If NULL then all integer solution callback functions
added with the given user-defined object value will be removed.
object The object value that the callback was added with. If NULL, then the object value will not
be checked and all estimate callbacks with the function pointer f_estimate will be
removed.
Related topics
XPRSaddcbestimate

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XPRSremovecbgapnotify
Purpose
Removes a callback function previously added by XPRSaddcbgapnotify. The specified callback
function will no longer be removed after it has been returned.
Synopsis
int XPRS_CC XPRSremovecbgapnotify(XPRSprob prob, void (XPRS_CC
⁎f_gapnotify)(XPRSprob prob, void⁎ vContext, double⁎
newRelGapNotifyTarget, double⁎ newAbsGapNotifyTarget, double⁎
newAbsGapNotifyObjTarget, double⁎ newAbsGapNotifyBoundTarget), void⁎
p);
Arguments
prob The current problem.
f_gapnotify The callback function to remove. If NULL then all gapnotify callback functions
added with the given user-defined pointer value will be removed.
p The user-defined pointer value that the callback was added with. If NULL then the
pointer value will not be checked and all the gapnotify callbacks with the function
pointer f_gapnotify will be removed.
Related topics
XPRSaddcbgapnotify.

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XPRSremovecbgloballog
Purpose
Removes a global log callback function previously added by XPRSaddcbgloballog. The specified
callback function will no longer be called after it has been removed.
Synopsis
int XPRS_CC XPRSremovecbgloballog(XPRSprob prob, int (XPRS_CC
⁎f_globallog)(XPRSprob prob, void⁎ vContext), void⁎ object);
Arguments
prob The current problem.
f_globallog The callback function to remove. If NULL then all global log callback functions added
with the given user-defined object value will be removed.
object The object value that the callback was added with. If NULL, then the object value will not
be checked and all global log callbacks with the function pointer f_globallog will be
removed.

Example
The following code sets and removes a callback function:
XPRSsetintcontrol(prob, XPRS_MIPLOG, 3);
XPRSaddcbgloballog(prob, globalLog, NULL, 0);
XPRSmipoptimize(prob,"");
XPRSremovecbgloballog(prob,globalLog,NULL);
}
Related topics
XPRSaddcbgloballog

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XPRSremovecbinfnode
Purpose
Removes a user infeasible node callback function previously added by XPRSaddcbinfnode. The
specified callback function will no longer be called after it has been removed.
Synopsis
int XPRS_CC XPRSremovecbinfnode(XPRSprob prob, void (XPRS_CC
⁎f_infnode)(XPRSprob prob, void⁎ object), void⁎ object);
Arguments
prob The current problem.
f_infnode The callback function to remove. If NULL then all user infeasible node callback
functions added with the given user-defined object value will be removed.
object The object value that the callback was added with. If NULL, then the object value will not
be checked and all user infeasible node callbacks with the function pointer f_infnode
will be removed.

Related topics
XPRSaddcbinfnode

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XPRSremovecbintsol
Purpose
Removes an integer solution callback function previously added by XPRSaddcbintsol. The specified
callback function will no longer be called after it has been removed.
Synopsis
int XPRS_CC XPRSremovecbintsol(XPRSprob prob, void (XPRS_CC
⁎f_intsol)(XPRSprob prob, void⁎ my_object), void⁎ object);
Arguments
prob The current problem.
f_intsol The callback function to remove. If NULL then all integer solution callback functions
added with the given user-defined object value will be removed.
object The object value that the callback was added with. If NULL, then the object value will not
be checked and all integer solution callbacks with the function pointer f_intsol will be
removed.

Related topics
XPRSaddcbintsol

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XPRSremovecblplog
Purpose
Removes a simplex log callback function previously added by XPRSaddcblplog. The specified
callback function will no longer be called after it has been removed.
Synopsis
int XPRS_CC XPRSremovecblplog(XPRSprob prob, int (XPRS_CC
⁎f_lplog)(XPRSprob prob, void⁎ object), void⁎ object);
Arguments
prob The current problem.
f_lplog The callback function to remove. If NULL then all lplog callback functions added with
the given user-defined object value will be removed.
object The object value that the callback was added with. If NULL, then the object value will not
be checked and all lplog callbacks with the function pointer f_lplog will be removed.
Example
The following code sets and removes a callback function:
XPRSsetintcontrol(prob,XPRS_LPLOG,10);
XPRSaddcblplog(prob,lpLog,NULL,0);
XPRSreadprob(prob,"problem","");
XPRSlpoptimize(prob,"");
XPRSremovecblplog(prob,lpLog,NULL);
}
Related topics
XPRSaddcblplog

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Console and Library Functions

XPRSremovecbmessage
Purpose
Removes a message callback function previously added by XPRSaddcbmessage. The specified
callback function will no longer be called after it has been removed.
Synopsis
int XPRS_CC XPRSremovecbmessage(XPRSprob prob, void (XPRS_CC
⁎f_message)(XPRSprob prob, void⁎ vContext, const char⁎ msg, int len,
int msgtype), void⁎ object);
Arguments
prob The current problem.
f_message The callback function to remove. If NULL then all message callback functions added
with the given user-defined object value will be removed.
object The object value that the callback was added with. If NULL, then the object value will not
be checked and all message callbacks with the function pointer f_message will be
removed.

Related topics
XPRSaddcbmessage

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Console and Library Functions

XPRSremovecbmipthread
Purpose
Removes a callback function previously added by XPRSaddcbmipthread. The specified callback
function will no longer be called after it has been removed.
Synopsis
int XPRS_CC XPRSremovecbmipthread(XPRSprob prob, void (XPRS_CC
⁎f_mipthread)(XPRSprob master_prob, void⁎ vContext, XPRSprob prob),
void⁎ object);
Arguments
prob The current problem.
f_mipthread The callback function to remove. If NULL then all variable branching callback
functions added with the given user-defined object value will be removed.
object The object value that the callback was added with. If NULL, then the object value will not
be checked and all variable branching callbacks with the function pointer f_mipthread
will be removed.

Related topics
XPRSaddcbmipthread

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Console and Library Functions

XPRSremovecbnewnode
Purpose
Removes a new-node callback function previously added by XPRSaddcbnewnode. The specified
callback function will no longer be called after it has been removed.
Synopsis
int XPRS_CC XPRSremovecbnewnode(XPRSprob prob, void (XPRS_CC
⁎f_newnode)(XPRSprob my_prob, void⁎ my_object, int parentnode, int
newnode, int branch), void⁎ object);
Arguments
prob The current problem.
f_newnode The callback function to remove. If NULL then all separation callback functions added
with the given user-defined object value will be removed.
object The object value that the callback was added with. If NULL, then the object value will not
be checked and all separation callbacks with the function pointer f_newnode will be
removed.

Related topics
XPRSaddcbnewnode

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Console and Library Functions

XPRSremovecbnodecutoff
Purpose
Removes a node-cutoff callback function previously added by XPRSaddcbnodecutoff. The specified
callback function will no longer be called after it has been removed.
Synopsis
int XPRS_CC XPRSremovecbnodecutoff(XPRSprob prob, void (XPRS_CC
⁎f_nodecutoff)(XPRSprob my_prob, void ⁎my_object, int nodnum), void⁎
object);
Arguments
prob The current problem.
f_nodecutoff The callback function to remove. If NULL then all node-cutoff callback functions
added with the given user-defined object value will be removed.
object The object value that the callback was added with. If NULL, then the object value will not
be checked and all node-cutoff callbacks with the function pointer f_nodecutoff will
be removed.

Related topics
XPRSaddcbnodecutoff

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Console and Library Functions

XPRSremovecboptnode
Purpose
Removes a node-optimal callback function previously added by XPRSaddcboptnode. The specified
callback function will no longer be called after it has been removed.
Synopsis
int XPRS_CC XPRSremovecboptnode(XPRSprob prob, void (XPRS_CC
⁎f_optnode)(XPRSprob my_prob, void ⁎my_object, int ⁎feas), void⁎
object);
Arguments
prob The current problem.
f_optnode The callback function to remove. If NULL then all node-optimal callback functions
added with the given user-defined object value will be removed.
object The object value that the callback was added with. If NULL, then the object value will not
be checked and all node-optimal callbacks with the function pointer f_optnode will be
removed.

Related topics
XPRSaddcboptnode

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XPRSremovecbpreintsol
Purpose
Removes a pre-integer solution callback function previously added by XPRSaddcbpreintsol. The
specified callback function will no longer be called after it has been removed.
Synopsis
int XPRS_CC XPRSremovecbpreintsol(XPRSprob prob, void (XPRS_CC
⁎f_preintsol)(XPRSprob my_prob, void ⁎my_object, int soltype, int
⁎ifreject, double ⁎cutoff), void⁎ object);
Arguments
prob The current problem.
f_preintsol The callback function to remove. If NULL then all user infeasible node callback
functions added with the given user-defined object value will be removed.
object The object value that the callback was added with. If NULL, then the object value will not
be checked and all user infeasible node callbacks with the function pointer
f_preintsol will be removed.

Related topics
XPRSaddcbpreintsol

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XPRSremovecbprenode
Purpose
Removes a preprocess node callback function previously added by XPRSaddcbprenode. The
specified callback function will no longer be called after it has been removed.
Synopsis
int XPRS_CC XPRSremovecbprenode(XPRSprob prob, void (XPRS_CC
⁎f_prenode)(XPRSprob prob, void⁎ my_object, int⁎ nodinfeas), void⁎
object);
Arguments
prob The current problem.
f_prenode The callback function to remove. If NULL then all preprocess node callback functions
added with the given user-defined object value will be removed.
object The object value that the callback was added with. If NULL, then the object value will not
be checked and all preprocess node callbacks with the function pointer f_prenode will
be removed.

Related topics
XPRSaddcbprenode

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XPRSremovecbsepnode
Purpose
Removes a pre-integer solution callback function previously added by XPRSaddcbsepnode. The
specified callback function will no longer be called after it has been removed.
Synopsis
int XPRS_CC XPRSremovecbsepnode(XPRSprob prob, int (XPRS_CC
⁎f_sepnode)(XPRSprob prob, void⁎ vContext, int ibr, int iglsel, int
ifup, double curval), void⁎ object);
Arguments
prob The current problem.
f_sepnode The callback function to remove. If NULL then all separation callback functions added
with the given user-defined object value will be removed.
object The object value that the callback was added with. If NULL, then the object value will not
be checked and all separation callbacks with the function pointer f_sepnode will be
removed.

Related topics
XPRSaddcbsepnode

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XPRSremovecbusersolnotify
Purpose
Removes a user solution notification callback previously added by XPRSaddcbusersolnotify. The
specified callback function will no longer be called after it has been removed.
Synopsis
int XPRS_CC XPRSremovecbusersolnotify(XPRSprob prob, void (XPRS_CC
⁎f_usersolnotify)(XPRSprob my_prob, void⁎ my_object, const char⁎
solname, int status), void⁎ object);
Arguments
prob The current problem.
f_usersolnotify The callback function to remove. If NULL then all user solution notification
callback functions added with the given user defined object value will be removed.
object The object value that the callback was added with. If NULL, then the object value will not
be checked and all integer solution callbacks with the function pointer
f_usersolnotify will be removed.

Related topics
XPRSaddcbusersolnotify.

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Console and Library Functions

XPRSrepairinfeas
Purpose
Provides a simplified interface for XPRSrepairweightedinfeas.
Synopsis
int XPRS_CC XPRSrepairinfeas (XPRSprob prob, int ⁎scode, char pflags, char
oflags, char gflags, double lrp, double grp, double lbp, double ubp,
double delta);
Arguments
prob The current problem.
scode The status after the relaxation:
0 relaxed optimum found;
1 relaxed problem is infeasible;
2 relaxed problem is unbounded;
3 solution of the relaxed problem regarding the original objective is nonoptimal;
4 error (when return code is nonzero);
5 numerical instability;
6 analysis of an infeasible relaxation was performed, but the relaxation is
feasible.
pflags The type of penalties created from the preferences:
c each penalty is the reciprocal of the preference (default);
s the penalties are placed in the scaled problem.
oflags Controls the second phase of optimization:
o use the objective sense of the original problem (default);
x maximize the relaxed problem using the original objective;
f skip optimization regarding the original objective;
n minimize the relaxed problem using the original objective;
i if the relaxation is infeasible, generate an irreducible infeasible subset for the
analys of the problem;
a if the relaxation is infeasible, generate all irreducible infeasible subsets for the
analys of the problem.
gflags Specifies if the global search should be done:
g do the global search (default);
l solve as a linear model ignoring the discreteness of variables.
lrp Preference for relaxing the less or equal side of row.
grp Preference for relaxing the greater or equal side of a row.
lbp Preferences for relaxing lower bounds.
ubp Preferences for relaxing upper bounds.
delta The relaxation multiplier in the second phase -1. For console use -d value. A positive
value means a relative relaxation by multiplying the first phase objective with
(delta-1), while a negative value means an absolute relaxation, by adding
abs(delta) to the first phase objective.
Related controls
Integer
DEFAULTALG Forced algorithm selection (default for repairinfeas is primal).
Example
READPROB MYPROB.LP
REPAIRINFEAS -a -d 0.002

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Further information
1. A row or bound is relaxed by introducing a new nonnegative variable that will contain the infeasibility of
the row or bound. Suppose for example that row aT x = b is relaxed from below. Then a new variable
(infeasibility breaker) s ≥ 0 is added to the row, which becomes aT x +s = b. Observe that aT x may now
take smaller values than b. To minimize such violations, the weighted sum of these new variables is
minimized.
2. A preference of 0 results in the row or bound not being relaxed.
3. A negative preference indicates that a quadratic penalty cost should be applied. This can specified on a
per constraint side or bound basis.
4. Note that the set of preferences are scaling independent.
5. If a feasible solution is identified for the relaxed problem, with a sum of violations p, then the sum of
violations is restricted to be no greater than (1+delta)p, and the problem is optimized with respect to
the original objective function. A nonzero delta increases the freedom of the original problem.
6. Note that on some problems, slight modifications of delta may affect the value of the original objective
drastically.
7. The default value for delta in the console is 0.001.

8. Note that because of their special associated modeling properties, binary and semi-continuous
variables are not relaxed.
9. The default algorithm for the first phase is the simplex algorithm, since the primal problem can be
efficiently warm started in case of the extended problem. These may be altered by setting the value of
control DEFAULTALG.

10. If pflags is set such that each penalty is the reciprocal of the preference, the following rules are
applied while introducing the auxiliary variables:

Preference Affects Relaxation Cost if pref.>0 Cost if pref.<0

lrp = rows aT x - aux_var = b 1/lrp⁎aux_var 1/lrp⁎aux_var2
lrp <= rows aT x - aux_var <= b 1/lrp⁎aux_var 1/lrp⁎aux_var2
grp = rows aT x + aux_var = b 1/grp⁎aux_var 1/grp⁎aux_var2
grp >= rows aT x + aux_var >= b 1/grp⁎aux_var 1/grp⁎aux_var2
ubp upper bounds xi - aux_var <= u 1/ubp⁎aux_var 1/ubp⁎aux_var2
lbp lower bounds xi + aux_var >= l 1/lbp⁎aux_var 1/lbp⁎aux_var2

11. If an irreducible infeasible set (IIS) has been identified, the generated IIS(s) are accessible through the
IIS retrieval functions, see NUMIIS and XPRSgetiisdata.
Related topics
XPRSrepairweightedinfeas, 6.1.4.

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Console and Library Functions

XPRSrepairweightedinfeas
Purpose
By relaxing a set of selected constraints and bounds of an infeasible problem, it attempts to identify a
’solution’ that violates the selected set of constraints and bounds minimally, while satisfying all other
constraints and bounds. Among such solution candidates, it selects one that is optimal regarding to
the original objective function. For the console version, see REPAIRINFEAS.

Synopsis
int XPRS_CC XPRSrepairweightedinfeas(XPRSprob prob, int ⁎ scode, const
double lrp_array[], const double grp_array[], const double
lbp_array[], const double ubp_array[], char phase2, double delta,
const char ⁎optflags);
Arguments
prob The current problem.
scode The status after the relaxation:
1 relaxed problem is infeasible;
2 relaxed problem is unbounded;
3 solution of the relaxed problem regarding the original objective is nonoptimal;
4 error (when return code is nonzero);
5 numerical instability;
6 analysis of an infeasible relaxation was performed, but the relaxation is
feasible.
lrp_array Array of size ROWS containing the preferences for relaxing the less or equal side of row.
grp_array Array of size ROWS containing the preferences for relaxing the greater or equal side of a
row.
lbp_array Array of size COLS containing the preferences for relaxing lower bounds.
ubp_array Array of size COLS containing preferences for relaxing upper bounds.
phase2 Controls the second phase of optimization:
o use the objective sense of the original problem (default);
x maximize the relaxed problem using the original objective;
f skip optimization regarding the original objective;
n minimize the relaxed problem using the original objective;
i if the relaxation is infeasible, generate an irreducible infeasible subset for the
analys of the problem;
a if the relaxation is infeasible, generate all irreducible infeasible subsets for the
analys of the problem.
delta The relaxation multiplier in the second phase -1.
optflags Specifies flags to be passed to the Optimizer.
Related controls
Double
PENALTYVALUE The weighted sum of violations if a solution is identified to the relaxed problem.

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Further information
1. A row or bound is relaxed by introducing a new nonnegative variable that will contain the infeasibility of
the row or bound. Suppose for example that row aT x = b is relaxed from below. Then a new variable
(’infeasibility breaker’) s ≥ 0 is added to the row, which becomes aT x +s = b. Observe that aT x may now
take smaller values than b. To minimize such violations, the weighted sum of these new variables is
minimized.
2. A preference of 0 results in the row or bound not being relaxed. The higher the preference, the more
willing the modeller is to relax a given row or bound.

3. The weight of each infeasibility breaker in the objective minimizing the violations is 1/p, where p is the
preference associated with the infeasibility breaker. Thus the higher the preference is, the lower a
penalty is associated with the infeasibility breaker while minimizing the violations.
4. If a feasible solution is identified for the relaxed problem, with a sum of violations p, then the sum of
violations is restricted to be no greater than (1+delta)p, and the problem is optimized with respect to
the original objective function. A nonzero delta increases the freedom of the original problem.
5. Note that on some problems, slight modifications of delta may affect the value of the original objective
drastically.
6. The default value for delta in the console is 0.001.

7. Note that because of their special associated modeling properties, binary and semi-continuous
variables are not relaxed.
8. If pflags is set such that each penalty is the reciprocal of the preference, the following rules are
applied while introducing the auxiliary variables:

Pref. array Affects Relaxation Cost if pref.>0 Cost if pref.<0

lrp_array = rows aT x - aux_var = b 1/lrp⁎aux_var 1/lrp⁎aux_var2
lrp_array <= rows aT x - aux_var <= b 1/lrp⁎aux_var 1/lrp⁎aux_var2
grp_array = rows aT x + aux_var = b 1/grp⁎aux_var 1/grp⁎aux_var2
grp_array >= rows aT x + aux_var >= b 1/grp⁎aux_var 1/grp⁎aux_var2
ubp_array upper bounds xi - aux_var <= u 1/ubp⁎aux_var 1/ubp⁎aux_var2
lbp_array lower bounds xi + aux_var >= l 1/lbp⁎aux_var 1/lbp⁎aux_var2

9. If an irreducible infeasible set (IIS) has been identified, the generated IIS(s) are accessible through the
IIS retrieval functions, see NUMIIS and XPRSgetiisdata.
Related topics
XPRSrepairinfeas (REPAIRINFEAS), XPRSrepairweightedinfeasbounds, 6.1.4.

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XPRSrepairweightedinfeasbounds REPAIRINFEAS
Purpose
An extended version of XPRSrepairweightedinfeas that allows for bounding the level of relaxation
allowed.
Synopsis
int XPRS_CC XPRSrepairweightedinfeasbounds(XPRSprob prob, int ⁎ scode,
const double lrp_array[], const double grp_array[], const double
lbp_array[], const double ubp_array[], const double lrb_array[],
const double grb_array[], const double lbb_array[], const double
ubb_array[], char phase2, double delta, const char ⁎optflags);
REPAIRINFEAS -[pflags] -[oflags] -[gflags] -[lrp value] -[grp value] -[lbp
value] -[ubp value] -[lrb value] -[grb value] -[lbb value] -[ubb
value] -[d value] -[r]
Arguments
prob The current problem.
scode The status after the relaxation:
1 relaxed problem is infeasible;
2 relaxed problem is unbounded;
3 solution of the relaxed problem regarding the original objective is nonoptimal;
4 error (when return code is nonzero);
5 numerical instability;
6 analysis of an infeasible relaxation was performed, but the relaxation is
feasible.
lrp_array Array of size ROWS containing the preferences for relaxing the less or equal side of row.
For the console use -lrp value.
grp_array Array of size ROWS containing the preferences for relaxing the greater or equal side of a
row. For the console use -grp value.
lbp_array Array of size COLS containing the preferences for relaxing lower bounds. For the
console use -lbp value.
ubp_array Array of size COLS containing preferences for relaxing upper bounds. For the console
use -ubp value.
lrb_array Array of size ROWS containing the upper bounds on the amount the less or equal side of
a row can be relaxed. For the console use -lrb value.
grb_array Array of size ROWS containing the upper bounds on the amount the greater or equal side
of a row can be relaxed. For the console use -grb value.
lbb_array Array of size COLS containing the upper bounds on the amount the lower bounds can be
relaxed. For the console use -lbb value.
ubb_array Array of size COLS containing the upper bounds on the amount the upper bounds can be
relaxed. For the console use -ubb value.
phase2 Controls the second phase of optimization:
o use the objective sense of the original problem (default);
x maximize the relaxed problem using the original objective;
f skip optimization regarding the original objective;
n minimize the relaxed problem using the original objective;
i if the relaxation is infeasible, generate an irreducible infeasible subset for the
analys of the problem;
a if the relaxation is infeasible, generate all irreducible infeasible subsets for the
analys of the problem.
delta The relaxation multiplier in the second phase -1.
optflags Specifies flags to be passed to the Optimizer.

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r If a summary of the violated variables and constraints should be printed after the
relaxed solution is determined.
Related controls
Double
PENALTYVALUE The weighted sum of violations if a solution is identified to the relaxed problem.
Further information
1. The console command REPAIRINFEAS assumes that all preferences are 1 by default. Use the options
-lrp, -grp, -lbp or -ubp to change them. The default limit on the maximum allowed relaxation per
row or bound in plus infinity.
2. A row or bound is relaxed by introducing a new nonnegative variable that will contain the infeasibility of
the row or bound. Suppose for example that row aT x = b is relaxed from below. Then a new variable
(’infeasibility breaker’) s ≥ 0 is added to the row, which becomes aT x +s = b. Observe that aT x may now
take smaller values than b. To minimize such violations, the weighted sum of these new variables is
minimized.
3. A preference of 0 results in the row or bound not being relaxed. The higher the preference, the more
willing the modeller is to relax a given row or bound.
4. A negative preference indicates that a quadratic penalty cost should be applied. This can specified on a
per constraint side or bound basis.

5. If a feasible solution is identified for the relaxed problem, with a sum of violations p, then the sum of
violations is restricted to be no greater than (1+delta)p, and the problem is optimized with respect to
the original objective function. A nonzero delta increases the freedom of the original problem.
6. Note that on some problems, slight modifications of delta may affect the value of the original objective
drastically.
7. The default value for delta in the console is 0.001.
8. Note that because of their special associated modeling properties, binary and semi-continuous
variables are not relaxed.

9. Given any row j with preferences lrp=lrp_array[j] and grp=grp_array[j], or variable i with
bound preferences ubp=ubp_array[i] and lbp=lbp_array[i], the following rules are applied
while introducing the auxiliary variables:

Preference Affects Relaxation Cost if pref.>0 Cost if pref.<0

lrp = rows aT x - aux_var = b 1/lrp⁎aux_var 1/lrp⁎aux_var2
lrp <= rows aT x - aux_var <= b 1/lrp⁎aux_var 1/lrp⁎aux_var2
grp = rows aT x + aux_var = b 1/grp⁎aux_var 1/grp⁎aux_var2
grp >= rows aT x + aux_var >= b 1/grp⁎aux_var 1/grp⁎aux_var2
ubp upper bounds xi - aux_var <= u 1/ubp⁎aux_var 1/ubp⁎aux_var2
lbp lower bounds xi + aux_var >= l 1/lbp⁎aux_var 1/lbp⁎aux_var2

10. Only positive bounds are applied; a zero or negative bound is ignored and the amount of relaxation
allowed for the corresponding row or bound is not limited. The effect of a zero bound on a row or
bound would be equivalent with not relaxing it, and can be achieved by setting its preference array value
to zero instead, or not including it in the preference arrays.
11. If an irreducible infeasible set (IIS) has been identified, the generated IIS(s) are accessible through the
IIS retrieval functions, see NUMIIS and XPRSgetiisdata.

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Console and Library Functions

Related topics
XPRSrepairinfeas (REPAIRINFEAS), 6.1.4.

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Console and Library Functions

XPRSrestore RESTORE
Purpose
Restores the Optimizer’s data structures from a file created by XPRSsave (SAVE). Optimization may
then recommence from the point at which the file was created.
Synopsis
int XPRS_CC XPRSrestore(XPRSprob prob, const char ⁎probname, const char
⁎flags);
RESTORE [probname] [flags]
Arguments
prob The current problem.
probname A string of up to MAXPROBNAMELENGTH characters containing the problem name.
flags f Force the restoring of a save file even if it is from a different version.
Example 1 (Library)
XPRSrestore(prob,"","");

Example 2 (Console)
RESTORE

Further information
1. This routine restores the data structures from the file problem_name.svf that was created by a
previous execution of XPRSsave (SAVE). The file problem_name.sol is also required and, if
recommencing optimization in a global search, the files problem_name.glb and problem_name.ctp
are required too. Note that .svf files are particular to the release of the Optimizer used to create them.
They can only be read using the same release Optimizer as used to create them.

2. (Console) The main use for XPRSsave (SAVE) and XPRSrestore (RESTORE) is to enable the user to
interrupt a long optimization run using CTRL-C, and save the Optimizer status with the ability to restart
it later from where it left off. It might also be used to save the optimal status of a problem when the
user then intends to implement several uses of XPRSalter (ALTER) on the problem, re-optimizing
each time from the saved status.

3. The use of the ’f’ flag is not recommended and can cause unexpected results.
Related topics
XPRSalter (ALTER), XPRSsave (SAVE).

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Console and Library Functions

XPRSrhssa
Purpose
Returns upper and lower sensitivity ranges for specified right hand side (RHS) function coefficients. If
the RHS coefficients are varied within these ranges the current basis remains optimal and the reduced
costs remain valid.
Synopsis
int XPRS_CC XPRSrhssa(XPRSprob prob, int nels, const int mindex[], double
lower[], double upper[]);
Arguments
prob The current problem.
nels The number of RHS coefficients for which sensitivity ranges are required.
mindex Integer array of length nels containing the indices of the rows whose RHS coefficients
sensitivity ranges are required.
lower Double array of length nels where the RHS lower range values are to be returned.
upper Double array of length nels where the RHS upper range values are to be returned.
Example
Here we obtain the RHS function ranges for the three columns: 2, 6 and 8:
mindex[0] = 2; mindex[1] = 8; mindex[2] = 6;
XPRSrhssa(prob,3,mindex,lower,upper);
After which lower and upper contain:

lower[0] = 5.0; upper[0] = 7.0;

lower[1] = 3.8; upper[1] = 5.2;
lower[2] = 5.7; upper[2] = 1e+20;
Meaning that the current basis remains optimal when 5.0 ≤ rhs2 , 3.8 ≤ rhs8 ≤ 5.2 and 5.7 ≤ rhs6 , rhsi
being the RHS coefficient of row i.

Further information
XPRSrhssa can only be called when an optimal solution to the current LP has been found. It cannot be
used when the problem is MIP presolved.
Related topics
XPRSobjsa.

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Console and Library Functions

XPRSsave, XPRSsaveas SAVE

Purpose
Saves the current data structures, i.e. matrices, control settings and problem attribute settings to file
and terminates the run so that optimization can be resumed later.
Synopsis
int XPRS_CC XPRSsave(XPRSprob prob);
int XPRS_CC XPRSsaveas(XPRSprob prob, char ⁎filename);
SAVE
Arguments
prob The current problem.
filename The name of the file to save to.
Example 1 (Library)
XPRSsave(prob);

Example 2 (Console)
SAVE

Further information
1. The data structures are written to the file problem_name.svf. Optimization may recommence from the
same point when the data structures are restored by a call to XPRSrestore (RESTORE). Under such
circumstances, the file problem_name.sol and, if a branch and bound search is in progress, the global
files problem_name.glb and problem_name.ctp are also required. These files will be present after
execution of XPRSsave (SAVE), but will be modified by subsequent optimization, so no optimization
calls may be made after the call to XPRSsave (SAVE). Note that the .svf files created are particular to
the release of the Optimizer used to create them. They can only be read using the same release
Optimizer as used to create them.
2. The function XPRSsaveas is equivalent to XPRSsave with the exception of allowing to adjust the
name of the file created. The name of the file must not be greater than MAXPROBNAMELENGTH.
Related topics
XPRSrestore (RESTORE).

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Console and Library Functions

XPRSscale SCALE
Purpose
Re-scales the current matrix.
Synopsis
int XPRS_CC XPRSscale(XPRSprob prob, const int mrscal[], const int
mcscal[]);
SCALE
Arguments
prob The current problem.
mrscal Integer array of size ROWS containing the powers of 2 with which to scale the rows, or
NULL if not required.
mcscal Integer array of size COLS containing the powers of 2 with which to scale the columns,
or NULL if not required.
Related controls
Integer
SCALING Type of scaling.
Example 1 (Library)
XPRSreadprob(prob,"jovial","");
XPRSalter(prob,"serious");
XPRSscale(prob,NULL,NULL);
XPRSlpoptimize(prob,"");

This reads the MPS file jovial.mat, modifies it according to instructions in the file serious.alt,
rescales the matrix and seeks the minimum objective value.
Example 2 (Console)
The equivalent set of commands for the Console user would be:
READPROB jovial
ALTER serious
SCALE
LPOPTIMIZE

Further information
1. If mrscal and mcscal are both non-NULL then they will be used to scale the matrix. Otherwise the
matrix will be scaled according to the control SCALING. This routine may be useful when the current
matrix has been modified by calls to routines such as XPRSalter (ALTER), XPRSchgmcoef and
XPRSaddrows.
2. XPRSscale (SCALE) cannot be called if the current matrix is presolved.
Related topics
XPRSalter (ALTER), XPRSreadprob (READPROB).

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Console and Library Functions

XPRSsetbranchbounds
Purpose
Specifies the bounds previously stored using XPRSstorebounds that are to be applied in order to
branch on a user global entity. This routine can only be called from the user separate callback function,
XPRSaddcbsepnode.
Synopsis
int XPRS_CC XPRSsetbranchbounds(XPRSprob prob, void ⁎mindex);
Arguments
prob The current problem.
mindex Pointer previously defined in a call to XPRSstorebounds that references the stored
bounds to be used to separate the node.
Example
This example defines a user separate callback function for the global search:
XPRSaddcbsepnode(prob,nodeSep,NULL,0);

where the function nodeSep is defined as follows:

int nodeSep(XPRSprob prob, void ⁎obj, int ibr, int iglsel,
int ifup, double curval)
{
void ⁎index;
double dbd;

if( ifup )
{
dbd = ceil(curval);
XPRSstorebounds(prob, 1, &iglsel, "L", &dbd, &index);
}
else
{
dbd = floor(curval);
XPRSstorebounds(prob, 1, &iglsel, "U", &dbd, &index);
}
XPRSsetbranchbounds(prob, index);
return 0;
}
Related topics
XPRSloadcuts, XPRSaddcbestimate, XPRSaddcbsepnode, XPRSstorebounds, Section 5.8.

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Console and Library Functions

XPRSsetbranchcuts
Purpose
Specifies the pointers to cuts in the cut pool that are to be applied in order to branch on a user global
entity. This routine can only be called from the user separate callback function, XPRSaddcbsepnode.
Synopsis
int XPRS_CC XPRSsetbranchcuts(XPRSprob prob, int ncuts, const XPRScut
mindex[]);
Arguments
prob The current problem.
ncuts Number of cuts to apply.
mindex Array containing the pointers to the cuts in the cut pool that are to be applied. Typically
obtained from XPRSstorecuts.
Related topics
XPRSgetcpcutlist, XPRSaddcbestimate, XPRSaddcbsepnode, XPRSstorecuts, Section 5.8.

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Console and Library Functions

XPRSsetcheckedmode
Purpose
You can use this function to disable some of the checking and validation of function calls and function
call parameters for calls to the Xpress Optimizer API. This checking is relatively lightweight but
disabling it can improve performance in cases where non-intensive Xpress Optimizer functions are
called repeatedly in a short space of time.
Please note: after disabling function call checking and validation, invalid usage of Xpress Optimizer
functions may not be detected and may cause the Xpress Optimizer process to behave unexpectedly or
crash. It is not recommended that you disable function call checking and validation during application
development.
Synopsis
int XPRS_CC XPRSsetcheckedmode(int checked_mode);

Argument
checked_mode Pass as 0 to disable much of the validation for all Xpress function calls from the
current process. Pass 1 to re-enable validation. By default, validation is enabled.
Related topics
XPRSgetcheckedmode.

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Console and Library Functions

XPRSsetdblcontrol
Purpose
Sets the value of a given double control parameter.
Synopsis
int XPRS_CC XPRSsetdblcontrol(XPRSprob prob, int ipar, double dsval);
Arguments
prob The current problem.
ipar Control parameter whose value is to be set. A full list of all controls may be found in 9,
or from the list in the xprs.h header file.
dsval Value to which the control parameter is to be set.

Related topics
XPRSgetdblcontrol, XPRSsetintcontrol, XPRSsetstrcontrol.

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Console and Library Functions

XPRSsetdefaultcontrol SETDEFAULTCONTROL
Purpose
Sets a single control to its default value.
Synopsis
int XPRS_CC XPRSsetdefaultcontrol(XPRSprob prob, int ipar);
SETDEFAULTCONTROL controlname
Arguments
prob The current problem.
ipar Integer, double or string control parameter whose default value is to be set.
controlname Integer, double or string control parameter whose default value is to be set.
Example
The following turns off presolve to solve a problem, before resetting it to its default value and solving it
again:
XPRSsetintcontrol(prob, XPRS_PRESOLVE, 0);
XPRSmipoptimize(prob, "");
XPRSwriteprtsol(prob);
XPRSsetdefaultcontrol(prob, XPRS_PRESOLVE);
XPRSmipoptimize(prob, "");
Further information
A full list of all controls may be found in Chapter 9, or from the list in the xprs.h header file.
Related topics
XPRSsetdefaults, XPRSsetintcontrol, XPRSsetdblcontrol, XPRSsetstrcontrol.

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Console and Library Functions

XPRSsetdefaults SETDEFAULTS
Purpose
Sets all controls to their default values. Must be called before the problem is read or loaded by
XPRSreadprob, XPRSloadglobal, XPRSloadlp, XPRSloadqglobal, XPRSloadqp.
Synopsis
int XPRS_CC XPRSsetdefaults(XPRSprob prob);
SETDEFAULTS
Argument
prob The current problem.
Example
The following turns off presolve to solve a problem, before resetting the control defaults, reading it and
solving it again:

XPRSsetintcontrol(prob, XPRS_PRESOLVE, 0);

XPRSmipoptimize(prob, "");
XPRSwriteprtsol(prob);
XPRSsetdefaults(prob);
XPRSreadprob(prob);
XPRSmipoptimize(prob, "");

Related topics
XPRSsetdefaultcontrol, XPRSsetintcontrol, XPRSsetdblcontrol, XPRSsetstrcontrol.

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Console and Library Functions

XPRSsetindicators
Purpose
Specifies that a set of rows in the matrix will be treated as indicator constraints, during a global search.
An indicator constraint is made of a condition and a linear constraint. The condition is of
the type "bin = value", where bin is a binary variable and value is either 0 or 1. The linear
constraint is any linear row. During global 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.

Synopsis
int XPRS_CC XPRSsetindicators(XPRSprob prob, int nrows, const int mrows[],
const int inds[], const int comps[]);
Arguments
prob The current problem.
nrows The number of indicator constraints.
mrows Integer array of length nrows containing the indices of the rows that define the linear
constraint part for the indicator constraints.
inds Integer array of length nrows containing the column indices of the indicator variables.
comps Integer array of length nrows with the complement flags:
0 not an indicator constraint (in this case the corresponding entry in the inds
array is ignored);
1 for indicator constraints with condition "bin = 1";
-1 for indicator constraints with condition "bin = 0";
Example
This sets the first two matrix rows as indicator rows in the global 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 mrows[] = {0,1};
int inds[] = {4,5};
int comps[] = {1,-1};

...
XPRSsetindicators(prob,2,mrows,inds,comps);
XPRSmipoptimize(prob,"");

Further information
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.

Related topics
XPRSgetindicators, XPRSdelindicators.

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Console and Library Functions

XPRSsetintcontrol, XPRSsetintcontrol64
Purpose
Sets the value of a given integer control parameter.
Synopsis
int XPRS_CC XPRSsetintcontrol(XPRSprob prob, int ipar, int isval);

int XPRS_CC XPRSsetintcontrol64(XPRSprob prob, int ipar, XPRSint64 isval);

Arguments
prob The current problem.
ipar Control parameter whose value is to be set. A full list of all controls may be found in 9,
or from the list in the xprs.h header file.
isval Value to which the control parameter is to be set.
Example
The following sets the control PRESOLVE to 0, turning off the presolve facility prior to optimization:

XPRSsetintcontrol(prob, XPRS_PRESOLVE, 0);

XPRSlpoptimize(prob, "");
Further information
Some of the integer control parameters, such as SCALING, are bitmaps, with each bit controlling
different behavior. Bit 0 has value 1, bit 1 has value 2, bit 2 has value 4, and so on.
Related topics
XPRSgetintcontrol, XPRSsetdblcontrol, XPRSsetstrcontrol.

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Console and Library Functions

XPRSsetlogfile SETLOGFILE
Purpose
This directs all Optimizer output to a log file.
Synopsis
int XPRS_CC XPRSsetlogfile(XPRSprob prob, const char ⁎filename);
SETLOGFILE filename
Arguments
prob The current problem.
filename A string of up to MAXPROBNAMELENGTH characters containing the file name to which all
logging output should be written. If set to NULL, redirection of the output will stop and
all screen output will be turned back on (except for DLL users where screen output is
always turned off).
Example
The following directs output to the file logfile.log:
XPRSinit(NULL);
XPRScreateprob(&prob);
XPRSsetlogfile(prob,"logfile.log");
Further information
1. It is recommended that a log file be set up for each problem being worked on, since it provides a means
for obtaining any errors or warnings output by the Optimizer during the solution process.

2. If output is redirected with XPRSsetlogfile all screen output will be turned off.
3. Alternatively, an output callback can be defined using XPRSaddcbmessage, which will be called every
time a line of text is output. Defining a user output callback will turn all screen output off. To discard all
output messages the OUTPUTLOG integer control can be set to 0.
Related topics
XPRSaddcbmessage.

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Console and Library Functions

XPRSsetmessagestatus
Purpose
Manages suppression of messages.
Synopsis
int XPRS_CC XPRSsetmessagestatus(XPRSprob prob, int errcode, int status);
Arguments
prob The problem for which message errcode is to have its suppression status changed;
pass NULL if the message should have the status apply globally to all problems.
errcode The id number of the message. Refer to the section 11 for a list of possible message
numbers.
status Non-zero if the message is not suppressed; 0 otherwise. If a value for status is not
supplied in the command-line call then the console Optimizer prints the value of the
suppression status to screen i.e., non-zero if the message is not suppressed; 0
otherwise.
Example
Attempting to optimize a problem that has no matrix loaded gives error 91. The following code uses
XPRSsetmessagestatus to suppress the error message:
XPRScreateprob(&prob);
XPRSsetmessagestatus(prob,91,0);
XPRSlpoptimize(prob,"");

Further information
If a message is suppressed globally then the message can only be enabled for any problem once the
global suppression is removed with a call to XPRSsetmessagestatus with prob passed as NULL.
Related topics
XPRSgetmessagestatus.

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Console and Library Functions

XPRSsetprobname SETPROBNAME
Purpose
Sets the current default problem name. This command is rarely used.
Synopsis
int XPRS_CC XPRSsetprobname(XPRSprob prob, const char ⁎probname);
SETPROBNAME probname
Arguments
prob The current problem.
probname A string of up to MAXPROBNAMELENGTH characters containing the problem name.
Example
READPROB bob
LPOPTIMIZE
SETPROBNAME jim
READPROB

The above will read the problem bob and then read the problem jim.
Related topics
XPRSreadprob (READPROB), XPRSgetprobname, MAXPROBNAMELENGTH.

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Console and Library Functions

XPRSsetstrcontrol
Purpose
Used to set the value of a given string control parameter.
Synopsis
int XPRS_CC XPRSsetstrcontrol(XPRSprob prob, int ipar, const char ⁎csval);
Arguments
prob The current problem.
ipar Control parameter whose value is to be set. A full list of all controls may be found in 9,
or from the list in the xprs.h header file.
csval A string containing the value to which the control is to be set (plus a null terminator).

Example
The following sets the control MPSOBJNAME to "Profit":
XPRSsetstrcontrol(prob, XPRS_MPSOBJNAME, "Profit");
Related topics
XPRSgetstrcontrol, XPRSsetdblcontrol, XPRSsetintcontrol.

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Console and Library Functions

STOP
Purpose
Terminates the Console Optimizer, returning an exit code to the operating system. This is useful for
batch operations.
Synopsis
STOP

Example
The following example inputs a matrix file, lama.mat, runs a global optimization on it and then exits:
READPROB lama
MIPOPTIMIZE
STOP

Further information
This command may be used to terminate the Optimizer as with the QUIT command. It sets an exit
value which may be inspected by the host operating system or invoking program.
Related topics
QUIT.

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Console and Library Functions

XPRSstorebounds
Purpose
Stores bounds for node separation using user separate callback function.
Synopsis
int XPRS_CC XPRSstorebounds(XPRSprob prob, int nbnds, const int mcols[],
const char qbtype[], const double dbds[], void ⁎⁎mindex);
Arguments
prob The current problem.
nbnds Number of bounds to store.
mcols Array containing the column indices.
qbtype Array containing the bounds types:
U indicates an upper bound;
L indicates a lower bound.
dbds Array containing the bound values.
mindex Pointer that the user will use to reference the stored bounds for the Optimizer in
XPRSsetbranchbounds.
Example
This example defines a user separate callback function for the global search:
XPRSaddcbsepnode(prob,nodeSep,void,0);
where the function nodeSep is defined as follows:
int nodeSep(XPRSprob prob, void ⁎obj int ibr, int iglsel,
int ifup, double curval)
{
void ⁎index;
double dbd;

if( ifup )
{
dbd = ceil(curval);
XPRSstorebounds(prob, 1, &iglsel, "L", &dbd, &index);
}
else
{
dbd = floor(curval);
XPRSstorebounds(prob, 1, &iglsel, "U", &dbd, &index);
}
XPRSsetbranchbounds(prob, index);
return 0;
}
Related topics
XPRSsetbranchbounds, XPRSaddcbestimate, XPRSaddcbsepnode.

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Console and Library Functions

XPRSstorecuts, XPRSstorecuts64
Purpose
Stores cuts into the cut pool, but does not apply them to the current node. These cuts must be explicitly
loaded into the matrix using XPRSloadcuts or XPRSsetbranchcuts before they become active.
Synopsis
int XPRS_CC XPRSstorecuts(XPRSprob prob, int ncuts, int nodupl, const int
mtype[], const char qrtype[], const double drhs[], const int
mstart[], XPRScut mindex[], const int mcols[], const double
dmatval[]);

int XPRS_CC XPRSstorecuts64(XPRSprob prob, int ncuts, int nodupl, const int
mtype[], const char qrtype[], const double drhs[], const XPRSint64
mstart[], XPRScut mindex[], const int mcols[], const double
dmatval[]);
Arguments
prob The current problem.
ncuts Number of cuts to add.
nodupl 0 do not exclude duplicates from the cut pool;
1 duplicates are to be excluded from the cut pool;
2 duplicates are to be excluded from the cut pool, ignoring cut type.
mtype Integer array of length ncuts containing the cut types. The cut types can be any integer
and are used to identify the cuts.
qrtype Character array of length ncuts containing the row types:
L indicates a ≤ row;
E indicates an = row;
G indicates a ≥ row.
drhs Double array of length ncuts containing the right hand side elements for the cuts.
mstart Integer array containing offsets into the mcols and dmtval arrays indicating the start
of each cut. This array is of length ncuts+1 with the last element mstart[ncuts]
being where cut ncuts+1 would start.
mindex Array of length ncuts where the pointers to the cuts will be returned.
mcols Integer array of length mstart[ncuts] containing the column indices in the cuts.
dmatval Double array of length mstart[ncuts] containing the matrix values for the cuts.

Related controls
Double
MATRIXTOL Tolerance on matrix elements.

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Further information
1. XPRSstorecuts can be used to eliminate duplicate cuts. If the nodupl parameter is set to 1, the cut
pool will be checked for duplicate cuts with a cut type identical to the cuts being added. If a duplicate
cut is found the new cut will only be added if its right hand side value makes the cut stronger. If the cut
in the pool is weaker than the added cut it will be removed unless it has been applied to an active node
of the tree. If nodupl is set to 2 the same test is carried out on all cuts, ignoring the cut type.
2. XPRSstorecuts returns a list of the cuts added to the cut pool in the mindex array. If the cut is not
added to the cut pool because a stronger cut exits a NULL will be returned. The mindex array can be
passed directly to XPRSloadcuts or XPRSsetbranchcuts to load the most recently stored cuts into
the matrix.
3. The columns and elements of the cuts must be stored contiguously in the mcols and dmtval arrays
passed to XPRSstorecuts. The starting point of each cut must be stored in the mstart array. To
determine the length of the final cut the mstart array must be of length ncuts+1 with the last element
of this array containing where the cut ncuts+1 would start.
Related topics
XPRSloadcuts XPRSsetbranchcuts, XPRSaddcbestimate, XPRSaddcbsepnode, 5.8.

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Console and Library Functions

XPRSstrongbranch
Purpose
Performs strong branching iterations on all specified bound changes. For each candidate bound
change, XPRSstrongbranch 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.
Synopsis
int XPRS_CC XPRSstrongbranch(XPRSprob prob, const int nbnds, const int
mbndind[], const char cbndtype[], const double dbndval[], const int
itrlimit, double dsobjval[], int msbstatus[]);
Arguments
prob The current problem.
nbnds Number of bound changes to try.
mbndind Integer array of size nbnds containing the indices of the columns on which the bounds
will change.
cbndtype Character array of length nbnds 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.
dbndval Double array of length nbnds giving the new bound values.
itrlimit Maximum number of LP iterations to perform for each bound change.
dsobjval Objective value of each LP after performing the strong branching iterations.
msbstatus Status of each LP after performing the strong branching iterations, as detailed for the
LPSTATUS attribute.
Example
Suppose that the current LP relaxation has two integer columns (columns 0 and 1 which are fractionals
at 0.3 and 1.5, respectively, and we want to perform strong branching in order to choose which to
branch on. This could be done in the following way:

int mbndind[] = { 0, 0, 1, 1 };
char cbndtype[] = "LULU";
double dbndval[] = {1, 0, 2, 1};
double dsobjval[4];
int msbstatus[4];
...
XPRSstrongbranch(prob, 4, mbndind, cbndtype, dbndval, 1000,
dsobjval, msbstatus);
Further information
Prior to calling XPRSstrongbranch, the current LP problem must have been solved to optimality and an
optimal basis must be available.

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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.
Synopsis
int XPRS_CC XPRSstrongbranchcb(XPRSprob prob, const int nbnds, const int
mbndind[], const char cbndtype[], const double dbndval[], const int
itrlimit, double dsbobjval[], int msbstatus[], int (XPRS_CC
⁎sbsolvecb)(XPRSprob prob, void⁎ vContext, int ibnd), void⁎
vContext);
Arguments
prob The current problem.
nbnds Number of bound changes to try.
mbndind Integer array of size nbnds containing the indices of the columns on which the bounds
will change.
cbndtype Character array of length nbnds 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.
dbndval Double array of length nbnds giving the new bound values.
itrlimit Maximum number of LP iterations to perform for each bound change.
dsobjval Objective value of each LP after performing the strong branching iterations.
msbstatus Status of each LP after performing the strong branching iterations, as detailed for the
LPSTATUS attribute.
sbsolvecb Function to be called after each strong branch has been reoptimized.
vContext User context to be provided for sbsolvecb.
ibnd The index of bound for which sbsolvecb is called.
Further information
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 sbsolvecb 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 XPRSgetlpsol.

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Console and Library Functions

TUNE
Purpose
This command can start a tuner session for the current problem. In this case, the tuner will solve the
problem multiple times while evaluating a list of control settings and promising combinations of them.
When finished, the tuner will select and set the best control setting on the problem. Note that the
direction of optimization is given by OBJSENSE. This command can also handle the input and output of
tuner method files.

Synopsis
TUNE [-flags] [subcommand [filename]]
Arguments
flags Flags to pass to TUNE, which specify whether to tune the current problem as an LP or a
MIP problem, and the algorithm for solving the LP problem or the initial LP relaxation
of the MIP. The flags are optional. If the argument includes:
l will tune the problem as an LP (mutually exclusive with flag g);
g will tune the problem as a MIP (mutually exclusive with flag l);
d will use the dual simplex method;
p will use the primal simplex method;
b will use the barrier method;
n will use the network simplex method.
subcommand Subcommand to pass to TUNE for handling tuner method files. It can be one of:
pm / printmethod Print the tuner method on the console.
wm / writemethod Write the tuner method to a file.
rm / readmethod Read the tuner method from a file.
probset Tune a set of problems.
mipset Tune a set of MIP problems.
lpset Tune a set of LP problems.
filename Tuner method file or problem set file. This is an optional argument of the
subcommand.
Related controls
Integer
TUNERHISTORY Whether to reuse and append to previous tuner result.
TUNERMAXTIME Maximum total time allowed for the tuner.
TUNERMETHOD Selects a factory tuner method.
TUNERMODE Enable or disable the tuner.
TUNEROUTPUT Whether to write tuner result and logs to file system.
TUNERPERMUTE Number of permutations to solve with each control setting.
TUNERTARGET Defines the criterion by which individual runs are compared.
TUNERTHREADS Number of threads to be used by the tuner.
String
TUNERMETHODFILE A file which contains a user-defined tuner method.
TUNEROUTPUTPATH The root path for all tuner result output.
TUNERSESSIONNAME When defined, will override the problem name within the tuner.
Example 1 (Console)
TUNE -l

This tunes the current problem as an LP problem.

Example 2 (Console)

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Console and Library Functions

TUNE pm

TUNE printmethod

Both commands print the tuner method to the console.

Example 3 (Console)
TUNE rm method

TUNE readmethod method

Both commands read the tuner method from the method.xtm file.
Example 4 (Console)
TUNE wm method

TUNE writemethod method

Both commands write the tuner method to the method.xtm file.

Example 5 (Console)
TUNE probset problem.set

Tune a set of problems defined by the problem.set file.

Example 6 (Console)
TUNE lpset problem.set

Tune a set of LP problems defined by the problem.set file.

Further information
1. When both flags and subcommand are provided with the TUNE command, the subcommand will be
ignored.
2. Please refer to Section 5.11 for a detailed guide of how to use the tuner.

3. Please refer to Section 5.11.8 for more information about tuning a set of problems.

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Console and Library Functions

XPRStune
Purpose
This function begins a tuner session for the current problem. The tuner will solve the problem multiple
times while evaluating a list of control settings and promising combinations of them. When finished,
the tuner will select and set the best control setting on the problem. Note that the direction of
optimization is given by OBJSENSE.

Synopsis
int XPRS_CC XPRStune(XPRSprob prob, const char ⁎flags);
Arguments
prob The current problem.
flags Flags to pass to XPRStune, which specify whether to tune the current problem as an
LP or a MIP problem, and the algorithm for solving the LP problem or the initial LP
relaxation of the MIP. The flags are optional. If the argument includes:
l will tune the problem as an LP (mutually exclusive with flag g);
g will tune the problem as a MIP (mutually exclusive with flag l);
d will use the dual simplex method;
p will use the primal simplex method;
b will use the barrier method;
n will use the network simplex method.
Example
XPRStune(prob, "dp");

This tunes the current problem. The problem type is automatically determined. If it is an LP problem, it
will be solved with a concurrent run of the dual and primal simplex method. If it is a MIP problem, the
initial LP relaxation of the MIP will be solved with a concurrent run of primal and dual simplex.
Further information
1. Please refer to command TUNE for a list of related controls.
2. Please refer to Section 5.11 for a detailed guide of how to use the tuner.

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Console and Library Functions

XPRStunerreadmethod
Purpose
This function loads a user defined tuner method from the given file.
Synopsis
int XPRS_CC XPRStunerreadmethod(XPRSprob prob, const char⁎ methodfile);
Arguments
prob The current problem.
methodfile The method file name, from which the tuner can load a user-defined tuner method.
Example
XPRStunerreadmethod(prob, "method.xtm");

This loads the tuner method from the method.xtm file.

Further information
Please refer to Section 5.11.2 for more information about the tuner method, and Appendix A.9 for the
format of the tuner method file.

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XPRStunerwritemethod
Purpose
This function writes the current tuner method to a given file or prints it to the console.
Synopsis
int XPRS_CC XPRStunerwritemethod(XPRSprob prob, const char⁎ methodfile);
Arguments
prob The current problem.
methodfile The method file name, to which the tuner will write the current tuner method. If the
input is stdout or STDOUT, then the tuner will print the method to the console instead.

Example 1 (Library)
XPRStunerwritemethod(prob, "method.xtm");

This writes the tuner method to the method.xtm file.

Example 2 (Library)
XPRStunerwritemethod(prob, "stdout");

This prints the tuner method to the console.

Further information
Please refer to Section 5.11.2 for more information about the tuner method, and Appendix A.9 for the
format of the tuner method file.

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Console and Library Functions

XPRSunloadprob
Purpose
Unloads and frees all memory associated with the current problem. It also invalidates the current
problem (as opposed to reading in an empty problem).
Synopsis
int XPRS_CC XPRSunloadprob(XPRSprob prob);

Argument
prob The current problem.

Related topics
XPRSreadprob, XPRSloadlp, XPRSloadglobal, XPRSloadqglobal, XPRSloadqp.

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Console and Library Functions

XPRSwritebasis WRITEBASIS
Purpose
Writes the current basis to a file for later input into the Optimizer.
Synopsis
int XPRS_CC XPRSwritebasis(XPRSprob prob, const char ⁎filename, const char
⁎flags);
WRITEBASIS [-flags] [filename]
Arguments
prob The current problem.
filename A string of up to MAXPROBNAMELENGTH characters containing the file name from which
the basis is to be written. If omitted, the default problem_name is used with a .bss
extension.
flags Flags to pass to XPRSwritebasis (WRITEBASIS):
i output the internal presolved basis.
t output a compact advanced form of the basis.
n output basis file containing current solution values.
h output values in single precision.
x output values in hexadecimal format.
p obsolete flag (now default behavior).
Example 1 (Library)
After an LP has been solved it may be desirable to save the basis for future input as an advanced
starting point for other similar problems. This may save significant amounts of time if the LP is
complex. The Optimizer input commands might then be:
XPRSreadprob(prob, "myprob", "");
XPRSlpoptimize(prob, "");
XPRSwritebasis(prob, "", "");
This reads in a matrix file, maximizes the LP and saves the basis. Loading a basis for a MIP problem
can disable some MIP presolve operations which can result in a large increase in solution times so it is
generally not recommended.
Example 2 (Console)
An equivalent set of commands to the above for console users would be:
READPROB
LPOPTIMIZE
WRITEBASIS

Further information
1. The t flag is only useful for later input to a similar problem using the t flag with XPRSreadbasis
(READBASIS).

2. If the Newton barrier algorithm has been used for optimization then crossover must have been
performed before there is a valid basis. This basis can then only be used for restarting the simplex
(primal or dual) algorithm.
3. XPRSwritebasis (WRITEBASIS) will output the basis for the original problem even if the matrix has
been presolved.
Related topics
XPRSgetbasis, XPRSreadbasis (READBASIS).

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Console and Library Functions

XPRSwritebinsol WRITEBINSOL
Purpose
Writes the current MIP or LP solution to a binary solution file for later input into the Optimizer.
Synopsis
int XPRS_CC XPRSwritebinsol(XPRSprob prob, const char ⁎filename, const char
⁎flags);
WRITEBINSOL [-flags] [filename]
Arguments
prob The current problem.
filename A string of up to MAXPROBNAMELENGTH characters containing the file name to which
the solution is to be written. If omitted, the default problem_name is used with a .sol
extension.
flags Flags to pass to XPRSwritebinsol (WRITEBINSOL):
x output the LP solution.

Example 1 (Library)
After an LP has been solved or a MIP solution has been found the solution can be saved to file. If a MIP
solution exists it will be written to file unless the -x flag is passed to XPRSwritebinsol
(WRITEBINSOL) in which case the LP solution will be written. The Optimizer input commands might
then be:

XPRSreadprob(prob, "myprob", "");

XPRSmipoptimize(prob, "");
XPRSwritebinsol(prob, "", "");
This reads in a matrix file, maximizes the MIP and saves the last found MIP solution.
Example 2 (Console)
An equivalent set of commands to the above for console users would be:
READPROB
MIPOPTIMIZE
WRITEBINSOL

Related topics
XPRSgetlpsol, XPRSgetmipsol, XPRSreadbinsol (READBINSOL), XPRSwritesol (WRITESOL),
XPRSwriteprtsol (WRITEPRTSOL).

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Console and Library Functions

XPRSwritedirs WRITEDIRS
Purpose
Writes the global search directives from the current problem to a directives file.
Synopsis
int XPRS_CC XPRSwritedirs(XPRSprob prob, const char ⁎filename);
WRITEDIRS [filename]
Arguments
prob The current problem.
filename A string of up to MAXPROBNAMELENGTH characters containing the file name to which
the directives should be written. If omitted (or NULL), the default problem_name is used
with a .dir extension.

Further information
If the problem has been presolved, only the directives for columns in the presolved problem will be
written to file.
Related topics
XPRSloaddirs, A.6.

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XPRSwriteprob WRITEPROB
Purpose
Writes the current problem to an MPS or LP file.
Synopsis
int XPRS_CC XPRSwriteprob(XPRSprob prob, const char ⁎filename, const char
⁎flags);
WRITEPROB [-flags] [filename]
Arguments
prob The current problem.
filename A string of up to MAXPROBNAMELENGTH characters to contain the file name to which the
problem is to be written. If omitted, the default problem_name is used with a .mps
extension, unless the l flag is used in which case the extension is .lp.
flags Flags, which can be one or more of the following:
h single precision of numerical values;
o one element per line;
n scaled;
s scrambled vector names;
l output in LP format;
x output MPS file in hexadecimal format.
p full precision of numerical values (obsolete as this is now default behavior).
Example 1 (Library)
The following example outputs the current problem in LP format with scrambled vector names to the
file problem_name.lp.
XPRSwriteprob(prob, "", "ls");

Example 2 (Console)
WRITEPROB -x C:myprob

This instructs the Optimizer to write an MPS matrix to the file myprob.mat on the C: drive using
hexadecimal numbers.

Further information
1. If XPRSloadlp, XPRSloadglobal, XPRSloadqglobal or XPRSloadqp is used to obtain a matrix
then there is no association between the objective function and the N rows in the matrix and so a
separate N row (called __OBJ___) is created when you do an XPRSwriteprob (WRITEPROB). Also if
you do an XPRSreadprob (READPROB) and then change either the objective row or the N row in the
matrix corresponding to the objective row, you lose the association between the two and the __OBJ___
row is created when you do an XPRSwriteprob (WRITEPROB). To remove the objective row from the
matrix when doing an XPRSreadprob (READPROB), set KEEPNROWS to -1 before XPRSreadprob
(READPROB).
2. The hexadecimal format is useful for saving the exact internal precision of the matrix.
3. Warning: If XPRSreadprob (READPROB) is used to input a problem, then the input file will be
overwritten by XPRSwriteprob (WRITEPROB) if a new filename is not specified.
Related topics
XPRSreadprob (READPROB).

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Console and Library Functions

XPRSwriteprtrange WRITEPRTRANGE
Purpose
Writes the ranging information to a fixed format ASCII file, problem_name.rrt. The binary range file
(.rng) must already exist, created by XPRSrange (RANGE).
Synopsis
int XPRS_CC XPRSwriteprtrange(XPRSprob prob);
WRITEPRTRANGE
Argument
prob The current problem.
Related controls
Integer
MAXPAGELINES Number of lines between page breaks.
Double
OUTPUTTOL Tolerance on print values.
Example 1 (Library)
The following example solves the LP problem and then calls XPRSrange (RANGE) before outputting the
result to file for printing:
XPRSreadprob(prob, "myprob", "");
XPRSlpoptimize(prob, "");
XPRSrange(prob);
XPRSwriteprttange(prob);
Example 2 (Console)
An equivalent set of commands for the Console user would be:
READPROB
LPOPTIMIZE
RANGE
WRITEPRTRANGE
Further information
1. (Console) There is an equivalent command PRINTRANGE which outputs the same information to the
screen. The format is the same as that output to file by XPRSwriteprtrange (WRITEPRTRANGE),
except that the user is permitted to enter a response after each screen if further output is required.

2. The fixed width ASCII format created by this command is not as readily useful as that produced by
XPRSwriterange (WRITERANGE). The main purpose of XPRSwriteprtrange (WRITEPRTRANGE) is
to create a file that can be printed. The format of this fixed format range file is described in Appendix A.
Related topics
XPRSgetcolrange, XPRSgetrowrange, XPRSrange (RANGE), XPRSwriteprtsol,
XPRSwriterange, A.6.

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Console and Library Functions

XPRSwriteprtsol WRITEPRTSOL
Purpose
Writes the current solution to a fixed format ASCII file, problem_name .prt.
Synopsis
int XPRS_CC XPRSwriteprtsol(XPRSprob prob, const char ⁎filename, const char
⁎flags);
WRITEPRTSOL [filename] [-flags]
Arguments
prob The current problem.
filename A string of up to MAXPROBNAMELENGTH characters containing the file name to which
the solution is to be written. If omitted, the default problem_name will be used. The
extension .prt will be appended.
flags Flags for XPRSwriteprtsol (WRITEPRTSOL) are:
x write the LP solution instead of the current MIP solution.

Related controls
Integer
MAXPAGELINES Number of lines between page breaks.
Double
OUTPUTTOL Tolerance on print values.
Example 1 (Library)
This example shows the standard use of this function, outputting the solution to file immediately
following optimization:

XPRSreadprob(prob, "myprob", "");

XPRSlpoptimize(prob, "");
XPRSwriteprtsol(prob, "", "");
Example 2 (Console)
READPROB
LPOPTIMIZE
PRINTSOL

are the equivalent set of commands for Console users who wish to view the output directly on screen.
Further information
1. (Console) There is an equivalent command PRINTSOL which outputs the same information to the
screen. The format is the same as that output to file by XPRSwriteprtsol (WRITEPRTSOL), except
that the user is permitted to enter a response after each screen if further output is required.
2. The fixed width ASCII format created by this command is not as readily useful as that produced by
XPRSwritesol (WRITESOL). The main purpose of XPRSwriteprtsol (WRITEPRTSOL) is to create a
file that can be sent directly to a printer. The format of this fixed format ASCII file is described in
Appendix A.

3. To create a prt file for a previously saved solution, the solution must first be loaded with the
XPRSreadbinsol (READBINSOL) function.
Related topics
XPRSgetlpsol, XPRSgetmipsol, XPRSreadbinsol XPRSwritebinsol, XPRSwriteprtrange,
XPRSwritesol, A.4.

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Console and Library Functions

XPRSwriterange WRITERANGE
Purpose
Writes the ranging information to a CSV format ASCII file, problem_name.rsc (and .hdr). The binary
range file (.rng) must already exist, created by XPRSrange (RANGE) and an associated header file.
Synopsis
int XPRS_CC XPRSwriterange(XPRSprob prob, const char ⁎filename, const char
⁎flags);
WRITERANGE [filename] [-flags]
Arguments
prob The current problem.
filename A string of up to MAXPROBNAMELENGTH characters containing the file name to which
the ranging information is to be written. If omitted, the default problem_name will be
used. The extensions .hdr and .rsc will be appended to the filename.
flags Flags to control which optional fields are output:
s sequence number;
n name;
t type;
b basis status;
a activity;
c cost (column), slack (row).
If no flags are specified, all fields are output.
Related controls
Double
OUTPUTTOL Tolerance on print values.
String
OUTPUTMASK Mask to restrict the row and column names output to file.

Example 1 (Library)
At its most basic, the usage of XPRSwriterange (WRITERANGE) is similar to that of
XPRSwriteprtrange (WRITEPRTRANGE), except that the output is intended as input to another
program. The following example shows its use:

XPRSreadprob(prob, "myprob", "");

XPRSlpoptimize(prob, "");
XPRSrange(prob);
XPRSwriterange(prob, "", "");
Example 2 (Console)
RANGE
WRITERANGE -nbac

This example would output just the name, basis status, activity, and cost (for columns) or slack (for
rows) for each vector to the file problem_name.rsc. It would also output a number of other fields of
ranging information which cannot be enabled/disabled by the user.

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Console and Library Functions

Further information
1. The following fields are always present in the .rsc file, in the order specified. See the description of the
ASCII range files in Appendix A for details of their interpretation.For rows, the lower and upper cost
entries are zero. If a limiting process or activity does not exist, the field is blank, delimited by double
quotes.
 lower activity
 unit cost down
 upper cost (or lower profit if maximizing)
 limiting process down
 status of down limiting process
 upper activity
 unit cost up
 lower cost (or upper profit if maximizing)
 limiting process up
 status of up limiting process
2. The control OUTPUTMASK may be used to control which vectors are reported to the ASCII file. Only
vectors whose names match OUTPUTMASK are output. This is set to "????????" by default, so that all
vectors are output.
Related topics
XPRSgetlpsol, XPRSgetmipsol, XPRSwriteprtrange (WRITEPRTRANGE), XPRSrange (RANGE),
XPRSwritesol (WRITESOL), A.6.

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Console and Library Functions

XPRSwriteslxsol WRITESLXSOL
Purpose
Creates an ASCII solution file (.slx) using a similar format to MPS files. These files can be read back
into the Optimizer using the XPRSreadslxsol function.
Synopsis
int XPRS_CC XPRSwriteslxsol(XPRSprob prob, const char ⁎filename, const char
⁎flags);
WRITESLXSOL -[flags] [filename]
Arguments
prob The current problem.
filename A string of up to MAXPROBNAMELENGTH characters containing the file name to which
the solution is to be written. If omitted, the default problem_name is used with a .slx
extension.
flags Flags to pass to XPRSwriteslxsol (WRITESLXSOL):
l write the LP solution in case of a MIP problem;
m write the MIP solution;
p use full precision for numerical values;
x use hexadecimal format to write values;
d LP solution only: including dual variables;
s LP solution only: including slack variables;
r LP solution only: including reduced cost.
Example 1 (Library)
XPRSwriteslxsol(prob,"lpsolution","");

This saves the MIP solution if the problem contains global entities, or otherwise saves the LP (barrier in
case of quadratic problems) solution of the problem.
Example 2 (Console)
WRITESLXSOL lpsolution

Which is equivalent to the library example above.

Related topics
XPRSreadslxsol (READSLXSOL, XPRSwriteprtsol (WRITEPRTSOL), XPRSwritebinsol
(WRITEBINSOL), XPRSreadbinsol (READBINSOL).

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Console and Library Functions

XPRSwritesol WRITESOL
Purpose
Writes the current solution to a CSV format ASCII file, problem_name.asc (and .hdr).
Synopsis
int XPRS_CC XPRSwritesol(XPRSprob prob, const char ⁎filename, const char
⁎flags);
WRITESOL [filename] [-flags]
Arguments
prob The current problem.
filename A string of up to MAXPROBNAMELENGTH characters containing the file name to which
the solution is to be written. If omitted, the default problem_name will be used. The
extensions .hdr and .asc will be appended.
flags Flags to control which optional fields are output:
s sequence number;
n name;
t type;
b basis status;
a activity;
c cost (columns), slack (rows);
l lower bound;
u upper bound;
d dj (column; reduced costs), dual value (rows; shadow prices);
r right hand side (rows).
If no flags are specified, all fields are output.
Additional flags:
e outputs every MIP or goal programming solution saved;
p outputs in full precision;
q only outputs vectors with nonzero optimum value;
x output the current LP solution instead of the MIP solution.
Related controls
Double
OUTPUTTOL Tolerance on print values.
String
OUTPUTMASK Mask to restrict the row and column names output to file.
Example 1 (Library)
In this example the basis status is output (along with the sequence number) following optimization:
XPRSreadprob(prob, "richard", "");
XPRSlpoptimize(prob, "");
XPRSwritesol(prob, "", "sb");
Example 2 (Console)
Suppose we wish to produce files containing

 the names and values of variables starting with the letter X which are nonzero and
 the names, values and right hand sides of constraints starting with CO2.

The Optimizer commands necessary to do this are:

OUTPUTMASK = "X???????"
WRITESOL XVALS -naq

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Console and Library Functions

OUTPUTMASK = "CO2?????"
WRITESOL CO2 -nar

Further information
1. The command produces two readable files: filename.hdr (the solution header file) and
filename.asc (the CSV foramt solution file). The header file contains summary information, all in
one line. The ASCII file contains one line of information for each row and column in the problem. Any
fields appearing in the .asc file will be in the order the flags are described above. The order that the
flags are specified by the user is irrelevant.
2. Additionally, the mask control OUTPUTMASK may be used to control which names are reported to the
ASCII file. Only vectors whose names match OUTPUTMASK are output. OUTPUTMASK is set by default to
"????????", so that all vectors are output.
Related topics
XPRSgetlpsol, XPRSgetmipsol, XPRSwriterange (WRITERANGE), XPRSwriteprtsol
(WRITEPRTSOL).

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CHAPTER 9
Control Parameters

Various controls exist within the Optimizer to govern the solution procedure and the form of output.
The majority of these take integer values and act as switches between various types of behavior. The
tolerances on values are double precision, and there are a few controls which are character strings,
setting names to structures. Any of these may be altered by the user to enhance performance of the
Optimizer. However, it should be noted that the default values provided have been found to work well in
practice over a range of problems and caution should be exercised if they are changed.

9.1 Retrieving and Changing Control Values

Console Xpress users may obtain control values by issuing the control name at the Optimizer prompt,
>, and hitting the RETURN key. Controls may be set using the assignment syntax:

control_name = new_value
where new_value is an integer value, double or string as appropriate. For character strings, the name
must be enclosed in single quotes and all eight characters must be given.
Users of the FICO Xpress Libraries are provided with the following set of functions for setting and
obtaining control values:

XPRSgetintcontrol XPRSgetdblcontrol XPRSgetstrcontrol

XPRSsetintcontrol XPRSsetdblcontrol XPRSsetstrcontrol

It is an important point that the controls as listed in this chapter must be prefixed with XPRS_ to be
used with the FICO Xpress Libraries and failure to do so will result in an error. An example of their
usage is as follows:

XPRSgetintcontrol(prob, XPRS_PRESOLVE, &presolve);

printf("The value of PRESOLVE is %d\n", presolve);
XPRSsetintcontrol(prob, XPRS_PRESOLVE, 1-presolve);
printf("The value of PRESOLVE is now %d\n", 1-presolve);

ALGAFTERCROSSOVER

Description The algorithm to be used for the final clean up step after the crossover.
Type Integer

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Control Parameters

Values 1 Automatically determined.

2 Dual simplex.
3 Primal simplex.
4 Concurrent.
Default value 1
Affects routines XPRSlpoptimize (LPOPTIMIZE), XPRSmipoptimize (MIPOPTIMIZE) (when the barrier is
used), XPRScrossoverlpsol.

ALGAFTERNETWORK

Description The algorithm to be used for the clean up step after the network simplex solver.
Type Integer

Values -1 Automatically determined.

2 Dual simplex.
3 Primal simplex.
Default value -1
Affects routines XPRSlpoptimize (LPOPTIMIZE), XPRSmipoptimize (MIPOPTIMIZE) (when the barrier is
used).

AUTOPERTURB

Description Simplex: This indicates whether automatic perturbation is performed. If this is set to 1, the
problem will be perturbed whenever the simplex method encounters an excessive number of
degenerate pivot steps, thus preventing the Optimizer being hindered by degeneracies.
Type Integer
Values 0 No perturbation performed.
1 Automatic perturbation is performed.
Default value 1
Affects routines XPRSlpoptimize (LPOPTIMIZE), XPRSmipoptimize (MIPOPTIMIZE).

BACKTRACK

Description Branch and Bound: Specifies how to select the next node to work on when a full backtrack is
performed.
Type Integer

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Control Parameters

Values -1 Automatically determined.

1 Unused.
2 Select the node with the best estimated solution.
3 Select the node with the best bound on the solution.
4 Select the deepest node in the search tree (equivalent to depth-first search).
5 Select the highest node in the search tree (equivalent to breadth-first search).
6 Select the earliest node created.
7 Select the latest node created.
8 Select a node randomly.
9 Select the node whose LP relaxation contains the fewest number of infeasible global
entities.
10 Combination of 2 and 9.
11 Combination of 2 and 4.
12 Combination of 3 and 4.
Default value 3
Note Note When two nodes are rated the same according to the BACKTRACK selection, a
secondary rating is performed using the method set by BACKTRACKTIE.
Affects routines XPRSmipoptimize (MIPOPTIMIZE).
See also BACKTRACKTIE.

BACKTRACKTIE

Description Branch and Bound: Specifies how to break ties when selecting the next node to work on when
a full backtrack is performed. The options are the same as for the BACKTRACK control.
Type Integer
Values -1 Default selection.
1 Unused.
2 Select the node with the best estimated solution.
3 Select the node with the best bound on the solution.
4 Select the deepest node in the search tree (equivalent to depth-first search).
5 Select the highest node in the search tree (equivalent to breadth-first search).
6 Select the earliest node created.
7 Select the latest node created.
8 Select a node randomly.
9 Select the node whose LP relaxation contains the fewest number of infeasible global
entities.
10 Combination of 2 and 9.
11 Combination of 2 and 4.
12 Combination of 3 and 4.
Default value -1
Affects routines XPRSmipoptimize (MIPOPTIMIZE).
See also BACKTRACK.

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Control Parameters

BARALG

Description This control determines which barrier algorithm is to be used to solve the problem.
Type Integer
Values -1 Determined automatically.
0 Unused.
1 Use the infeasible-start barrier algorithm.
2 Use the homogeneous self-dual barrier algorithm.
3 Start with 2 and optionally switch to 1 during the execution.
Default value -1
Note The automatic setting uses 1 for LP and QP problems and 3 for QCQP problems. Usually the
detection of primal or dual infeasibility is more robust with settings 2 or 3, therefore, it is
advantageous to use one of these values if the model is presumably infeasible.
Affects routines XPRSlpoptimize (LPOPTIMIZE), XPRSmipoptimize (MIPOPTIMIZE), XPRSminim
(MINIM), XPRSmaxim (MAXIM), XPRSglobal (GLOBAL).

BARCRASH

Description Newton barrier: This determines the type of crash used for the crossover. During the crash
procedure, an initial basis is determined which attempts to speed up the crossover. A good
choice at this stage will significantly reduce the number of iterations required to crossover to
an optimal solution. The possible values increase proportionally to their time-consumption.
Type Integer

Values 0 Turns off all crash procedures.

1-6 Available strategies with 1 being conservative and 6 being aggressive.
Default value 4
Affects routines XPRSlpoptimize (LPOPTIMIZE), XPRSmipoptimize (MIPOPTIMIZE).

BARDUALSTOP

Description Newton barrier: This is a convergence parameter, representing the tolerance for dual
infeasibilities. If the difference between the constraints and their bounds in the dual problem
falls below this tolerance in absolute value, optimization will stop and the current solution will
be returned.
Type Double
Default value 0 (determine automatically)
Affects routines XPRSlpoptimize (LPOPTIMIZE), XPRSmipoptimize (MIPOPTIMIZE).

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Control Parameters

BARFREESCALE

Description Defines how the barrier algorithm scales free variables.

Type Double
Default value 1e-6
Note When using smaller values the barrier algorithm scales free variables more aggressively
which can improve performance but may impact numerical stability.
Affects routines XPRSlpoptimize (LPOPTIMIZE).
See also SCALING.

BARGAPSTOP

Description Newton barrier: This is a convergence parameter, representing the tolerance for the relative
duality gap. When the difference between the primal and dual objective function values falls
below this tolerance, the Optimizer determines that the optimal solution has been found.
Type Double
Default value 0 (determine automatically)
Affects routines XPRSlpoptimize (LPOPTIMIZE), XPRSmipoptimize (MIPOPTIMIZE).

BARGAPTARGET

Description Newton barrier: The target tolerance for the relative duality gap. The barrier algorithm will
keep iterating until either BARGAPTARGET is satisfied or until no further improvements are
possible. In the latter case, if BARGAPSTOP is satisfied, it will declare the problem optimal.
Type Double
Default value 0 (determine automatically)

Note When a solution returned by the barrier algorithm has not converged tightly enough for an
application, for example if the dual solution is not accurate enough or crossover is taking too
long, setter BARGAPTARGET to a small value often resolves the problem, without the risk of
the solve failing due to a complementarity level not being numerically achievable. Typical
suggested values can be between 1–10 and 1–18 .

Affects routines XPRSlpoptimize (LPOPTIMIZE), XPRSmipoptimize (MIPOPTIMIZE).

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Control Parameters

BARINDEFLIMIT

Description Newton Barrier. This limits the number of consecutive indefinite barrier iterations that will be
performed. The optimizer will try to minimize (resp. maximize) a QP problem even if the Q
matrix is not positive (resp. negative) semi-definite. However, the optimizer may detect that
the Q matrix is indefinite and this can result in the optimizer not converging. This control
specifies how many indefinite iterations may occur before the optimizer stops and reports
that the problem is indefinite. It is usual to specify a value greater than one, and only stop
after a series of indefinite matrices, as the problem may be found to be indefinite incorrectly
on a few iterations for numerical reasons.
Type Integer
Default value 15

Affects routines XPRSlpoptimize (LPOPTIMIZE), XPRSmipoptimize (MIPOPTIMIZE).

BARITERLIMIT

Description Newton barrier: The maximum number of iterations. While the simplex method usually
performs a number of iterations which is proportional to the number of constraints (rows) in a
problem, the barrier method standardly finds the optimal solution to a given accuracy after a
number of iterations which is independent of the problem size. The penalty is rather that the
time for each iteration increases with the size of the problem. BARITERLIMIT specifies the
maximum number of iterations which will be carried out by the barrier.

Type Integer
Default value 500
Affects routines XPRSlpoptimize (LPOPTIMIZE), XPRSmipoptimize (MIPOPTIMIZE).

BARKERNEL

Description Newton barrier: Defines how centrality is weighted in the barrier algorithm.

Type Double
Values >=+1.0 Increases the emphasis on centrality when larger value is set.
<=-1.0 Selects a value adaptively in every iteration from [+1, -BARKERNEL].
Default value 1

Note Increasing this parameter may increase the number of iterations, therefore the recommended
range is [1,2] and [-2,-1].
Affects routines XPRSlpoptimize (LPOPTIMIZE).
See also BARALG.

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Control Parameters

BAROBJSCALE

Description Defines how the barrier scales the objective.

Type Double
Values -1 Let the optimizer decide.
0 Scale by geometric mean.
>=0 Scale such that the largest objective coefficient’s largest element does not exceed
this number. In quadratic problems, the quadratic diagonal is used as reference
valuses instead of the linear objective.
Default value -1
Note The scaling perfromed by the barrier is applied on top of any other scaling in the problem and
only affects the barrier solve.
Affects routines XPRSlpoptimize (LPOPTIMIZE).
See also SCALING.

BARORDER

Description Newton barrier: This controls the Cholesky factorization in the Newton-Barrier.
Type Integer
Values 0 Choose automatically.
1 Minimum degree method. This selects diagonal elements with the smallest number
of nonzeros in their rows or columns.
2 Minimum local fill method. This considers the adjacency graph of nonzeros in the
matrix and seeks to eliminate nodes that minimize the creation of new edges.
3 Nested dissection method. This considers the adjacency graph and recursively
seeks to separate it into non-adjacent pieces.
Default value 0
Affects routines XPRSlpoptimize (LPOPTIMIZE), XPRSmipoptimize (MIPOPTIMIZE).

BARORDERTHREADS

Description If set to a positive integer it determines the number of concurrent threads for the sparse
matrix ordering algorithm in the Newton-barrier method.
Type Integer
Default value 0 (determine automatically)
Note Larger values than BARCORES will be automatically reduced to the value of BARCORES.
Affects routines XPRSlpoptimize (LPOPTIMIZE), XPRSmipoptimize (MIPOPTIMIZE).
See also BARORDER, BARCORES.

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Control Parameters

BAROUTPUT

Description Newton barrier: This specifies the level of solution output provided. Output is provided either
after each iteration of the algorithm, or else can be turned off completely by this parameter.
Type Integer
Values 0 No output.
1 At each iteration.
Default value 1
Affects routines XPRSlpoptimize (LPOPTIMIZE), XPRSmipoptimize (MIPOPTIMIZE).

BARPRESOLVEOPS

Description Newton barrier: This controls the Newton-Barrier specific presolve operations.
Type Integer
Values 0 Use standard presolve.
1 Extra effort is spent in barrier specific presolve.
2 Do full matrix eliminations (reduce matrix size).
Default value 0

Affects routines XPRSlpoptimize (LPOPTIMIZE), XPRSmipoptimize (MIPOPTIMIZE).

BARPRIMALSTOP

Description Newton barrier: This is a convergence parameter, indicating the tolerance for primal
infeasibilities. If the difference between the constraints and their bounds in the primal
problem falls below this tolerance in absolute value, the Optimizer will terminate and return
the current solution.

Type Double
Default value 0 (determine automatically)
Affects routines XPRSlpoptimize (LPOPTIMIZE), XPRSmipoptimize (MIPOPTIMIZE).

BARREGULARIZE

Description This control determines how the barrier algorithm applies regularization on the KKT system.
Type Integer

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Control Parameters

Values -1 Determined automatically.

Values 1 Standard regularization is turned on/off.

2 Reduced regularization is turned on/off. This option reduces the perturbation effect
of the standard regularization.
4 Forces to keep dependent rows in the KKT system.
8 Forces to preserve degenerate rows in the KKT system.
Default value -1

Affects routines XPRSlpoptimize (LPOPTIMIZE), XPRSmipoptimize (MIPOPTIMIZE), XPRSminim

(MINIM), XPRSmaxim (MAXIM), XPRSglobal (GLOBAL).

BARRHSSCALE

Description Defines how the barrier scales the right hand side.
Type Double
Values -1 Let the optimizer decide.
0 Scale by geometric mean.
>=0 Scale such that the largest right hand side coefficient’s largest element does not
exceed this number.
Default value -1
Note The scaling perfromed by the barrier is applied on top of any other scaling in the problem and
only affects the barrier solve.

Affects routines XPRSlpoptimize (LPOPTIMIZE).

See also SCALING.

BARSOLUTION

Description Newton barrier: This determines the type of crash used for the crossover. During the crash
procedure, an initial basis is determined which attempts to speed up the crossover. A good
choice at this stage will significantly reduce the number of iterations required to crossover to
an optimal solution. The possible values increase proportionally to their time-consumption.
Type Integer
Values -1 (callback only: do not save current soulution as the best one).
0 return the best solution found (in callback: let the barrier decide the current solution
is the best or not).
1 return the last barrier iteration (in callback: save current solution as the best solution
so far).
Default value 0

Affects routines The barrier algorithm.

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BARSTART

Description Newton barrier: Controls the computation of the starting point for the barrier algorithm.
Type Integer
Values -1 Uses the available solution for warm-start.
0 Determine automatically.
1 Uses simple heuristics to compute the starting point based on the magnitudes of the
matrix entries.
2 Uses the pseudoinverse of the constraint matrix to determine primal and dual initial
solutions. Less sensitive to scaling and numerically more robust, but in several case
less efficient than 1.
3 Uses the unit starting point for the homogeneous self-dual barrier algorithm.
Default value 0

Affects routines XPRSlpoptimize (LPOPTIMIZE), XPRSmipoptimize (MIPOPTIMIZE).

BARSTARTWEIGHT

Description Newton barrier: This sets a weight for the warm-start point when warm-start is set for the
barrier algorithm. Using larger weight gives more emphasis for the supplied starting point.
Type Double

Default value 0.85

Affects routines XPRSlpoptimize (LPOPTIMIZE), XPRSmipoptimize (MIPOPTIMIZE).
See also BARSTART.

BARSTEPSTOP

Description Newton barrier: A convergence parameter, representing the minimal step size. On each
iteration of the barrier algorithm, a step is taken along a computed search direction. If that
step size is smaller than BARSTEPSTOP, the Optimizer will terminate and return the current
solution.
Type Double
Default value 1.0E-16

Note If the barrier method is making small improvements on BARGAPSTOP on later iterations, it
may be better to set this value higher, to return a solution after a close approximation to the
optimum has been found.
Affects routines XPRSlpoptimize (LPOPTIMIZE), XPRSmipoptimize (MIPOPTIMIZE).

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Control Parameters

BARTHREADS

Description If set to a positive integer it determines the number of threads implemented to run the
Newton-barrier algorithm. If the value is set to the default value (-1), the THREADS control will
determine the number of threads used.
Type Integer
Default value -1(determined by the THREADS control)
Note There is a practical upper limit of 50 on the number of parallel threads the optimizer will
create.
Affects routines XPRSlpoptimize (LPOPTIMIZE), XPRSmipoptimize (MIPOPTIMIZE).
See also MIPTHREADS, CONCURRENTTHREADS, THREADS.

BARCORES

Description If set to a positive integer it determines the number of physical CPU cores assumed to be
present in the system by the barrier algorithm. If the value is set to the default value (-1),
Xpress will automatically detect the number of cores.
Type Integer
Default value -1(automatically detected)
Note The control is provided for cross-hardware reproducibility purposes. The count does not
include logical cores created by Hyper-Threading.
Affects routines XPRSlpoptimize (LPOPTIMIZE), XPRSmipoptimize (MIPOPTIMIZE).
See also BARTHREADS.

BIGM

Description The infeasibility penalty used if the "Big M" method is implemented.
Type Double
Default value Dependent on the matrix characteristics.
Affects routines XPRSlpoptimize (LPOPTIMIZE), XPRSmipoptimize (MIPOPTIMIZE).

BIGMMETHOD

Description Simplex: This specifies whether to use the "Big M" method, or the standard phase I (achieving
feasibility) and phase II (achieving optimality). In the "Big M" method, the objective

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coefficients of the variables are considered during the feasibility phase, possibly leading to an
initial feasible basis which is closer to optimal. The side-effects involve possible round-off
errors due to the presence of the "Big M" factor in the problem.
Type Integer
Values 0 For phase I / phase II.
1 If "Big M" method to be used.
Default value 1
Note Reset by XPRSreadprob (READPROB), XPRSloadglobal, XPRSloadlp,
XPRSloadqglobal and XPRSloadqp.
Affects routines XPRSlpoptimize (LPOPTIMIZE), XPRSmipoptimize (MIPOPTIMIZE).

BRANCHCHOICE

Description Once a global entity has been selected for branching, this control determines which of the
branches is solved first.
Type Integer

Values 0 Minimum estimate branch first.

1 Maximum estimate branch first.
2 If an incumbent solution exists, solve the branch satisfied by that solution first.
Otherwise solve the minimum estimate branch first (option 0).
3 Solve first the branch that forces the value of the branching variable to move farther
away from the value it had at the root node. If the branching entity is not a simple
variable, solve the minimum estimate branch first (option 0).
Default value 3
Affects routines XPRSmipoptimize (MIPOPTIMIZE).

BRANCHDISJ

Description Branch and Bound: Determines whether the optimizer should attempt to branch on general
split disjunctions during the branch and bound search.
Type Integer
Values -1 Automatic selection of the strategy.
0 Disabled.
1 Cautious strategy. Disjunctive branches will be created only for general integers with
a wide range.
2 Moderate strategy.
3 Aggressive strategy. Disjunctive branches will be created for both binaries and
integers.
Default value -1

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Note Note Split disjunctions are a special form of disjunctions that can be written as
j mj xj ≥ m0 + 1
P P
j mj xj ≤ m0 ∨
The split disjunctions created by the optimizer will use a combination of binary or integer
variables xj , with integer coefficients mj .
Split disjunctions for branching will always be created with a default priority value of 400
instead of the default value of 500 for regular entity branches.
Affects routines XPRSmipoptimize (MIPOPTIMIZE).

BRANCHSTRUCTURAL

Description Branch and Bound: Determines whether the optimizer should search for special structure in
the problem to branch on during the branch and bound search.
Type Integer

Values -1 Automatically determined.

0 Disabled.
1 Enabled.
Default value -1
Note Structural branches will often involve branching on more than a single global entity at a time.
As a result of a structural branch, a parent node could therefore end up with more than two
child nodes, unlike the standard single entity branches.
Structural branches will always be created with a default priority value of 400 instead of the
default value of 500 for regular entity branches.
Affects routines XPRSmipoptimize (MIPOPTIMIZE).

BREADTHFIRST

Description The number of nodes to include in the best-first search before switching to the local first
search (NODESELECTION = 4).

Type Integer
Default value 11
Affects routines XPRSmipoptimize (MIPOPTIMIZE).

CACHESIZE

Description Newton Barrier: L2 or L3 (see notes) cache size in kB (kilobytes) of the CPU. On Intel (or
compatible) platforms a value of -1 may be used to determine the cache size automatically.
If the CPU model is new then the cache size may not be correctly detected by an older release
of the software.

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Type Integer
Default value -1

Note Specifying the correct cache size can give a significant performance advantage with the
Newton barrier algorithm. If the size is unknown, it is better to specify a smaller size.
If the size cannot be determined automatically, a default size of 128kB is assumed.
Where present, the L3 cache size should be chosen rather than the L2 cache size.
For multi-core CPUs, the cache is shared between a subset of the cores. The Optimizer will
divide the CACHESIZE value by the number of cores sharing the cache if >1 Barrier threads
are running.
Where the CPU is described as having multiple caches ie. 2x6M then the correct cache size to
use is 6M not 12M.
Examples:
Intel Core 2 Duo E6400 (2M Cache, 2.13GHz), CACHESIZE=2048 Intel Xeon x5570 (8M
Cache, 2.93GHz), CACHESIZE=8192 Intel Core 2 QX6700 ( 2x4M Cache, 2.93 GHz),
CACHESIZE=4096
If in doubt, please contact Support for advice.
Affects routines XPRSlpoptimize (LPOPTIMIZE), XPRSmipoptimize (MIPOPTIMIZE).

See also L1CACHE.

CALLBACKFROMMASTERTHREAD

Description Branch and Bound: specifies whether the MIP callbacks should only be called on the master
thread.
Type Integer

Values 0 Invoke callbacks on worker threads during parallel MIP;

1 Only ever invoke a callback on the thread that called XPRSmipoptimize.
Default value 0
Affects routines XPRSmipoptimize.

CHOLESKYALG

Description Newton barrier: type of Cholesky factorization used.

Type Integer

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Values Bit Meaning

0 matrix blocking:
0: automatic setting;
1: manual setting.
1 if manual selection of matrix blocking:
0: multi-pass;
1: single-pass.
2 nonseparable QP relaxation:
0: off;
1: on.
3 corrector weight:
0: automatic setting;
1: manual setting.
4 if manual selection of corrector weight:
0: off;
1: on.
5 refinement:
0: automatic setting;
1: manual setting.
6 preconditioned conjugate gradient method (PCGM):
0: PCGM off;
1: PCGM on.
7 Preconditioned quasi minimal residual (QMR) to refine solution:
0: QMR off;
1: QMR on.
8 Perform refinement on the augmented system
0: off;
1: on.
9 Force highest accuracy in refinement
0: off;
1: on.
Default value -1 (automatic)
Affects routines XPRSlpoptimize (LPOPTIMIZE), XPRSmipoptimize (MIPOPTIMIZE).

CHOLESKYTOL

Description Newton barrier: The tolerance for pivot elements in the Cholesky decomposition of the
normal equations coefficient matrix, computed at each iteration of the barrier algorithm. If
the absolute value of the pivot element is less than or equal to CHOLESKYTOL, it merits
special treatment in the Cholesky decomposition process.
Type Double
Default value 1.0E-15

Affects routines XPRSlpoptimize (LPOPTIMIZE), XPRSmipoptimize (MIPOPTIMIZE).

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Control Parameters

CONFLICTCUTS

Description Branch and Bound: Specifies how cautious or aggressive the optimizer should be when
searching for and applying conflict cuts. Conflict cuts are in-tree cuts derived from nodes
found to be infeasible or cut off, which can be used to cut off other branches of the search
tree.
Type Integer

Values -1 Automatic.
0 Disable conflict cuts.
1 Cautious application of conflict cuts.
2 Medium application of conflict cuts.
3 Aggressive application of conflict cuts.
Default value -1
Affects routines XPRSmipoptimize (MIPOPTIMIZE)

CONCURRENTTHREADS

Description Determines the number of threads used by the concurrent solver.

Type Integer

Values -1 Determined automatically

>0 Number of threads to use.
Default value -1
Note Please refer to section 5.9.1 for a detailed description of the concurrent solver.
Affects routines XPRSlpoptimize (LPOPTIMIZE).
See also DETERMINISTIC, DUALTHREADS, BARTHREADS, THREADS.

CORESPERCPU

Description Used to override the detected value of the number of cores on a CPU. The cache size (either
detected or specified via the CACHESIZE control) used in Barrier methods will be divided by
this amount, and this scaled-down value will be the amount of cache allocated to each Barrier
thread

Type Integer
Default value -1
Affects routines CACHESIZE

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Control Parameters

COVERCUTS

Description Branch and Bound: The number of rounds of lifted cover inequalities at the top node. A lifted
cover inequality is an additional constraint that can be particularly effective at reducing the
size of the feasible region without removing potential integral solutions. The process of
generating these can be carried out a number of times, further reducing the feasible region,
albeit incurring a time penalty. There is usually a good payoff from generating these at the top
node, since these inequalities then apply to every subsequent node in the tree search.
Type Integer
Default value -1 — determined automatically.
Affects routines XPRSmipoptimize (MIPOPTIMIZE).

CPUPLATFORM

Description Newton Barrier: Selects the AMD or Intel x86 vectorization instruction set that Barrier should
run optimized code for.
Type Integer
Values -2 Highest supported [Generic, SSE2, AVX or AVX2].
-1 Highest supported solve path consistent code [Generic, SSE2 or AVX].
0 Use generic code compatible with all CPUs.
1 Use SSE2 optimized code.
2 Use AVX optimized code.
3 Use AVX2 optimized code.
Default value -1
Note Generic code, SSE2 and AVX optimized code will all result in the same solution path. Using
AVX2 might result in a different solution path.
Affects routines XPRSlpoptimize (LPOPTIMIZE), XPRSmipoptimize (MIPOPTIMIZE).

CPUTIME

Description How time should be measured when timings are reported in the log and when checking
against time limits
Type Integer
Values -1 Disable the timer.
0 Use elapsed time.
1 Use process time.
Default value 0
Affects routines XPRSlpoptimize (LPOPTIMIZE), XPRSmipoptimize (MIPOPTIMIZE).

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Control Parameters

CRASH

Description Simplex: This determines the type of crash used when the algorithm begins. During the crash
procedure, an initial basis is determined which is as close to feasibility and triangularity as
possible. A good choice at this stage will significantly reduce the number of iterations
required to find an optimal solution. The possible values increase proportionally to their
time-consumption.
Type Integer
Values 0 Turns off all crash procedures.
1 For singletons only (one pass).
2 For singletons only (multi pass).
3 Multiple passes through the matrix considering slacks.
4 Multiple ( ≤ 10) passes through the matrix but only doing slacks at the very end.
n>10 As for value 4 but performing at most n - 10 passes.
Default value 2
Affects routines XPRSlpoptimize (LPOPTIMIZE), XPRSmipoptimize (MIPOPTIMIZE).

CROSSOVER

Description Newton barrier: This control determines whether the barrier method will cross over to the
simplex method when at optimal solution has been found, to provide an end basis (see
XPRSgetbasis, XPRSwritebasis) and advanced sensitivity analysis information (see
XPRSrange).
Type Integer
Values -1 Determined automatically.
0 No crossover.
1 Primal crossover first.
2 Dual crossover first.
Default value -1
Note The full primal and dual solution is available whether or not crossover is used. The crossover
must not be disabled if the barrier is used to reoptimize nodes of a MIP. By default crossover
will not be performed on QP and MIQP problems.
Affects routines XPRSlpoptimize (LPOPTIMIZE), XPRSmipoptimize (MIPOPTIMIZE).

CROSSOVERACCURACYTOL

Description Newton barrier: This control determines how crossover adjusts the default relative pivot
tolerance. When re-inversion is necessary, crossover will compare the recalculated working
basic solution with the assumed ones just before re-inversion took place. If the error is above

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this threshold, crossover will adjust the relative pivot tolerance to address the build-up of
numerical inaccuracies.
Type Double
Default value 1e-6
Note The full primal and dual solution is available whether or not crossover is used. The crossover
must not be disabled if the barrier is used to reoptimize nodes of a MIP. By default crossover
will not be performed on QP and MIQP problems.
Affects routines XPRSlpoptimize (LPOPTIMIZE), XPRSmipoptimize (MIPOPTIMIZE).

CROSSOVERITERLIMIT

Description Newton barrier: The maximum number of iterations that will be performed in the crossover
procedure before the optimization process terminates.

Type Integer
Default value 2147483647
Affects routines XPRSlpoptimize (LPOPTIMIZE), XPRSmipoptimize (MIPOPTIMIZE).
See also CROSSOVER.

CROSSOVEROPS

Description Newton barrier: a bit vector for adjusting the behavior of the crossover procedure.

Type Integer
Values Bit Meaning
0 Returned solution when the crossover terminates prematurely:
0: Return the last basis from the crossover;
1: Return the barrier solution.
1 Select the crossover stages to be performed:
0: Perform both crossover stages;
1: Skip second crossover stage.
2 Set crossover behaviour:
0: Force to perform all pivots;
1: Skip pivots that are numerically less reliable.
3 Set crossover behaviour:
0: Perform standard crossover;
1: Perform a slower, but numerically more careful crossover.
Default value 0
Affects routines XPRSlpoptimize (LPOPTIMIZE), XPRSmipoptimize (MIPOPTIMIZE).
See also CROSSOVER.

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Control Parameters

CROSSOVERTHREADS

Description Determines the maximum number of threads that parallel crossover is allowed to use. If
CROSSOVERTHREADS is set to the default value (-1), the BARTHREADS control will determine
the number of threads used.
Type Integer
Default value -1 (determined by the BARTHREADS control)

Affects routines XPRSlpoptimize (LPOPTIMIZE), XPRSmipoptimize (MIPOPTIMIZE).

See also BARTHREADS, CONCURRENTTHREADS, THREADS.

CSTYLE

Description This control is deprecated, and will be removed from future versions of the optimizer. The
control was used for numbering arrays.
Type Integer
Values 0 Indicates that the FORTRAN convention should be used for arrays (i.e. starting from
1).
1 Indicates that the C convention should be used for arrays (i.e. starting from 0).
Default value 1

Affects routines All library routines which take arrays as arguments.

CUTDEPTH

Description Branch and Bound: Sets the maximum depth in the tree search at which cuts will be
generated. Generating cuts can take a lot of time, and is often less important at deeper levels
of the tree since tighter bounds on the variables have already reduced the feasible region. A
value of 0 signifies that no cuts will be generated.
Type Integer
Default value -1 — determined automatically.

Note Does not affect cutting on the root node.

Affects routines XPRSmipoptimize (MIPOPTIMIZE).
See also CUTFREQ.

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Control Parameters

CUTFACTOR

Description Limit on the number of cuts and cut coefficients the optimizer is allowed to add to the matrix
during global search. The cuts and cut coefficients are limited by CUTFACTOR times the
number of rows and coefficients in the initial matrix.
Type Double
Values Bit Meaning
-1 Let the optimizer decide on the maximum amount of cuts based on CUTSTRATEGY.
>=0 Multiple of number of rows and coefficients to use.
Default value -1
Note A value of 0.0 prevents cuts from being added, and a value of e.g. 1.0 will allow the problem to
grow to twice the initial number of rows and coefficients.
Affects routines XPRSmipoptimize (MIPOPTIMIZE).
See also CUTSTRATEGY.

CUTFREQ

Description Branch and Bound: This specifies the frequency at which cuts are generated in the tree
search. If the depth of the node modulo CUTFREQ is zero, then cuts will be generated.
Type Integer
Default value -1 — determined automatically.
Affects routines XPRSmipoptimize (MIPOPTIMIZE).

CUTSTRATEGY

Description Branch and Bound: This specifies the cut strategy. A more aggressive cut strategy, generating
a greater number of cuts, will result in fewer nodes to be explored, but with an associated
time cost in generating the cuts. The fewer cuts generated, the less time taken, but the
greater subsequent number of nodes to be explored.
Type Integer
Values -1 Automatic selection of the cut strategy.
0 No cuts.
1 Conservative cut strategy.
2 Moderate cut strategy.
3 Aggressive cut strategy.
Default value -1
Affects routines XPRSmipoptimize (MIPOPTIMIZE).

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Control Parameters

CUTSELECT

Description A bit vector providing detailed control of the cuts created for the root node of a global solve.
Use TREECUTSELECT to control cuts during the tree search.
Type Integer
Values Bit Meaning
5 Clique cuts.
6 Mixed Integer Rounding (MIR) cuts.
7 Lifted cover cuts.
8 Turn on row aggregation for MIR cuts.
11 Flow path cuts.
12 Implication cuts.
13 Turn on automatic Lift-and-Project cutting strategy.
14 Disable cutting from cut rows.
15 Lifted GUB cover cuts.
16 Zero-half cuts.
17 Indicator constraint cuts.
Default value -1

Note The default value is -1 which enables all bits. Any bits not listed in the above table should be
left in their default ’on’ state, since the interpretation of such bits might change in future
versions of the optimizer.
Affects routines XPRSmipoptimize (MIPOPTIMIZE).

See also COVERCUTS, GOMCUTS, TREECUTSELECT.

DEFAULTALG

Description This selects the algorithm that will be used to solve the LP if no algorithm flag is passed to
the optimization routines.

Type Integer
Values 1 Automatically determined.
2 Dual simplex.
3 Primal simplex.
4 Newton barrier.
Default value 1
Note Please note that this will affect how the MIP node LP problems are solved during the global
search. To change how the root LP is solved only, please use the appropriate flags to
XPRSlpoptimize or XPRSmipoptimize.
Affects routines XPRSlpoptimize (LPOPTIMIZE), XPRSmipoptimize (MIPOPTIMIZE).

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Control Parameters

DENSECOLLIMIT

Description Newton barrier: Columns with more than DENSECOLLIMIT elements are considered to be
dense. Such columns will be handled specially in the Cholesky factorization of this matrix.
Type Integer
Default value 0 — determined automatically.

Affects routines XPRSlpoptimize (LPOPTIMIZE), XPRSmipoptimize (MIPOPTIMIZE).

DETERMINISTIC

Description Branch and Bound: Specifies whether the parallel MIP search should be deterministic.
Type Integer
Values 0 Use non-deterministic parallel MIP.
1 Use deterministic parallel MIP.
Default value 1
Affects routines XPRSmipoptimize (MIPOPTIMIZE).

See also MIPTHREADS.

DUALGRADIENT

Description Simplex: This specifies the dual simplex pricing method.

Type Integer
Values -1 Determine automatically.
0 Devex.
1 Steepest edge.
2 Direct steepest edge.
3 Sparse Devex.
Default value -1
Affects routines XPRSlpoptimize (LPOPTIMIZE), XPRSmipoptimize (MIPOPTIMIZE).

See also PRICINGALG.

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DUALIZE

Description This specifies whether presolve should form the dual of the problem.
Type Integer
Values -1 Determine automatically.
0 Solve the primal problem.
1 Solve the dual problem.
Default value -1
Affects routines XPRSlpoptimize (LPOPTIMIZE), XPRSmipoptimize (MIPOPTIMIZE).

See also DUALIZEOPS

DUALIZEOPS

Description Bit-vector control for adjusting the behavior when a problem is dualized.
Type Integer
Values Bit Meaning
0 Swap the simplex algorithm to run. If dual simplex is selected for the original
problem then primal simplex will be run on the dualized problem, and simiarly if
primal simplex is selected.
Default value 1 (bit 0 is set)

Affects routines XPRSlpoptimize (LPOPTIMIZE), XPRSmipoptimize (MIPOPTIMIZE).

See also DUALIZE

DUALPERTURB

Description The factor by which the problem will be perturbed prior to optimization by dual simplex. A
value of 0.0 results in no perturbation prior to optimization. DUALPERTURB, if set to a
non-negative value, overrules the value of PERTURB. The control PERTURB is deprecated, the
use of PRIMALPERTURB and DUALPERTURB is advised instead.
Note the interconnection to the AUTOPERTURB control. If AUTOPERTURB is set to 1, the
decision whether to perturb or not is left to the Optimizer. When the problem is automatically
perturbed in dual simplex, however, the value of DUALPERTURB will be used for perturbation.
Type Double

Default value -1 — determined automatically.

Affects routines XPRSlpoptimize (LPOPTIMIZE), XPRSmipoptimize (MIPOPTIMIZE).
See also AUTOPERTURB, PERTURB, PRIMALPERTURB.

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Control Parameters

DUALSTRATEGY

Description This bit-vector control specifies the dual simplex strategy.

Type Integer
Values Bit Meaning
0 Switch to primal when re-optimization goes dual infeasible and numerically unstable.
1 When dual intend to switch to primal, stop the solve instead of switching to primal.
2 Use more aggressive cut-off in MIP search.
3 Use dual simplex to remove cost perturbations.
4 Enable more aggressive dual pivoting strategy.
5 Keep using dual simplex even when it’s numerically unstable.
Default value 1
Affects routines XPRSlpoptimize (LPOPTIMIZE), XPRSmipoptimize (MIPOPTIMIZE).

DUALTHREADS

Description Determines the maximum number of threads that dual simplex is allowed to use. If
DUALTHREADS is set to the default value (-1), the THREADS control will determine the
number of threads used.
Type Integer

Default value -1 (determined by the THREADS control)

Note When solving a linear MIP, the dual simplex algorithm will use multiple threads only when
solving the initial LP relaxation or when reoptimizing between rounds of cuts on the root node.
The parallel dual simplex algorithm differs from the sequential dual simplex algorithm and
might follow a different solve path. For DUALTHREADS > 1 the solve path is independent of
the number of threads used, although the practical limit for observing performance benefits is
around DUALTHREADS = 8.
Affects routines XPRSlpoptimize (LPOPTIMIZE).

See also CONCURRENTTHREADS, THREADS.

EIGENVALUETOL

Description A quadratic matrix is considered not to be positive semi-definite, if its smallest eigenvalue is
smaller than the negative of this value.
Type Double

Default value 1E-6

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Affects routines XPRSlpoptimize (LPOPTIMIZE), XPRSmipoptimize (MIPOPTIMIZE),

CHECKCONVEXITY.
See also IFCHECKCONVEXITY.

ELIMFILLIN

Description Amount of fill-in allowed when performing an elimination in presolve .

Type Integer
Default value 10
Affects routines XPRSlpoptimize (LPOPTIMIZE), XPRSmipoptimize (MIPOPTIMIZE).

ELIMTOL

Description The Markowitz tolerance for the elimination phase of the presolve.
Type Double
Default value 0.001
Affects routines XPRSlpoptimize (LPOPTIMIZE), XPRSmipoptimize (MIPOPTIMIZE).

ETATOL

Description Tolerance on eta elements. During each iteration, the basis inverse is premultiplied by an
elementary matrix, which is the identity except for one column - the eta vector. Elements of
eta vectors whose absolute value is smaller than ETATOL are taken to be zero in this step.
Type Double
Default value 1.0E-13
Affects routines XPRSlpoptimize (LPOPTIMIZE), XPRSmipoptimize (MIPOPTIMIZE), XPRSbtran,
XPRSftran.

EXTRACOLS

Description The initial number of extra columns to allow for in the matrix. If columns are to be added to
the matrix, then, for maximum efficiency, space should be reserved for the columns before
the matrix is input by setting the EXTRACOLS control. If this is not done, resizing will occur
automatically, but more space may be allocated than the user actually requires.
Type Integer
Default value 0

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Affects routines XPRSreadprob (READPROB), XPRSloadglobal, XPRSloadlp, XPRSloadqglobal,

XPRSloadqp.
See also EXTRAROWS, EXTRAELEMS, EXTRAMIPENTS.

EXTRAELEMS

Description The initial number of extra matrix elements to allow for in the matrix, including coefficients
for cuts. If rows or columns are to be added to the matrix, then, for maximum efficiency,
space should be reserved for the extra matrix elements before the matrix is input by setting
the EXTRAELEMS control. If this is not done, resizing will occur automatically, but more space
may be allocated than the user actually requires.
Type Integer

Default value Hardware/platform dependent.

Affects routines XPRSreadprob (READPROB), XPRSloadglobal, XPRSloadlp, XPRSloadqglobal,
XPRSloadqp.
See also EXTRACOLS, EXTRAROWS.

EXTRAMIPENTS

Description The initial number of extra global entities to allow for.

Type Integer
Default value 0

Affects routines XPRSreadprob (READPROB), XPRSloadglobal, XPRSloadqglobal.

EXTRAPRESOLVE

Description This control no longer has any effect and will be removed from future releases. Use
PRESOLVEMAXGROW to limit the number of non-zero coefficients in the presolved problem.
Type Integer
Default value 0

Affects routines XPRSreadprob (READPROB), XPRSloadglobal, XPRSloadlp, XPRSloadqglobal,

XPRSloadqp.

EXTRAQCELEMENTS

Description This control is deprecated, and will be removed from future versions of the optimizer.

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Type Integer
Default value 0

Affects routines XPRSreadprob (READPROB), XPRSloadqcqp.

See also EXTRAELEMS, EXTRAMIPENTS, EXTRAROWS, EXTRAQCROWS.

EXTRAQCROWS

Description This control is deprecated, and will be removed from future versions of the optimizer.

Type Integer
Default value 0
Affects routines XPRSreadprob (READPROB), XPRSloadqcqp.

See also EXTRAELEMS, EXTRAMIPENTS, EXTRAROWS, EXTRAQCELEMENTS.

EXTRAROWS

Description The initial number of extra rows to allow for in the matrix, including cuts. If rows are to be
added to the matrix, then, for maximum efficiency, space should be reserved for the rows
before the matrix is input by setting the EXTRAROWS control. If this is not done, resizing will
occur automatically, but more space may be allocated than the user actually requires.
Type Integer
Default value 0
Affects routines XPRSreadprob (READPROB), XPRSloadglobal, XPRSloadlp, XPRSloadqglobal,
XPRSloadqp.
See also EXTRACOLS.

EXTRASETELEMS

Description The initial number of extra elements in sets to allow for in the matrix. If sets are to be added
to the matrix, then, for maximum efficiency, space should be reserved for the set elements
before the matrix is input by setting the EXTRASETELEMS control. If this is not done, resizing
will occur automatically, but more space may be allocated than the user actually requires.

Type Integer
Default value 0
Affects routines XPRSreadprob (READPROB), XPRSloadglobal, XPRSloadlp, XPRSloadqglobal,
XPRSloadqp.

See also EXTRAMIPENTS, EXTRASETS.

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Control Parameters

EXTRASETS

Description The initial number of extra sets to allow for in the matrix. If sets are to be added to the matrix,
then, for maximum efficiency, space should be reserved for the sets before the matrix is input
by setting the EXTRASETS control. If this is not done, resizing will occur automatically, but
more space may be allocated than the user actually requires.
Type Integer

Default value 0
Affects routines XPRSreadprob (READPROB), XPRSloadglobal, XPRSloadlp, XPRSloadqglobal,
XPRSloadqp.
See also EXTRAMIPENTS, EXTRASETELEMS.

FEASIBILITYPUMP

Description Branch and Bound: Decides if the Feasibility Pump heuristic should be run at the top node.
Type Integer
Values -1 Automatic.
0 Turned off.
1 Always try the Feasibility Pump.
2 Try the Feasibility Pump only if other heuristics have failed to find an integer solution.
Default value -1
Affects routines XPRSmipoptimize (MIPOPTIMIZE).

FEASTOL

Description This tolerance determines when a solution is treated as feasible. If the amount by which a
constraint’s activity violates its right-hand side or ranged bound is less in absolute magnitude
than FEASTOL, then the constraint is treated as satisfied. Similarly, if the amount by which a
column violates its bounds is less in absolute magnitude than FEASTOL, those bounds are
also treated as satisfied.
Type Double

Default value 1.0E-06

Affects routines XPRSlpoptimize (LPOPTIMIZE), XPRSmipoptimize (MIPOPTIMIZE), XPRSgetinfeas.

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Control Parameters

FEASTOLTARGET

Description This specifies the target feasibility tolerance for the solution refiner.
Type Double
Default value 0 — use the value specified by FEASTOL.
Note Zero and negative values are ignored, and the value of FEASTOL is used.

Affects routines XPRSlpoptimize (LPOPTIMIZE), XPRSmipoptimize (MIPOPTIMIZE).

See also REFINEOPS, LPREFINEITERLIMIT, OPTIMALITYTOLTARGET.

FORCEOUTPUT

Description Certain names in the problem object may be incompatible with different file formats (such as
names containing spaces for LP files). If the optimizer might be unable to read back a
problem because of non-standard names, it will first attempt to write it out using an extended
naming convention. If the names would not be possible to extend so that they would be
reproducible and recognizable, it will give an error message and won’t create the file. If the
optimizer might be unable to read back a problem because of non-standard names, it will give
an error message and won’t create the file. This option may be used to force output anyway.

Type Integer
Values 0 Check format compatibility, and in case of failure try to extend names so that they
are reproducible and recognizable.
1 Force output using problem names as is.
2 Always use ’x(’ original name ’)’ in LP files to create a representation that can be read
by Xpress. Default for problem having spaces in names
3 Substitute spaces by the ’_’ character in LP files
Default value 0
Affects routines XPRSwriteprob (WRITEPROB).

FORCEPARALLELDUAL

Description Dual simplex: specifies whether the dual simplex solver should always use the parallel
simplex algorithm. By default, when using a single thread, the dual simplex solver will execute
a dedicated sequential simplex algorithm.

Type Integer
Values 0 Disabled.
1 Enabled. Force the dual simplex solver to use the parallel algorithm.
Default value 0

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Affects routines XPRSlpoptimize (LPOPTIMIZE), XPRSmipoptimize (MIPOPTIMIZE).

See also THREADS, DUALTHREADS.

GLOBALFILEBIAS

Description This control has been deprecated and no longer has any effect. In older versions of Xpress, it
could be used to influence how much Xpress would write tree search data to the global file in
preference to using in-memory data compression.

Type Double
Default value 0.5
See also GLOBALFILEUSAGE, TREEMEMORYLIMIT, TREEMEMORYSAVINGTARGET.

GOMCUTS

Description Branch and Bound: The number of rounds of Gomory or lift-and-project cuts at the top node.
Type Integer
Default value -1 — determined automatically.

Affects routines XPRSmipoptimize (MIPOPTIMIZE).

See also TREEGOMCUTS, LNPBEST, LNPITERLIMIT.

HEURBEFORELP

Description Branch and Bound: Determines whether primal heuristics should be run before the initial LP
relaxation has been solved.
Type Integer
Values -1 Automatic - let the optimizer decide if heuristics should be run.
0 Disabled.
1 Enabled.
Default value -1
Note It is possible that a heuristic will find an optimal integer solution that will result in the LP
relaxation solution being cut off. If the problem is solved with the "l" flag to
XPRSmipoptimize (i.e., stop after solving the LP relaxation), then LPSTATUS might be
returned as XPRS_LP_CUTOFF or XPRS_LP_CUTOFF_IN_DUAL. If dedicated heuristic
threads are enabled through the HEURTHREADS control, then the initial heuristics will be run in
parallel with the LP solve, instead of before.
Affects routines XPRSmipoptimize (MIPOPTIMIZE).
See also HEURSTRATEGY, HEURTHREADS.

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Control Parameters

HEURDEPTH

Description Branch and Bound: Sets the maximum depth in the tree search at which heuristics will be
used to find MIP solutions. It may be worth stopping the heuristic search for solutions after a
certain depth in the tree search. A value of 0 signifies that heuristics will not be used. This
control no longer has any effect and will be removed from future releases.
Type Integer

Default value -1
Affects routines XPRSmipoptimize (MIPOPTIMIZE).

HEURDIVEITERLIMIT

Description Branch and Bound: Simplex iteration limit for reoptimizing during the diving heuristic.
Type Double
Values >=1 Fixed iteration limit.
0 No iteration limit.
<0 Automatic selection of the iteration limit based on the problem size. The absolute
value is used as a multiplier on the automatic selection.
Default value -1
Affects routines XPRSmipoptimize (MIPOPTIMIZE).
See also HEURSTRATEGY.

HEURDIVERANDOMIZE

Description The level of randomization to apply in the diving heuristic. The diving heuristic uses priority
weights on rows and columns to determine the order in which to e.g. round fractional
columns, or the direction in which to round them. This control determines by how large a
random factor these weights should be changed.
Type Double
Values 0.0-1.0 Amount of randomization (0.0=none, 1.0=full)

Default value 0.0

Affects routines XPRSmipoptimize (MIPOPTIMIZE).
See also HEURDIVESTRATEGY, HEURDIVESPEEDUP.

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Control Parameters

HEURDIVESOFTROUNDING

Description Branch and Bound: Enables a more cautious strategy for the diving heuristic, where it tries to
push binaries and integer variables to their bounds using the objective, instead of directly
fixing them. This can be useful when the default diving heuristics fail to find any feasible
solutions.
Type Integer

Values -1 Automatic selection.

0 Do not use soft rounding.
1 Cautious use of the soft rounding strategy.
2 More aggressive use of the soft rounding strategy.
Default value -1
Affects routines XPRSmipoptimize (MIPOPTIMIZE).

See also HEURDIVESTRATEGY.

HEURDIVESPEEDUP

Description Branch and Bound: Changes the emphasis of the diving heuristic from solution quality to
diving speed.
Type Integer

Values -2 Automatic selection biased towards quality

-1 Automatic selection biased towards speed.
0-4 manual emphasis bias from emphasis on quality (0) to emphasis on speed (4).
Default value -1

Affects routines XPRSmipoptimize (MIPOPTIMIZE).

See also HEURDIVESTRATEGY.

HEURDIVESTRATEGY

Description Branch and Bound: Chooses the strategy for the diving heuristic.
Type Integer

Values -1 Automatic selection of strategy.

0 Disables the diving heuristic.
1-18 Available pre-set strategies for rounding infeasible global entities and reoptimizing
during the heuristic dive.
Default value -1

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Affects routines XPRSmipoptimize (MIPOPTIMIZE).

See also HEURSTRATEGY.

HEURFORCESPECIALOBJ

Description Branch and Bound: This specifies whether local search heuristics without objective or wit an
auxiliary objective should always be used, despite the automatic selection of the Optimiezr.
By default, they will only be run on small problems and when no solution has been found yet.
Type Integer

Values 0 Disabled.
1 Enabled. Run special objective heuristics on large problems and even if incumbent
exists.
Default value 0
Affects routines XPRSmipoptimize (MIPOPTIMIZE).

See also HEURSTRATEGY, HEURSEARCHROOTSELECT, HEURSEARCHTREESELECT.

HEURFREQ

Description Branch and Bound: This specifies the frequency at which heuristics are used in the tree
search. Heuristics will only be used at a node if the depth of the node is a multiple of
HEURFREQ.
Type Integer
Default value -1
Affects routines XPRSmipoptimize (MIPOPTIMIZE).

HEURMAXSOL

Description Branch and Bound: This specifies the maximum number of heuristic solutions that will be
found in the tree search. This control no longer has any effect and will be removed from
future releases.
Type Integer
Default value -1

Affects routines XPRSmipoptimize (MIPOPTIMIZE).

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Control Parameters

HEURNODES

Description Branch and Bound: This specifies the maximum number of nodes at which heuristics are
used in the tree search. This control no longer has any effect and will be removed from future
releases.
Type Integer
Default value -1

Affects routines XPRSmipoptimize (MIPOPTIMIZE).

HEURSEARCHEFFORT

Description Adjusts the overall level of the local search heuristics.

Type Double
Default value 1.0

Note HEURSEARCHEFFORT is used as a multiplier on the default amount of work the local search
heuristics should do. A higher value means the local search heuristics will be run more often
and that they are allowed to search larger neighborhoods.
Affects routines XPRSmipoptimize (MIPOPTIMIZE).

See also HEURSTRATEGY, HEURSEARCHROOTSELECT, HEURSEARCHTREESELECT.

HEURSEARCHFREQ

Description Branch and Bound: This specifies how often the local search heuristic should be run in the
tree.
Type Integer

Values -1 Automatic.
0 Disabled in the tree.
n>0 Number of nodes between each run.
Default value -1
Affects routines XPRSmipoptimize (MIPOPTIMIZE).
See also HEURSEARCHROOTCUTFREQ.

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Control Parameters

HEURSEARCHROOTCUTFREQ

Description How frequently to run the local search heuristic during root cutting. This is given as how
many cut rounds to perform between runs of the heuristic. Set to zero to avoid applying the
heuristic during root cutting.
Branch and Bound: This specifies how often the local search heuristic should be run in the
tree.
Type Integer
Values -1 Automatic.
0 Disabled heuristic during cuting.
n>0 Number of cutting rounds between each run.
Default value -1
Affects routines XPRSmipoptimize (MIPOPTIMIZE).
See also HEURSEARCHFREQ.

HEURSEARCHROOTSELECT

Description A bit vector for selecting which local search heuristics to apply on the root node of a global
solve. Use HEURSEARCHTREESELECT to control local search heuristics during the tree
search.
Type Integer
Values Bit Meaning
0 Local search with a large neighborhood. Potentially slow but is good for finding
solutions that differs significantly from the incumbent.
1 Local search with a small neighborhood centered around a node LP solution.
2 Local search with a small neighborhood centered around an integer solution. This
heuristic will often provide smaller, incremental improvements to an incumbent
solution.
3 Local search with a neighborhood set up through the combination of multiple integer
solutions.
4 Unused
5 Local search without an objective function. Called seldom and only when no feasible
solution is available.
6 Local search with an auxiliary objective function. Called seldom and only when no
feasible solution is available.
Default value 117
Note Some of the local search heuristics will benefit from having an existing incumbent solution,
but it is not required. An initial solution can also be provided by the user through either
XPRSloadmipsol or XPRSreadbinsol.
Affects routines XPRSmipoptimize (MIPOPTIMIZE).
See also HEURSTRATEGY, HEURSEARCHTREESELECT, HEURSEARCHEFFORT.

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Control Parameters

HEURSEARCHTREESELECT

Description A bit vector for selecting which local search heuristics to apply during the tree search of a
global solve. Use HEURSEARCHROOTSELECT to control local search heuristics on the root
node.
Type Integer
Values Bit Meaning
0 Local search with a large neighborhood. Potentially slow but is good for finding
solutions that differs significantly from the incumbent.
1 Local search with a small neighborhood centered around a node LP solution.
2 Local search with a small neighborhood centered around an integer solution. This
heuristic will often provide smaller, incremental improvements to an incumbent
solution.
3 Local search with a neighborhood set up through the combination of multiple integer
solutions.
4 Unused
5 Local search without an objective function. Called seldom and only when no feasible
solution is available.
6 Local search with an auxiliary objective function. Called seldom and only when no
feasible solution is available.
Default value 17
Note Some of the local search heuristics will benefit from having an existing incumbent solution,
but it is not required. An initial solution can also be provided by the user through either
XPRSloadmipsol or XPRSaddmipsol.

Affects routines XPRSmipoptimize (MIPOPTIMIZE).

See also HEURSTRATEGY, HEURSEARCHROOTSELECT, HEURSEARCHEFFORT.

HEURSTRATEGY

Description Branch and Bound: This specifies the heuristic strategy. On some problems it is worth trying
more comprehensive heuristic strategies by setting HEURSTRATEGY to 2 or 3.
Type Integer
Values -1 Automatic selection of heuristic strategy.
0 No heuristics.
1 Basic heuristic strategy.
2 Enhanced heuristic strategy.
3 Extensive heuristic strategy.
Default value -1
Affects routines XPRSmipoptimize (MIPOPTIMIZE).

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Control Parameters

HEURTHREADS

Description Branch and Bound: The number of threads to dedicate to running heuristics on the root node.
Type Integer
Values -1 Automatically determined from the THREADS control.
0 Disabled. Heuristics will be run sequentially with the root LP solve and cutting.
>=1 Number of root threads to dedicate to parallel heuristics.
Default value 0
Note When heuristic threads are enable, the heuristics will be run in parallel with the initial LP solve,
if possible, and in parallel with the root cutting.
Affects routines XPRSmipoptimize (MIPOPTIMIZE).
See also THREADS.

HISTORYCOSTS

Description Branch and Bound: How to update the pseudo cost for a global entity when a strong branch or
a regular branch is applied.
Type Integer
Values -1 Automatically determined.
0 No update.
1 Initialize using only regular branches from the root to the current node.
2 Same as 1, but initialize with strong branching results as well.
3 Initialize using any regular branching or strong branching information from all nodes
solves before the current node.
Default value -1
Affects routines XPRSmipoptimize (MIPOPTIMIZE).
See also SBBEST, SBESTIMATE, SBSELECT

IFCHECKCONVEXITY

Description Determines if the convexity of the problem is checked before optimization. Applies to
quadratic, mixed integer quadratic and quadratically constrained problems. Checking
convexity takes some time, thus for problems that are known to be convex it might be
reasonable to switch the checking off.
Type Integer
Values 0 Turn off convexity checking.
1 Turn on convexity checking.

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Default value 1

Affects routines XPRSlpoptimize (LPOPTIMIZE), XPRSmipoptimize (MIPOPTIMIZE).

See also EIGENVALUETOL

INDLINBIGM

Description Indicator constraints can be internally converted to regular rows (i.e. linearized) using a BigM
coefficient whenever the BigM coefficient is smaller or equal to this value.

Type Double
Default value 1.0E+05
Affects routines XPRSmipoptimize (MIPOPTIMIZE).

INDPRELINBIGM

Description During presolve, indicator constraints can be internally replaced with regular rows (i.e.
linearized) using a BigM coefficient whenever the BigM coefficient is smaller or equal to this
value.

Type Double
Default value 100.0
Note Replacing an indicator constraint with a BigM row has a side effect on tolerances. In the
indicator constraint form, the constraint part is satisfied with FEASTOL tolerance; while after
changing it to BigM form, the constraint also includes the binary indicator variable (with a
coefficient up to INDPRELINBIGM and an integrality tolerance of MIPTOL), therefore the
constraint part of the indicator contraint is satisfied with tolerance
FEASTOL+MIPTOL*INDPRELINBIGM.
Affects routines XPRSmipoptimize (MIPOPTIMIZE).

INVERTFREQ

Description Simplex: The frequency with which the basis will be inverted. The basis is maintained in a
factorized form and on most simplex iterations it is incrementally updated to reflect the step
just taken. This is considerably faster than computing the full inverted matrix at each
iteration, although after a number of iterations the basis becomes less well-conditioned and it
becomes necessary to compute the full inverted matrix. The value of INVERTFREQ specifies
the maximum number of iterations between full inversions.

Type Integer
Default value -1 — the frequency is determined automatically.
Affects routines XPRSlpoptimize (LPOPTIMIZE), XPRSmipoptimize (MIPOPTIMIZE).

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Control Parameters

INVERTMIN

Description Simplex: The minimum number of iterations between full inversions of the basis matrix. See
the description of INVERTFREQ for details.
Type Integer
Default value 3

Affects routines XPRSlpoptimize (LPOPTIMIZE), XPRSmipoptimize (MIPOPTIMIZE).

KEEPBASIS

Description Simplex: This determines which basis to use for the next iteration. The choice is between
using that determined by the crash procedure at the first iteration, or using the basis from the
last iteration.
Type Integer

Values 0 Problem optimization starts from the first iteration, i.e. the previous basis is ignored.
1 The previously loaded basis (last in memory) should be used.
2 Use the previous basis only if it is valid for the current problem (the number of basic
variables must match the number of rows).
Default value 1
Note This gets reset to the default value after optimization has started.
Affects routines XPRSlpoptimize (LPOPTIMIZE), XPRSmipoptimize (MIPOPTIMIZE).

KEEPNROWS

Description Status for nonbinding rows.

Type Integer
Values -1 Delete N type rows from the matrix.
0 Delete elements from N type rows leaving empty N type rows in the matrix.
1 Keep N type rows.
Default value 1

Affects routines XPRSreadprob (READPROB), XPRSloadglobal, XPRSloadlp, XPRSloadqglobal,

XPRSloadqp.

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Control Parameters

L1CACHE

Description Newton barrier: L1 cache size in kB (kilo bytes) of the CPU. On Intel (or compatible) platforms
a value of -1 may be used to determine the cache size automatically.
Type Integer
Default value Hardware/platform dependent.
Note Specifying the correct L1 cache size can give a significant performance advantage with the
Newton barrier algorithm.
If the size is unknown, it is better to specify a smaller size.
If the size cannot be determined automatically on Intel (or compatible) platforms, a default
size of 8 kB is assumed.

Affects routines XPRSlpoptimize (LPOPTIMIZE), XPRSmipoptimize (MIPOPTIMIZE).

LINELENGTH

Description This control is deprecated.

Type Integer

LNPBEST

Description Number of infeasible global entities to create lift-and-project cuts for during each round of
Gomory cuts at the top node (see GOMCUTS).
Type Integer
Default value 50

Affects routines XPRSlpoptimize (LPOPTIMIZE), XPRSmipoptimize (MIPOPTIMIZE).

LNPITERLIMIT

Description Number of iterations to perform in improving each lift-and-project cut.

Type Integer
Default value -1 — determined automatically.
Note By setting the number to zero a Gomory cut will be created instead.

Affects routines XPRSlpoptimize (LPOPTIMIZE), XPRSmipoptimize (MIPOPTIMIZE).

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Control Parameters

LPFLAGS

Description A bit-vector control which defines the algorithm for solving an LP problem or the initial LP
relaxation of a MIP problem.
Type Integer
Values Bit Meaning
0 Use the dual simplex method.
1 Use the primal simplex method.
2 Use the barrier method.
3 Use the network simplex method.
Default value 0
Note Setting bit 0, 1, 2, 3 of this control will have the same effect of passing flags d, p, b, n to
XPRSmipoptimize or XPRSlpoptimize. When more than one bit are set, then the LP
problem will be solved with the concurrent solver. When this control is set and flags are
passed at the same time, the flags will overrule the value of the control.
This control can be tuned.
Affects routines XPRSlpoptimize (LPOPTIMIZE), XPRSmipoptimize (MIPOPTIMIZE).

LPITERLIMIT

Description Simplex: The maximum number of iterations that will be performed before the optimization
process terminates. For MIP problems, this is the maximum total number of iterations over all
nodes explored by the Branch and Bound method.
Type Integer
Default value 2147483645
Affects routines XPRSlpoptimize (LPOPTIMIZE), XPRSmipoptimize (MIPOPTIMIZE).

LPREFINEITERLIMIT

Description This specifies the simplex iteration limit the solution refiner can spend in attempting to
increase the accuracy of an LP solution.
Type Integer
Default value -1 — determined automatically.
Note The solution refiner iteratively attempts to increase the accuracy of the solution until either
both FEASTOLTARGET and OPTIMALITYTOLTARGET is satisfied, or accuracy cannot further
be increased, or the effort limit determined by LPREFINEITERLIMIT is exhausted.
Affects routines XPRSlpoptimize (LPOPTIMIZE), XPRSmipoptimize (MIPOPTIMIZE).
See also REFINEOPS, FEASTOLTARGET, OPTIMALITYTOLTARGET.

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Control Parameters

LOCALCHOICE

Description Controls when to perform a local backtrack between the two child nodes during a dive in the
branch and bound tree.
Type Integer
Values 1 Never backtrack from the first child, unless it is dropped (infeasible or cut off).
2 Always solve both child nodes before deciding which child to continue with.
3 Automatically determined.
Default value 1
Affects routines XPRSmipoptimize (MIPOPTIMIZE).

LPFOLDING

Description Simplex and barrier: whether to fold an LP problem before solving it.
Type Integer

Values -1 Automatic.
0 Disable LP folding.
1 Enable LP folding. Attempt to fold all LP problems and MIP initial relaxations.
Default value -1
Affects routines XPRSlpoptimize (LPOPTIMIZE).

LPLOG

Description Simplex: The frequency at which the simplex log is printed.

Type Integer

Values n<0 Detailed output every -n iterations.

0 Log displayed at the end of the optimization only.
n>0 Summary output every n iterations.
Default value 100
Note This control only has an effect if LPLOGSTYLE is set to 0.

Affects routines XPRSlpoptimize (LPOPTIMIZE).

See also A.8.

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Control Parameters

LPLOGDELAY

Description Time interval between two LP log lines.

Type Double
Default value 1.0
Note This control only has an effect if LPLOGSTYLE is set to 1.
Affects routines XPRSlpoptimize (LPOPTIMIZE).

LPLOGSTYLE

Description Simplex: The style of the simplex log.

Type Integer
Values 0 Simplex log is printed based on simplex iteration count, at a fixed frequency as
specified by the LPLOG control.
1 Simplex Log is printed based on an estimation of elapsed time, determined by an
internal deterministic timer.
Default value 1
Affects routines XPRSlpoptimize (LPOPTIMIZE), XPRSmipoptimize (MIPOPTIMIZE), XPRSminim
(MINIM), XPRSmaxim (MAXIM), XPRSglobal (GLOBAL).

LPTHREADS

Description This control is deprecated, and is provided for compatibility purposes. Please use
CONCURRENTTHREADS instead.
Type Integer
Default value -1
Note The value of this control is mirrored by the CONCURRENTTHREADS control.
See also CONCURRENTTHREADS

MARKOWITZTOL

Description The Markowitz tolerance used for the factorization of the basis matrix.
Type Double
Default value 0.01
Affects routines XPRSlpoptimize (LPOPTIMIZE), XPRSmipoptimize (MIPOPTIMIZE).

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Control Parameters

MATRIXTOL

Description The zero tolerance on matrix elements. If the value of a matrix element is less than or equal
to MATRIXTOL in absolute value, it is treated as zero.
Type Double
Default value 1.0E-09

Affects routines XPRSreadprob (READPROB), XPRSloadglobal, XPRSloadlp, XPRSloadqglobal,

XPRSloadqp, XPRSalter (ALTER), XPRSaddcols, XPRSaddcuts, XPRSaddrows,
XPRSchgcoef, XPRSchgmcoef, XPRSstorecuts.

MAXCHECKSONMAXCUTTIME

Description This control is intended for use where optimization runs that are terminated using the
MAXCUTTIME control are required to be reproduced exactly. This control is necessary
because of the inherent difficulty in terminating algorithmic software in a consistent way
using temporal criteria. The control value relates to the number of times the optimizer checks
the MAXCUTTIME criterion up to and including the check when the termination of cutting was
activated. To use the control the user first must obtain the value of the
CHECKSONMAXCUTTIME attribute after the run returns. This attribute value is the number of
times the optimizer checked the MAXCUTTIME criterion during the last call to the optimization
routine XPRSmipoptimize. Note that this attribute value will be negative if the optimizer
terminated cutting on the MAXCUTTIME criterion. To ensure accurate reproduction of a run
the user should first ensure that MAXCUTTIME is set to its default value or to a large value so
the run does not terminate again on MAXCUTTIME and then simply set the control
MAXCHECKSONMAXCUTTIME to the absolute value of the CHECKSONMAXCUTTIME value.
Type Integer

Values 0 Not active.

n>0 The number of times the optimizer should check the MAXCUTTIME criterion before
triggering a termination.
Default value 0
Affects routines XPRSmipoptimize (MIPOPTIMIZE).

MAXCHECKSONMAXTIME

Description This control is intended for use where optimization runs that are terminated using the
MAXTIME control are required to be reproduced exactly. This control is necessary because of
the inherent difficulty in terminating algorithmic software in a consistent way using temporal
criteria. The control value relates to the number of times the optimizer checks the MAXTIME
criterion up to and including the check when the termination was activated. To use the control
the user first must obtain the value of the CHECKSONMAXTIME attribute after the run returns.
This attribute value is the number of times the optimizer checked the MAXTIME criterion

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Control Parameters

during the last call to the optimization routine XPRSmipoptimize. Note that this attribute
value will be negative if the optimizer terminated on the MAXTIME criterion. To ensure that a
reproduction of a run terminates in the same way the user should first ensure that MAXTIME
is set to its default value or to a large value so the run does not terminate again on MAXTIME
and then simply set the control MAXCHECKSONMAXTIME to the absolute value of the
CHECKSONMAXTIME value.
Type Integer
Values 0 Not active.
n>0 The number of times the optimizer should check the MAXTIME criterion before
triggering a termination.
Default value 0
Affects routines XPRSmipoptimize (MIPOPTIMIZE)

MAXMCOEFFBUFFERELEMS

Description The maximum number of matrix coefficients to buffer before flushing into the internal
representation of the problem. Buffering coefficients can offer a significant performance gain
when you are building a matrix using XPRSchgcoef or XPRSchgmcoef, but can lead to a
significant memory overhead for large matrices, which this control allows you to influence.
Type Integer
Default value 2147483647
Affects routines XPRSchgcoef, XPRSchgmcoef.

MAXCUTTIME

Description The maximum amount of time allowed for generation of cutting planes and reoptimization.
The limit is checked during generation and no further cuts are added once this limit has been
exceeded.
Type Integer
Values 0 No time limit.
n>0 Stop cut generation after n seconds.
Default value 0
Affects routines XPRSmipoptimize (MIPOPTIMIZE).

MAXGLOBALFILESIZE

Description The maximum size, in megabytes, to which the global file may grow, or 0 for no limit. When
the global file reaches this limit, a second global file will be created. Useful if you are using a
filesystem that puts a maximum limit on the size of a file.

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Control Parameters

Type Integer
Default value 0
See also GLOBALFILESIZE.

MAXIIS

Description This function controls the number of Irreducible Infeasible Sets to be found using the
XPRSiisall (IIS -a).
Type Integer
Values -1 Search for all IIS.
0 Do not search for IIS.
n>0 Search for the first n IIS.
Default value -1
Note The function XPRSiisnext is not affected.
Affects routines XPRSiisall (IIS-a).

MAXIMPLIEDBOUND

Description Presolve: When tighter bounds are calculated during MIP preprocessing, only bounds whose
absolute value are smaller than MAXIMPLIEDBOUND will be applied to the problem.
Type Double
Default value 1.0E+08
Note For numerically challenging MIP problems, it can sometimes help make the solve more stable
by reducing the value of MAXIMPLIEDBOUND to something smaller - e.g. 1.0E+06. It is not
recommended to increase this parameter beyond the default of 1.0E+08.
Affects routines XPRSmipoptimize (MIPOPTIMIZE).

MAXLOCALBACKTRACK

Description Branch-and-Bound: How far back up the current dive path the optimizer is allowed to look for
a local backtrack candidate node.
Type Integer
Default value -1
Note If this control is set to k, then the candidate set of nodes for a local backtrack will consist of
all active nodes in the subtree rooted at height k above the current node. For example, a
setting of 1 will result in only sibling nodes of the current node being considered.
Affects routines XPRSmipoptimize (MIPOPTIMIZE).
See also LOCALCHOICE.

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Control Parameters

MAXMIPTASKS

Description Branch-and-Bound: The maximum number of tasks to run in parallel during a MIP solve.
Type Integer
Values -1 Task limit determined automatically from MIPTHREADS.
>0 Fixed task limit.
Default value -1
Note The MIP solver will create smaller tasks from individual active nodes or based on local search
heuristics. These are tasks that will be executed in parallel by the number of threads set by
MIPTHREADS.
Note If MAXMIPTASKS is set to a fixed, positive value, the branch-and-bound tree nodes will always
be solved in the same deterministic way, independent of the actual number of executing
threads implied by MIPTHREADS.
How a MIP is solved will still depend on the number of threads used for solving the
continuous relaxation and therefore on the settings for the controls BARTHREADS,
DUALTHREADS and CONCURRENTTHREADS).
To obtain a MIP solve that is completely independent of the number of threads, it is sufficient
to set MAXMIPTASKS, FORCEPARALLELDUAL and BARTHREADS. The concurrent LP solver
should be avoided in this case.
Note The number of MIP tasks that can be defined for a 32-bit system is limited to 32 for
performance reasons.
Affects routines XPRSmipoptimize (MIPOPTIMIZE).
See also MIPTHREADS, THREADS, DUALTHREADS, BARTHREADS, CONCURRENTTHREADS,
FORCEPARALLELDUAL.

MAXMEMORY

Description A target amount of memory for the Optimizer to use during the solve. If memory usage
exceeds the target, the Optimizer may decide to spend time compressing data or write some
of its search structures to files, to reduce physical memory usage. When set to 0 (the default),
the Optimizer will calculate a limit automatically, based on the amount of free physical
memory detected in the machine.
Type Integer
Values -1 Calculate limit automatically.
>0 Limit in mega-bytes.
Default value -1
Note Currently, this setting only applies to the memory used during the branch and bound tree
search. Its scope may be extended in a future release of the Optimizer.
Affects routines XPRSmipoptimize (MIPOPTIMIZE).
See also TREEMEMORYLIMIT.

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Control Parameters

MAXMIPSOL

Description Branch and Bound: This specifies a limit on the number of integer solutions to be found by
the Optimizer. It is possible that during optimization the Optimizer will find the same objective
solution from different nodes. However, MAXMIPSOL refers to the total number of integer
solutions found, and not necessarily the number of distinct solutions.
Type Integer
Default value 0
Note Setting MAXMIPSOL=1 can alter the solution path as this will put the emphasis on finding any
feasible solution by triggering additional heuristics.
Affects routines XPRSmipoptimize (MIPOPTIMIZE).

MAXNODE

Description Branch and Bound: The maximum number of nodes that will be explored.
Type Integer
Default value 2147483647
Affects routines XPRSmipoptimize (MIPOPTIMIZE).

MAXPAGELINES

Description Number of lines between page breaks in printable output.

Type Integer
Default value 23
Affects routines XPRSwriteprtsol (WRITEPRTSOL), XPRSwriteprtrange (WRITEPRTRANGE).

MAXSCALEFACTOR

Description This determines the maximum scaling factor that can be applied during scaling. The
maximum is provided as an exponent of a power of 2.
Type Integer
Values 0-64 The maximum is provided an exponent of a power of 2.
Default value 64
Affects routines XPRSloadglobal, XPRSloadlp, XPRSloadqglobal, XPRSloadqp, XPRSreadprob
(READPROB), XPRSscale (SCALE).
See also SCALING.

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Control Parameters

MAXTIME

Description The maximum time in seconds that the Optimizer will run before it terminates, including the
problem setup time and solution time. For MIP problems, this is the total time taken to solve
all the nodes.
Type Integer
Values 0 No time limit.
n>0 If an integer solution has been found, stop MIP search after n seconds, otherwise
continue until an integer solution is finally found.
n<0 Stop in LP or MIP search after n seconds.
Default value 0
Affects routines XPRSlpoptimize (LPOPTIMIZE), XPRSmipoptimize (MIPOPTIMIZE).

MIPABSCUTOFF

Description Branch and Bound: If the user knows that they are interested only in values of the objective
function which are better than some value, this can be assigned to MIPABSCUTOFF. This
allows the Optimizer to ignore solving any nodes which may yield worse objective values,
saving solution time. When a MIP solution is found a new cut off value is calculated and the
value can be obtained from the CURRMIPCUTOFF attribute. The value of CURRMIPCUTOFF is
calculated using the MIPRELCUTOFF and MIPADDCUTOFF controls.
Type Double
Default value 1.0E+40 (for minimization problems); -1.0E+40 (for maximization problems).

Note MIPABSCUTOFF can also be used to stop the dual algorithm.

Affects routines XPRSlpoptimize (LPOPTIMIZE), XPRSmipoptimize (MIPOPTIMIZE).
See also MIPRELCUTOFF, MIPADDCUTOFF.

MIPABSGAPNOTIFY

Description Branch and bound: if the gapnotify callback has been set using XPRSaddcbgapnotify,
then this callback will be triggered during the global search when the absolute gap reaches or
passes the value you set of the MIPRELGAPNOTIFY control.
Type Double

Default value -1.0

Affects routines XPRSaddcbgapnotify, XPRSmipoptimize (MIPOPTIMIZE).
See also MIPRELGAPNOTIFY, MIPABSGAPNOTIFYOBJ, MIPABSGAPNOTIFYBOUND

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Control Parameters

MIPABSGAPNOTIFYBOUND

Description Branch and bound: if the gapnotify callback has been set using XPRSaddcbgapnotify,
then this callback will be triggered during the global search when the best bound reaches or
passes the value you set of the MIPRELGAPNOTIFYBOUND control.
Type Double
Default value 1.0E+40 (for minimization problems); -1.0E+40 (for maximization problems)

Affects routines XPRSaddcbgapnotify, XPRSmipoptimize (MIPOPTIMIZE).

See also MIPRELGAPNOTIFY, MIPABSGAPNOTIFYOBJ, MIPABSGAPNOTIFY

MIPABSGAPNOTIFYOBJ

Description Branch and bound: if the gapnotify callback has been set using XPRSaddcbgapnotify,
then this callback will be triggered during the global search when the best solution value
reaches or passes the value you set of the MIPRELGAPNOTIFYOBJ control.
Type Double
Default value -1.0E+40 (for minimization problems); 1.0E+40 (for maximization problems)

Affects routines XPRSaddcbgapnotify, XPRSmipoptimize (MIPOPTIMIZE).

See also MIPRELGAPNOTIFY, MIPABSGAPNOTIFY, MIPABSGAPNOTIFYBOUND

MIPABSSTOP

Description Branch and Bound: The absolute tolerance determining whether the global search will
continue or not. It will terminate if
|MIPOBJVAL - BESTBOUND| ≤ MIPABSSTOP
where MIPOBJVAL is the value of the best solution’s objective function, and BESTBOUND is
the current best solution bound. For example, to stop the global search when a MIP solution
has been found and the Optimizer can guarantee it is within 100 of the optimal solution, set
MIPABSSTOP to 100.
Type Double
Default value 0.0
Affects routines XPRSmipoptimize (MIPOPTIMIZE).

See also MIPRELSTOP, MIPADDCUTOFF.

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Control Parameters

MIPADDCUTOFF

Description Branch and Bound: The amount to add to the objective function of the best integer solution
found to give the new CURRMIPCUTOFF. Once an integer solution has been found whose
objective function is equal to or better than CURRMIPCUTOFF, improvements on this value
may not be interesting unless they are better by at least a certain amount. If MIPADDCUTOFF
is nonzero, it will be added to CURRMIPCUTOFF each time an integer solution is found which
is better than this new value. This cuts off sections of the tree whose solutions would not
represent substantial improvements in the objective function, saving processor time. The
control MIPABSSTOP provides a similar function but works in a different way.
Type Double
Default value -1.0E-05

Affects routines XPRSmipoptimize (MIPOPTIMIZE).

See also MIPRELCUTOFF, MIPABSSTOP, MIPABSCUTOFF.

MIPFRACREDUCE

Description Branch and Bound: Specifies how often the optimizer should run a heuristic to reduce the
number of fractional integer variables in the node LP solutions.
Type Integer
Values -1 Automatic.
0 Disabled.
1 Run before and after cutting on the root node.
2 Run also during root cutting.
3 Run also during the tree search.
Default value -1
Note This heuristic is only applicable to problems that are dual degenerate. These are problems
that contain multiple solutions with identical objective function value. The more dual
degenerate a problem is, the more likely it will be for this heuristic to have an improving effect.
Affects routines XPRSmipoptimize (MIPOPTIMIZE).

MIPKAPPAFREQ

Description Branch and Bound: Specifies how frequently the basis condition number (also known as
Kappa) should be calculated during the branch-and-bound search.
Type Integer

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Control Parameters

Values 0 Do not calculate condition numbers.

1 Calculate conditions numbers on every node, including after each round of root
cutting.
n>1 Calculate a condition number once per node of every n’th level of the
branch-and-bound tree.
Default value 0
Note The condition number is calculated as the norm of the basis matrix multiplied by the norm of
its inverse. This uses the Froebenius norm.

Note A summary will be printed at the end of the solve, summarizing the collected condition
numbers collected:

Statistic Meaning
Nodes kappa stable No. of stable sampled nodes (kappa < 107 )
Nodes kappa suspicius No. of suspicious sampled nodes (107 ≤ kappa < 1010 )
Nodes kappa unstable No. of unstable sampled nodes (1010 ≤ kappa < 1013 )
Nodes kappa ill-posed No. of ill-posed sampled nodes (1013 ≤ kappa)
Largest kappa seen The largest condition number calculated through all sampled nodes.
Kappa attention level A measure of how ill-posed the problem is (between 0 and 1).

Affects routines XPRSmipoptimize (MIPOPTIMIZE).

MIPLOG

Description Global print control.

Type Integer
Values -n Print out summary log at each nth node.
0 No printout in global.
1 Only print out summary statement at the end.
2 Print out detailed log at all solutions found.
3 Print out detailed log at each node.
Default value -100

Affects routines XPRSmipoptimize (MIPOPTIMIZE).

See also A.10.

MIPPRESOLVE

Description Branch and Bound: Type of integer processing to be performed. If set to 0, no processing will
be performed.

Type Integer

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Control Parameters

Values Bit Meaning

0 Reduced cost fixing will be performed at each node. This can simplify the node
before it is solved, by deducing that certain variables’ values can be fixed based on
additional bounds imposed on other variables at this node.
1 Primal reductions will be performed at each node. Uses constraints of the node to
tighten the range of variables, often resulting in fixing their values. This greatly
simplifies the problem and may even determine optimality or infeasibility of the node
before the simplex method commences.
2 [Unused] This bit is no longer used to control probing. Refer to the integer control
PREPROBING for setting probing level during presolve.
3 If node preprocessing is allowed to change bounds on continuous columns.
4 Dual reductions will be performed at each node.
5 Allow global (non-bound) tightening of the problem during the tree search.
6 The objective function will be used to find reductions at each node.
7 Allow the branch-and-bound tree search to be restarted if it appears to be
advantageous.
8 Allow that symmetry is used to presolve the node problem.
Default value -257
Affects routines XPRSmipoptimize (MIPOPTIMIZE).
See also 5.3, PRESOLVE, PRESOLVEOPS, PREPROBING.

MIPRAMPUP

Description Controls the strategy used by the parallel MIP solver during the ramp-up phase of a
branch-and-bound tree search.

Type Integer
Values -1 Automatically determined.
0 No special treatment during the ramp-up phase. Always run with the maximal
number of tasks.
1 Limit the number of tasks until the initial dives have completed.
Default value -1
Note The branch-and-bound tree search starts from the single root node, and only through
branching on this root node and the resulting child nodes, are enough active nodes created to
produce sufficient tasks to keep all MIP workers busy. This is referred to as the ramp-up
phase of a parallel MIP.
In a typical MIP solve, the solutions found during the initial dives will typically provide a
significant improvement over the root heuristic solutions. It can therefore be advantageous to
let these initial dives run as fast as possible, by limiting resource contention. This can be
accomplished by restricting the number of parallel tasks and thereby reducing the memory
bus contention. The MIPRAMPUP control can be used to turn this initial task restriction of a
parallel MIP solve on or off.
Affects routines XPRSmipoptimize (MIPOPTIMIZE).
See also MIPTHREADS, MAXMIPTASKS.

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Control Parameters

MIQCPALG

Description This control determines which algorithm is to be used to solve mixed integer quadratic
constrained and mixed integer second order cone problems.
Type Integer
Values -1 Determined automatically.
0 Use the barrier algorithm in the branch and bound algorithm.
1 Use outer approximations in the branch and bound algorithm.
Default value -1
Affects routines XPRSmipoptimize (MIPOPTIMIZE), XPRSminim (MINIM), XPRSmaxim (MAXIM),
XPRSglobal (GLOBAL).

MIPREFINEITERLIMIT

Description This defines an effort limit expressed as simplex iterations for the MIP solution refiner. The
limit is per reoptimizations in the MIP refiner.
Type Integer
Default value -1 — determined automatically.
Affects routines XPRSrefinemipsol (REFINEMIPSOL).

MIPRELCUTOFF

Description Branch and Bound: Percentage of the LP solution value to be added to the value of the
objective function when an integer solution is found, to give the new value of
CURRMIPCUTOFF. The effect is to cut off the search in parts of the tree whose best possible
objective function would not be substantially better than the current solution. The control
MIPRELSTOP provides a similar functionality but works in a different way.
Type Double
Default value 1.0E-04
Affects routines XPRSmipoptimize (MIPOPTIMIZE).
See also MIPABSCUTOFF, MIPADDCUTOFF, MIPRELSTOP.

MIPRELGAPNOTIFY

Description Branch and bound: if the gapnotify callback has been set using XPRSaddcbgapnotify,
then this callback will be triggered during the global search when the relative gap reaches or
passes the value you set of the MIPRELGAPNOTIFY control.

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Control Parameters

Type Double
Default value -1.0
Affects routines XPRSaddcbgapnotify, XPRSmipoptimize (MIPOPTIMIZE).
See also MIPABSGAPNOTIFY, MIPABSGAPNOTIFYOBJ, MIPABSGAPNOTIFYBOUND

MIPRELSTOP

Description Branch and Bound: This determines when the global search will terminate. Global search will
stop if:
|MIPOBJVAL - BESTBOUND| ≤ MIPRELSTOP x max(|BESTBOUND|,|MIPOBJVAL|)
where MIPOBJVAL is the value of the best solution’s objective function and BESTBOUND is the
current best solution bound. For example, to stop the global search when a MIP solution has
been found and the Optimizer can guarantee it is within 5% of the optimal solution, set
MIPRELSTOP to 0.05.
Type Double
Default value 0.0001
Note This control is a stopping criteria only and different values of the control will not affect the
solution path before termination. Unlike other stopping criteria, like time and node count,
termination on MIPRELSTOP will cause the final solution to be declared optimal and the
problem to be returned to its original state.
Note Tolerances, such as MIPRELCUTOFF and MIPABSCUTOFF, determine how much the objective
value of a new MIP solution has to differ from the incumbent for it to be accepted. These
controls therefore also influence the final gap at the end of a MIP solve.
Affects routines XPRSmipoptimize (MIPOPTIMIZE).
See also MIPABSSTOP, MIPRELCUTOFF.

MIPTERMINATIONMETHOD

Description Branch and Bound: How a MIP solve should be stopped on early termination when there are
still active tasks in the system. This can happen when, for example, a time or node limit is
reached.
Type Integer
Values 0 Terminate tasks at the earliest opportunity. This can result in some unfinished node
solves being discarded, although never integer solutions.
1 Allow tasks to complete their current work but prevent new tasks from being started.
Default value 0
Note With MIPTERMINATIONMETHOD=0, termination will be quick but the returned state of the MIP
solve will not include any work done by interrupted tasks. In particular, it is possible that
some user callbacks (not intsol or preintsol) will have been fired for nodes that are discarded
at termination. A user program that relies on the firing of callbacks being completely
deterministic should therefore set MIPTERMINATIONMETHOD=1, which will produce a slower
termination, but guaranteed deterministic firing of all user callbacks.

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Control Parameters

Note Irrespective of the choice of MIPTERMINATIONMETHOD, a MIP solve will always be returned
in a deterministic state when DETERMINISTIC=1.
Affects routines XPRSmipoptimize (MIPOPTIMIZE).
See also DETERMINISTIC, MAXMIPTASKS, MIPTHREADS, THREADS.

MIPTHREADS

Description If set to a positive integer it determines the number of threads implemented to run the parallel
MIP code. If MIPTHREADS is set to the default value (-1), the THREADS control will determine
the number of threads used.
Type Integer
Default value -1 (determined by the THREADS control)
Affects routines XPRSmipoptimize (MIPOPTIMIZE).
See also DETERMINISTIC, MAXMIPTASKS, HEURTHREADS, THREADS.

MIPTOL

Description Branch and Bound: This is the tolerance within which a decision variable’s value is considered
to be integral.
Type Double
Default value 5.0E-06
Affects routines XPRSmipoptimize (MIPOPTIMIZE).

MIPTOLTARGET

Description Target MIPTOL value used by the automatic MIP solution refiner as defined by REFINEOPS.
Negative and zero values are ignored.
Type Double
Default value 0.0
Affects routines XPRSmipoptimize (MIPOPTIMIZE).

MPS18COMPATIBLE

Description Provides compatibility of MPS file output for older MPS readers.
Type Integer

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Control Parameters

Values Bit 0 Do not write objective sense (OBJSENSE section).

Bit 1 Fixed binaries are written as fixed only (unless used as a base variable for an
indicator constraint).
Default value 0

Affects routines XPRSwriteprob (WRITEPROB)

MPSBOUNDNAME

Description The bound name sought in the MPS file. As with all string controls, this is of length 64
characters plus a null terminator, \0.
Type String

Default value 64 blanks

Affects routines XPRSreadprob (READPROB).

MPSECHO

Description Determines whether comments in MPS matrix files are to be printed out during matrix input.
Type Integer
Values 0 MPS comments are not to be echoed.
1 MPS comments are to be echoed.
Default value 0
Affects routines XPRSreadprob (READPROB).

MPSFORMAT

Description Specifies the format of MPS files.

Type Integer

Values -1 To determine the file type automatically.

0 For fixed format.
1 If MPS files are assumed to be in free format by input.
Default value 1
Note Setting MPSFORMAT to 0 or -1 disables XSLPreadprob in case Xpress NonLinear is used.

Affects routines XPRSalter (ALTER), XPRSreadbasis (READBASIS), XPRSreadprob (READPROB).

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Control Parameters

MPSOBJNAME

Description The objective function name sought in the MPS file. As with all string controls, this is of
length 64 characters plus a null terminator, \0.
Type String
Default value 64 blanks
Affects routines XPRSreadprob (READPROB).

MPSRANGENAME

Description The range name sought in the MPS file. As with all string controls, this is of length 64
characters plus a null terminator, \0.
Type String
Default value 64 blanks
Affects routines XPRSreadprob (READPROB).

MPSRHSNAME

Description The right hand side name sought in the MPS file. As with all string controls, this is of length
64 characters plus a null terminator, \0.
Type String
Default value 64 blanks
Affects routines XPRSreadprob (READPROB).

MUTEXCALLBACKS

Description Branch and Bound: This determines whether the callback routines are mutexed from within
the optimizer.
Type Integer
Values 0 Callbacks are not mutexed.
1 Callbacks are mutexed.
Default value 1
Note If the users’ callbacks take a significant amount of time it may be preferable not to mutex the
callbacks. In this case the user must ensure that their callbacks are threadsafe.
Affects routines XPRSaddcboptnode, XPRSaddcbinfnode, XPRSaddcbintsol, XPRSaddcbnodecutoff,
XPRSaddcbprenode.

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Control Parameters

NETCUTS

Description Determines the addition of multi-commodity network cuts to a problem. The parameter is
defined as a bit string, and values 1, 2, 4 can be summed up if the user wants more classes of
cuts to be added.
Type Integer
Values -1 Automatically determined.
0 Do not add these cuts.
1 Add cut-set inequalities.
2 Add node cut-set inequalities, i.e., cut-set inequalities that are based on a network
cut defined on a single network node.
4 Add lifted flow-cover inequalities.
Default value 0

Note If the user wants to add both cut-set inequalities and lifted flow-cover inequalities but not
node cut-set inequalities, the value of the control should be set to 1+4=5.
Affects routines XPRSmipoptimize (MIPOPTIMIZE).

NODESELECTION

Description Branch and Bound: This determines which nodes will be considered for solution once the
current node has been solved.

Type Integer
Values 1 Local first: Choose between descendant and sibling nodes if available; choose from
all outstanding nodes otherwise.
2 Best first: Choose from all outstanding nodes.
3 Local depth first: Choose between descendant and sibling nodes if available; choose
from the deepest nodes otherwise.
4 Best first, then local first: Best first is used for the first BREADTHFIRST nodes, after
which local first is used.
5 Pure depth first: Choose from the deepest outstanding nodes.
Default value Dependent on the matrix characteristics.

Affects routines XPRSmipoptimize (MIPOPTIMIZE).

OBJSCALEFACTOR

Description Custom global objective scaling factor, expressed as a power of 2. When set, it overwrites the
automatic global objective scaling factor. A value of 0 means no objective scaling. This
control is applied for the full solve, and is independent of any extra scaling that may occur

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Control Parameters

specifically for the barrier or simplex solvers. As it is a power of 2, to scale by 16, set the value
of the control to 4.
Type Double
Default value 0
Affects routines XPRSlpoptimize (LPOPTIMIZE), XPRSmipoptimize (MIPOPTIMIZE).

OPTIMALITYTOL

Description Simplex: This is the zero tolerance for reduced costs. On each iteration, the simplex method
searches for a variable to enter the basis which has a negative reduced cost. The candidates
are only those variables which have reduced costs less than the negative value of
OPTIMALITYTOL.
Type Double

Default value 1.0E-06

Affects routines XPRSgetinfeas, XPRSlpoptimize (LPOPTIMIZE), XPRSmipoptimize (MIPOPTIMIZE).

OPTIMALITYTOLTARGET

Description This specifies the target optimality tolerance for the solution refiner.
Type Real
Default value 0 — use the value specified by OPTIMALITYTOL.

Note Zero and negative values are ignored, and the value of OPTIMALITYTOL is used.
Affects routines XPRSlpoptimize (LPOPTIMIZE), XPRSmipoptimize (MIPOPTIMIZE).
See also REFINEOPS, LPREFINEITERLIMIT, FEASTOLTARGET.

OUTPUTLOG

Description This controls the level of output produced by the Optimizer during optimization. Output is
sent to the screen (stdout) by default, but may be intercepted by a user function using the
user output callback; see XPRSaddcbmessage. However, under Windows, no output from the
Optimizer DLL is sent to the screen. The user must define a callback function and print
messages to the screen them self if they wish output to be displayed.
Type Integer
Values 0 Turn all output off.
1 Print all messages.
3 Print error and warning messages.
4 Print error messages only.

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Control Parameters

Default value 1
Affects routines XPRSaddcbmessage, XPRSsetlogfile.

OUTPUTMASK

Description Mask to restrict the row and column names written to file. As with all string controls, this is of
length 64 characters plus a null terminator, \0.
Type String
Default value 64 ’?’s
Affects routines XPRSwriterange (WRITERANGE), XPRSwritesol (WRITESOL).

OUTPUTTOL

Description Zero tolerance on print values.

Type Double
Default value 1.0E-05
Affects routines XPRSwriteprtrange (WRITEPRTRANGE), XPRSwriteprtsol (WRITEPRTSOL),
XPRSwriterange (WRITERANGE), XPRSwritesol (WRITESOL).

PENALTY

Description Minimum absolute penalty variable coefficient. BIGM and PENALTY are set by the input
routine (XPRSreadprob (READPROB)) but may be reset by the user prior to
XPRSlpoptimize (LPOPTIMIZE).
Type Double
Default value Dependent on the matrix characteristics.
Affects routines XPRSlpoptimize (LPOPTIMIZE), XPRSmipoptimize (MIPOPTIMIZE).

PERTURB

Description This control is deprecated and will be removed from future versions of the Optimizer. The use
of PRIMALPERTURB and DUALPERTURB is advised instead. The control was used to give a
factor by which the problem will be perturbed prior to optimization by either simplex
algorithm.
Type Double
Default value 0.0

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Control Parameters

Affects routines XPRSlpoptimize (LPOPTIMIZE), XPRSmipoptimize (MIPOPTIMIZE).

See also AUTOPERTURB, PERTURB, PRIMALPERTURB.

PIVOTTOL

Description Simplex: The zero tolerance for matrix elements. On each iteration, the simplex method seeks
a nonzero matrix element to pivot on. Any element with absolute value less than PIVOTTOL is
treated as zero for this purpose.

Type Double
Default value 1.0E-09
Affects routines XPRSlpoptimize (LPOPTIMIZE), XPRSmipoptimize (MIPOPTIMIZE), XPRSpivot.

PPFACTOR

Description The partial pricing candidate list sizing parameter.

Type Double
Default value 1.0
Affects routines XPRSlpoptimize (LPOPTIMIZE), XPRSmipoptimize (MIPOPTIMIZE).

PREANALYTICCENTER

Description Determines if analytic centers should be computed and used for variable fixing and the
generation of alternative reduced costs (-1: Auto 0: Off, 1: Fixing, 2: Redcost, 3: Both)

Type Integer
Values -1 Automatic.
0 Disable analytic center presolving.
1 Use analytic center for variable fixing only.
2 Use analytic center for reduced cost computation only.
3 Use analytic centers for both, variable fixing and reduced cost computation.
Default value -1
Affects routines XPRSmipoptimize (MIPOPTIMIZE).

PREBASISRED

Description Determines if a lattice basis reduction algorithm should be attempted as part of presolve

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Control Parameters

Type Integer
Values -1 Automatic.
0 Disable basis reduction.
1 Enable basis reduction.
Default value 0
Affects routines XPRSmipoptimize (MIPOPTIMIZE).

PREBNDREDCONE

Description Determines if second order cone constraints should be used for inferring bound reductions
on variables when solving a MIP.
Type Integer

Values -1 Automatic.
0 Disable bound reductions from second order cone constraints.
1 Enable bound reductions from second order cone constraints.
Default value -1
Affects routines XPRSmipoptimize (MIPOPTIMIZE).

See also PREBNDREDQUAD, MIQCPALG.

PREBNDREDQUAD

Description Determines if convex quadratic contraints should be used for inferring bound reductions on
variables when solving a MIP.

Type Integer
Values -1 Automatic.
0 Disable bound reductions from quadratic constraints.
1 Enable bound reductions from quadratic constraints.
Default value -1
Affects routines XPRSmipoptimize (MIPOPTIMIZE).
See also PREBNDREDCONE, MIQCPALG.

PRECOEFELIM

Description Presolve: Specifies whether the optimizer should attempt to recombine constraints in order to
reduce the number of non zero coefficients when presolving a mixed integer problem.
Type Integer

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Values 0 Disabled.
1 Remove as many coefficients as possible.
2 Cautious eliminations. Will not perform a reduction if it might destroy problem
structure useful to e.g. heuristics or cutting.
Default value 2

Affects routines XPRSmipoptimize (MIPOPTIMIZE).

See also PRESOLVE, PRESOLVEOPS.

PRECOMPONENTS

Description Presolve: determines whether small independent components should be detected and solved
as individual subproblems during root node processing.
Type Integer
Values -1 Automatically determined.
0 Disable detection of independent components.
1 Enable detection of independent components.
Default value -1
Affects routines XPRSmipoptimize (MIPOPTIMIZE).

See also PRESOLVE, PRESOLVEOPS.

PRECOMPONENTSEFFORT

Description Presolve: adjusts the overall effort for the independent component presolver. This control
affects working limits for the subproblem solving as well as thresholds when it is called.
Increase to put more emphasis on component presolving.
Type Double
Default value 1.0
Affects routines XPRSmipoptimize (MIPOPTIMIZE).

See also PRECOMPONENTS.

PRECONEDECOMP

Description Presolve: decompose regular and rotated cones with more than two elements and apply
Outer Approximation on the resulting components.
Type Integer

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Control Parameters

Values -1 Automatically determined.

0 Disable cone decomposition.
1 Enable cone decomposition by replacing large cones with small ones in the
presolved problem.
2 Similar to 1, plus decomposition is enabled even if the cone variable is fixed.
3 Cones are decomposed within the Outer Approximation domain only, i.e., the
problem maintains the original cones.
Default value -1
Affects routines XPRSmipoptimize (MIPOPTIMIZE).
See also PRESOLVE, PRESOLVEOPS.

PRECONVERTSEPARABLE

Description Presolve: reformulate problem with non-diagonal quadratic objective and/or constraints as
diagonal quadratic or second-order conic constraints.
Type Integer
Values -1 Automatically determined.
0 Disable reformulation.
1 Enable reformulation to diagonal quadratic constraints.
2 Similar to 1, plus reduction to second-order cones.
3 Similar to 2, plus the objective function is converted to a constraint and treated as a
quadratic constraint.
Default value -1
Affects routines XPRSmipoptimize (MIPOPTIMIZE).
See also PRESOLVE.
Note This control is only used in MIQPs and MIQCQPs, and has no effect when used on continuous
quadratic problems.

PREDOMCOL

Description Presolve: Determines the level of dominated column removal reductions to perform when
presolving a mixed integer problem. Only binary columns will be checked.
Type Integer
Values -1 Automatically determined.
0 Disabled.
1 Cautious strategy.
2 All candidate binaries will be checked for domination.
Default value -1
Affects routines XPRSmipoptimize (MIPOPTIMIZE).
See also PRESOLVE, PRESOLVEOPS.

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Control Parameters

PREDOMROW

Description Presolve: Determines the level of dominated row removal reductions to perform when
presolving a problem.
Type Integer
Values -1 Automatically determined.
0 Disabled.
1 Cautious strategy.
2 Medium strategy.
3 Aggressive strategy. All candidate row combinations will be considered.
Default value -1
Affects routines XPRSmipoptimize (MIPOPTIMIZE), XPRSlpoptimize (LPOPTIMIZE).
See also PRESOLVE, PRESOLVEOPS.

PREDUPROW

Description Presolve: Determines the type of duplicate rows to look for and eliminate when presolving a
problem.
Type Integer

Values -1 Automatically determined.

0 Do not eliminate duplicate rows.
1 Eliminate only rows that are identical in all variables.
2 Same as option 1 plus eliminate duplicate rows with simple penalty variable
expressions. (MIP only).
3 Same as option 2 plus eliminate duplicate rows with more complex penalty variable
expressions. (MIP only).
Default value -1
Note Duplicate rows can also be disabled by clearing the corresponding bit of the PRESOLVEOPS
integer control.

Affects routines XPRSmipoptimize (MIPOPTIMIZE), XPRSlpoptimize (LPOPTIMIZE).

See also PRESOLVE, PRESOLVEOPS.

PREELIMQUAD

Description Presolve: Allows for elimination of quadratic variables via doubleton rows.

Type Integer

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Values -1 Automatically determined.

0 Do not eliminate duplicate rows.
1 Eliminate at least one quadratic variable for each doubleton row.
Default value -1

Affects routines XPRSmipoptimize (MIPOPTIMIZE), XPRSlpoptimize (LPOPTIMIZE).

See also PRESOLVE, PRESOLVEOPS.

PREIMPLICATIONS

Description Presolve: Determines whether to use implication structures to remove redundant rows. If
implication sequences are detected, they might also be used in probing.
Type Integer
Values -1 Automatically determined.
0 Do not use implications for sparsification.
1 Use implications to remove reduandant rows.
Default value -1
Affects routines XPRSmipoptimize (MIPOPTIMIZE), XPRSlpoptimize (LPOPTIMIZE).

See also PRESOLVE, PRESOLVEOPS, PREPROBING.

PRELINDEP

Description Presolve: Determines whether to check for and remove linearly dependent equality
constraints when presolving a problem.

Type Integer
Values -1 Automatically determined.
0 Do not check for linearly dependent equality constraints.
1 Check for and remove linearly dependent equality constraints.
Default value -1

Affects routines XPRSmipoptimize (MIPOPTIMIZE), XPRSlpoptimize (LPOPTIMIZE).

See also PRESOLVE, PRESOLVEOPS.

PREOBJCUTDETECT

Description Presolve: Determines whether to check for constraints that are parallel or near parallel to a
linear objective function, and which can safely be removed. This reduction applies to MIPs
only.

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Type Integer
Values 0 Disable check and reductions.
1 Enable check and reductions.
Default value 1
Affects routines XPRSmipoptimize (MIPOPTIMIZE).
See also PRESOLVE, PRESOLVEOPS.

PREPERMUTE

Description This bit vector control specifies whether to randomly permute rows, columns and global
information when starting the presolve. With the default value 0, no permutation will take
place.
Type Integer

Values Bit Meaning

0 Permute rows.
1 Permute columns.
2 Permute global information. This bit only affects MIP problems.
Default value 0
Note Random permutations enable trying out different solution paths when solving a problem. The
random seed for the permutations can be set using PREPERMUTESEED. When both PRESORT
and PREPERMUTE are enabled, it will sort and then permute the problem.
Affects routines XPRSlpoptimize (LPOPTIMIZE), XPRSmipoptimize (MIPOPTIMIZE).
See also PREPERMUTESEED, PRESORT, PRESOLVE, MIPPRESOLVE.

PREPERMUTESEED

Description This control sets the seed for the pseudo-random number generator for permuting the
problem when starting the presolve. This control only has effects when PREPERMUTE is
enabled.
Type Integer

Default value 1
Affects routines XPRSlpoptimize (LPOPTIMIZE), XPRSmipoptimize (MIPOPTIMIZE).
See also PREPERMUTE, PRESOLVE, MIPPRESOLVE.

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Control Parameters

PREPROBING

Description Presolve: Amount of probing to perform on binary variables during presolve. This is done by
fixing a binary to each of its values in turn and analyzing the implications.
Type Integer
Values -1 Let the optimizer decide on the amount of probing.
0 Disabled.
+1 Light probing — only few implications will be examined.
+2 Full probing — all implications for all binaries will be examined.
+3 Full probing and repeat as long as the problem is significantly reduced.
Default value -1
Affects routines XPRSmipoptimize (MIPOPTIMIZE).
See also PRESOLVE.

PREPROTECTDUAL

Description Presolve: specifies whether the presolver should protect a given dual solution by maintaining
the same level of dual feasibility. Enabling this control often results in a worse presolved
model. This control only expected to be optionally enabled before calling
XPRScrossoverlpsol.
Type Integer
Values 0 Disabled.
1 Enabled. Protect the dual solution during presolve.
Default value 0

Affects routines XPRScrossoverlpsol

PRESOLVE

Description This control determines whether presolving should be performed prior to starting the main
algorithm. Presolve attempts to simplify the problem by detecting and removing redundant
constraints, tightening variable bounds, etc. In some cases, infeasibility may even be
determined at this stage, or the optimal solution found.

Type Integer

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Values -1 Presolve applied, but a problem will not be declared infeasible if primal infeasibilities
are detected. The problem will be solved by the LP optimization algorithm, returning
an infeasible solution, which can sometimes be helpful.
0 Presolve not applied.
1 Presolve applied.
2 Presolve applied, but redundant bounds are not removed. This can sometimes
increase the efficiency of the barrier algorithm.
3 Presolve is applied, and bounds detected to be redundant are always removed.
Default value 1

Note Memory for presolve is dynamically resized. If the Optimizer runs out of memory for presolve,
an error message (245 ) is produced. Presolve settings 2 and 3 can sometimes make the
barrier solves more efficient.
Affects routines XPRSlpoptimize (LPOPTIMIZE), XPRSmipoptimize (MIPOPTIMIZE).

See also 5.3, PRESOLVEOPS.

PRESOLVEMAXGROW

Description Limit on how much the number of non-zero coefficients is allowed to grow during presolve,
specified as a ratio of the number of non-zero coefficients in the original problem.

Type Double
Default value 0.1
Affects routines XPRSlpoptimize (LPOPTIMIZE), XPRSmipoptimize (MIPOPTIMIZE).

PRESOLVEOPS

Description This specifies the operations which are performed during the presolve.
Type Integer

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Values Bit Meaning

0 Singleton column removal.
1 Singleton row removal.
2 Forcing row removal.
3 Dual reductions.
4 Redundant row removal.
5 Duplicate column removal.
6 Duplicate row removal.
7 Strong dual reductions.
8 Variable eliminations.
9 No IP reductions.
10 No semi-continuous variable detection.
11 No advanced IP reductions.
14 Linearly dependant row removal.
15 No integer variable and SOS detection.
Default value 511 (bits 0 — 8 incl. are set)
Affects routines XPRSlpoptimize (LPOPTIMIZE), XPRSmipoptimize (MIPOPTIMIZE),
XPRSpresolverow.

See also 5.3, PRESOLVE, MIPPRESOLVE.

PRESOLVEPASSES

Description Number of reduction rounds to be performed in presolve

Type Integer
Default value 1
Affects routines XPRSlpoptimize (LPOPTIMIZE), XPRSmipoptimize (MIPOPTIMIZE).
See also 5.3, PRESOLVE.

PRESORT

Description This bit vector control specifies whether to sort rows, columns and global information by their
names when starting the presolve. With the default value 0, no sorting will take place.
Type Integer

Values Bit Meaning

0 Sort rows.
1 Sort columns.
2 Sort global information. This bit only affects MIP problems.
Default value 0

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Note Sorting a problem by names can help obtain the same solution path when the rows, columns
or global information of the problem is rearranged. It is recommended to enable all three bits
when sorting a problem. When both PRESORT and PREPERMUTE are enabled, it will sort and
then permute the problem.
Affects routines XPRSlpoptimize (LPOPTIMIZE), XPRSmipoptimize (MIPOPTIMIZE).
See also PREPERMUTE, PRESOLVE, MIPPRESOLVE.

PRICINGALG

Description Simplex: This determines the primal simplex pricing method. It is used to select which
variable enters the basis on each iteration. In general Devex pricing requires more time on
each iteration, but may reduce the total number of iterations, whereas partial pricing saves
time on each iteration, but may result in more iterations.

Type Integer
Values -1 Partial pricing.
0 Determined automatically.
1 Devex pricing.
2 Steepest edge.
3 Steepest edge with unit initial weights.
Default value 0
Affects routines XPRSlpoptimize (LPOPTIMIZE), XPRSmipoptimize (MIPOPTIMIZE).
See also DUALGRADIENT.

PRIMALOPS

Description Primal simplex: allows fine tuning the variable selection in the primal simplex solver.
Type Integer
Values Bit Meaning
0 Use aggressive dj scaling.
1 Conventional dj scaling.
2 Use reluctant switching back to partial pricing.
3 Use dynamic switching between cheap and expensive pricing strategies.
Default value -1
Note If both bits 0 and 1 are both set or unset then the dj scaling strategy is determined
automatically.
Affects routines XPRSlpoptimize (LPOPTIMIZE), XPRSmipoptimize (MIPOPTIMIZE).

See also PRICINGALG.

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Control Parameters

PRIMALPERTURB

Description The factor by which the problem will be perturbed prior to optimization by primal simplex. A
value of 0.0 results in no perturbation prior to optimization. PRIMALPERTURB, if set to a
non-negative value, overrules the value of PERTURB. The control PERTURB is deprecated, the
use of PRIMALPERTURB and DUALPERTURB is advised instead.
Note the interconnection to the AUTOPERTURB control. If AUTOPERTURB is set to 1, the
decision whether to perturb or not is left to the Optimizer. When the problem is automatically
perturbed in primal simplex, however, the value of PRIMALPERTURB will be used for
perturbation.
Type Double
Default value -1 — determined automatically.

Affects routines XPRSlpoptimize (LPOPTIMIZE), XPRSmipoptimize (MIPOPTIMIZE).

See also AUTOPERTURB, DUALPERTURB, PERTURB.

PRIMALUNSHIFT

Description Determines whether primal is allowed to call dual to unshift.

Type Integer
Values 0 Allow the dual algorithm to be used to unshift.
1 Don’t allow the dual algorithm to be used to unshift.
Default value 0
Affects routines XPRSlpoptimize (LPOPTIMIZE), XPRSmipoptimize (MIPOPTIMIZE).
See also PRIMALOPS, PRICINGALG, DUALSTRATEGY.

PSEUDOCOST

Description Branch and Bound: The default pseudo cost used in estimation of the degradation associated
with an unexplored node in the tree search. A pseudo cost is associated with each integer
decision variable and is an estimate of the amount by which the objective function will be
worse if that variable is forced to an integral value.

Type Double
Default value 0.01
Affects routines XPRSmipoptimize (MIPOPTIMIZE), XPRSreaddirs (READDIRS).

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Control Parameters

QCCUTS

Description Branch and Bound: Limit on the number of rounds of outer approximation cuts generated for
the root node, when solving a mixed integer quadratic constrained or mixed integer second
order conic problem with outer approximation.
Type Integer
Default value -1 — determined automatically.

Note This control only has an effect for problems with quadratic or second order cone constraints,
and only if outer approximation has not been disabled by setting MIQCPALG to 0.
Affects routines XPRSmipoptimize (MIPOPTIMIZE).
See also TREEQCCUTS.

QCROOTALG

Description This control determines which algorithm is to be used to solve the root of a mixed integer
quadratic constrained or mixed integer second order cone problem, when outer
approximation is used.
Type Integer
Values -1 Determined automatically.
0 Use the barrier algorithm.
1 Use the dual simplex on a relaxation of the problem constructed using outer
approximation.
Default value -1

Note This control only has an effect if MIQCPALG is set to 1.

Affects routines XPRSmipoptimize (MIPOPTIMIZE), XPRSminim (MINIM), XPRSmaxim (MAXIM),
XPRSglobal (GLOBAL).

QSIMPLEXOPS

Description Controls the behavior of the quadratic simplex solvers.

Type Integer

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Values Bit Meaning

0 Force traditional primal first phase.
1 Force BigM primal first phase.
2 Force traditional dual first phase.
3 Force BigM dual first phase.
4 Always use artificial bounds in dual.
5 Use original problem basis only when warmstarting the KKT.
6 Skip the primal bound flips for ranged primals (might cause more trouble than good
if the bounds are very large).
7 Also do the single pivot crash.
8 Do not apply aggressive perturbation in dual.
Default value 0
Affects routines XPRSlpoptimize (LPOPTIMIZE), XPRSmipoptimize (MIPOPTIMIZE).

QUADRATICUNSHIFT

Description Determines whether an extra solution purification step is called after a solution found by the
quadratic simplex (either primal or dual).
Type Integer
Values -1 Determined automatically.
0 No purification step.
1 Always do the purification step.
Default value -1
Affects routines XPRSlpoptimize (LPOPTIMIZE), XPRSmipoptimize (MIPOPTIMIZE).

RANDOMSEED

Description Sets the initial seed to use for the pseudo-random number generator in the Optimizer. The
sequence of random numbers is always reset using the seed when starting a new
optimization run.

Type Integer
Default value 1
Affects routines XPRSlpoptimize (LPOPTIMIZE), XPRSmipoptimize (MIPOPTIMIZE).

REFACTOR

Description Indicates whether the optimization should restart using the current representation of the
factorization in memory.

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Type Integer
Values -1 Automatic.
0 Do not refactor on reoptimizing.
1 Refactor on reoptimizing.
Default value -1
Note In the tree search, the optimal bases at the nodes are not refactorized by default, but the
optimal basis for an LP problem will be refactorized. If you are repeatedly solving LPs with
few changes then it is more efficient to set REFACTOR to 0.
Affects routines XPRSlpoptimize (LPOPTIMIZE), XPRSmipoptimize (MIPOPTIMIZE).

REFINEOPS

Description This specifies when the solution refiner should be executed to reduce solution infeasibilities.
The refiner will attempt to satisfy the target tolerances for all original linear constraints before
presolve or scaling has been applied.
Type Integer
Values Bit Meaning
0 Run the solution refiner on an optimal solution of a non-global problem.
1 Run the solution refiner when a new solution is found during a global search. The
refiner will be applied to the presolved solution before any post-solve operations are
applied.
2 Run the MIP solution refiner on the final integer solution returned by the optimizer.
3 Run the solution refiner on each node of the MIP search.
4 Run the solution refiner on an optimal solution before postsolve on a non-global
problem.
Default value 19 (bits 0, 1 and 4 are set)

Note The MIP refiner option is executed on the final MIP solution returned by any terminated
search, including all stopping criteria (e.g. including termination on maxtime with a MIP
solution already found).
Affects routines XPRSlpoptimize (LPOPTIMIZE), XPRSmipoptimize (MIPOPTIMIZE).

See also LPREFINEITERLIMIT, FEASTOLTARGET, OPTIMALITYTOLTARGET, MIPTOLTARGET.

RELAXTREEMEMORYLIMIT

Description When the memory used by the branch and bound search tree exceeds the target specified by
the TREEMEMORYLIMIT control, the optimizer will try to reduce this by writing nodes to the
global file. In rare cases, usually where the solve has many millions of very small nodes, the
tree structural data (which cannot be written to the global file) will grow large enough to
approach or exceed the tree’s memory target. When this happens, optimizer performance can
degrade greatly as the solver makes heavy use of the global file in preference to memory. To
prevent this, the solver will automatically relax the tree memory limit when it detects this

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Control Parameters

case; the RELAXTREEMEMORYLIMIT control specifies the proportion of the previous memory
limit by which to relax it. Set RELAXTREEMEMORYLIMIT to 0.0 to force the Xpress Optimizer
to never relax the tree memory limit in this way.
Type Double
Note While setting higher values of RELAXTREEMEMORYLIMIT can improve performance
significantly for a small number of models in low memory situations, the user is advised to
use the TREEMEMORYLIMIT control to tune the memory usage of the branch and bound tree,
according to the solve characteristics of their problem, rather than increasing
RELAXTREEMEMORYLIMIT.
Default value 0.1

Affects routines XPRSmipoptimize (MIPOPTIMIZE).

See also TREEMEMORYLIMIT.

RELPIVOTTOL

Description Simplex: At each iteration a pivot element is chosen within a given column of the matrix. The
relative pivot tolerance, RELPIVOTTOL, is the size of the element chosen relative to the
largest possible pivot element in the same column.

Type Double
Default value 1.0E-06
Affects routines XPRSlpoptimize (LPOPTIMIZE), XPRSmipoptimize (MIPOPTIMIZE), XPRSpivot.

REPAIRINDEFINITEQ

Description Controls if the optimizer should make indefinite quadratic matrices positive definite when it is
possible.

Type Integer
Values 0 Repair if possible.
1 Do not repair.
Default value 1
Affects routines XPRSmipoptimize (MIPOPTIMIZE).

ROOTPRESOLVE

Description Determines if presolving should be performed on the problem after the global search has
finished with root cutting and heuristics.

Type Integer

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Values -1 Let the optimizer decide if the problem should be presolved again.
0 Disabled.
+1 Always presolve the root problem.
Default value -1
Affects routines XPRSmipoptimize (MIPOPTIMIZE).
See also PRESOLVE.

SBBEST

Description Number of infeasible global entities to initialize pseudo costs for on each node.
Type Integer
Values -1 determined automatically.
0 disable strong branching.
n>0 perform strong branching on up to n entities at each node.
Default value -1
Note By default, strong branching will be performed only for infeasible global entities whose
pseudo costs have not otherwise been initialized (see HISTORYCOSTS).
If SBBEST is set to zero, the control HISTORYCOSTS will also be treated as zero and no past
branching or strong branching information will be used in the global entity selection.
Affects routines XPRSmipoptimize (MIPOPTIMIZE).
See also SBITERLIMIT, SBSELECT, SBEFFORT, HISTORYCOSTS.

SBEFFORT

Description Adjusts the overall amount of effort when using strong branching to select an infeasible
global entity to branch on.
Type Double

Default value 1.0

Note SBEFFORT is used as a multiplier on other strong branching related controls, and affects the
values used for SBBEST, SBSELECT and SBITERLIMIT when those are set to automatic.
Affects routines XPRSmipoptimize (MIPOPTIMIZE).

See also SBBEST, SBITERLIMIT, SBSELECT.

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Control Parameters

SBESTIMATE

Description Branch and Bound: How to calculate pseudo costs from the local node when selecting an
infeasible global entity to branch on. These pseudo costs are used in combination with local
strong branching and history costs to select the branch candidate.
Type Integer
Values -1 Automatically determined.
1-6 Different variants of local pseudo costs.
Default value -1
Affects routines XPRSmipoptimize (MIPOPTIMIZE).
See also SBBEST, SBITERLIMIT, SBSELECT, HISTORYCOSTS.

SBITERLIMIT

Description Number of dual iterations to perform the strong branching for each entity.
Type Integer
Default value -1 — determined automatically.
Note This control can be useful to increase or decrease the amount of effort (and thus time) spent
performing strong branching at each node. Setting SBITERLIMIT=0 will disable dual strong
branch iterations. Instead, the entity at the head of the candidate list will be selected for
branching.
Affects routines XPRSmipoptimize (MIPOPTIMIZE).
See also SBBEST, SBSELECT.

SBSELECT

Description The size of the candidate list of global entities for strong branching.
Type Integer
Values -2 Automatic (low effort).
-1 Automatic (high effort).
n>=0 Include n entities in the candidate list (but always at least SBBEST candidates).
Default value -2
Note Before strong branching is applied on a node of the branch and bound tree, a list of
candidates is selected among the infeasible global entities. These entities are then evaluated
based on the local LP solution and prioritized. Strong branching will then be applied to the
SBBEST candidates. The evaluation is potentially expensive and for some problems it might
improve performance if the size of the candidate list is reduced.

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Affects routines XPRSmipoptimize (MIPOPTIMIZE).

See also SBBEST, SBEFFORT, SBESTIMATE.

SCALING

Description This determines how the Optimizer will rescale a model internally before optimization. If set
to 0, no scaling will take place.
Type Integer
Values Bit Meaning
0 Row scaling.
1 Column scaling.
2 Row scaling again.
3 Maximum.
4 Curtis-Reid.
5 0: scale by geometric mean.
1: scale by maximum element.
6 Treat big-M rows as normal rows.
7 Scale objective function for the simplex method.
8 Exclude the quadratic part of constraint when calculating scaling factors.
9 Scale before presolve.
10 Do not scale rows up.
11 Do not scale columns down.
12 Do not apply automatic global objective scaling.
13 RHS scaling.
14 Disable aggressive quadratic scaling.
15 Enable explicit linear slack scaling.
Default value 163
Note Setting SCALING to 0 will preserve the current scaling of the problem.
Affects routines XPRSlpoptimize, XPRSlpoptimize, XPRSmipoptimize, XPRSscale (SCALE).
See also 6.3.1, MAXSCALEFACTOR.

SIFTING

Description Determines whether to enable sifting algorithm with the dual simplex method.
Type Integer
Values -1 Automatically determined.
0 Disable sifting with the dual simplex method.
1 Enable sifting with the dual simplex method.
Default value -1
Affects routines XPRSmipoptimize (MIPOPTIMIZE), XPRSlpoptimize (LPOPTIMIZE).

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Control Parameters

SLEEPONTHREADWAIT

Description Determines if the threads should be put into a wait state when waiting for work.
Type Integer
Values Bit Meaning
-1 Automatically determined depending on the CPU the Optimizer is running on.
0 Keep the threads busy when waiting for work.
1 Put the threads into a wait state when waiting for work.
Default value -1
Affects routines XPRSmipoptimize (MIPOPTIMIZE).

SOSREFTOL

Description The minimum relative gap between the ordering values of elements in a special ordered set.
The gap divided by the absolute value of the larger of the two adjacent values must be at
least SOSREFTOL.
Type Double
Default value 1.0E-06

Note This tolerance must not be set lower than 1.0E-06.

Affects routines XPRSloadglobal, XPRSloadqglobal, XPRSreadprob (READPROB).

SYMMETRY

Description Adjusts the overall amount of effort for symmetry detection.

Type Integer
Values 0 No symmetry detection.
1 Conservative effort.
2 Intensive symmetry search.
Default value 1
Affects routines XPRSmipoptimize (MIPOPTIMIZE).
See also SYMSELECT.

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Control Parameters

SYMSELECT

Description Adjusts the overall amount of effort for symmetry detection.

Type Integer
Values 0 Search the whole matrix (otherwise the 0, 1 and -1 coefficients only).
1 Search all entities (otherwise binaries only).
Default value -1
Affects routines XPRSmipoptimize (MIPOPTIMIZE).

See also SYMMETRY.

THREADS

Description The default number of threads used during optimization.

Type Integer
Values -1 Determined automatically based on hardware configuration.
>0 Number of threads to use.
Default value -1

Note The value may be changed for specific parts of the optimization by the
CONCURRENTTHREADS, MIPTHREADS and BARTHREADS controls.
Affects routines XPRSlpoptimize (LPOPTIMIZE), XPRSmipoptimize (MIPOPTIMIZE).
See also DETERMINISTIC, MIPTHREADS, BARTHREADS, CONCURRENTTHREADS.

TRACE

Description Display the infeasibility diagnosis during presolve. If non-zero, an explanation of the logical
deductions made by presolve to deduce infeasibility or unboundedness will be displayed on
screen or sent to the message callback function.
Type Integer

Default value 0
Note Presolve is sometimes able to detect infeasibility and unboundedness in problems. The set of
deductions made by presolve can allow the user to diagnose the cause of infeasibility or
unboundedness in their problem. However, not all infeasibility or unboundedness can be
detected and diagnosed in this way.
Affects routines XPRSlpoptimize (LPOPTIMIZE).

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Control Parameters

TREECOMPRESSION

Description When writing nodes to the gloal file, the optimizer can try to use data-compression
techniques to reduce the size of the global file on disk. The TREECOMPRESSION control
determines the strength of the data-compression algorithm used; higher values give superior
data-compression at the affect of decreasing performance, while lower values compress
quicker but not as effectively. Where TREECOMPRESSION is set to 0, no data compression
will be used on the global file.
Type Integer
Default value 2
Affects routines XPRSmipoptimize (MIPOPTIMIZE).
See also TREEMEMORYLIMIT.

TREECOVERCUTS

Description Branch and Bound: The number of rounds of lifted cover inequalities generated at nodes
other than the top node in the tree. Compare with the description for COVERCUTS. A value of
-1 indicates the number of rounds is determined automatically.
Type Integer
Default value -1
Affects routines XPRSmipoptimize (MIPOPTIMIZE).

TREECUTSELECT

Description A bit vector providing detailed control of the cuts created during the tree search of a global
solve. Use CUTSELECT to control cuts on the root node.
Type Integer
Values Bit Meaning
5 Clique cuts.
6 Mixed Integer Rounding (MIR) cuts.
7 Lifted cover cuts.
8 Turn on row aggregation for MIR cuts.
11 Flow path cuts.
12 Implication cuts.
13 Turn on automatic Lift and Project cutting strategy.
14 Disable cutting from cut rows.
15 Lifted GUB cover cuts.
16 Zero-half cuts.
17 Indicator constraint cuts.

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Control Parameters

Default value -257

Affects routines XPRSmipoptimize (MIPOPTIMIZE).
See also COVERCUTS, GOMCUTS, CUTSELECT.

TREEDIAGNOSTICS

Description A bit vector providing control over how various tree-management-related messages get
printed in the global logfile during the branch-and-bound search.
Type Integer
Values Bit Meaning
0 Output regular summaries of current tree memory usage.
1 Output messages whenever tree data is being compressed or written to global file.
Default value 3
Affects routines XPRSmipoptimize (MIPOPTIMIZE).
See also MIPLOG, PEAKTOTALTREEMEMORYUSAGE.

TREEGOMCUTS

Description Branch and Bound: The number of rounds of Gomory cuts generated at nodes other than the
first node in the tree. Compare with the description for GOMCUTS. A value of -1 indicates the
number of rounds is determined automatically.
Type Integer
Default value -1
Affects routines XPRSmipoptimize (MIPOPTIMIZE).

TREEMEMORYLIMIT

Description A soft limit, in megabytes, for the amount of memory to use in storing the branch and bound
search tree. This doesn’t include memory used for presolve, heuristics, solving the LP
relaxation, etc. When set to 0 (the default), the optimizer will calculate a limit automatically
based on the amount of free physical memory detected in the machine. When the memory
used by the branch and bound tree exceeds this limit, the optimizer will try to reduce the
memory usage by writing lower-rated sections of the tree to a file called the "global file".
Though the solve can continue if it cannot bring the tree memory usage below the specified
limit, performance will be inhibited and a message will be printed to the log.
Type Integer
Default value 0 (calculate limit automatically)
Affects routines XPRSmipoptimize (MIPOPTIMIZE).
See also TREEMEMORYSAVINGTARGET, TREECOMPRESSION, TREEDIAGNOSTICS.

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Control Parameters

TREEMEMORYSAVINGTARGET

Description When the memory used by the branch-and-bound search tree exceeds the limit specified by
the TREEMEMORYLIMIT control, the optimizer will try to save memory by writing lower-rated
sections of the tree to the global file. The target amount of memory to save will be enough to
bring memory usage back below the limit, plus enough extra to give the tree room to grow.
The TREEMEMORYSAVINGTARGET control specifies the extra proportion of the tree’s size to
try to save; for example, if the tree memory limit is 1000Mb and TREEMEMORYSAVINGTARGET
is 0.1, when the tree size exceeds 1000Mb the optimizer will try to reduce the tree size to
900Mb. Reducing the value of TREEMEMORYSAVINGTARGET will cause less extra nodes of
the tree to be written to the global file, but will result in the memory saving routine being
triggered more often (as the tree will have less room in which to grow), which can reduce
performance. Increasing the value of TREEMEMORYSAVINGTARGET will cause additional,
more highly-rated nodes, of the tree to be written to the global file, which can cause
performance issues if these nodes are required later in the solve.
Type Double
Default value 0.4
Affects routines XPRSmipoptimize (MIPOPTIMIZE).

See also TREEMEMORYLIMIT

TREEPRESOLVE

Description Determines the amount of full presolving to apply to nodes of the branch-and-bound tree
search.
Type Integer

Values -1 Let the optimizer decide how often to presolve nodes.

0 Disabled.
1 Cautious strategy — presolve only when significant reductions are possible.
2 Medium strategy.
3 Aggressive strategy — presolve frequently.
Default value -1
Note The presolving of nodes will restrict the handling of user cuts. If a node in the tree has been
presolved, it will not be possible to call XPRSloadcuts to load user cuts from the global pool
into the node or any of its descendants. Any user cuts already loaded into a node problem will
automatically be presolved with the node, but will afterwards appear as new user cuts. User
cuts can still be added to a presolved node or its descendants, but any such cut must be
presolved to match the node it is being loaded into. A cut can be presolved by calling
XPRSpresolverow, and this should be done immediately before calling XPRSaddrows to
load the cut, to ensure that the cut is being presolved to match the current node.

Affects routines XPRSmipoptimize (MIPOPTIMIZE).

See also PRESOLVE.

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Control Parameters

TREEPRESOLVE_KEEPBASIS

Description Determines what to do with the existing basis when re-presolving a node of the
branch-and-bound tree.
Type Integer
Values 0 The current basis is ignored and the LP relaxation of the presolved problem will be
solved from scratch.
1 Attempt to presolve the current node basis and use it to warm-start the LP solve
after the presolve. This can restrict some presolve reductions but should reduce the
time for solving the LP relaxation.
2 Drop the basis during presolve, but attempt to create a valid warm-start basis based
on the parent node solution.
Default value -1
Affects routines XPRSmipoptimize (MIPOPTIMIZE).
See also TREEPRESOLVE.

TREEQCCUTS

Description Branch and Bound: Limit on the number of rounds of outer approximation cuts generated for
nodes other than the root node, when solving a mixed integer quadratic constrained or mixed
integer second order conic problem with outer approximation.
Type Integer
Default value -1 — determined automatically.

Note This control only has an effect for problems with quadratic or second order cone constraints,
and only if outer approximation has not been disabled by setting MIQCPALG to 0.
Affects routines XPRSmipoptimize (MIPOPTIMIZE).
See also QCCUTS.

TUNERHISTORY

Description Tuner: Whether to reuse and append to previous tuner results of the same problem.

Type Integer
Values 0 Discard any previous tuner results.
1 Append new results to the previous tuner results, but do not reuse them.
2 Reuse the previous results and append new results to it.
Default value 2

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Control Parameters

Note Please refer to Section 5.11.5 for more information about reusing tuner results.
This control only has an effect on the tuner. This control cannot be tuned.
Affects routines XPRStune (TUNE).

TUNERMAXTIME

Description Tuner: The maximum time in seconds that the tuner will run before it terminates.
Type Integer

Values 0 No time limit.

n>0 Stop the tuner after n seconds.
Default value 0

Note This control only has an effect on the tuner. This control cannot be tuned.
Affects routines XPRStune (TUNE).

TUNERMETHOD

Description Tuner: Selects a factory tuner method. A tuner method consists of a list of controls with
different settings that the tuner will evaluate and try to combine.

Type Integer
Values -1 Automatically determined. The tuner will select the default method based on the
problem type.
0 Select the default LP tuner method.
1 Select the default MIP tuner method.
2 Select a more comprehensive MIP tuner method.
3 Select a root-focus MIP tuner method.
4 Select a tree-focus MIP tuner method.
5 Select a simple MIP tuner method.
6 Select the default SLP tuner method.
7 Select the default MISLP tuner method.
8 Select a MIP tuner method focussed on primal heuristics.
Default value -1
Note If the tuner has already loaded a user-defined tuner method, then it will not load any factory
tuner method.
Please refer to Section 5.11.2 for more information about the tuner method, and Appendix A.9
for the format of the tuner method file.
This control only has an effect on the tuner. This control cannot be tuned.
Affects routines XPRStune (TUNE).

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Control Parameters

TUNERMETHODFILE

Description Tuner: Defines a file from which the tuner can read user-defined tuner method.
Type String
Default value (empty)
Note If the tuner has already loaded a tuner method via XPRStunerreadmethod, then it will not
check this control. Otherwise, when this control is defined and a tuner method can be
succesfully loaded from this file, then the tuner will not load any factory tuner method.
Please refer to Section 5.11.2 for more information about the tuner method, and Appendix A.9
for the format of the tuner method file.
This control only has an effect on the tuner. This control cannot be tuned.

Affects routines XPRStune (TUNE).

TUNERMODE

Description Tuner: Whether to always enable the tuner or disable it.

Type Integer
Values -1 No effect.
0 Always disable the tuner. XPRStune (TUNE) will have no effect.
1 Always enable the tuner. XPRSmipoptimize (MIPOPTIMIZE), XPRSlpoptimize
(LPOPTIMIZE), etc. will call the tuner before solving the problem.
Default value -1

Note This control cannot be tuned.

Affects routines XPRStune (TUNE), XPRSmipoptimize (MIPOPTIMIZE), XPRSlpoptimize (LPOPTIMIZE).

TUNEROUTPUT

Description Tuner: Whether to output tuner results and logs to the file system.
Type Integer

Values 0 Don’t output to the file system.

1 Output results and logs to the file system.
Default value 1
Note Please refer to Section 5.11.3 for more information about the tuner output.
This control only has an effect on the tuner. This control cannot be tuned.
Affects routines XPRStune (TUNE).

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Control Parameters

TUNEROUTPUTPATH

Description Tuner: Defines a root path to which the tuner writes the result file and logs.
Type String
Default value tuneroutput
Note This control only defines the root path for the tuner output. For each problem, the tuner result
will be output to a subfolder underneath this path. For example, by default, the tuner result for
a problem called prob will be located at tuneroutput/prob/
Please refer to Section 5.11.3 for more information about the tuner output.
This control only has an effect on the tuner. This control cannot be tuned.
Affects routines XPRStune (TUNE).

TUNERPERMUTE

Description Tuner: Defines the number of permutations to solve for each control setting.

Type Integer
Values 0 Solve the original problem only for each setting.
n>0 Solve the original problem and n permuted problems for each setting.
Default value 0
Note Please refer to Section 5.11.7 for more information about tuner problem permutations.
This control only has an effect on the tuner. This control cannot be tuned.

Affects routines XPRStune (TUNE).

TUNERROOTALG

Description This control is deprecated, and is provided for compatibility purposes. Please use LPFLAGS
instead. It is a bit-vector control which defines the algorithm for solving an LP problem or the
initial LP relaxation of a MIP problem within the tuner specifically.
Type Integer

Values Bit Meaning

0 Use the dual simplex method.
1 Use the primal simplex method.
2 Use the barrier method.
3 Use the network simplex method.
Default value 0

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Control Parameters

Note Setting bit 0, 1, 2, 3 of this control will have the same effect of passing flags d, p, b, n to
XPRSmipoptimize or XPRSlpoptimize. When more than one bit are set, then the LP
problem will be solved with the concurrent solver.
This control only has an effect on the tuner.
This control can be tuned.
Affects routines XPRStune (TUNE).

TUNERSESSIONNAME

Description Tuner: Defines a session name for the tuner.

Type String
Default value (empty)
Note When defined, the session name will override the problem name within the tuner. For
example, if this control is set to session, then the tuner result for a problem will be located
at tuneroutput/session/
This control can be useful when the problem name is randomly generated.
Please refer to Section 5.11.3 for more information about the tuner output.
This control only has an effect on the tuner. This control cannot be tuned.
Affects routines XPRStune (TUNE).

TUNERTARGET

Description Tuner: Defines the tuner target – what should be evaluated when comparing two runs with
different control settings.
Type Integer
Values -1 Automatically determined. The tuner will choose the default target based on problem
type.
0 Solution time then gap. (MIP/MISLP default)
1 Solution time then best bound.
2 Solution time then best integer solution.
3 The primal dual integral.
4 Time only. (LP/SLP default)
5 SLP objective only. (SLP/MISLP choice)
6 SLP validation number only. (SLP/MISLP choice)
7 Gap only.
8 Best bound only.
9 Best integer solution only.
Default value -1
Note Please refer to Section 5.11.4 for more information about tuner targets.
This control only has an effect on the tuner. This control cannot be tuned.

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Control Parameters

Affects routines XPRStune (TUNE).

TUNERTHREADS

Description Tuner: the number of threads used by the tuner.

Type Integer
Values -1 Choose automaticlly.
1 The tuner will run in sequential.
n>1 The tuner will run in parallel with n threads.
Default value 1
Note Setting this control will not affect number of threads used by each individual run. It is
recommended to have the product of TUNERTHREADS and THREADS less or equal to the
number of system threads.
When setting TUNERTHREADS=-1, the tuner will automatically use as many threads as the
number of logical processors detected.
Please refer to Section 5.11.6 for more information about tuner with multiple threads.
This control only has an effect on the tuner. This control cannot be tuned.

Affects routines XPRStune (TUNE).

USERSOLHEURISTIC

Description Determines how much effort to put into running a local search heuristic to find a feasible
integer solution from a partial or infeasible user solution.
Type Integer
Values -1 Automatically determined.
0 Search heuristic disabled.
1 Light effort.
2 Moderate effort.
3 High effort.
Default value -1

Note When a partial or infeasible user solution is added with XPRSaddmipsol, a local search
heuristic will be applied to the problem in an attempt to find a feasible, integer solution that
either completes the partial solution or is close to the infeasible solution. Whether to run such
a heuristic, or how much effort to put into the heuristic can be controlled by this
USERSOLHEURISTIC parameter.

Affects routines XPRSmipoptimize (MIPOPTIMIZE).

See also HEURSEARCHROOTSELECT, HEURSEARCHTREESELECT.

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Control Parameters

VARSELECTION

Description Branch and Bound: This determines the formula used to calculate the estimate of each
integer variable, and thus which integer variable is selected to be branched on at a given
node. The variable selected to be branched on is the one with the maximum estimate.
Type Integer
Values -1 Determined automatically.
1 The minimum of the ’up’ and ’down’ pseudo costs.
2 The ’up’ pseudo cost plus the ’down’ pseudo cost.
3 The maximum of the ’up’ and ’down’ pseudo costs, plus twice the minimum of the
’up’ and ’down’ pseudo costs.
4 The maximum of the ’up’ and ’down’ pseudo costs.
5 The ’down’ pseudo cost.
6 The ’up’ pseudo cost.
7 A weighted combination of the ’up’ and ’down’ pseudo costs, where the weights
depend on how fractional the variable is.
8 The product of the ’up’ and ’down’ pseudo costs.
Default value -1
Affects routines XPRSmipoptimize (MIPOPTIMIZE).

VERSION

Description The Optimizer version number, e.g. 1301 meaning release 13.01.
Type Integer
Default value Software version dependent

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CHAPTER 10
Problem Attributes

During the optimization process, various properties of the problem being solved are stored and made
available to users of the FICO Xpress Libraries in the form of problem attributes. These can be
accessed in much the same manner as for the controls. Examples of problem attributes include the
sizes of arrays, for which library users may need to allocate space before the arrays themselves are
retrieved. A full list of the attributes available and their types may be found in this chapter.

10.1 Retrieving Problem Attributes

Library users are provided with the following three functions for obtaining the values of attributes:

XPRSgetintattrib XPRSgetdblattrib XPRSgetstrattrib

Much as for the controls previously, it should be noted that the attributes as listed in this chapter must
be prefixed with XPRS_ to be used with the FICO Xpress Libraries and failure to do so will result in an
error. An example of their usage is the following which returns and prints the optimal value of the
objective function after the linear problem has been solved:

XPRSgetdblattrib(prob, XPRS_LPOBJVAL, &lpobjval);

printf("The objective value is %2.1f\n", lpobjval);

ACTIVENODES

Description Number of outstanding nodes.

Type Integer
Set by routines XPRSmipoptimize (MIPOPTIMIZE), XPRSinitglobal.

ALGORITHM

Description The algorithm the optimizer currently is running / was running just before completition.
Type Integer

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Problem Attributes

Values 1 No LP optimization yet.

2 Dual simplex.
3 Primal simplex.
4 Newton barrier.
5 Network simplex.
Note If the barrier with crossover is used, the value of ALGORITHM during the crossover and the
final clean up will reflect the algorithm used, but will be reset to barrier once the optimization
is complete.

BARAASIZE

Description Number of nonzeros in AAT .

Type Integer
Set by routines XPRSlpoptimize (LPOPTIMIZE), XPRSmipoptimize (MIPOPTIMIZE).

BARCGAP

Description Convergence criterion for the Newton barrier algorithm.

Type Double
Set by routines XPRSlpoptimize (LPOPTIMIZE), XPRSmipoptimize (MIPOPTIMIZE).

BARCONDA

Description Absolute condition measure calculated in the last iteration of the barrier algorithm.
Type Double

Set by routines The barrier algorithm.

BARCONDD

Description Condition measure calculated in the last iteration of the barrier algorithm.
Type Double

Set by routines The barrier algorithm.

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Problem Attributes

BARCROSSOVER

Description Indicates whether or not the basis crossover phase has been entered.
Type Integer
Values 0 the crossover phase has not been entered.
1 the crossover phase has been entered.
Set by routines XPRSlpoptimize (LPOPTIMIZE), XPRSmipoptimize (MIPOPTIMIZE).

BARDENSECOL

Description Number of dense columns found in the matrix.

Type Integer

Set by routines XPRSlpoptimize (LPOPTIMIZE), XPRSmipoptimize (MIPOPTIMIZE).

BARDUALINF

Description Sum of the dual infeasibilities for the Newton barrier algorithm.
Type Double
Set by routines XPRSlpoptimize (LPOPTIMIZE), XPRSmipoptimize (MIPOPTIMIZE).

BARDUALOBJ

Description Dual objective value calculated by the Newton barrier algorithm.

Type Double
Set by routines XPRSlpoptimize (LPOPTIMIZE), XPRSmipoptimize (MIPOPTIMIZE).

BARITER

Description Number of Newton barrier iterations.

Type Integer
Set by routines XPRSlpoptimize (LPOPTIMIZE), XPRSmipoptimize (MIPOPTIMIZE).

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Problem Attributes

BARLSIZE

Description Number of nonzeros in L resulting from the Cholesky factorization.

Type Integer
Set by routines XPRSlpoptimize (LPOPTIMIZE), XPRSmipoptimize (MIPOPTIMIZE).

BARPRIMALINF

Description Sum of the primal infeasibilities for the Newton barrier algorithm.
Type Double

Set by routines XPRSlpoptimize (LPOPTIMIZE), XPRSmipoptimize (MIPOPTIMIZE).

BARPRIMALOBJ

Description Primal objective value calculated by the Newton barrier algorithm.

Type Double
Set by routines XPRSlpoptimize (LPOPTIMIZE), XPRSmipoptimize (MIPOPTIMIZE).

BARSING

Description Number of linearly dependent binding constraints at the optimal barrier solution. These
results in singularities in the Cholesky decomposition during the barrier that may cause
numerical troubles. Larger dependence means more chance for numerical difficulties.
Type Double
Set by routines The barrier algorithm.

BARSINGR

Description Regularized number of linearly dependent binding constraints at the optimal barrier solution.
These results in singularities in the Cholesky decomposition during the barrier that may
cause numerical troubles. Larger dependence means more chance for numerical difficulties.

Type Double
Set by routines The barrier algorithm.

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Problem Attributes

BESTBOUND

Description Value of the best bound determined so far by the global search.
Type Double
Set by routines XPRSmipoptimize (MIPOPTIMIZE).

BOUNDNAME

Description Active bound name.

Type String

Set by routines XPRSreadprob.

BRANCHVALUE

Description The value of the branching variable at a node of the Branch and Bound tree.

Type Double
Set by routines XPRSmipoptimize (MIPOPTIMIZE).

BRANCHVAR

Description The branching variable at a node of the Branch and Bound tree.
Type Integer

Set by routines XPRSmipoptimize (MIPOPTIMIZE).

CALLBACKCOUNT_CUTMGR

Description This attribute counts the number of times the cut manager callback set by
XPRSaddcbcutmgr has been called for the current node, including the current callback call.
The value of this attribute should only be used from within the cut manager callback.
Type Integer

Set by routines XPRSmipoptimize (MIPOPTIMIZE).

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Problem Attributes

CALLBACKCOUNT_OPTNODE

Description This attribute counts the number of times the optimal node callback set by
XPRSaddcboptnode has been called for the current node, including the current callback call.
The value of this attribute should only be used from within the optimal node callback.
Type Integer
Set by routines XPRSmipoptimize (MIPOPTIMIZE).

CHECKSONMAXCUTTIME

Description This attribute is used to set the value of the MAXCHECKSONMAXCUTTIME control. Its value is
the number of times the optimizer checked the MAXCUTTIME criterion during the last call to
the optimization routine XPRSmipoptimize. If a run terminates cutting operations on the
MAXCUTTIME criterion then the attribute is the negative of the number of times the optimizer
checked the MAXCUTTIME criterion up to and including the check when the termination was
activated. Note that the attribute is set to zero at the beginning of each call to an optimization
routine.
Type Integer
Set by routines XPRSmipoptimize (MIPOPTIMIZE).

CHECKSONMAXTIME

Description This attribute is used to set the value of the MAXCHECKSONMAXTIME control. Its value is the
number of times the optimizer checked the MAXTIME criterion during the last call to the
optimization routine XPRSmipoptimize. If a run terminates on the MAXTIME criterion then
the attribute is the negative of the number of times the optimizer checked the MAXTIME
criterion up to and including the check when the termination was activated. Note that the
attribute is set to zero at the beginning of each call to an optimization routine.
Type Integer
Set by routines XPRSmipoptimize (MIPOPTIMIZE).

COLS

Description Number of columns (i.e. variables) in the matrix.

Type Integer
Note If the matrix is in a presolved state, this attribute returns the number of columns in the
presolved matrix. If you require the value for the original matrix then use the ORIGINALCOLS
attribute instead. The PRESOLVESTATE attribute can be used to test if the matrix is presolved
or not. See also 5.3.

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Problem Attributes

Set by routines XPRSloadglobal, XPRSloadlp, XPRSloadqglobal, XPRSloadqp, XPRSlpoptimize

(LPOPTIMIZE), XPRSmipoptimize (MIPOPTIMIZE) XPRSreadprob.

CONEELEMS

Description Number of second order cone coefficients in the problem.

Type Integer
Note If the matrix is in a presolved state, this attribute returns the number of the second order
(including rotated second order) cone coefficients in the presolved matrix. Second order
conic quadratic constraints are automaticly detected at optimization time, and this attribute
is not set before optimizing the problem.
Set by routines Optimizing the problem.

CONES

Description Number of second order and rotated second order cones in the problem.
Type Integer
Note If the matrix is in a presolved state, this attribute returns the number of second order
(including rotated second order) cones in the presolved matrix. Conic quadratic constraints
are automaticly detected at optimization time, and this attribute is not set before optimizing
the problem.
Set by routines Optimizing the problem.

CORESDETECTED

Description Number of logical cores detected by the optimizer, which is the total number of threads the
hardware can execute across all CPUs.
Type Integer
Values >=1 Detected number of logical cores.

Note The optimizer will automatically use as many solver threads as the number of logical cores
detected.
If the detection fails, the optimizer will default to using a single thread only.
Set by routines XPRSinit.

See also
THREADS,CORESPERCPUDETECTED,CPUSDETECTED,PHYSICALCORESDETECTED,PHYSICALCORESPERCP

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Problem Attributes

CORESPERCPUDETECTED

Description Number of logical cores per CPU unit detected by the optimizer, which is the number of
threads each CPU can execute.
Type Integer
Values >=1 Detected number of logical cores per CPU unit.

Set by routines XPRSinit.

See also
THREADS,CORESDETECTED,CPUSDETECTED,PHYSICALCORESDETECTED,PHYSICALCORESPERCPUDETEC

CPUSDETECTED

Description Number of CPU units detected by the optimizer.

Type Integer
Values >=1 Detected number of CPU units.
Set by routines XPRSinit.

See also
THREADS,CORESDETECTED,CORESPERCPUDETECTED,PHYSICALCORESDETECTED,PHYSICALCORESPERC

CURRENTMEMORY

Description The amount of dynamically allocated heap memory by the problem.

Type Integer
See also PEAKMEMORY, CURRENTMEMORY

CURRENTNODE

Description The unique identifier of the current node in the tree search.

Type Integer
Note The root node is always identified as node 1.
Set by routines XPRSmipoptimize (MIPOPTIMIZE).

See also PARENTNODE.

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Problem Attributes

CURRMIPCUTOFF

Description The current MIP cut off.

Type Double
Set by routines XPRSmipoptimize (MIPOPTIMIZE).
See also MIPABSCUTOFF.

CUTS

Description Number of cuts being added to the matrix.

Type Integer
Set by routines XPRSaddcuts, XPRSdelcpcuts, XPRSdelcuts, XPRSloadcuts, XPRSloadmodelcuts.

DUALINFEAS

Description Number of dual infeasibilities.

Type Integer
Note If the matrix is in a presolved state, this attribute returns the number of dual infeasibilities in
the presolved matrix. If you require the value for the original matrix, make sure you obtain the
value when the matrix is not presolved. The PRESOLVESTATE attribute can be used to test if
the matrix is presolved or not. See also 5.3.
Set by routines XPRSlpoptimize (LPOPTIMIZE), XPRSmipoptimize (MIPOPTIMIZE).
See also PRIMALINFEAS.

ELEMS

Description Number of matrix nonzeros (elements).

Type Integer
Note If the matrix is in a presolved state, this attribute returns the number of matrix nonzeros in the
presolved matrix. If you require the value for the original matrix, make sure you obtain the
value when the matrix is not presolved. The PRESOLVESTATE attribute can be used to test if
the matrix is presolved or not. See also 5.3.

Set by routines XPRSloadglobal, XPRSloadlp, XPRSloadqglobal, XPRSloadqp, XPRSlpoptimize

(LPOPTIMIZE), XPRSmipoptimize (MIPOPTIMIZE), XPRSreadprob.

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Problem Attributes

ERRORCODE

Description The most recent Optimizer error number that occurred. This is useful to determine the precise
error or warning that has occurred, after an Optimizer function has signalled an error by
returning a non-zero value. The return value itself is not the error number. Refer to the section
11.2 for a list of possible error numbers, the errors and warnings that they indicate, and advice
on what they mean and how to resolve them. A short error message may be obtained using
XPRSgetlasterror, and all messages may be intercepted using the user output callback
function; see XPRSaddcbmessage.
Type Integer
Set by routines Any.

GLOBALFILESIZE

Description The allocated size of the global file, in megabytes. Because data can be removed from the
global file during the branch and bound search, the size of the global file is usually greater
than the amount of data currently within it (represented by the GLOBALFILEUSAGE attribute).
Type Integer
See also GLOBALFILEUSAGE.

GLOBALFILEUSAGE

Description The number of megabytes of data from the branch-and-bound tree that have been saved to
the global file. Note that the actual allocated size of the global file (represented by the
GLOBALFILESIZE control) may be greater than this value.
Type Integer
Set by routines XPRSmipoptimize (MIPOPTIMIZE).
See also GLOBALFILESIZE, GLOBALFILEBIAS, TREEMEMORYLIMIT.

INDICATORS

Description Number of indicator constrains in the problem.

Type Integer
Note When the matrix is in a presolved state, the indicator constraints are stored in a special pool
and not part of the matrix. Otherwise the indicator constraints are rows of the matrix and their
details can be retrieved with the XPRSgetindicators function. The PRESOLVESTATE
attribute can be used to test if the matrix is presolved or not. See also 5.3.
Set by routines XPRSsetindicators, XPRSdelindicators, XPRSreadprob.

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Problem Attributes

LPOBJVAL

Description Value of the objective function of the last LP solved.

Type Double
Set by routines XPRSlpoptimize (LPOPTIMIZE), XPRSmipoptimize (MIPOPTIMIZE).
See also MIPOBJVAL, OBJRHS.

LPSTATUS

Description LP solution status.

Type Integer
Values 0 Unstarted (XPRS_LP_UNSTARTED).
1 Optimal (XPRS_LP_OPTIMAL).
2 Infeasible (XPRS_LP_INFEAS).
3 Objective worse than cutoff (XPRS_LP_CUTOFF).
4 Unfinished (XPRS_LP_UNFINISHED).
5 Unbounded (XPRS_LP_UNBOUNDED).
6 Cutoff in dual (XPRS_LP_CUTOFF_IN_DUAL).
7 Problem could not be solved due to numerical issues. (XPRS_LP_UNSOLVED).
8 Problem contains quadratic data, which is not convex (XPRS_LP_NONCONVEX).
Note The possible return values are defined as constants in the Optimizer C header file and VB .bas
file.

Set by routines XPRSlpoptimize (LPOPTIMIZE).

See also MIPSTATUS.

MATRIXNAME

Description The matrix name.

Type String

Note This is the name read from the MATRIX field in an MPS matrix, and is not related to the
problem name used in the Optimizer. Use XPRSgetprobname to get the problem name.
Set by routines XPRSreadprob, XPRSsetprobname.

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Problem Attributes

MAXABSDUALINFEAS

Description Maximum calculated absolute dual infeasibility in the unscaled original problem.
Type Double
Set by routines XPRSlpoptimize.

MAXABSPRIMALINFEAS

Description Maximum calculated absolute primal infeasibility in the unscaled original problem.
Type Double
Set by routines XPRSlpoptimize, XPRSrefinemipsol.

MAXPROBNAMELENGTH

Description Maximum size of the problem name and also the maximum allowed length of the file or path
string for any function that accepts such an argument.
Type Integer

Set by routines XPRSgetprobname, XPRSsetprobname.

MAXRELDUALINFEAS

Description Maximum calculated relative dual infeasibility in the unscaled original problem.

Type Double
Set by routines XPRSlpoptimize.

MAXRELPRIMALINFEAS

Description Maximum calculated relative primal infeasibility in the unscaled original problem.
Type Double
Set by routines XPRSlpoptimize.

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Problem Attributes

MIPBESTOBJVAL

Description Objective function value of the best integer solution found.

Type Double
Set by routines XPRSmipoptimize (MIPOPTIMIZE).
See also MIPOBJVAL.

MIPENTS

Description Number of global entities (i.e. binary, integer, semi-continuous, partial integer, and
semi-continuous integer variables) but excluding the number of special ordered sets.
Type Integer
Note If the matrix is in a presolved state, this attribute returns the number of global entities in the
presolved matrix. If you require the value for the original matrix, make sure you obtain the
value when the matrix is not presolved. The PRESOLVESTATE attribute can be used to test if
the matrix is presolved or not. See also 5.3.
Set by routines XPRSaddcols, XPRSchgcoltype, XPRSdelcols, XPRSloadglobal, XPRSloadqglobal,
XPRSreadprob.
See also SETS.

MIPINFEAS

Description Number of integer infeasibilities at the current node.

Type Integer
Set by routines XPRSmipoptimize (MIPOPTIMIZE).
See also PRIMALINFEAS.

MIPOBJVAL

Description Objective function value of the last integer solution found.

Type Double
Set by routines XPRSmipoptimize (MIPOPTIMIZE).
See also MIPBESTOBJVAL.

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Problem Attributes

MIPSOLNODE

Description Node at which the last integer feasible solution was found.
Type Integer
Set by routines XPRSmipoptimize (MIPOPTIMIZE).

MIPSOLS

Description Number of integer solutions that have been found.

Type Integer
Set by routines XPRSmipoptimize (MIPOPTIMIZE).

MIPSTATUS

Description Global (MIP) solution status.

Type Integer
Values 0 Problem has not been loaded (XPRS_MIP_NOT_LOADED).
1 Global search incomplete - the initial continuous relaxation has not been solved and
no integer solution has been found (XPRS_MIP_LP_NOT_OPTIMAL).
2 Global search incomplete - the initial continuous relaxation has been solved and no
integer solution has been found (XPRS_MIP_LP_OPTIMAL).
3 Global search incomplete - no integer solution found (XPRS_MIP_NO_SOL_FOUND).
4 Global search incomplete - an integer solution has been found
(XPRS_MIP_SOLUTION).
5 Global search complete - no integer solution found (XPRS_MIP_INFEAS).
6 Global search complete - integer solution found (XPRS_MIP_OPTIMAL).
7 Global search incomplete - the initial continuous relaxation was found to be
unbounded. A solution may have been found (XPRS_MIP_UNBOUNDED).
Note The possible return values are defined as constants in the Optimizer C header file and VB .bas
file.
Set by routines XPRSmipoptimize (MIPOPTIMIZE).
See also LPSTATUS.

MIPTHREADID

Description The ID for the MIP thread.

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Problem Attributes

Type Integer
Note The first MIP thread has ID 0 and is the same as the main thread. All other threads are new
threads and are destroyed when the global search is halted.

Set by routines XPRSmipoptimize (MIPOPTIMIZE).

See also MIPTHREADS.

NAMELENGTH

Description The length (in 8 character units) of row and column names in the matrix. To allocate a
character array to store names, you must allow 8⁎NAMELENGTH+1 characters per name (the
+1 allows for the string terminator character).

Type Integer
Set by routines XPRSloadglobal, XPRSloadlp, XPRSloadqglobal, XPRSloadqp, XPRSreadprob.

NODEDEPTH

Description Depth of the current node.

Type Integer
Set by routines XPRSmipoptimize (MIPOPTIMIZE).

NODES

Description Number of nodes solved so far in the global search. A node is counted as solved when it is
either dropped or branched on.

Type Integer
Note The root node has depth 1.
Set by routines XPRSmipoptimize (MIPOPTIMIZE).

NUMIIS

Description Number of IISs found.

Type Integer
Set by routines IIS, XPRSiisfirst, XPRSiisnext, XPRSiisall.

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Problem Attributes

OBJNAME

Description Active objective function row name.

Type String
Set by routines XPRSreadprob.

OBJRHS

Description Fixed part of the objective function.

Type Double
Note If the matrix is in a presolved state, this attribute returns the fixed part of the objective in the
presolved matrix. If you require the value for the original matrix, make sure you obtain the
value when the matrix is not presolved. The PRESOLVESTATE attribute can be used to test if
the matrix is presolved or not. See also 5.3. If an MPS file contains an objective function
coefficient in the RHS then the negative of this will become OBJRHS.
Set by routines XPRSchgobj.

See also LPOBJVAL.

OBJSENSE

Description Sense of the optimization being performed.

Type Double
Values -1.0 For maximization problems.
1.0 For minimization problems.
Note The objective sense of a problem can be changed using XPRSchgobjsense.
Set by routines XPRSchgobjsense (CHGOBJSENSE).

ORIGINALCOLS

Description Number of columns (i.e. variables) in the original matrix before presolving.

Type Integer
Note If you require the value for the presolved matrix then use the COLS attribute.
Set by routines XPRSloadglobal, XPRSloadlp, XPRSloadqglobal, XPRSloadqp, XPRSreadprob.

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Problem Attributes

ORIGINALINDICATORS

Description Number of indicator constraints in the original matrix before presolving.

Type Integer
Note If you require the value for the presolved matrix then use the INDICATORS attribute.
Set by routines XPRSloadglobal, XPRSloadlp, XPRSloadqglobal, XPRSloadqp, XPRSreadprob.

ORIGINALMIPENTS

Description Number of global entities (i.e. binary, integer, semi-continuous, partial integer, and
semi-continuous integer variables) but excluding the number of special ordered sets in the
original matrix before presolving.

Type Integer
Note If you require the value for the presolved matrix then use the MIPENTS attribute. .
Set by routines XPRSloadglobal, XPRSloadlp, XPRSloadqglobal, XPRSloadqp, XPRSreadprob.

ORIGINALQCONSTRAINTS

Description Number of rows with quadratic coefficients in the original matrix before presolving.
Type Integer
Note If you require the value for the presolved matrix then use the QCONSTRAINTS attribute.

Set by routines XPRSloadglobal, XPRSloadlp, XPRSloadqglobal, XPRSloadqp, XPRSreadprob.

ORIGINALQCELEMS

Description Number of quadratic row coefficients in the original matrix before presolving.

Type Integer
Note If you require the value for the presolved matrix then use the QCELEMS attribute.
Set by routines XPRSloadglobal, XPRSloadlp, XPRSloadqglobal, XPRSloadqp, XPRSreadprob.

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Problem Attributes

ORIGINALQELEMS

Description Number of quadratic elements in the original matrix before presolving.

Type Integer
Note If you require the value for the presolved matrix then use the QELEMS attribute.
Set by routines XPRSloadglobal, XPRSloadlp, XPRSloadqglobal, XPRSloadqp, XPRSreadprob.

ORIGINALSETMEMBERS

Description Number of variables within special ordered sets (set members) in the original matrix before
presolving.
Type Integer

Note If you require the value for the presolved matrix then use the SETMEMBERS attribute.
Set by routines XPRSloadglobal, XPRSloadlp, XPRSloadqglobal, XPRSloadqp, XPRSreadprob.

ORIGINALSETS

Description Number of special ordered sets in the original matrix before presolving.
Type Integer
Note If you require the value for the presolved matrix then use the SETS attribute.
Set by routines XPRSloadglobal, XPRSloadlp, XPRSloadqglobal, XPRSloadqp, XPRSreadprob.

ORIGINALROWS

Description Number of rows (i.e. constraints) in the original matrix before presolving.
Type Integer

Note If you require the value for the presolved matrix then use the ROWS attribute.
Set by routines XPRSaddrows, XPRSdelrows, XPRSloadglobal, XPRSloadlp, XPRSloadqglobal,
XPRSloadlp, XPRSreadprob.

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Problem Attributes

PARENTNODE

Description The parent node of the current node in the tree search.
Type Integer
Set by routines XPRSmipoptimize (MIPOPTIMIZE).

PEAKMEMORY

Description An estimate of the peak amount of dynamically allocated heap memory by the problem.
Type Integer

See also CURRENTMEMORY,SYSTEMMEMORY

PEAKTOTALTREEMEMORYUSAGE

Description The peak size, in megabytes, that the branch-and-bound search tree reached during the solve.
Note that this value will include the uncompressed size of any compressed data and the size
of any data saved to the global file.
Type Integer
Set by routines XPRSmipoptimize.
See also TREEMEMORYUSAGE.

PENALTYVALUE

Description The weighted sum of violations in the solution to the relaxed problem identified by the
infeasibility repair function.
Type Double
Set by routines XPRSrepairinfeas (REPAIRINFEAS), XPRSrepairweightedinfeas.

PHYSICALCORESDETECTED

Description The total number of physical cores across all CPUs detected by the optimizer.

Type Integer
Values >=1 Detected number of physical cores.

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Problem Attributes

Set by routines XPRSinit.

See also
CORESDETECTED,CORESPERCPUDETECTED,CPUSDETECTED,PHYSICALCORESPERCPUDETECTED.

PHYSICALCORESPERCPUDETECTED

Description The number of physical cores per CPU detected by the optimizer.

Type Integer
Values >=1 Detected number of physical cores per CPU.
Set by routines XPRSinit.

See also
CORESDETECTED,CORESPERCPUDETECTED,CPUSDETECTED,PHYSICALCORESPERCPUDETECTED.

PRESOLVEINDEX

Description Presolve: The row or column index on which presolve detected a problem to be infeasible or
unbounded.

Type Integer
Note Row indices are in the range 0 to ROWS-1, and column indices are in the range
ROWS+SPAREROWS to ROWS+SPAREROWS+COLS-1.
Set by routines XPRSlpoptimize (LPOPTIMIZE), XPRSmipoptimize (MIPOPTIMIZE).

PRESOLVESTATE

Description Problem status as a bit map.

Type Integer
Values Bit Meaning
0 Problem has been loaded.
1 Problem has been LP presolved.
2 Problem has been MIP presolved.
7 Solution in memory is valid.
Note Other bits are reserved.

Set by routines XPRSlpoptimize (LPOPTIMIZE), XPRSmipoptimize (MIPOPTIMIZE).

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Problem Attributes

PRIMALDUALINTEGRAL

Description Value of the primal-dual integral.

Type Double
Note This attribute represents the integral of the primal-dual gap over time. It measures the
convergence of the best (dual) bound BESTBOUND and the primal bound MIPBESTOBJVAL
over the whole solving time. Lower values are better. For details on the primal(-dual) integral
see Berthold: Measuring the impact of primal heuristics, OR Letters 41(6), pp. 611-614, 2013.
Set by routines XPRSmipoptimize (MIPOPTIMIZE).
See also BESTBOUND, MIPBESTOBJVAL.

PRIMALINFEAS

Description Number of primal infeasibilities.

Type Integer
Note If the matrix is in a presolved state, this attribute returns the number of primal infeasibilities in
the presolved matrix. If you require the value for the original matrix, make sure you obtain the
value when the matrix is not presolved. The PRESOLVESTATE attribute can be used to test if
the matrix is presolved or not. See also 5.3.
Set by routines XPRSlpoptimize (LPOPTIMIZE).
See also SUMPRIMALINF, DUALINFEAS, MIPINFEAS.

QCELEMS

Description Number of quadratic row coefficients in the matrix.

Type Integer
Note If the matrix is in a presolved state, this attribute returns the number of quadratic row
coefficients in the presolved matrix.
Set by routines XPRSaddqmatrix, XPRSchgqrowcoeff, XPRSgetqrowqmatrixtriplets,
XPRSloadqcqp.

QCONSTRAINTS

Description Number of rows with quadratic coefficients in the matrix.

Type Integer

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Problem Attributes

Note If the matrix is in a presolved state, this attribute returns the number of rows with quadratic
coefficients in the presolved matrix.
Set by routines XPRSaddqmatrix, XPRSchgqrowcoeff, XPRSgetqrowqmatrixtriplets,
XPRSloadqcqp.

QELEMS

Description Number of quadratic elements in the matrix.

Type Integer
Note If the matrix is in a presolved state, this attribute returns the number of quadratic elements in
the presolved matrix. If you require the value for the original matrix, make sure you obtain the
value when the matrix is not presolved. The PRESOLVESTATE attribute can be used to test if
the matrix is presolved or not. See also 5.3.
Set by routines XPRSchgmqobj, XPRSchgqobj, XPRSloadqglobal, XPRSloadqp.

RANGENAME

Description Active range name.

Type String
Set by routines XPRSreadprob.

RHSNAME

Description Active right hand side name.

Type String
Set by routines XPRSreadprob.

ROWS

Description Number of rows (i.e. constraints) in the matrix.

Type Integer
Note If the matrix is in a presolved state, this attribute returns the number of rows in the presolved
matrix. If you require the value for the original matrix then use the ORIGINALROWS attribute
instead. The PRESOLVESTATE attribute can be used to test if the matrix is presolved or not.
See also 5.3.
Set by routines XPRSaddrows, XPRSdelrows, XPRSloadglobal, XPRSloadlp, XPRSloadqglobal,
XPRSloadlp, XPRSlpoptimize (LPOPTIMIZE), XPRSmipoptimize (MIPOPTIMIZE),
XPRSreadprob.

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Problem Attributes

SIMPLEXITER

Description Number of simplex iterations performed.

Type Integer
Set by routines XPRSlpoptimize (LPOPTIMIZE), XPRSmipoptimize (MIPOPTIMIZE).

SETMEMBERS

Description Number of variables within special ordered sets (set members) in the matrix.
Type Integer

Note If the matrix is in a presolved state, this attribute returns the number of variables within
special ordered sets in the presolved matrix. If you require the value for the original matrix,
make sure you obtain the value when the matrix is not presolved. The PRESOLVESTATE
attribute can be used to test if the matrix is presolved or not. See also 5.3.
Set by routines XPRSloadglobal, XPRSloadqglobal, XPRSreadprob.

See also SETS.

SETS

Description Number of special ordered sets in the matrix.

Type Integer
Note If the matrix is in a presolved state, this attribute returns the number of special ordered sets in
the presolved matrix. If you require the value for the original matrix, make sure you obtain the
value when the matrix is not presolved. The PRESOLVESTATE attribute can be used to test if
the matrix is presolved or not. See also 5.3.
Set by routines XPRSloadglobal, XPRSloadqglobal, XPRSreadprob.

See also SETMEMBERS, MIPENTS.

SPARECOLS

Description Number of spare columns in the matrix.

Type Integer

Set by routines XPRSloadglobal, XPRSloadlp, XPRSloadqglobal, XPRSloadqp, XPRSreadprob.

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Problem Attributes

SPAREELEMS

Description Number of spare matrix elements in the matrix.

Type Integer
Set by routines XPRSloadglobal, XPRSloadlp, XPRSloadqglobal, XPRSloadqp, XPRSreadprob.

SPAREMIPENTS

Description Number of spare global entities in the matrix.

Type Integer
Set by routines XPRSloadglobal, XPRSloadlp, XPRSloadqglobal, XPRSloadqp, XPRSreadprob.

SPAREROWS

Description Number of spare rows in the matrix.

Type Integer

Set by routines XPRSloadglobal, XPRSloadlp, XPRSloadqglobal, XPRSloadqp, XPRSreadprob.

SPARESETELEMS

Description Number of spare set elements in the matrix.

Type Integer

Set by routines XPRSloadglobal, XPRSloadlp, XPRSloadqglobal, XPRSloadqp, XPRSreadprob.

SPARESETS

Description Number of spare sets in the matrix.

Type Integer
Set by routines XPRSloadglobal, XPRSloadlp, XPRSloadqglobal, XPRSloadqp, XPRSreadprob.

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Problem Attributes

STOPSTATUS

Description Status of the optimization process.

Type Integer
Note Possible values are:

Value Description
XPRS_STOP_NONE no interruption - the solve completed normally
XPRS_STOP_TIMELIMIT time limit hit
XPRS_STOP_CTRLC control C hit
XPRS_STOP_NODELIMIT node limit hit
XPRS_STOP_ITERLIMIT iteration limit hit
XPRS_STOP_MIPGAP MIP gap is sufficiently small
XPRS_STOP_SOLLIMIT solution limit hit
XPRS_STOP_USER user interrupt.

Set by routines XPRSlpoptimize (LPOPTIMIZE), XPRSmipoptimize (MIPOPTIMIZE).

SUMPRIMALINF

Description Scaled sum of primal infeasibilities.

Type Double
Note If the matrix is in a presolved state, this attribute returns the scaled sum of primal
infeasibilities in the presolved matrix. If you require the value for the original matrix, make
sure you obtain the value when the matrix is not presolved. The PRESOLVESTATE attribute
can be used to test if the matrix is presolved or not. See also 5.3.
Set by routines XPRSlpoptimize (LPOPTIMIZE).
See also PRIMALINFEAS.

SYSTEMMEMORY

Description The amount of non problem specific memory used by the solver.
Type Integer

See also CURRENTMEMORY, PEAKMEMORY

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Problem Attributes

TIME

Description Time spent solving the problem as measured by the optimizer.

Type Integer
Set by routines XPRSlpoptimize (LPOPTIMIZE), XPRSmipoptimize (MIPOPTIMIZE).

TREEMEMORYUSAGE

Description The amount of physical memory, in megabytes, currently being used to store the
branch-and-bound search tree.

Type Integer
Set by routines XPRSmipoptimize (MIPOPTIMIZE).
See also TREEMEMORYLIMIT, GLOBALFILEUSAGE.

UUID

Description Universally Unique Identifier for the problem instance.

Type String

XPRESSVERSION

Description The Xpress verion number.

Type String
Note The version number of Xpress.

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CHAPTER 11
Return Codes and Error Messages

11.1 Optimizer Return Codes

The table below shows the possible return codes from the subroutine library functions. See also the
**MIP Solution Pool Reference Manual** for MIP Solution Pool Errors.

Return Code Description

0 Subroutine completed successfully.
1a Bad input encountered.
2a Bad or corrupt file - unrecoverable.
4a Memory error.
8a Corrupt use.
16a Program error.
32 Subroutine not completed successfully, possibly due to invalid argument.
128 Too many users.
a - Unrecoverable error.

When the Optimizer terminates after the STOP command, it may set an exit code that can be tested by
the operating system or by the calling program. The exit code is set as follows:

Return Code Description

0 Program terminated normally (with STOP).
63 LP optimization unfinished.
64 LP feasible and optimal.
65 LP infeasible.
66 LP unbounded.
67 IP optimal solution found.
68 IP search incomplete but an IP solution has been found.
69 IP search incomplete, no IP solution found.
70 IP infeasible.
99 LP optimization not started.
255 Xpress Optimizer has not been initialized.

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Return Codes and Error Messages

11.2 Optimizer Error and Warning Messages

Following a premature exit, the Optimizer can be interrogated as necessary to obtain more information
about the specific error or warning which occurred. Library users may return a description of errors or
warnings as they are encountered using the function XPRSgetlasterror. This function returns
information related to the error code, held in the problem attribute ERRORCODE. For Console users the
value of this attribute is output to the screen as errors or warnings are encountered. For Library users it
must be retrieved using:

XPRSgetintattrib(prob,XPRS_ERRORCODE,&errorcode);

The following list contains values of ERRORCODE and a possible resolution of the error or warning.

3 Extension not allowed - ignored.

The specified extension is not allowed. The Optimizer ignores the extension and truncates the
filename.
4 Column <col> has no upper bound.
Column <col> cannot be at its upper bound in the supplied basis since it does not have one. A
new basis will be created internally where column <col> will be at its lower bound while the rest
of the columns and rows maintain their basic/non-basic status.

5 Error on .<ext> file.

An error has occurred on the . <ext> file. Please make sure that there is adequate disk space for
the file and that it has not become corrupted.
6 No match for column <col> in matrix.
Column <col> has not been defined in the COLUMNS section of the matrix and cannot be used in
subsequent sections. Please check that the spelling of <col> is correct and that it is not written
outside the field reserved for column names.
7 Empty matrix. Please increase EXTRAROWS.
There are too few rows or columns. Please increase EXTRAROWS before input, or make sure
there is at least one row in your matrix and try to read it again.
9 Error on read of basis file.
The basis file .BSS is corrupt. Please make sure that there is adequate disk space for the file
and that it has not been corrupted.

11 Not allowed - solution not optimal.

The operation you are trying to perform is not allowed unless the solution is optimal. Please call
XPRSmaxim (MAXIM) or XPRSminim (MINIM) to optimize the problem and make sure the
process is completed. If the control LPITERLIMIT has been set, make sure that the optimal
solution can be found within the maximum number of iterations allowed.

18 Bound conflict for column <col>.

Specified upper bound for column <col> is smaller that the specified lower bound. Please
change one or both bounds to solve the conflict and try again.
19 Eta overflow straight after invert - unrecoverable.
There is not enough memory for eta arrays. Either increase the virtual paging space or the
physical memory.

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Return Codes and Error Messages

20 Insufficient memory for array <array>.

There is not enough memory for an internal data structure. Either increase the virtual paging
space or the physical memory.
21 Unidentified section The command is not recognized by the Optimizer.
Please check the spelling and try again. Please refer to the Reference Manual for a list of valid
commands.
29 Input aborted.
Input has encountered too many problems in reading your matrix and it has been aborted. This
message will be preceded by other error messages whose error numbers will give information
about the nature of each of the problems. Please correct all errors and try again.
36 Linear Optimizer only
You are only authorized to use the Linear Optimizer. Please contact your local sales office to
discuss upgrading to the IP Optimizer if you wish to use this command.
38 Invalid option.
One of the options you have specified is incorrect. Please check the input option and retype the
command. A list of valid options for each command can be found in 8.
41 Global error - contact the Xpress support team.
Internal error. Please contact your local support office.
45 Failure to open global file - aborting. (Perhaps disk is full).
The Optimizer cannot open the .GLB file. This usually occurs when your disk is full. If this is not
the case it means that the .GLB file has been corrupted.
50 Inconsistent basis.
Internal basis held in memory has been corrupted. Please contact your local support office.
52 Too many nonzero elements.
The number of matrix elements exceeds the maximum allowed. If you have the Hyper version
then increase your virtual page space or physical memory. If you have purchased any other
version of the software please contact your local sales office to discuss upgrading if you wish to
read matrices with this number of elements.
56 Reference row entries too close for set <set> member <col>.
The coefficient of column <col> in the constraint being used as reference row for set <set> is too
close to the coefficient of some other column in the reference row. Please make sure the
coefficients in the reference row differ enough from one another. One way of doing this is to
create a non computational constraint (N type) that contains all the variables members of the set
<set> and then assign coefficients whose distance from each other is of at least 1 unit.
58 Duplicate element for column <col> row <row>.
The coefficient for column <col> appears more than once in row <row>. The elements are added
together but please make sure column <col> only has one coefficient in <row> to avoid this
warning message.
61 Unexpected EOF on workfile.
An internal workfile has been corrupted. Please make sure that there is adequate disk space and
try again. If the problem persists please contact your local support office.
64 Error closing file <file>.
The Optimizer could not close file <file>. Please make sure that the file exists and that it is not
being used by another application.

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Return Codes and Error Messages

65 Fatal error on read from workfile <file> - program aborted.

An internal workfile has been corrupted. Please make sure that your disk has enough space and
try again. If the problem persists please contact your local support office.

66 Unable to open file <file>.

The Optimizer has failed to open the file <file>. Please make sure that the file exists and there is
adequate disk space.
67 Error on read of file <file>.
The Optimizer has failed to read the file <file>. Please make sure that the file exists and that it
has not been corrupted.
71 Not a basic vector: <vector>.
Dual value of row or column <vector> cannot be analyzed because the vector is not basic.
72 Not a non-basic vector: <vector>.
Activity of row or column <vector> cannot be analyzed because the vector is basic.
73 Problem has too many rows. The maximum is <num>.
The Optimizer cannot input your problem since the number of rows exceeds <num>, the
maximum allowed. If you have purchased any other than the Hyper version of the software
please contact your local sales office to discuss upgrading it to solve larger problems.

76 Illegal priority: entity <ent> value <num>.

Entity <ent> has been assigned an invalid priority value of <num> in the directives files and this
priority will be ignored. Please make sure that the priority value lies between 0 and 1000 and that
it is written inside the corresponding field in the .DIR file.

77 Illegal set card <line>.

The set definition in line <line> of the .MAT or .MPS file creates a conflict. Please make sure that
the set has a correct type and has not been already defined. Please refer to the Reference
Manual for a list of valid set types.
80 File creation error.
The Optimizer cannot create a file. Please make sure that these is adequate disk space and that
the volume is not corrupt.
81 Fatal error on write to workfile <file> - program aborted.
The Optimizer cannot write to the file <file>. Please make sure that there is adequate disk space
and that the volume is not corrupt.
83 Fatal error on write to file - program aborted.
The Optimizer cannot write to an internal file. Please make sure that there is adequate disk
space and that the volume is not corrupt.
84 Input line too long. Maximum line length is <num>
A line in the .MAT or .MPS file has been found to be too long. Please reduce the length to be less
or equal than <num> and input again.
85 File not found: <file>.
The Optimizer cannot find the file <file>. Please check the spelling and that the file exists. If this
file has to be created by the Optimizer, make sure that the process which creates the file has
been performed.

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Return Codes and Error Messages

89 No optimization has been attempted.

The operation you are trying to perform is not allowed unless the solution is optimal. Please call
XPRSmaxim (MAXIM) or XPRSminim (MINIM) to optimize the problem and make sure the
process is completed. If you have set the control
LPITERLIMIT make sure that the optimal solution can be found within the maximum number of
iterations allowed.
91 No problem has been input.
An operation has been attempted that requires a problem to have been input. Please make sure
that XPRSreadprob (READPROB) is called and that the problem has been loaded successfully
before trying again.
97 Split vector <vector>.
The declaration of column <vector> in the COLUMN section of the .MAT or .MPS file must be
done in contiguous line. It is not possible to interrupt the declaration of a column with lines
corresponding to a different vector.

98 At line <num> no match for row <row>.

A non existing row <row> is being used at line number <num> of the .MAT or .MPS file. Please
check spelling and make sure that <row> is defined in the ROWS section.
102 Eta file space exceeded - optimization aborted.
The Optimizer requires more memory. Please increase your virtual paging space or physical
memory and try to optimize again.
107 Too many global entities at column <col>.
The Optimizer cannot input your problem since the number of global entities exceeds the
maximum allowed. If you have the Hyper version then increase your virtual page space or
physical memory. If you have purchased any other version of the software please contact your
local sales office to discuss upgrading it to solve larger problems.
111 Duplicate row <row> - ignored.
Row <row> is used more than once in the same section. Only the first use is kept and
subsequent ones are ignored.
112 Postoptimal analysis not permitted on presolved problems.
Re-optimize with PRESOLVE = 0. An operation has been attempted on the presolved problem.
Please optimize again calling XPRSmaxim (MAXIM), XPRSminim (MINIM) with the l flag or
turning presolve off by setting PRESOLVE to 0.

113 Unable to restore version <ver> save files.

The svf file was created by a different version of the Optimizer and cannot be restored with this
version.
114 Fatal error - pool hash table full at vector <vector>.
Internal error. Please contact your local support office.
120 Problem has too many rows and columns. The maximum is <num>
The Optimizer cannot input your problem since the number of rows plus columns exceeds the
maximum allowed. If you have purchased any other than the Hyper version of the software
please contact your local sales office to discuss upgrading it to solver larger problems.

122 Corrupt solution file.

Solution file .SOL could not be accessed. Please make sure that there is adequate disk space
and that the file is not being used by another process.

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Return Codes and Error Messages

124 Invalid parameter value passed to <function>. Parameter value <param_name> is not allowed
A parameter lookup by name has failed. The provided parameter name does not match any
parameters in Xpress.

127 Not found: <vector>.

An attempt has been made to use a row or column <vector> that cannot be found in the problem.
Please check spelling and try again.
128 Cannot load directives for problem with no global entities.
The problem does not have global entities and so directives cannot be loaded.

129 Access denied to problem state : ’<name>’ (<routine>).

The user is not licensed to have set or get access to problem control (or attribute) <name>. The
routine used for access was <routine>.
130 Bound type illegal <type>.
Illegal bound type <type> has been used in the basis file .BSS. A new basis will be created
internally where the column with the illegal bound type will be at its lower bound and the rest of
the columns and rows will maintain their basic/non-basic status. Please check that you are
using XPRSreadbasis (READBASIS) with the t flag to read compact format basis.
131 No column: <col>.
Column <col> used in basis file .BSS does not exist in the problem. A new basis will be created
internally from where column <col> will have been removed and the rest of columns and rows
will maintain their basic/non-basic status.
132 No row: <row>.
Row <row> used in basis file .BSS does not exist in the problem. A new basis will be created
internally from where row <row> will have been removed and the rest of columns and rows will
maintain their basic/non-basic status.
136 Cannot access control <control_name> via attribute routine <function>
When accessing controls and attributes, the API function called must be matched appropriately
to the type (double, int, string) and access type (control / attribute) of the parameter.
137 Bad internal state found in ‘Struct’ lookup : <parameter_table> (<parameter_name>)
A parameter provided could not be found in the parameters table. This is an internal error, please
contact FICO support.
140 Basis lost - recovering.
The number of rows in the problem is not equal to the number of basic rows + columns in the
problem, which means that the existing basis is no longer valid. This will be detected when
re-optimizing a problem that has been altered in some way since it was last optimized (see
below). A correct basis is generated automatically and no action needs to be taken. The basis
can be lost in two ways: (1) if a row is deleted for which the slack is non-basic: the number of
rows will decrease by one, but the number of basic rows + columns will be unchanged. (2) if a
basic column is deleted: the number of basic rows + columns will decrease by one, but the
number of rows will be unchanged. You can avoid losing the basis by only deleting rows for
which the slack is basic, and columns which are non-basic. (The XPRSgetbasis function can
be used to determine the basis status.) To delete a non-basic row without losing the basis, bring
it into the basis first, and to delete a basic column without losing the basis, take it out of the
basis first - the functions XPRSgetpivots and XPRSpivot may be useful here. However,
remember that the message is only a warning and the Optimizer will generate a new basis
automatically if necessary.

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Return Codes and Error Messages

142 Type illegal <type>.

An illegal priority type <type> has been found in the directives file .DIR and will be ignored.
Please refer to Appendix A for a description of valid priority types.
143 No entity <ent>.
Entity <ent> used in directives file .DIR cannot be found in the problem and its corresponding
priority will be ignored. Please check spelling and that the column <ent> is actually declared as
an entity in the BOUNDS section or is a set member.
151 Illegal MARKER.
The line marking the start of a set of integer columns or a set of columns belonging to a Special
Ordered Set in the .MPS file is incorrect.
152 Unexpected EOF.
The Optimizer has found an unexpected EOF marker character. Please check that the input file is
correct and input again.
153 Illegal card at line <line>.
Line <line> of the .MPS file could not be interpreted. Please refer to the Reference Manual for
information about the valid MPS format.
155 Cannot access control ’<id>’ via attribute routine <routine>.
Controls cannot be accessed from attribute access routines.
156 Cannot access attribute ’<id>’ via control routine <routine>.
Attributes cannot be accessed from control access routines.
157 Cannot access attribute <attribute_name> via control routine <routine>.
Attributes cannot be accessed from control access routines.
158 Unrecognized callback name <callback> (<function>)
The callback name provided to the API function is not recognized.
159 Failed to set default controls.
Attempt failed to set controls to their defaults.
160 Cannot access <typename> type ’<id>’ via routine <routine>.
Accessing an attribute or control requires using a routine with matching type.
161 Cannot access <typename> type ’<name>’ via routine <routine>.
Accessing an attribute or control requires using a routine with matching type.
162 Recording and playback error : <info>.
An error occurred in the recording and playback tool.
163 Failed to copy controls.
Attempt failed to copy controls defined for one problem to another.
164 Problem is not presolved.
Action requires problem to be presolved and the problem is not presolved.
167 Failed to allocate memory of size <bytes> bytes.
The Optimizer failed to allocate required memory of size <bytes>.
168 Required resource not currently available : ’<name>’.
The resource <name> is required by an action but is unavailable.

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Return Codes and Error Messages

169 Failed to create resource : ’<name>’.

The resource <name> failed to create.
170 Corrupt global file.
Global file .GLB cannot be accessed. Please make sure that there is adequate disk space and
that the file is not being used by another process.
171 Invalid row type for row <row>.
XPRSalter (ALTER) cannot change the row type of <row> because the new type is invalid.
Please correct and try again.
173 Name not recognized : <name>.
The control name cannot be recognized.
178 Not enough spare rows to remove all violations.
The Optimizer could not add more cuts to the matrix because there is not enough space. Please
increase EXTRAROWS before input to improve performance.
179 Load MIP solution failed : ’<status description>’.
Attempt failed to load MIP solution into the Optimizer. See <status description» for details of the
failure.
180 No change to this control allowed.
The Optimizer does not allow changes to this control. If you have the student version, please
contact your local sales office to discuss upgrading if you wish to change the value of controls.
Otherwise check that the Optimizer was initialized properly and did not revert to student mode
because of a security problem.
181 Cannot alter bound on BV, SC, UI, PI, or set member.
XPRSalter (ALTER) cannot be used to change the upper or lower bound of a variable if its
variable type is binary, semi-continuous, integer, partial integer, semi-continuous integer, or if it is
a set member.
186 Inconsistent number of variables in problem.
A compact format basis is being read into a problem with a different number of variables than
the one for which the basis was created.
187 Unable to restore alternative system <system> save files.
The svf file was created on a different operating system and cannot be restored on the current
system.
191 Solution in file ’<file>’ (rows:<nrow>, cols:<ncol>) not compatible with problem.
The size of the loaded problem is not compatible with problem size from the solution file.
192 Bad flags <flag string>.
A flag string passed into a command line call is invalid.
193 Possible unexpected results from XPRSreadbinsol (READBINSOL) : <message>.
A call to the XPRSreadbinsol (READBINSOL) may produce unexpected results. See
<message> for details.
194 Failure writing to range file.
Failure writing to range file.
195 Cannot read LP solution into presolved problem.
An LP solution cannot be read into a problem in a presolved state.

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Return Codes and Error Messages

197 Failed to register callback for event : ’<event>’.

Registering callback for an event failed.
199 Network simplex not authorized
The Optimizer cannot use the network algorithm. Please contact your local sales office to
upgrade your authorization if you wish to use it.
202 Control parser: <error>.
A generic control parser error, for example a memory allocation failure.

243 The Optimizer requires a newer version of the XPRL library.

You are using the XPRS library from one Xpress distribution and the XPRS library from a previous
Xpress distribution. You should remove all other Xpress distributions from your system library
path environment variable.
245 Not enough memory to presolve matrix.
The Optimizer required more memory to presolve the matrix. Please increase your virtual paging
space or physical memory. If this is not possible try setting PRESOLVE to 0 before optimizing, so
that the presolve procedure is not performed.
247 Directive on non-global entity not allowed: <col>.
Column <col> used in directives file .DIR is not a global entity and its corresponding priority will
be ignored. A variable is a ’global entity’ it is type is not continuous or if it is a set member.
Please refer to Appendix A for details about valid entities and set types.
249 Insufficient improvement found.
Insufficient improvement was found between barrier iterations which has caused the barrier
algorithm to terminate.
250 Too many numerical errors.
Too many numerical errors have been encountered by the barrier algorithm and this has caused
the barrier algorithm to terminate.
251 Out of memory.
There is not enough memory for the barrier algorithm to continue.
256 Simplex Optimizer only
The Optimizer can only use the simplex algorithm. Please contact your local sales office to
upgrade your authorization if you wish to use this command.

257 Simplex Optimizer only

The Optimizer can only use the simplex algorithm. Please contact your local sales office to
upgrade your authorization if you wish to use this command.
259 Warning: The Q matrix may not be semi-definite.
The Q matrix must be positive (negative) semi-definite for a minimization (maximization)
problem in order for the problem to be convex. The barrier algorithm has encountered numerical
problems which indicate that the problem is not convex.
261 <ent> already declared as a global entity - old declaration ignored.
Entity <ent> has already been declared as global entity. The new declaration prevails and the old
declaration prevails and the old declaration will be disregarded.

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Return Codes and Error Messages

262 Unable to remove shift infeasibilities of &.

Perturbations to the right hand side of the constraints which have been applied to enable
problem to be solved cannot be removed. It may be due to round off errors in the input data or to
the problem being badly scaled.

263 The problem has been presolved.

The problem in memory is the presolved one. An operation has been attempted on the presolved
problem. Please optimize again calling XPRSmaxim (MAXIM),
XPRSminim (MINIM) with the l flag or tuning presolve off by setting PRESOLVE to 0. If the
operation does not need to be performed on an optimized problem just load the problem again.

264 Not enough spare matrix elements to remove all violations.

The Optimizer could not add more cuts to the matrix because there is not enough space. Please
increase EXTRAELEMS before input to improve performance.
266 Cannot read basis for presolved problem. Re-input matrix.
The basis cannot be read because the problem in memory is the presolved one. Please reload
the problem with XPRSreadprob (READPROB) and try to read the basis again.
268 Cannot perform operation on presolved matrix. Please postsolve or re-input matrix.
The problem in memory is the presolved one. Please postsolve or reload the problem and try the
operation again.

279 The Optimizer has not been initialized.

The Optimizer could not be initialized successfully. Please initialize it before attempting any
operation and try again.
287 Cannot read in directives after the problem has been presolved.
Directives cannot be read if the problem in memory is the presolved one. Please reload the
problem and read the directives file .DIR before optimizing. Alternatively, re-optimize using the
-l flag or set PRESOLVE to 0 and try again.
293 This license file does not specify the permitted problem size. Contact your vendor to obtain a
valid license.
The license file is invalid as it doesn’t specify the permitted problem size. Please contact your
local sales office.
302 Option must be C/c or O/o.
The only valid options for the type of goals are C, c, O and o. Any other answer will be ignored.

305 Row <row> (number <num>) is an N row.

Only restrictive rows, i.e. G, L, R or E type, can be used in this type of goal programming. Please
choose goal programming for objective functions when using N rows as goals.
306 Option must be MAX/max or MIN/min.
The only valid options for the optimization sense are MAX, max, MIN and min. Any other answer
will be ignored.
307 Option must be P/p or D/d.
The only valid options for the type of relaxation on a goal are P, p, D and d. Any other answer will
be ignored.

308 Row <row> (number <num>) is an unbounded goal.

Goal programming has found goal <row> to be unbounded and it will stop at this point. All goals
with a lower priority than <row> will be ignored.

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Return Codes and Error Messages

309 Row <row> (number <num>) is not an N row.

Only N type rows can be selected as goals for this goal programming type. Please use goal
programming for constraints when using rows whose type is not N.
310 Option must be A/a or P/p.
The only valid options for the type of goal programming are A, a, P and p. Any other answer will
be ignored.
314 Invalid number.
The input is not a number. Please check spelling and try again.
316 Not enough space to add deviational variables.
Increase EXTRACOLS before input. The Optimizer cannot find spare columns to spare
deviational variables. Please try increasing EXTRACOLS before input to at least twice the number
of constraint goals and try again.
318 Maximum number of allowed goals is 100.
Goal programming does not support more than 100 goals and will be interrupted.
319 No Optimizer license found. Please contact your vendor to obtain a license.
Your license does not authorize the direct use of the Optimizer. You probably have a license that
authorizes other Xpress products, for example Mosel or BCL.
320 An internal error has occured. Please report to " SUPPORT_CONTACT_NAME " the circumstances
under which this happened.
An internal error has occured. Please report to " SUPPORT_CONTACT_NAME " the
circumstances under which this happened.
324 Not enough extra matrix elements to complete elimination phase.
Increase EXTRAPRESOLVE before input to improve performance. The elimination phase
performed by the presolve procedure created extra matrix elements. If the number of such
elements is larger than allowed by the EXTRAPRESOLVE parameter, the elimination phase will
stop. Please increase EXTRAPRESOLVE before loading the problem to improve performance.
326 Linear Optimizer only
You are not authorized to use the Quadratic Programming Optimizer. Please contact your local
sales office to discuss upgrading to the QP Optimizer if you wish to use this command.
352 Command not authorized in this version.
There has been an attempt to use a command for which your Optimizer is not authorized. Please
contact your local sales office to upgrade your authorization if you wish to use this command.
361 QMATRIX or QUADOBJ section must be after COLUMN section.
Error in matrix file. Please make sure that the QMATRIX or QUADOBJ sections are after the
COLUMNS section and try again.
362 Duplicate elements not allowed in QUADOBJ section.
The coefficient of a column appears more than once in the QUADOBJ section. Please make sure
all columns have only one coefficient in this section.
363 Quadratic matrix must be symmetric in QMATRIX section.
Only symmetric matrices can be input in the QMATRIX section of the .MAT or .MPS file. Please
correct and try again.
368 QSECTION second element in line ignored: <line>.
The second element in line <line> will be ignored.

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Return Codes and Error Messages

381 Bug in lifting of cover inequalities.

Internal error. Please contact you local support office.
386 This version is not authorized to run Goal Programming.
The Optimizer you are using is not authorized to run Goal Programming. Please contact you
local sales office to upgrade your authorization if you wish to use this command.
392 This version is not authorized to be called from BCL.
This version of the Optimizer cannot be called from the subroutine library BCL. Please contact
your local sales office to upgrade your authorization if you wish to run the Optimizer from BCL.

394 Fatal communications error.

There has been a communication error between the master and the slave processes. Please
check the network and try again.
395 This version is not authorized to be called from the Optimizer library.
This version of the Optimizer cannot be called from the Optimizer library. Please contact your
local sales office to upgrade your authorization if you wish to run the Optimizer using the
libraries.
401 Invalid row type passed to <function>.
Elements <num> of your array has invalid row type <type>. There has been an error in one of the
arguments of function <function>. The row type corresponding to element <num> of the array is
invalid. Please refer to the section corresponding to function <function> in 8 for further
information about the row types that can be used.
402 Invalid row number passed to <function>.
Row number <num> is invalid. There has been an error in one of the arguments of function
<function>. The row number corresponding to element <num> of the array is invalid. Please
make sure that the row numbers are not smaller than 0 and not larger than the total number of
rows in the problem.
403 Invalid global entity passed to <function>.
Element <num> of your array has invalid entity type <type>. There has been an error in one of the
arguments of function <function>. The column type <type> corresponding to element <num> of
the array is invalid for a global entity.
404 Invalid set type passed to <function>.
Element <num> of your array has invalid set type <type>. There has been an error in one of the
arguments of function <function>. The set type <type> corresponding to element <num> of the
array is invalid for a set entity.
405 Invalid column number passed to <function>.
Column number <num> is invalid. There has been an error in one of the arguments of function
<function>. The column number corresponding to element <num> of the array is invalid. Please
make sure that the column numbers are not smaller than 0 and not larger than the total number
of columns in the problem, COLS, minus 1. If the function being called is XPRSgetobj or
XPRSchgobj a column number of -1 is valid and refers to the constant in the objective function.

406 Invalid row range passed to <function>.

Limit <lim> is out of range. There has been an error in one of the arguments of function
<function>. The row numbers lie between 0 and the total number of rows of the problem. Limit
<lim> is outside this range and therefore is not valid.

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Return Codes and Error Messages

407 Invalid column range passed to <function>.

Limit <lim> is out of range. There has been an error in one of the arguments of function
<function>. The column numbers lie between 0 and the total number of columns of the problem.
Limit <lim> is outside this range and therefore is not valid.

409 Invalid directive passed to <function>.

Element <num> of your array has invalid directive <type>. There has been an error in one of the
arguments of function <function>. The directive type <type> corresponding to element <num> of
the array is invalid. Please refer to the Reference Manual for a list of valid directive types.

410 Invalid row basis type passed to <function>.

Element <num> of your array has invalid row basis type <type>. There has been an error in one of
the arguments of function <function>. The row basis type corresponding to element <num> of
the array is invalid.
411 Invalid column basis type passed to <function>.
Element <num> of your array has invalid column basis type <type>. There has been an error in
one of the arguments of function <function>. The column basis type corresponding to element
<num> of the array is invalid.
412 Invalid parameter number passed to <function>.
Parameter number <num> is out of range. LP or MIP parameters and controls can be used in
functions by passing the parameter or control name as the first argument or by passing an
associated number. In this case number <num> is an invalid argument for function <function>
because it does not correspond to an existing parameter or control. If you are passing a number
as the first argument, please substitute it with the name of the parameter or control whose value
you wish to set or get. If you are already passing the parameter or control name, please check 8
to make sure that is valid for function <function>.
413 Not enough spare rows in <function>.
Increase EXTRAROWS before input. There are not enough spare rows to complete function
<function> successfully. Please increase EXTRAROWS before XPRSreadprob (READPROB) and
try again.

414 Not enough spare columns in <function>.

Increase EXTRACOLS before input. There are not enough spare columns to complete function
<function> successfully. Please increase EXTRACOLS before
XPRSreadprob (READPROB) and try again.
415 Not enough spare matrix elements in <function>.
Increase EXTRAELEMS before input. There are not enough spare matrix elements to complete
function <function> successfully. Please increase EXTRAELEMS before XPRSreadprob
(READPROB) and try again.
416 Invalid bound type passed to <function>.
Element <elem> of your array has invalid bound type <type>. There has been an error in one of
the arguments of function <function>. The bound type <type> of element number <num> of the
array is invalid.
417 Invalid complement flag passed to <function>. Element <elem> of your array has invalid
complement flag <flag>.
Element <elem> of your array has an invalid complement flag <flag>. There has been an error in
one of the arguments of function <function>. The complement flag corresponding to indicator
constraint <num> of the array is invalid.

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Return Codes and Error Messages

418 Invalid cut number passed to <function>.

Element <num1> of your array has invalid cut number <num2>. Element number <num1> of your
array contains a cut which is not stored in the cut pool. Please check that <num2> is a valid cut
number.

419 Not enough space to store cuts in <function>.

There is not enough space to complete function <function> successfully.
420 Too many saved matrices in savmat
Version 12 compatibility interface only. There is a hard limit of at most 64 matrices that can be
saved with savmat or cpymat
421 Matrix no. <mat> has not been saved. Cannot restore in resmat
Version 12 compatibility interface only. No matrix with number <mat> has been saved with
savmat or cpymat.

422 Solution is not available.

There is no solution available. This could be because the problem in memory has been changed
or optimization has not been performed. Please optimize and try again.
423 Duplicate rows/columns passed to <function>.
Element <elem> of your array has duplicate row/col number <num>. There has been an error in
one of the arguments of function <function>. The element number <elem> of the argument array
is a row or column whose sequence number <num> is repeated.
424 Not enough space to store cuts in <function>.
There is not enough space to complete function <function> successfully.

425 Column already basic.

The column cannot be pivoted into the basis since it is already basic. Please make sure the
variable is non-basic before pivoting it into the basis.
426 Column not eligible to leave basis.
The column cannot be chosen to leave the basis since it is already non-basic. Please make sure
the variable is basic before forcing it to leave the basis.
427 Invalid column type passed to <function>.
Element <num> of your array has invalid column type <type>. There has been an error in one of
the arguments of function <function>. The column type <type> corresponding to element <num>
of the array is invalid.
429 No basis is available.
No basis is available.
430 Column types cannot be changed during the global search.
The Optimizer does not allow changes to the column type while the global search is in progress.
Please call this function before starting the global search or after the global search has been
completed. You can call XPRSmaxim (MAXIM) or XPRSminim (MINIM) with the l flag if you do
not want to start the global search automatically after finding the LP solution of a problem with
global entities.
434 Invalid name passed to XPRSgetindex.
A name has been passed to XPRSgetindex which is not the name of a row or column in the
matrix.

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Return Codes and Error Messages

436 Cannot trace infeasibilities when integer presolve is turned on.

Try XPRSmaxim (XPRSmaxim) / XPRSminim (MINIM) with the l flag. Integer presolve can set
upper or lower bounds imposed by the column type as well as those created by the interaction of
the problem constraints. The infeasibility tracing facility can only explain infeasibilities due to
problem constraints.
459 Not enough memory for branch and bound tree
Not enough resources for branch and bound tree (<type>)
Failure locking branch and bound tree (probably out of memory)
Failure in handling of branch and bound tree (<type>)
Functions to signal that an unexpected error happened during the management of the
branch-and-bound tree for storing information from a global solve. The string <type> will provide
more information about the particular failure. These errors are typical of running out of memory.
473 Row classification not available.
474 Column passed to <routine> has inconsistent bounds. See column <index> of <count>.
The bounds are inconsistent for column <index> of the <count> columns passed into routine
<routine>.
475 Inconsistent bounds [<lb>,<ub>] for column <column name> in call to <routine>.
The lower bound <lb> is greater than the upper bound <ub> in the bound pair given for column
<column name> passed into routine <routine>.
476 Unable to round bounds [<lb>,<ub>] for integral column <column name> in call to <routine>.
Either the lower bound <lb> is greater than the upper bound <ub> in the bound pair given for the
integer column <column name> passed into routine <routine> or the interval defined by <lb> and
<ub> does not contain an integer value.
501 Error at <line> Empty file.
Read aborted. The Optimizer cannot read the problem because the file is empty.
502 Warning: ’min’ or ’max’ not found at <line.col>. No objective assumed.
An objective function specifier has not been found at column <col>, line <line> of the LP file. If
you wish to specify an objective function please make sure that ’max’, ’maximize’, ’maximum’,
’min’, ’minimize’ or ’minimum’ appear.
503 Objective not correctly formed at <line.col>. Aborting.
The Optimizer has aborted the reading of the problem because the objective specified at line
<line> of the LP file is incorrect.
504 No keyword or empty problem at <line.col>.
There is an error in column <col> at line <line> of the LP file. Neither ’Subject to’, ’subject to:’,
’subject to’, ’such that’ ’s.t.’, or ’st’ can be found. Please correct and try again.
505 A keyword was expected at <line.col>.
A keyword was expected in column <col> at line <line> pf the LP file. Please correct and try
again.
506 The constraint at <line.col> has no term.
A variable name is expected at line <line> column <col>: either an invalid character (like ’+’ or a
digit) was encountered or the identifier provided is unknown (new variable names are declared in
constraint section only).
507 RHS at <line.col> is not a constant number.
Line <line> of the LP file will be ignored since the right hand side is not a constant.

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Return Codes and Error Messages

508 The constraint at <line> has no term.

The LP file contains a constraint with no terms.
509 The type of the constraint at <line.col> has not been specified.
The constraint defined in column <col> at line <line> of the LP file is not a constant and will be
ignored.
510 Upper bound at <line.col> is not a numeric constant.
The upper bound declared in column <col> at line <line> of the LP file is not a constant and will
be ignored.

511 Bound at <line.col> is not a numeric constant.

The bound declared in column <col> at line <line> of the LP file is not a constant and will be
ignored.
512 Unknown word starting with an ’f’ at <line.col>. Treated as ’free’.
A word starting with an ’f’ and not known to the Optimizer has been found in column <col> at line
<line> of the LP file. The word will be read into the Optimizer as ’free’.
513 Wrong bound statement at <line.col>.
The bound statement in column <col> at line <line> is invalid and will be ignored.

514 Lower bound at <line.col> is not a numeric constant. Treated as -inf.

The lower bound declared in column <col> at line <line> of the LP file is not a constant. It will be
translated into the Optimizer as the lowest possible bound.
515 Sign ’<’ expected at <line.col>.
A character other than the expected sign ’<’ has been found in column <col> at line <line> of the
LP file. This line will be ignored.
516 Problem has not been loaded.
The problem could not be loaded into the Optimizer. Please check the other error messages
appearing with this message for more information.

517 Row names have not been loaded.

The name of the rows could not be loaded into the Optimizer. Please check the other error
messages appearing with this message for more information.
518 Column names have not been loaded.
The name of the columns could not be loaded into the Optimizer. Please check the other error
messages appearing with this message for more information.
519 Not enough memory at <line.col>.
The information in column <col> at line <line> of the LP file cannot be read because all the
allocated memory has already been used. Please increase your virtual page space or physical
memory and try again.
520 Unexpected EOF at <line.col>.
An unexpected EOF marker character has been found at line <line> of the LP file and the loading
of the problem into the Optimizer has been aborted. Please correct and try again.
521 Number expected for exponent at <line.col>.
The entry in column <col> at line <line> of the LP file is not a properly expressed real number and
will be ignored.

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Return Codes and Error Messages

522 Line <line> too long (length>255).

Line <line> of the LP file is too long and the loading of the problem into the Optimizer has been
aborted. Please check that the length of the lines is less than 255 and try again.
523 The Optimizer cannot reach line <line.col>.
The reading of the LP file has failed due to an internal problem. Please contact your local
support office.
524 Constraints could not be read into the Optimizer. Error found at <line.col>.
The reading of the LP constraints has failed due to an internal problem. Please contact your
local support office.
525 Bounds could not be set into the Optimizer. Error found at <line.col>.
The setting of the LP bounds has failed due to an internal problem. Please contact your local
support office.
526 LP problem could not be loaded into the Optimizer. Error found at <line.col>.
The reading of the LP file has failed due to an internal problem. Please contact your local
support office.

527 Copying of rows unsuccessful.

The copying of the LP rows has failed due to an internal problem. Please contact your local
support office.
528 Copying of columns unsuccessful.
The copying of the LP columns has failed due to an internal problem. Please contact your local
support office.
529 Redefinition of constraint at <line.col>.
A constraint is redefined in column <col> at line <line> of the LP file. This repeated definition is
ignored.

530 Name too long. Truncating it.

The LP file contains an identifier longer than 64 characters: it will be truncated to respect the
maximum size.
531 Sign ’>’ expected here <line>.
A greater than sign was expected in the LP file.

532 Quadratic term expected here <pos>

The LP file reader expected to read a quadratic term at position <pos>: a variable name and ˆ’2’ or
the product of two variables. Please check the quadratic part of the objective in the LP file.
533 Wrong exponent value. Treated as 2 <pos>
The LP file reader encountered an exponent different than 2 at position <pos>. Such exponents
are automatically replaced by 2.
538 Error when loading the SOS names
The LP format file reader failed to create the SOS names. The previous error should explain why
this failed.

539 Invalid indicator constraint condition at <line.col>

The condition part in column <col> of the indicator constraint at line <line> is invalid.

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Return Codes and Error Messages

552 ’S1|2:’ expected here. Skipping <pos>

Unknown set type read while reading the LP file at position <pos>. Please use set type ’S1’ or
’S2’.

553 This set has no member. Ignoring it <pos>

An empty set encountered while reading the LP file at position <pos>. The set has been ignored.
554 Weight expected here. Skipping <pos>
A missing weight encountered while reading sets in the LP file at position <pos>. Please check
definitions of the sets in the file.

555 Cannot presolve cut with PRESOLVEOPS bits 0, 5 or 8 set or bit 11 cleared.
Can not presolve cut with PRESOLVEOPS bits 0, 5 or 8 set or bit 11 cleared.
No cuts can be presolved if the following presolve options are turned on:
bit 0: singleton column removal,
bit 5: duplicate column removal,
bit 8: variable eliminations
or if the option
bit 11: No advanced IP reductions is turned off. Please check the presolve settings.
557 Integer solution is not available
Failed to retrieve an integer solution because no integer solution has been identified yet.

558 Column <col> duplicated in basis file - new entry ignored.

Column <col> is defined in the basis file more than once. Any repeated definitions are ignored.
559 The old feature <feature> is no longer supported
The feature <feature> is no longer supported and has been removed. Please contact Xpress
support for help about replacement functionality.
602 Values must be specified for all columns when column indices are not provided.
In a call to XPRSaddmipsol the column index array is optional. When this argument is omitted
(given as NULL), the length of the solution value array must match ORIGINALCOLS.

604 String passed as parameter is too long

The file name passed to XPRSsetlogfile can be at most 200 characters long.
606 Failed to parse list of diving heuristic strategies at position <pos>
Invalid diving heuristic strategy number provided in position <pos> of the string controls
HEURDIVEUSE or HEURDIVETEST. Please check control HEURDIVESTRATEGY for valid strategy
numbers.
706 Not enough memory to add sets.
Insufficient memory while allocating memory for the new sets. Please free up some memory,
and try again.

707 Function can not be called during the global search

The function being called cannot be used during the global search. Please call the function
before starting the global search.
708 Invalid input passed to <function>
Must specify mstart or mnel when creating matrix with columns
No column information is available when calling function <function>. If no columns were meant
to be passed to the function, then please set the column number to zero. Note, that mstart and
mnel should be set up for empty columns as well.

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Return Codes and Error Messages

710 MIPTOL <val1> must not be less than FEASTOL <val2>

The integer tolerance MIPTOL (val1) should not be set tighter than the feasibility tolerance
FEASTOL (val2). Please increase MIPTOL or decrease FEASTOL.

711 MIPTOL <val1> must not be less than FEASTOL <val2>. Adjusting MIPTOL
The integer tolerance MIPTOL (val1) must not be tighter than the feasibility tolerance FEASTOL
(val2). The value of MIPTOL has been increased to (val2) for the global search.
712 Function not permitted when problem is presolved: <func>
The problem is currently in a presolved state and the function <func> can only be called when
the problem is in its original state. XPRSpostsolve can be called to return the problem to its
original state.
713 <row/column> index out of bounds calling <function>. <index1> is ’<’ or ’>’ <bound>
An index is out of its bounds when calling function <function>. Please check the indices.

715 Invalid objective sense passed to <function>. Must be XPRS_OBJ_MINIMIZE or

XPRS_OBJ_MAXIMIZE.
Invalid objective sense was passed to function <function>. Please use either
XPRS_OBJ_MINIMIZE or XPRS_OBJ_MAXIMIZE.
716 Invalid names type passed to XPRSgetnamelist.
Type code <num> is unrecognized.
An invalid name type was passed to XPRSgetnamelist.
717 Generic error.
Used to promote license manager errors.

721 No IIS has been identified yet

No irreducible infeasible set (IIS) has been found yet. Before running the function, please use
IIS -f, IIS -n or IIS -a to identify an IIS.
722 IIS number <num> is not yet identified
Irreducible infeasible set (IIS) with number <num> is not available. The number <num> stands
for the ordinal number of the IIS. The value of <num> should not be larger than NUMIIS.
723 Unable to create an IIS sub-problem
The irreducible infeasible set (IIS) procedure is unable to create the IIS approximation. Please
check that there is enough free memory.

724 Error while optimizing the IIS sub-problem

An error occurred while minimizing an irreducible infeasible set (IIS) sub-problem. Please check
the return code set by the Optimizer.
725 Problems with variables for which shift infeasibilities cannot be removed are considered
infeasible in the IIS
The irreducible infeasible set (IIS) sub-problem being solved by the IIS procedure is on the
boundary of being feasible or infeasible. For problems that are only very slightly infeasible, the
Optimizer applies a technique called infeasibility shifting to produce a solution. Such solutions
are considered feasible, although if solved as a separate problem, a warning message is given.
For consistency reasons however, in the case of the IIS procedure such problems are treated as
being infeasible.

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Return Codes and Error Messages

726 This function is not valid for the IIS approximation. Please specify an IIS with count number > 0
Irreducible infeasible set (IIS) number 0 (the ordinal number of the IIS) refers to the IIS
approximation, but the functionality called is not available for the IIS approximation. Please use
an IIS number between 1 and NUMIIS.

727 Bound conflict on column <col>; IIS will not continue

There is a bound conflict on column <col>. Please check the bounds on the column, and remove
any conflicts before running the irreducible infeasible set (IIS) procedure again (bound conflicts
are trivial IISs by themselves).

728 Unknown file type specification <type>

Unknown file type was passed to the irreducible infeasible set (IIS) sub-problem writer. Please
refer to XPRSiiswrite for the valid file types.
729 Writing the IIS failed
Failed to write the irreducible infeasible set (IIS) sub-problem or the comma separated file (.csv)
containing the IIS information to disk. Please check access permissions.
730 Failed to retrieve data for IIS <num>
The irreducible infeasible set (IIS) procedure failed to retrieve the internal description for IIS
number <num>. This may be an internal error, please contact your local support office.

731 IIS stability error: reduced or modified problem appears feasible

Some problems are on the boundary of being feasible or infeasible. For such problems, it may
happen that the irreducible infeasible set (IIS) working problem becomes feasible unexpectedly.
If the problem persists, please contact your local support office.
732 Unknown parameter or wrong parameter combination
The wrong parameter or parameter combination was used when calling the irreducible infeasible
set (IIS) console command. Please refer to the IIS command documentation for possible
combinations.
733 Filename parameter missing
No filename is provided for the IIS -w or IIS -e console command. Please provide a file name
that should contain the irreducible infeasible set (IIS) information.
734 Problem data relevant to IISs is changed
This failure is due to the problem being changed between iterative calls to IIS functions. Please
start the IIS analysis from the beginning.

735 IIS function aborted

The irreducible infeasible set (IIS) procedure was aborted by either hitting CTRL-C or by reaching
a time limit.
736 Initial infeasible subproblem is not available. Run IIS -f to set it up
The initial infeasible subproblem requested is not available. Please use the IIS -f function to
generate it.
738 The approximation may be inaccurate. Please use IIS or IIS -n instead.
The irreducible infeasible set (IIS) procedure was run with the option of generating the
approximation of an IIS only. However, ambiguous duals or reduces costs are present in the
initial infeasible subproblem. This message is always preceded by warning 737. Please continue
with generating IISs to resolve the ambiguities.

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Return Codes and Error Messages

739 Bound conflict on column <col>; Repairinfeas will not continue

There is a bound conflict on column <col>. Please check the bounds on the column, and remove
any conflicts before running the XPRSrepairinfeas procedure again (bound conflicts are
trivial causes of infeasibility).
740 Unable to create relaxed problem
The Optimizer is unable to create the relaxed problem. The relaxed problem may require
significantly more memory than the base problem if many of the preferences are set to a
positive value. Please check that there is enough free memory.
741 Relaxed problem is infeasible. Please increase freedom by introducing new nonzero preferences
The relaxed problem remains infeasible. Zero preference values indicate constraints (or bounds)
that will not be relaxed. Try introducing new nonzero preferences to allow the problem to
become feasible.

742 Repairinfeas stability error: relaxed problem is infeasible. You may want to increase the value of
delta
The relaxed problem is reported to be infeasible by the Optimizer in the second phase of the
repairinfeas procedure. Try increasing the value of the parameter delta to improve stability.

743 Optimization aborted, repairinfeas unfinished

The optimization was aborted by CTRL-C or by hitting a time limit. The relaxed solution is not
available.
744 Optimization aborted, MIP solution may be sub-optimal
The MIP optimization was aborted by either CTRL-C or by hitting a time limit. The relaxed
solution may not be optimal.
745 Optimization of the relaxed problem is sub-optimal
The relaxed solution may not be optimal due to early termination.
746 All preferences are zero, repairinfeas will not continue
Use options -a -b -r -lbp -ubp -lrp or -grp to add nonzero preferences
Zero preference values indicate constraints (or bounds) that will not be relaxed. In case when all
preferences are zero, the problem cannot be relaxed at all. Try introducing nonzero preferences
and run XPRSrepairinfeas again.
748 Negative preference given for a <sense> bound on <row/column> <name>
A negative preference value is set for constraint or bound <name>. Preference values should be
non-negative. The preferences describe the modeler’s willingness to relax a given constraint or
bound, with zero preferences interpreted as the corresponding constraints or bounds not being
allowed to be relaxed. Please provide a zero preference if the constraint or bound is not meant to
be relaxed. Also note, that very small preferences lead to very large penalty values, and thus may
increase the numerical difficulty of the problem.
749 Relaxed problem is infeasible due to cutoff
A user defined cutoff value makes the relaxed problem infeasible. Please check the cutoff
value CURRMIPCUTOFF.
750 Empty matrix file : <name>
The MPS file <name> is empty. Please check the name of the file and the file itself.
751 Invalid column marker type found : <text>
The marker type <text> is not supported by the MPS reader. Please refer to the Appendix A.2 for
supported marker types.

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Return Codes and Error Messages

752 Invalid floating point value : <text>

The reader is unable to interpret the string <text> as a numerical value.

753 <num> lines ignored

The MPS reader has ignored <num> number of lines. This may happen for example if an
unidentified section was found (in which case warning 785 is also invoked).
754 Insufficient memory
Insufficient memory was available while reading in an MPS file.
755 Column name is missing
A column name field was expected while reading an mps file. Please add a column name to the
row. If the MPSFORMAT control is set to 0 (fixed format) then please check that the name field
contains a column name, and is positioned correctly.

756 Row name is missing in section OBJNAME

No row name is provided in the OBJNAME section. If no user defined objective name is provided,
the reader uses the first neutral row (if any) as the objective row. However, to avoid ambiguity, if
no user defined objective row was meant to be supplied, then please exclude the OBJNAME
section from the MPS file.

757 Missing objective sense in section OBJSENSE

No objective sense is provided in section OBJSENSE. If no user defined objective sense is
provided, the reader sets the objective sense to minimization by default. However, to avoid
ambiguity, if no user defined objective sense was meant to be supplied, then please exclude the
OBJSENSE section from the MPS file.

758 No SETS and SOS sections are allowed in the same file
The Optimizer expects special order sets to be defined in the SETS section. However, for
compatibility considerations, the Optimizer can also interpret the SOS section. The two formats
differ only in syntax, and feature the same expressive power. Both a SETS and a SOS section are
not expected to be present in the same matrix file.

759 File not in fixed format : <file>

The Optimizer control MPSFORMAT was set to 0 to indicate that the mps file <file> being read is in
fixed format, but it violates the MPS field specifications.
760 Objective row <row> defined in section OBJNAME or in MPSOBJNAME was not found
The user supplied objective row <row> is not found in the MPS file. If the MPS file contains an
OBJNAME section please check the row name provided, otherwise please check the value of the
control MPSOBJNAME.
761 Problem name is not provided
The NAME section is present in the MPS file, but contains no problem name (not even blanks),
and the MPSFORMAT control is set to 0 (fixed format) preventing the reader to look for the
problem name in the next line. Please make sure that a problem name is present, or if it’s
positioned in the next line (in which case the first column in the line should be a whitespace)
then please set MPSFORMAT to 1 (free format) or -1 (autodetect format).
762 Missing problem name in section NAME
Unexpected end of file while looking for the problem name in section NAME. The file is likely to be
corrupted. Please check the file.

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Return Codes and Error Messages

763 Ignoring range value for free row : <row>

A range value is defined for free row <row>. Range values have no effect on free rows. Please
make sure that the type of the row in the ROWS section and the row name in the RANGE section
are both correct.

764 <sec> section is not yet supported in an MPS file, skipping section
The section <sec> is not allowed in an MPS file. Sections like "SOLUTION" and "BASIS" must
appear in separate ".slx" and ".bas" files.
765 Ignoring repeated specification for column : <col>
Column <col> is defined more than once in the MPS file. Any repeated definitions are ignored.
Please make sure to use unique column names. If the column names are unique, then please
make sure that the COLUMNS section is organized in a contiguous order.
766 Ignoring repeated coefficients for row <row> found in RANGE <range>
The range value for row <row> in range vector <range> in the RANGE section is defined more than
once. Any repeated definitions are ignored. Please make sure that the row names in the RANGE
section are correct.
767 Ignoring repeated coefficients for row <row> found in RHS <rhs>
The value for row <row> in right hand side vector <rhs> is defined more than once in the RHS
section. Any repeated definitions are ignored. Please make sure that the row names in the RHS
section are correct.
768 Ignoring repeated specification for row : lt;rowgt;
Row <row> is defined more than once in the MPS file. Any repeated definitions are ignored.
Please make sure to use unique row names.

770 Missing prerequisite section <sec1> for section <sec2>

Section <sec2> must be defined before section <sec1> in the MPS file being read. Please check
the order of the sections.
771 Unable to open file : <file>
Please make sure that file <file> exists and is not locked.
772 Unexpected column type : <type> : <column>
The COLUMNS section contains the unknown column type <type>. If the MPSFORMAT control is
set to 0 (fixed format) then please make sure that the type of the column is correct and
positioned properly.

773 Unexpected number of fields in section : <sec>

Unexpected number of fields was read by the reader in section <sec>. Please check the format
of the line. If the MPSFORMAT control is set to 0 (fixed format) then please make sure that the
fields are positioned correctly. This error is often caused by names containing spaces in free
format, or by name containing spaces in fixed format but positioned incorrectly.

774 Unexpected row type : <type>

The ROWS section contains the unknown row type <type>. If the MPSFORMAT control is set to 0
(fixed format) then please make sure that the type of the row is correct and positioned properly.
775 Unexpected set type : <type>
The SETS or SOS section contains the unknown set type <type>. If the MPSFORMAT control is set
to 0 (fixed format) then please make sure that the type of the row is correct and positioned
properly.

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Return Codes and Error Messages

776 Ignoring unknown column name <col> found in BOUNDS

Column <col> found in the BOUNDS section is not defined in the COLUMNS section. Please check
the name of the column.

777 Ignoring quadratic coefficient for unknown column : <col>

Column <col> found in the QUADOBJ section is not defined in the COLUMNS section. Please
check the name of the column.
778 Ignoring unknown column name <col> found in set <set>
Column <col> found in the definition of set <set> in the SETS or SOS section is not defined in the
COLUMNS section. Please check the name of the column.
779 Wrong objective sense: <sense>
The reader is unable to interpret the string <sense> in the OBJSENSE section as a valid objective
sense. The objective sense should be either MAXIMIZE or MINIMIZE. The reader accepts
sub-strings of these if they uniquely define the objective sense and are at least 3 characters
long. Note that if no OBJSENSE section is present, the sense of the objective is set to
minimization by default. Please provide a valid objective sense.
780 Ignoring unknown row name <row> found in column <column>
Row <row> found in the column <column> in the COLUMNS section is not defined in the ROWS
section. Please check the name of the row.

781 Ignoring unknown row name <row> found in RANGE

Row <row> found in the RANGE section is not defined in the ROWS section. Please check the
name of the row.
782 Ignoring unknown row name <row> found in RHS
Row <row> found in the RHS section is not defined in the ROWS section. Please check the name
of the row.
783 Expecting numerical value
A numerical value field was expected while reading an MPS file. Please add the missing
numerical entry. If the MPSFORMAT control is set to 0 (fixed format) then please check that the
value field contains a numerical value and is positioned correctly.
784 Null char in text file
A null char (’\0’) encountered in the MPS file. An MPS file is designed to be a text file and a null
char indicates possible errors. Null chars are treated as spaces ’ ’ by the reader, but please check
the origin of the null char.
785 Unrecognized section <sec> skipped
The section <sec> is not recognized as an MPS section. Please check the section identifier
string in the MPS file. In such cases, the reader skips the whole section and continues reading.
786 Variable fixed above infinite tolerance limit <tol>. Bound ignored
A variable is marked as fixed in the MPS above (its absolute value) the tolerance limit of <tol>.
The bound is ignored. Please check the bound and either remove it, or scale the corresponding
column. Note that values close to the tolerance are accepted but may introduce numerical
difficulties while solving the problem.

787 Empty set: <set>

No set members are defined for set <set> in the MPS file. Please check if the set is empty by
intention.

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Return Codes and Error Messages

788 Repeated definition of section <sec> ignored

Section <sec> is defined more than once in the mps file. Any repeated definitions are ignored.
Many sections may include various versions of the described part if the problem (like different
RHS values, BOUNDS or RANGES), but please include those in the same section.

790 Wrong section in the basis file: <section>

Unrecognized section <section> found in the basis file. Please check the format of the file.
791 ENDATA is missing. File is possibly corrupted
The ENDATA section is missing from the end of the file. This possible indicates that part of the
file is missing. Please check the file.
792 Ignoring BS field
BS fields are not supported by the Optimizer, and are ignored. Basis files containing BS fields
may be created by external software. Please convert BS fields to either XU or XL fields.

793 Superbasic variable outside bounds. Value moved to closest bound

A superbasic variable in the basis file are outside its bounds. The value of the variable has been
modified to satisfy its bounds. Please check that the value in the basis file is correct. In case the
variable should be set to the value given by the basis file, please modify the bounds on the
variable.

794 Value of fixed binary column <col> changed to <val>

The lower and upper bound for binary variable <col> was to <val>. Binaries may only be fixed at
level 0 or 1.
795 Xpress/Mosel extensions: number of opening and closing brackets mismatch
The LP file appears to be created by Mosel, using the Xpress MPS extensions to include variable
names with whitespaces, however the file seems to be broken due to a mismatch in opening and
closing brackets.
796 Char <c> is not supported in a name by file format. It may not be possible to read such files back
correctly. Please set FORCEOUTPUT to 1 to write the file anyway, or use scrambled names.
Certain names in the problem object may be incompatible with different file formats (like names
containing spaces for LP files). If the Optimizer might be unable to read back a problem because
of non-standard names, it will give an error message and won’t create the file. However, you may
force output using control FORCEOUTPUT or change the names by using scrambled names (-s
option for XPRSwriteprob).
797 Wrong section in the solution file: <sec>
Section <sec> is not supported in .slx MPS solution files.
798 Empty <type> file : <file>
File <file> of type <type> is empty.
799 Ignoring quadratic coefficients for unknown row name <row>
No row with name <row> was defined in the ROWS sections. All rows having a QCMATRIX section
must be defined as a row with type ’L’ or ’G’ in the ROWS section.
835 Given solution column count does not match given problem
The given solution contains a different column count compared to the loaded problem.

843 Delayed row (lazy constraint) <row> is not allowed to be of type ’N’. Row ignored
Delayed rows cannot be neutral. Please define all neutral rows as ordinary ones in the ROWS
section.

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Return Codes and Error Messages

847 Model cut (user cut) <row> is not allowed to be of type ’N’. Row ignored
Model cuts cannot be neutral. Please define all neutral rows as ordinary ones in the ROWS
section.
862 Quadratic constraint rows must be of type ’L’ or ’G’. Wrong row type for row <row>
All quadratic rows must be of type ’L’ or ’G’ in the ROWS section of the MPS file (and the
corresponding quadratic matrix be positive semi-definite).
863 The current version of the Optimizer does not yet support MIQCQP problems
The current version of the Optimizer does not yet support mixed integer quadratically
constrained problems.
864 Quadratic constraint rows must be of type ’L’ or ’G’. Wrong row type for row <row>
A library function was trying to define (or change to) a row with type ’L’ having quadratic
coefficients. All quadratic rows are required to be of type ’L’ (and the corresponding quadratic
matrix be positive semi-definite).
865 Row <row> is already quadratic
Cannot add quadratic constraint matrices together. To change an already existing matrix, either
use the XPRSchgqrowcoeff library function, or delete the old matrix first.
866 The divider of the quadratic objective at <pos> must be 2 or omitted
The LP file format expects, tough may be omitted, an "/2" after the each quadratic objective
term defined between square brackets. No other divider is accepted. The role of the "/2" is to
notify the user of the implied division in the quadratic objective (that does not apply to quadratic
constraints).
867 Not enough memory for tree search
There is not enough memory for one of the nodes in the tree search.
884 Fatal user error detected in callback
An error occurred during a user callback.
898 Cannot define range for quadratic rows. Range for row <row> ignored
Quadratic constraints are required to be convex, and thus it is not allowed to set a range on
quadratic rows. Each quadratic row should have a type of ’L’ or ’G’.
899 The quadratic objective is not convex. Set IFCHECKCONVEXITY=0 to disable check
The quadratic objective is not convex. Please check that the proper sense of optimization
(minimization or maximization) is used.
900 The quadratic part of row <row> defines a non-convex region. Set IFCHECKCONVEXITY=0 to
disable check.
The quadratic in <row> is not convex. Please check that the proper sense of constraint is defined
(less or equal or greater or equal constraint).
901 901 Duplicated QCMATRIX section for row <row> ignored.
The MPS file may contain one Q matrix for each row. In case of duplicates, only the first is
loaded into the matrix
902 Calling function <func> is not supported from the current context.
This XPRS function cannot be called from this callback.
903 Row <row> with right hand side value larger than infinity ignored.
The matrix file being read contains a right hand side that is larger than the predefined infinity
constant XPRS_PLUSINFINITY. Row is made neutral.

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Return Codes and Error Messages

904 Function is not allowed outside optnode callback.

The used function of the branching manager is not allowed to call outside optnode.
905 Bad index passed to function.
The index passed to function is not in range of the attribute.
906 Global entity cannot be branched further.
The selected global entity is fixed and cannot be branched further.
907 Column is continuous and cannot be branched.
The given column is of continuous type. The used function does not support branching on
continuous columns.
909 Limit exceeded.
The limit of a certain object is exceeded.

910 Empty branch or branching object.

The given branch or branching object is empty.
911 Invalid information provided for branching object.
The given branching object contains invalid information.

912 Branching object(s) cannot be changed/used at this time.

The branching object is not fix yet. Hence, it cannot be changed/used.
913 Required data missing in function call for branching object.
Data is missing in function call for branching object.

914 Unexpected error triggered for branching object.

Unexpected error happened on a branching object.
915 Branching object (ID=<id>) rejected because it is empty or contains empty branches.
Improper branching object.

918 Module error.

Model can not be modified.
919 Column must be of type semi-continuous, semi-integer or partial integer to change its global
bound.
The global bound can be modified only for semi-continuous, semi-integer or partial integer
column.
920 Semi-continuous lower bound for column <column> must be non-negative.
Only non-negative lower bounds can be specified for semi-continuos columns.
921 Partial integer limit for column <column> is outside the allowed range of 0 to 22 8 – 1.
The give limit for the column is out of the allowed range.
1001 Solution value redefined for column: <col>: <val1> -> <val2>
Multiple definition of variable <col> is not allowed. Please use separate SOLUTION sections to
define multiple solutions.

1002 Missing solution values in section <sec>. Only <val1> of <val2> defined
Not all values were defined in the SOLUTIONS section. Variables with undefined values are set to
0.

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Return Codes and Error Messages

1003 Please postsolve the problem first with XPRSpostsolve (postsolve).

Not all values were defined in the SOLUTIONS section. Variables with undefined values are set to
0.
1004 Negative semi-continuous lower bound (<val>) for column <col> replaced with zero
Wrong input parameter for the lower bound of a semi-continuous variable was modified to 0.
1005 Unrecognized column name : <col>
No column with name <col> is present in the problem object while loading solution.
1006 Failed to capture solution information.
Solution information is not available.
1020 Function <function> cannot be called here.
The specified function can not be called.
1022 Error (<error>) while trying to run branching script.
Branching script error.
1028 Unable to keep branch and bound tree memory usage below <val>Gb - currently using <val>Gb;
The Optimizer was unable to keep the tree memory usage below the limit defined by the
TREEMEMORYLIMIT control - the solve will continue but performance will be impaired.
1030 Duplicate row names are not allowed - row <row1> would have same name as row <row2>.
Each row should have unique name.
1034 Unknown column name <col> found in indicators
Columns <col> found in the INDICATORS section is not defined in the COLUMNS section. Please
check the name of the column.
1035 Unknown row name <row> found in indicators
Row <row> found in the INDICATORS section is not defined in the ROWS section. Please check
the name of the row.
1036 Unexpected indicator type : <type>
Indicator type <type> found in the INDICATORS section is invalid. The type should be ’IF’.
1037 Unexpected indicator active value : <value> for row <row>
The value <value> found in the INDICATORS section is invalid. Values in this section should be
either 0 and 1.
1038 Unsupported row type for indicator constraint <row>
Rows configured as indicator constraints should have a type of ’L’ or ’G’.

1039 Non-binary variable <col> used as an indicator binary

The variable used in the condition part of an indicator constraint should be of type binary.
1054 Please use the FICO-SLP solver for general nonlinear problems. Contact "
LICENSING_CONTACT_NAME " for a license.
To solve general nonlinear problems the FICO-SLP solver can be used.

1055 Can not resume global search - not currently solving a MIP.
The global search can not be resumed, the current problem is not mixed integer optimization.

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Return Codes and Error Messages

1059 Unrecognized string identifier <id> passed to function <func>

The string <id> given as input to the function <func> does not match any expected identifiers.
Double-check spelling of <id> and consult documentation of function <func>, if available.
1071 Unable to dualize problems with quadratic coefficients
The current version of the Optimizer only supports dualization of linear problems. Remove
quadratic terms.
1074 Could not write tree to global file.
Branch-and-bound tree memory saving is disabled; re-enable this feature to allow the tree to be
compressed and saved to the global file.
1075 Message too long: message <mes> must be shorter than <maxlen> characters
Could not write an error/info/warning message, due to a problem, row, column or set name
being too long. Shorten all names s.t. they consist of at most <maxlen> characters.
1082 Tree heap create failed.
Failed to create private heap for branch-and-bound tree; probably due to insufficient memory. If
possible, try to free up memory on your system, reduce the problem size or set appropriate
working limits.
1090 No license capacity.
The FICO Xpress license file does not specify an Optimizer capacity; license has been incorrectly
generated, please contact support@fico.com .
1091 User cuts not allowed
User cuts are not accessible in the tree when in-tree presolving is turned on. Deactivate in-tree
presolving by setting TREEPRESOLVE to 0.
1092 Invalid scale factor
An invalid scale factor was given for a row or a column. Scale factors are provided as the
exponents of powers of two, and must be between 0 and MAXSCALEFACTOR
1093 Column scaling not allowed.
Scaling of binary, integer and partial integer columns is not allowed.
1094 Invalid SOCP constraint detected.
The Optimizer has detected an invalid SOCP constraint: a quadratic row has incorrectly been
identified as a second order cone. Please contact support.
1097 The dependent variable of row (e.g. variable z in z2 ≥ x2 + y2 ) must be defined non-negative,
otherwise the constraint is non-convex.
The problem is not formulated in a standard second order conic formulation.
1098 Both dependent variables of row (e.g. variables u and v in u ∗ v ≥ x2 + y2 ) must be defined
non-negative.
The problem is not formulated in a standard second order conic formulation.
1100 Cut limit reached
Failed to create cut, since the limit of storable cuts was reached. Please restart your solve with a
less aggressive cutting strategy.
1101 Cannot call optimization routine recursively
You cannot call XPRSglobal, XPRSminim or XPRSmaxim within a call of XPRSglobal,
XPRSminim or XPRSmaxim on the same problem pointer. Either terminate the running
optimization process or use a separate problem pointer. See also error code 1101.

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Return Codes and Error Messages

1102 Presolve detected infeasibility on non-convex quadratic row

All quadratic matrices in the quadratic constraints must be positive semi-definite or a
second-order cone.

1103 Insufficient name buffer

The supplied name buffer is too small. Allocate more memory for the buffer or use shorter
names.
1104 No row/column/set names
Tried to access a group of names that do not exist. Provide names to columns/rows/sets before
doing so.
9999 Generic error message
Please contact support@fico.com.

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Appendix
APPENDIX A
Log and File Formats

A.1 File Types

The Optimizer generates or inputs a number of files of various types as part of the solution process. By
default these all take file names governed by the problem name (problem_name), but distinguished by
their three letter extension. The file types associated with the Optimizer are as follows:

Extension Description File

Type
.alt Matrix alteration file, input by XPRSalter (ALTER). ASCII
.asc CSV format solution file, output by XPRSwritesol (WRITESOL). ASCII
.bss Basis file, output by XPRSwritebasis (WRITEBASIS), input by ASCII
XPRSreadbasis (READBASIS).
.csv Output file, output by XPRSiiswrite. ASCII
.dir Directives file (MIP only), input by XPRSreaddirs (READDIRS). ASCII
.glb Global file (MIP only), used by XPRSglobal (GLOBAL). Binary
.gol Goal programming input file, input byXPRSgoal (GOAL). ASCII
.grp Goal programming output file, output byXPRSgoal (GOAL). ASCII
.hdr Solution header file, output by XPRSwritesol (WRITESOL) and ASCII
XPRSwriterange (WRITERANGE).
.lp LP format matrix file, input by XPRSreadprob (READPROB). ASCII
.mat MPS / XMPS format matrix file, input by XPRSreadprob (READPROB). ASCII
.prt Fixed format solution file, output by XPRSwriteprtsol (WRITEPRTSOL). ASCII
.rng Range file, output by XPRSrange (RANGE). Binary
.rrt Fixed format range file, output by XPRSwriteprtrange (WRITEPRTRANGE). ASCII
.rsc CSV format range file, output by XPRSwriterange (WRITERANGE). ASCII
.sol Solution file created by XPRSwritebinsol (WRITEBINSOL). Binary
.slx Solution file created by XPRSwriteslxsol (WRITESLXSOL). ASCII
.xtm Tuner method created by XPRStunerwritemethod. ASCII
.xtr Tuner result created by XPRStune. XML

In the following sections we describe the formats for a number of these.

Note that CSV stands for comma-separated-values text file format.

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Log and File Formats

A.2 XMPS Matrix Files

The FICO Xpress Optimizer accepts matrix files in LP or MPS format, and an extension of this, XMPS
format. In that the latter represents a slight modification of the industry-standard, we provide details of
it here.
XMPS format defines the following fields:

Field 1 2 3 4 5 6
Columns 2-3 5-12 15-22 25-36 40-47 50-61

The following sections are defined:

NAME the matrix name;

ROWS introduces the rows;
COLUMNS introduces the columns;
QUADOBJ / QMATRIX introduces a quadratic objective function;
QCMATRIX introduces the quadratic constraints;
DELAYEDROWS introduces the delayed rows;
MODELCUTS introduces the model cuts;
INDICATORS introduces the indicator contraints;
SETS introduces SOS definitions;
RHS introduces the right hand side(s);
RANGES introduces the row ranges;
BOUNDS introduces the bounds;
ENDATA signals the end of the matrix.

All section definitions start in column 1.

A.2.1 NAME section

Format: Cols 1-4 Field 3

NAME model_name

A.2.2 ROWS section

Format: Cols 1-4

ROWS

followed by row definitions in the format:

Field 1 Field 2
type row_name

The row types (Field 1) are:

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Log and File Formats

N unconstrained (for objective functions);

L less than or equal to;
G greater than or equal to;
E equality.

A.2.3 COLUMNS section

Format: Cols 1-7

COLUMNS

followed by columns in the matrix in column order, i.e. all entries for one column must finish before
those for another column start, where:

Field 1 Field 2 Field 3 Field 4 Field 5 Field 6

blank col row1 value1 row2 value2

specifies an entry of value1 in column col and row row1 (and value2 in col and row row2). The Field
5/Field 6 pair is optional.

A.2.4 QUADOBJ / QMATRIX section (Quadratic Programming only)

A quadratic objective function can be specified in an MPS file by including a QUADOBJ or QMATRIX
section. For fixed format XMPS files, the section format is as follows:

Format: Cols 1-7

QUADOBJ

or

Format: Cols 1-7

QMATRIX

followed by a description of the quadratic terms. For each quadratic term, we have:

Field 1 Field 2 Field 3 Field 4

blank col1 col2 value

where col1 is the first variable in the quadratic term, col2 is the second variable and value is the
associated coefficient from the Q matrix. In the QMATRIX section all nonzero Q elements must be
specified. In the QUADOBJ section only the nonzero elements in the upper (or lower) triangular part of Q
should be specified. In the QMATRIX section the user must ensure that the Q matrix is symmetric,
whereas in the QUADOBJ section the symmetry of Q is assumed and the missing part is generated
automatically.
Note that the Q matrix has an implicit factors of 0.5 when included in the objective function.
This means, for instance that an objective function of the form

5x2 + 7xy + 9y2

is represented in a QUADOBJ section as:

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Log and File Formats

QUADOBJ
x x 10
x y 7
y y 18

(The additional term ’y x 7’ is assumed which is why the coefficient is not doubled); and in a QMATRIX
section as:

QMATRIX
x x 10
x y 7
y x 7
y y 18

The QUADOBJ and QMATRIX sections must appear somewhere after the COLUMNS section and must
only contain columns previously defined in the columns section. Columns with no elements in the
problem matrix must be defined in the COLUMNS section by specifying a (possibly zero) cost
coefficient.

A.2.5 QCMATRIX section (Quadratic Constraint Programming only)

Quadratic constraints may be added using QCMATRIX sections.

Format: Cols 1-8 Field 3

QCMATRIX row_name

Each constraint having quadratic terms should have it’s own QCMATRIX section. The QCMATRIX
section exactly follows the description of the QMATRIX section, i.e. for each quadratic term, we have:

Field 1 Field 2 Field 3 Field 4

blank col1 col2 value

where col1 is the first variable in the quadratic term, col2 is the second variable and value is the
associated coefficient from the Q matrix. All nonzero Q elements must be specified. The user must
ensure that the Q matrix is symmetric. For instance a constraint of the form

qc1 : x + 5x2 + 7xy + 9y2 <= 2

is represented as:

NAME example
ROWS
L qc1
COLUMNS
x qc1 1
y qc1 0
QCMATRIX qc1
x x 5
x y 3.5
y x 3.5
y y 9
RHS
RHS1 qc1 2
END

The QCMATRIX sections must appear somewhere after the COLUMNS section and must only contain
columns previously defined in the columns section. Columns with no elements in the problem matrix

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Log and File Formats

must be defined in the COLUMNS section by specifying a (possibly zero) cost coefficient. The defined
matrices must be positive semi-definite. QCMATRICES must be defined only for rows of type L or G and
must have no range value defined in the RANGE section..
NOTE: technically, there is one exception for the restriction on the row type being L or G. If the row is the
first nonbinding row (type N) then the section is treated as a QMATRIX section instead. Please be
aware, that this also means that the objective specific implied divider of 2 will be assumed (Q matrix
has an implicit factors of 0.5 when included in the objective function, see the QMATRIX section). It’s
probably much better to use the QMATRIX or QUADOBJ sections to define quadratic objectives.

A.2.6 DELAYEDROWS section

This specifies a set of rows in the matrix that will be treated as delayed rows during a global search.
These are rows that must be satisfied for any integer solution, but will not be loaded into the active set
of constraints until required.
This section should be placed between the ROWS and COLUMNS sections. A delayed row may be of type
L, G or E. Each row should appear either in the ROWS or the DELAYEDROWS section, not in both.
Otherwise, the format used is the same as of the ROWS section.

Format: Cols 1-11

DELAYEDROWS

followed by row definitions in the format:

Field 1 Field 2
type row_name

NOTE: For compatibility reasons, section names DELAYEDROWS and LAZYCONS are treated as
synonyms.

A.2.7 MODELCUTS section

This specifies a set of rows in the matrix that will be treated as model cuts during a global search.
During presolve the model cuts are removed from the matrix. Following optimization, the violated
model cuts are added back into the matrix and the matrix is re-optimized. This continues until no
violated cuts remain. This section should be placed between the ROWS and COLUMNS sections. Model
cuts may be of type L, G or E. The model cuts must be "true" model cuts, in the sense that they are
redundant at the optimal MIP solution. The Optimizer does not guarantee to add all violated model
cuts, so they must not be required to define the optimal MIP solution.
Each row should appear either in the ROWS, DELAYEDROWS or in the MODELCUTS section, not in any two
or three of them. Otherwise, the format used is the same as of the ROWS section.

Format: Cols 1-9

MODELCUTS

followed by row definitions in the format:

Field 1 Field 2
type row_name

NOTE: A problem is not allowed to consists solely from model cuts. For compatibility reasons, section
names MODELCUTS and USERCUTS are treated as synonyms.

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Log and File Formats

A.2.8 INDICATORS section

This specifies that a set of rows in the matrix will be treated as indicator constraints during a global
search. These are constraints that must be satisfied only when their associated controlling binary
variables have specified values (either 0 or 1).
This section should be placed after any QUADOBJ, QMATRIX or QCMATRIX sections. The section format
is as follows:

Format: Cols 1-10

INDICATORS

Subsequent records give the associations between rows and the controlling binary columns, with the
following form:

Field 1 Field 2 Field 3 Field 4

type row_name col_name value

which specifies that the row row_name must be satisfied only when column col_name has value
value. Here type must always be IF and value can be either 0 or 1. Also referenced rows must be of
type L or G only, and referenced columns must be binary.

A.2.9 SETS section (Integer Programming only)

Format: Cols 1-4

SETS

This record introduces the section which specifies any Special Ordered Sets. If present it must appear
after the COLUMNS section and before the RHS section. It is followed by a record which specifies the
type and name of each set, as defined below.

Field 1 Field 2
type set

Where type is S1 for a Special Ordered Set of type 1 or S2 for a Special Ordered Set of type 2 and set is
the name of the set.
Subsequent records give the set members for the set and are of the form:

Field 1 Field 2 Field 3 Field 4 Field 5 Field 6

blank set col1 value1 col2 value2

which specifies a set member col1 with reference value value1 (and col2 with reference value value2).
The Field 5/Field 6 pair is optional.

A.2.10 RHS section

Format: Col 1-3

RHS

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Log and File Formats

followed by the right hand side as defined below:

Field 1 Field 2 Field 3 Field 4 Field 5 Field 6

blank rhs row1 value1 row2 value2

specifies that the right hand side column is called rhs and has a value of value1 in row row1 (and a value
of value2 in row row2). The Field 5/Field 6 pair is optional.

A.2.11 RANGES section

Format: Cols 1-6

RANGES

followed by the right hand side ranges defined as follows:

Field 1 Field 2 Field 3 Field 4 Field 5 Field 6

blank rng row1 value1 row2 value2

specifies that the right hand side range column is called rng and has a value of value1 in row row1 (and
a value of value2 in row row2). The Field 5/Field 6 pair is optional.
For any row, if b is the value given in the RHS section and r the value given in the RANGES section, then
the activity limits below are applied:

Row Type Sign of r Upper Limit Lower Limit

G + b+r b
L + b b-r
E + b+r b
E - b b+r

A.2.12 BOUNDS section

Format: Cols 1-6

BOUNDS

followed by the bounds acting on the variables:

Field 1 Field 2 Field 3 Field 4

type blank col value

The Linear Programming bound types are:

UP for an upper bound;

LO for a lower bound;
FX for a fixed value of the variable;
FR for a free variable;
MI for a non-positive (’minus’) variable;
PL for a non-negative (’plus’) variable (the default).

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Log and File Formats

There are six additional bound types specific to Integer Programming:

UI for an upper bounded general integer variable;

LI for a lower bounded general integer variable;
BV for a binary variable;
SC for a semi-continuous variable;
SI for a semi-continuous integer variable;
PI for a partial integer variable.

The value specified is an upper bound on the largest value the variable can take for types UP, FR, UI, SC
and SI; a lower bound for types LO and LI; a fixed value for type FX; and ignored for types BV, MI and
PL. For type PI it is the switching value: below which the variable must be integer, and above which the
variable is continuous. If a non-integer value is given with a UI or LI type, only the integer part of the
value is used.

 Integer variables may only take integer values between 0 and the upper bound. Integer variables
with an upper bound of unity are treated as binary variables.

 Binary variables may only take the values 0 and 1. Sometimes called 0/1 variables.
 Partial integer variables must be integral when they lie below the stated value, above that value
they are treated as continuous variables.
 Semi-continuous variables may take the value zero or any value between a lower bound and
some finite upper bound. By default, this lower bound is 1.0. Other positive values can be
specified as an explicit lower bound. For example

BOUNDS
LO x 0.8
SC x 12.3

means that x can take the value zero or any value between 0.8 and 12.3.
 Semi-continuous integer variables may take the value zero or any integer value between a lower
bound and some finite upper bound.

A.2.13 ENDATA section

Format: Cols 1-6

ENDATA

is the last record of the file.

A.3 LP File Format

Matrices can be represented in text files using either the MPS file format (.mat or .mps files) or the LP
file format (.lp files). The LP file format represents matrices more intuitively than the MPS format in
that it expresses the constraints in a row-oriented, algebraic way. For this reason, matrices are often
written to LP files to be examined and edited manually in a text editor. Note that because the variables
are ’declared’ as they appear in the constraints during file parsing the variables may not be stored in the
FICO Xpress Optimizer memory in the way you would expect from your enumeration of the variable
names. For example, the following file:

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Log and File Formats

Minimize
obj: - 2 x3

Subject To
c1: x2 - x1 <= 10
c2: x1 + x2 + x3 <= 20

Bounds
x1 <= 30

End

after being read and rewritten to file would be:

\Problem name:
Minimize
- 2 x3

Subject To
c1: x2 - x1 <= 10
c2: x3 + x2 + x1 <= 20

Bounds
x1 <= 30

End

Note that the last constraint in the output .lp file has the variables in reverse order to those in the input
.lp file. The ordering of variables in the last constraint of the rewritten file is the order that the
variables were encountered during file reading. Also note that although the optimal solution is unique
for this particular problem in other problems with many equal optimal solutions the path taken by the
solver may depend on the variable ordering and therefore by changing the ordering of your constraints
in the .lp file may lead to different solution values for the variables.

A.3.1 Rules for the LP file format

The following rules can be used when you are writing your own .lp files to be read by the FICO Xpress
Optimizer.

A.3.2 Comments and blank lines

Text following a backslash (\) and up to the subsequent carriage return is treated as a comment. Blank
lines are ignored. Blank lines and comments may be inserted anywhere in an .lp file. For example, a
common comment to put in LP files is the name of the problem:

\Problem name: prob01

A.3.3 File lines, white space and identifiers

White space and carriage returns delimit variable names and keywords from other identifiers.
Keywords are case insensitive. Variable names are case sensitive. Although it is not strictly necessary,
for clarity of your LP files it is perhaps best to put your section keywords on their own lines starting at
the first character position on the line. The maximum length for any name is 64. The maximum length
of any line of input is given by the control LINELENGTH. Lines can be continued if required. No line
continuation character is needed when expressions are required to span multiple lines. Lines may be
broken for continuation wherever you may use white space.

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Log and File Formats

A.3.4 Sections
The LP file is broken up into sections separated by section keywords. The following are a list of section
keywords you can use in your LP files. A section started by a keyword is terminated with another
section keyword indicating the start of the subsequent section.

Section keywords Synonyms Section contents

maximize or minimize maximum max minimum One linear expression describing the ob-
min jective function.
subject to subject to: A list of constraint expressions.
such that st s.t. st.
subjectto suchthat
subject such
bounds bound A list of bounds expressions for variables.
integers integer ints int A list of variable names of integer vari-
ables. Unless otherwise specified in the
bounds section, the default relaxation in-
terval of the variables is [0, 1].
generals general gens gen A list of variable names of integer vari-
ables. Unless otherwise specified in the
bounds section, the default relaxation
interval of the variables is [0, XPRS_-
MAXINT].
binaries binary bins bin A list of variable names of binary vari-
ables.
semi-continuous semi continuous A list of variable names of semi-
semis semi s.c. continuous variables.
semi integer s.i. A list of variable names of semi-integer
variables.
partial integer p.i. A list of variable names of partial integer
variables.

Variables that do not appear in any of the variable type registration sections (i.e., integers,
generals, binaries, semi-continuous, semi integer, partial integer) are defined to be
continuous variables by default. That is, there is no section defining variables to be continuous
variables.
With the exception of the objective function section (maximize or minimize) and the constraints
section (subject to), which must appear as the first and second sections respectively, the sections
may appear in any order in the file. The only mandatory section is the objective function section. Note
that you can define the objective function to be a constant in which case the problem is a so-called
constraint satisfaction problem. The following two examples of LP file contents express empty
problems with constant objective functions and no variables or constraints.
Empty problem 1:

Minimize

End

Empty problem 2:

Minimize

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Log and File Formats

End

The end of a matrix description in an LP file can be indicated with the keyword end entered on a line by
itself. This can be useful for allowing the remainder of the file for storage of comments, unused matrix
definition information or other data that may be of interest to be kept together with the LP file.

A.3.5 Variable names

Variable names can use any of the alphanumeric characters (a-z, A-Z, 0-9) and any of the following
symbols:

!"#$%&/,.;?@_`'{}()|~'

A variable name can not begin with a number or a period. Care should be taken using the characters E
or e since these may be interpreted as exponential notation for numbers.

A.3.6 Linear expressions

Linear expressions are used to define the objective function and constraints. Terms in a linear
expression must be separated by either a + or a - indicating addition or subtraction of the following
term in the expression. A term in a linear expression is either a variable name or a numerical coefficient
followed by a variable name. It is not necessary to separate the coefficient and its variable with white
space or a carriage return although it is advisable to do so since this can lead to confusion. For
example, the string " 2e3x" in an LP file is interpreted using exponential notation as 2000 multiplied by
variable x rather than 2 multiplied by variable e3x. Coefficients must precede their associated variable
names. If a coefficient is omitted it is assumed to be 1.

A.3.7 Objective function

The objective function section can be written in a similar way to the following examples using either of
the keywords maximize or minimize. Note that the keywords maximize and minimize are not used
for anything other than to indicate the following linear expression to be the objective function. Note the
following two examples of an LP file objective definition:

Maximize
- 1 x1 + 2 x2 + 3x + 4y

or

Minimize
- 1 x1 + 2 x2 + 3x + 4y

Generally objective functions are defined using many terms and since the maximum length of any line
of file input is LINELENGTH characters the objective function definitions are typically always broken
with line continuations. No line continuation character is required and lines may be broken for
continuation wherever you may use white space.
Note that the sense of objective is defined only after the problem is loaded and when it is optimized by
the FICO Xpress Optimizer when the user calls either the minim or maxim operations. The objective
function can be named in the same way as for constraints (see later) although this name is ignored
internally by the FICO Xpress Optimizer. Internally the objective function is always named __OBJ___.

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Log and File Formats

A.3.8 Constraints
The section of the LP file defining the constraints is preceded by the keyword subject to. Each
constraint definition must begin on a new line. A constraint may be named with an identifier followed
by a colon before the constraint expression. Constraint names must follow the same rules as variable
names. If no constraint name is specified for a constraint then a default name is assigned of the form
C0000001, C0000002, C0000003, etc. Constraint names are trimmed of white space before being
stored.
The constraints are defined as a linear expression in the variables followed by an indicator of the
constraint’s sense and a numerical right-hand side coefficient. The constraint sense is indicated
intuitively using one of the tokens: >=, <=, or =. For example, here is a named constraint:

depot01: - x1 + 1.6 x2 - 1.7 x3 <= 40

Note that tokens > and < can be used, respectively, in place of the tokens >= and <=.
Generally, constraints are defined using many terms and since the maximum length of any line of file
input is LINELENGTH characters the constraint definitions are typically always broken with line
continuations. No line continuation character is required and lines may be broken for continuation
wherever you may use white space.

A.3.9 Delayed rows

Delayed rows are defined in the same way as general constraints, but after the "delayed rows" keyword.
Note that delayed rows shall not include quadratic terms. The definition of constraints, delayed rows
and model cuts should be sequentially after each other.
For example:

Minimize
obj: x1 + x2
subject to
x1 <= 10
x1 + x2 >= 1
delayed rows
x1 >= 2
end

For compatibility reasons, the term "lazy constraints" is used as a synonym to "delayed rows".

A.3.10 Model cuts

Model cuts are defined in the same way as general constraints, but after the "model cuts" keyword.
Note that model cuts shall not include quadratic terms. The definition of constraints, delayed rows and
model cuts should be sequentially after each other.
For example:

Minimize
obj: x1 + x2
subject to
x1 <= 10
x1 + x2 >= 1
model cuts
x1 >= 2
end

For compatibility reasons, the term "user cuts" is used as a synonym to "model cuts".

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A.3.11 Indicator contraints

Indicator constraints are defined in the constraints section together with general constraints (that is,
under the keyword "subject to"). The syntax is as follows:

constraint_name: col_name = value -> linear_inequality

which means that the constraint linear_inequality should be enforced only when the variable
col_name has value value.
As for general constraints, the constraint_name: part is optional; col_name is the name of the
controlling binary variable (it must be declared as binary in the binaries section); and value may be
either 0 or 1. Finally the linear_inequality is defined in the same way as for general constraints.
For example:

Minimize
obj: x1 + x2
subject to
x1 + 2 x2 >= 2
x1 = 0 -> x2 >= 2
binary
x1
end

A.3.12 Bounds
The list of bounds in the bounds section are preceded by the keyword bounds. Each bound definition
must begin on a new line. Single or double bounds can be defined for variables. Double bounds can be
defined on the same line as 10 <= x <= 15 or on separate lines in the following ways:

10 <= x
15 >= x

or

x >= 10
x <= 15

If no bounds are defined for a variable the FICO Xpress Optimizer uses default lower and upper bounds.
An important point to note is that the default bounds are different for different types of variables. For
continuous variables the interval defined by the default bounds is [0, XPRS_PLUSINFINITY] while for
variables declared in the integers and generals section (see later) the relaxation interval defined by
the default bounds is [0, 1] and [0, XPRS_MAXINT], respectively. Note that the constants
XPRS_PLUSINFINITY and XPRS_MAXINT are defined in the FICO Xpress Optimizer header files in
your FICO Xpress Optimizer libraries package.
If a single bound is defined for a variable the FICO Xpress Optimizer uses the appropriate default bound
as the second bound. Note that negative upper bounds on variables must be declared together with an
explicit definition of the lower bound for the variable. Also note that variables can not be declared in the
bounds section. That is, a variable appearing in a bounds section that does not appear in a constraint in
the constraint section is ignored.
Bounds that fix a variable can be entered as simple equalities. For example, x6 = 7.8 is equivalent to 7.8
<= x6 <= 7.8. The bounds +∞ (positive infinity) and –∞ (negative infinity) must be entered as strings
(case insensitive):

+infinity, -infinity, +inf, -inf.

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Note that the keywords infinity and inf may not be used as a right-hand side coefficient of a
constraint.
A variable with a negative infinity lower bound and positive infinity upper bound may be entered as
free (case insensitive). For example, x9 free in an LP file bounds section is equivalent to:

- infinity <= x9 <= + infinity

or

- infinity <= x9

In the last example here, which uses a single bound is used for x9 (which is positive infinity for
continuous example variable x9).

A.3.13 Generals, Integers and binaries

The generals, integers and binaries sections of an LP file is used to indicate the variables that
must have integer values in a feasible solution. The difference between the variables registered in each
of these sections is in the definition of the default bounds that the variables will have. For variables
registered in the generals section the default bounds are 0 and XPRS_MAXINT. For variables
registered in the integers section the default bounds are 0 and 1. The bounds for variables registered
in the binaries section are 0 and 1.
The lines in the generals, integers and binaries sections are a list of white space or carriage
return delimited variable names. Note that variables can not be declared in these sections. That is, a
variable appearing in one of these sections that does not appear in a constraint in the constraint
section is ignored.
It is important to note that you will only be able to use these sections if your FICO Xpress Optimizer is
licensed for Mix Integer Programming.

A.3.14 Semi-continuous and semi-integer

The semi-continuous and semi integer sections of an LP file relate to two similar classes of
variables and so their details are documented here simultaneously.
The semi-continuous (or semi integer) section of an LP file are used to specify variables as
semi-continuous (or semi-integer) variables, that is, as variables that may take either (a) value 0 or (b)
real (or integer) values from specified thresholds and up to the variables’ upper bounds.
The lines in a semi-continuous (or semi integer) section are a list of white space or carriage
return delimited entries that are either (i) a variable name or (ii) a variable name-number pair. The
following example shows the format of entries in the semi-continuous section.

Semi-continuous
x7 >= 2.3
x8
x9 >= 4.5

The following example shows the format of entries in the semi integer section.

Semi integer
x7 >= 3
x8
x9 >= 5

Note that you can not use the <= token in place of the >= token.

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The threshold of the interval within which a variable may have real (or integer) values is defined in two
ways depending on whether the entry for the variable is (i) a variable name or (ii) a variable
name-number pair. If the entry is just a variable name, then the variable’s threshold is the variable’s
lower bound, defined in the bounds section (see earlier). If the entry for a variable is a variable
name-number pair, then the variable’s threshold is the number value in the pair.
It is important to note that if (a) the threshold of a variable is defined by a variable name-number pair
and (b) a lower bound on the variable is defined in the bounds section, then:
Case 1) If the lower bound is less then zero, then the lower bound is zero.
Case 2) If the lower bound is greater than zero but less than the threshold, then the value of zero is
essentially cut off the domain of the semi-continuous (or semi-integer) variable and the variable
becomes a simple bounded continuous (or integer) variable.
Case 3) If the lower bound is greater than the threshold, then the variable becomes a simple lower
bounded continuous (or integer) variable.
If no upper bound is defined in the bounds section for a semi-continuous (or semi-integer) variable,
then the default upper bound that is used is the same as for continuous variables, for semi-continuous
variables, and generals section variables, for semi-integer variables.
It is important to note that you will only be able to use this section if your FICO Xpress Optimizer is
licensed for Mix Integer Programming.

A.3.15 Partial integers

The partial integers section of an LP file is used to specify variables as partial integer variables,
that is, as variables that can only take integer values from their lower bounds up to specified thresholds
and then take continuous values from the specified thresholds up to the variables’ upper bounds.
The lines in a partial integers section are a list of white space or carriage return delimited
variable name-integer pairs. The integer value in the pair is the threshold below which the variable must
have integer values and above which the variable can have real values. Note that lower bounds and
upper bounds can be defined in the bounds section (see earlier). If only one bound is defined in the
bounds section for a variable or no bounds are defined then the default bounds that are used are the
same as for continuous variables.
The following example shows the format of the variable name-integer pairs in the partial
integers section.

Partial integers
x11 >= 8
x12 >= 9

Note that you can not use the <= token in place of the >= token.
It is important to note that you will only be able to use this section if your FICO Xpress Optimizer is
licensed for Mix Integer Programming.

A.3.16 Special ordered sets

Special ordered sets are defined as part of the constraints section of the LP file. The definition of
each special ordered set looks the same as a constraint except that the sense is always = and the right
hand side is either S1 or S2 (case sensitive) depending on whether the set is to be of type 1 or 2,
respectively. Special ordered sets of type 1 require that, of the non-negative variables in the set, one at
most may be non-zero. Special ordered sets of type 2 require that at most two variables in the set may
be non-zero, and if there are two non-zeros, they must be adjacent. Adjacency is defined by the weights,
which must be unique within a set given to the variables. The weights are defined as the coefficients on

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the variables in the set constraint. The sorted weights define the order of the special ordered set. It is
perhaps best practice to keep the special order sets definitions together in the LP file to indicate (for
your benefit) the start of the special ordered sets definition with the comment line \Special
Ordered Sets as is done when a problem is written to an LP file by the FICO Xpress Optimizer. The
following example shows the definition of a type 1 and type 2 special ordered set.

Sos101: 1.2 x1 + 1.3 x2 + 1.4 x4 = S1

Sos201: 1.2 x5 + 1.3 x6 + 1.4 x7 = S2

It is important to note that you will only be able to use special ordered sets if your FICO Xpress
Optimizer is licensed for Mix Integer Programming.

A.3.17 Quadratic programming problems

Quadratic programming problems (QPs) with quadratic objective functions are defined using a special
format within the objective function description. The algebraic coefficients of the function x’Qx
appearing in the objective for QP problems are specified inside square brackets []. All quadratic
coefficients must appear inside square brackets. Multiple square bracket sections may be used and
quadratic terms in the same variable(s) may appear more than once in quadratic expressions.
Division by two of the QP objective is either implicit, or expressed by a /2 after the square brackets,
thus [...] and [...]/2 are equivalent.
Within a square bracket pair, a quadratic term in two different variables is indicated by the two variable
names separated by an asterisk (*). A squared quadratic term is indicated with the variable name
followed by a carat (ˆ) and then a 2.
For example, the LP file objective function section:

Minimize
obj: x1 + x2 + [ x12 + 4 x1 ⁎ x2 + 3 x22 ] /2

Note that if in a solution the variables x1 and x2 both have value 1 then value of the objective function
is 1 + 1 + (1⁎1 + 4⁎1⁎1 + 3⁎1⁎1) / 2 = 2 + (8) / 2 = 6.
It is important to note that you will only be able to use quadratic objective function components if your
FICO Xpress Optimizer is licensed for Quadratic Programming.

A.3.18 Quadratic Constraints

Quadratic terms in constraints are introduced using the same format and rules as for the quadratic
objective, but without the implied or explicit /2 after the square brackets. Quadratic rows must be of
type <= or >=, and the quadratic matrix should be positive semi-definite for <= rows and negative
semi-definite for >= rows (do that the defined region is convex).
For example:

Minimize
obj: x1 + x2
s.t.
x1 + [ x1^2 + 4 x1 ⁎ x2 + 3 x2^2 ] <= 10
x1 >= 1
end

Please be aware of the differences of the default behaviour of the square brackets in the objective
compared to the constraints. For example problem:

min y + [ x^2 ]

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st.
x >= 1
y >= 1
end

Has an optimal objective function value of 1.5, while problem:

min t
s.t.
-t + y + [ x^2 ] <= 0
x >= 1
y >= 1
end

has an optimum of 2. The user is suggested to use the explicit /2 in the objective function like:

min y + [ x^2 ] / 2
st.
x >= 1
y >= 1
end

to make sure that the model represents what the modeller meant.

A.3.19 Extended naming convention

If the names in the problem do not comply with the LP file format, the optimizer will automatically
check if uniqueness and reproducibility of the names could be preserved by prepending "x(" and
appending ")" to all names, i.e. the parenthesis inside the original names are always presented in pairs.
In these cases, the optimizer will create an LP file with the extended naming convention format. Use
control FORCEOUTPUT to force the optimizer to write the names in the problem out as they are.

A.4 ASCII Solution Files

Solution information is available from the Optimizer in a number of different file formats depending on
the intended use. The XPRSwritesol (WRITESOL) command produces two files, problem_name.hdr
and problem_name.asc, whose output has comma separated fields and is primarily intended for input
into another program. By contrast, the command
XPRSwriteprtsol (WRITEPRTSOL) produces fixed format output intended to be sent directly to a
printer, the file problem_name.prt. All three of these files are described below.

A.4.1 Solution Header .hdr Files

This file only contains one line of characters comprising header information which may be used for
controlling the reading of the .asc file (which contains data on each row and column in the problem).
The single line is divided into fourteen fields, separated by commas, as follows:

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Field Type Width Description

1 string 10 matrix name;
2 integer 4 number of rows in problem;
3 integer 6 number of structural columns in problem;
4 integer 4 sequence number of the objective row;
5 string 3 problem status (see notes below);
6 integer 4 direction of optimization (0=none, 1=min, 2=max);
7 integer 6 number of iterations taken;
8 integer 4 final number of infeasibilities;
9 real 12 final object function value;
10 real 12 final sum of infeasibilities;
11 string 10 objective row name;
12 string 10 right hand side row name;
13 integer 1 flag: integer solution found (1), otherwise 0;
14 integer 4 matrix version number.

 Character fields contain character strings enclosed in double quotes.

 Integer fields contain right justified decimal digits.
 Fields of type real contain a decimal character representation of a real number, right justified, with
six digits to the right of the decimal point.
 The status of the problem (field 5) is a single character as follows:

C optimization interrupted (like ctrl-c);

O optimal;
N infeasible;
S stability problems;
U unbounded;
Z unfinished.

A.4.2 CSV Format Solution .asc Files

The bulk of the solution information is contained in this file. One line of characters is used for each row
and column in the problem, starting with the rows, ordered according to input sequence number. Each
line contains ten fields, separated by commas, as follows:

Field Type Width Description

1 integer 6 input sequence number of variable;
2 string 10 variable (row or column vector) name;
3 string 3 variable type (C=column; N, L, G, E for rows);
4 string 4 variable status (LL, BS, UL, EQ or ⁎⁎);
5 real 12 value of activity;
6 real 12 slack activity (rows) or input cost (columns;)
7 real 12 lower bound (-1000000000 if none);
8 real 12 upper bound (1000000000 if none);
9 real 12 dual activity (rows) or reduced cost (columns);
10 real 12 right hand side value (rows) or blank (columns).

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 The field Type is as for the .hdr file.

 The variable type (field 3) is defined by:

C structural column;
N N type row;
L L type row;
G G type row;
E E type row;
 The variable status (field 4) is defined by:
LL non-basic at lower bound;
⁎⁎ basic and infeasible;
BS basic and feasible;
UL non-basic at upper bound;
EQ equality row;
SB variable is super-basic;
?? unknown.

A.4.3 Fixed Format Solution (.prt) Files

This file is the output of the XPRSwriteprtsol (WRITEPRTSOL) command and has the same format
as is displayed to the console by PRINTSOL. The format of the display is described below by way of an
example, for which the simple example of the FICO Xpress Getting Started manual will be used.
The first section contains summary statistics about the solution process and the optimal solution that
has been found. It gives the matrix (problem) name (simple) and the names of the objective function
and right hand sides that have been used. Then follows the number of rows and columns, the fact that
it was a maximization problem, that it took two iterations (simplex pivots) to solve and that the best
solution has a value of 171.428571.

Problem Statistics
Matrix simple
Objective ⁎OBJ⁎
RHS ⁎RHS⁎
Problem has 3 rows and 2 structural columns

Solution Statistics
Maximization performed
Optimal solution found after 3 iterations
Objective function value is 171.428571

Next, the Rows Section presents the solution for the rows, or constraints, of the problem.

Rows Section
Number Row At Value Slack Value Dual Value RHS
N 1 ⁎OBJ⁎ BS 171.428571 -171.428571 .000000 .000000
L 2 second UL 200.000000 .000000 .571429 200.000000
L 3 first UL 400.000000 .000000 .142857 400.000000

The first column shows the constraint type: L means a ’less than or equal to’ constrain; E indicates an
’equality’ constraint; G refers to a ’greater than or equal to’ constraint; N means a ’nonbinding’ constraint
– this is the objective function.
The sequence numbers are in the next column, followed by the name of the constraint. The At column
displays the status of the constraint. A UL indicator shows that the row is at its upper limit. In this case
a ≤ row is hard up against the right hand side that is constraining it. BS means that the constraint is not
active and could be removed from the problem without changing the optimal value. If there were ≥
constraints then we might see LL indicators, meaning that the constraint was at its lower limit. Other
possible values include:

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** basic and infeasible;

EQ equality row;
?? unknown.

The RHS column is the right hand side of the original constraint and the Slack Value is the amount
by which the constraint is away from its right hand side. If we are tight up against a constraint (the
status is UL or LL) then the slack will be 0.
The Dual Value is a measure of how tightly a constraint is acting. If a row is hard up against a ≤
constraint then it might be expected that a greater profit would result if the constraint were relaxed a
little. The dual value gives a precise numerical measure to this intuitive feeling. In general terms, if the
right hand side of a ≤ row is increased by 1 then the profit will increase by the dual value of the row.
More specifically, if the right hand side increases by a sufficiently small δ then the profit will increase by
δ x dual value, since the dual value is a marginal concept. Dual values are sometimes known as shadow
prices.
Finally, the Columns Section gives the solution for the columns, or variables.

Columns Section
Number Column At Value Input Cost Reduced Cost
C 4 a BS 114.285714 1.000000 .000000
C 5 b BS 28.571429 2.000000 .000000

The first column contains a C meaning column (compare with the rows section above). The number is
a sequence number. The name of the decision variable is given under the Column heading. Under At is
the status of the column: BS means it is away from its lower or upper bound, LL means that it is at its
lower bound and UL means that the column is limited by its upper bound. Other possible values include:

** basic and infeasible;

EQ equality row;
SB variable is super-basic;
?? unknown.

The Value column gives the optimal value of the variable. For instance, the best value for the variable
a is 114.285714 and for variable b it is 28.571429. The Input Cost column tells you the
coefficient of the variable in the objective function.
The final column in the solution print gives the Reduced Cost of the variable, which is always zero for
variables that are away from their bounds – in this case, away from zero. For variables which are zero, it
may be assumed that the per unit contribution is not high enough to make production viable. The
reduced cost shows how much the per unit profitability of a variable would have to increase before it
would become worthwhile to produce this product. Alternatively, and this is where the name reduced
cost comes from, the cost of production would have to fall by this amount before any production could
include this without reducing the best profit.

A.4.4 ASCII Solution (.slx) Files

These files provide an easy to read format for storing solutions. An .slx file has a header NAME
containing the name of the matrix the solution belongs to. Each line contains three fields as follows:

Field Type Width Description

1 char 1 variable type;
2 string variable name of variable;
3 real variable value of activity.

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The variable type (field 1) is defined by:

C structural column;
S LP solution only: slack variables;
D LP solution only: dual variables;
R LP solution only: reduced costs.
The file is closed by ENDATA.
It is possible to store multiple solutions in the same .slx file by repeating the NAME field following by
the additional solution information.
Example

NAME solution 1
C x1 0
C x2 1
NAME solution 2
C x1 1
C x2 0
ENDATA

A.5 ASCII Range Files

Users can display range (sensitivity analysis) information produced by XPRSrange (RANGE) either
directly, or by printing it to a file for use. Two functions exist for this purpose, namely
XPRSwriteprtrange (WRITEPRTRANGE) and XPRSwriterange (WRITERANGE). The first of these,
XPRSwriterange (WRITERANGE) produces two files, problem_name.hdr and
problem_name.rsc, both of which have fixed fields and are intended for use as input to another
program. By way of contrast, command XPRSwriteprtrange (WRITEPRTRANGE) outputs
information in a format intended for sending directly to a printer (problem_name.rrt). The information
provided by both functions is essentially the same and the difference lies purely in the intended
purpose for the output. The formats of these files are described below.

A.5.1 Solution Header (.hdr) Files

This file contains only one line of characters comprising header information which may be used for
controlling the reading of the .rsc file. Its format is identical to that produced by XPRSwritesol
(WRITESOL) and is described in Solution Header (.hdr) Files above.

A.5.2 CSV Format Range (.rsc) Files

The bulk of the range information is contained in this file. One line of characters is used for each row
and column in the problem, starting with the rows, ordered according to input sequence number. Each
line contains 16 fields, separated by commas, as follows:

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Field Type Width Description

1 integer 6 input sequence number of variable;
2 string * variable (row or column vector) name;
3 string 3 variable type (C=column; N, L, G, E for rows);
4 string 4 variable status (LL, BS, UL, EQ or ⁎⁎);
5 real 12 value of activity;
6 real 12 slack activity (rows) or input cost (columns);
7 real 12 lower activity;
8 real 12 unit cost down;
9 real 12 lower profit;
10 string * limiting process;
11 string 4 status of limiting process at limit (LL, UL);
12 real 12 upper activity;
13 real 12 unit cost up;
14 real 12 upper profit;
15 string * limiting process;
16 string 4 status of limiting process at limit (LL, UL).
* these fields are variable length depending on the maximum name length

 The field Type is as for the .hdr file.

 The variable type (field 3) is defined by:
C structural column;
N N type row;
L L type row;
G G type row;
E E type row;
 The variable status (field 4) is defined by:
LL non-basic at lower bound;
⁎⁎ basic and infeasible;
BS basic and feasible;
UL non-basic at upper bound;
EQ equality row;
?? unknown.
 The status of limiting process at limit (fields 11 and 16) is defined by:
LL non-basic at lower bound;
UL non-basic at upper bound;
 A full description of all fields can be found below.

A.5.3 Fixed Format Range (.rrt) Files

This file is the output of the XPRSwriteprtrange (WRITEPRTRANGE ) command and has the same
format as is displayed to the console by PRINTRANGE. This format is described below by way of an
example.
Output is displayed in three sections, variously showing summary data, row data and column data. The
first of these is the same information as displayed by the XPRSwriteprtsol (WRITEPRTSOL)
command (see above), resembling the following:

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Problem Statistics
Matrix PLAN
Objective C0______
RHS R0______
Problem has 7 rows and 5 structural columns

Solution Statistics
Minimization performed
Optimal solution found after 6 iterations
Objective function value is 15.000000

The next section presents data for the rows, or constraints, of the problem. For each constraint, data
are displayed in two lines. In this example the data for just one row is shown:

Rows Section
Vector Activity Lower actvty Unit cost DN Upper cost Limiting AT
Number Slack Upper actvty Unit cost UP Process
G C1 10.000000 9.000000 -1.000000 x4 LL
LL 2 .000000 12.000000 1.000000 C6 UL

In the first of the two lines, the row type (N, G, L or E) appears before the row name. The value of the
activity follows. Then comes Lower actvty, the level to which the activity may be decreased at a
cost per unit of decrease given by the Unit cost DN column. At this level the unit cost changes. The
Limiting Process is the name of the row or column that would change its status if the activity of
this row were decreased beyond its lower activity. The AT column displays the status of the limiting
process when the limit is reached. It is either LL, meaning that it leaves or enters the basis at its lower
limit, or UL, meaning that it leaves or enters the basis at its upper limit. In calculating Lower actvty,
the lower bound on the row as specified in the RHS section of the matrix is ignored.
The second line starts with the current status of the row and the sequence number. The value of the
slack on the row is then shown. The next four pieces of data are exactly analogous to the data above
them. Again, in calculating Upper actvty, the upper bound on that activity is ignored.
The columns, or variables, are similarly displayed in two lines. Here we show just two columns:

Columns Section
Vector Activity Lower actvty Unit costDN Upper cost Limiting AT
Number Input cost Upper actvty Unit costUP Lower cost Process
C x4 1.000000 -2.000000 5.000000 6.000000 C5 LL
BS 8 1.000000 3.000000 1.000000 .000000 C1 LL

C x5 2.000000 -1.000000 2.000000 6.000000 X3 LL

UL 9 4.000000 3.000000 -2.000000 -very large X2 LL

The vector type is always C, denoting a column. The Activity is the optimal value. The Lower/Upper
actvty is the activity level that would result from a cost coefficient
increase/decrease from the Input cost to the Upper/Lower cost (assuming a minimization
problem). The lower/upper bound on the column is ignored in this calculation. The Unit cost DN/UP
is the change in the objective function per unit of change in the activity down/up to the Lower/Upper
activity. The interpretation of the Limiting Processes and AT statuses is as for rows. The second
line contains the column’s status and sequence number.
Note that for non-basic columns, the Unit costs are always the (absolute) values of the reduced
costs.

A.6 The Directives (.dir) File

This consists of an unordered sequence of records which specify branching priorities, forced branching
directions and pseudo costs, read into the Optimizer using the XPRSreaddirs (READDIRS) command.

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By default its name is of the form problem_name.dir.

Directive file records have the format:

Col 2-3 Col 5-12 Col 25-36

type entity value

type is one of:

PR implying a priority entry (the value gives the priority, which must be an integer between 0 and
1000. Values greater than 1000 are rejected, and real values are rounded down to the next
integer. A low value means that the entity is more likely to be selected for branching.)
UP the entity is to be forced up (value is not used)
DN the entity is to be forced down (value is not used)
PU an up pseudo cost entry (the value gives the cost)
PD a down pseudo cost entry (the value gives the cost)
MC a model cut entry (value is not used)
DR a delayed row entry (value is not used)
BR force the optimizer to branch on the entity even if it is satisfied. If a node solution is global fea-
sible, the optimizer will first branch on any branchable entity flagged with BR before returning
the solution.

entity is the name of a global entity (vector or special ordered set), or a mask. A mask may comprise
ordinary characters which match the given character: a ? which matches any single character, or a ⁎,
which matches any string or characters. A ⁎ can only appear at the end of a mask.
value is the value to accompany the type.
For example:

PR x1* 2

gives global entities (integer variables etc.) whose names start with x1 a priority of 2. Note that the use
of a mask: a ⁎ matches all possible strings after the initial x1.

A.7 IIS description file in CSV format

This file contains information on a single IIS of an infeasible LP.

Field Description
Name Name of a row or column in conflict.
Type Type of conflicting variable (row or column vector).
Sense Sense of conflicting variable: (LE or GE) to indicate or rows. (LO or UP) to indicate lower
or upper bounds for columns.
Bound Value associated with the variable, i.e. RHS for rows and bound values for columns.
Dual value The dual multipliers corresponding to the contradiction deducible from the IIS. Summing
up all the rows and columns in the IIS multiplied by these values yields a contradicting
constraint. This value is negative for <= rows and upper bounds, and positive for >= rows
and lower bounds.
In iso Indicates if the row or column is in isolation.

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Log and File Formats

Note that each IIS may contain a row or column with only on one of its possible senses. This also
means that equality rows and columns with both lower and upper bounds, only one side of the
restriction may be present. Range constraints in an IIS are converted to greater than or equal
constraints.
An IIS often contains other columns than those listed in the IIS. Such columns are free, and have no
associated conflicting bounds.
The information contained in these files is the same as returned by the XPRSgetiisdata function, or
displayed by (IIS -p).

A.8 The Matrix Alteration (.alt) File

The Alter File is an ASCII file containing matrix revision statements, read in by use of the XPRSalter
(ALTER) command, and should be named problem_name.alt by default. Each statement occupies a
separate line of the file and the final line is always empty. The statements consist of identifiers
specifying the object to be altered and actions to be applied to the specified object. Typically the
identifier may specify just a row, for example R2, specifying the second row if that name has been
assigned to row 2. If a coefficient is to be altered, the associated variable must also be specified. For
example:

RRRRRRRR
CCRider
2.087

changes the coefficient of CCRider in row RRRRRRRR to 2.087. The action may be one of the
following possibilities.

A.8.1 Changing Upper or Lower Bounds

An upper or lower bound of a column may be altered by specifying the special ’rows’ ⁎⁎LO and ⁎⁎UP
for lower and upper bounds respectively.To change the objective coefficient of a column use the string
⁎⁎OBJ. For example, to change the lower bound (to 1.234), upper bound (to 5.678) and the objective
(to 1234.0) of column x___0305 would look like:-

⁎⁎LO
x___0305
1.234
⁎⁎UP
x___0305
5.678
⁎⁎OBJ
x___0305
1234.0

A.8.2 Changing Right Hand Side Coefficients

Right hand side coefficients of a row may be altered by changing values in the ’column’ with the name
of the right hand side.

A.8.3 Changing Constraint Types

The direction of a constraint may be altered. The row name is given first, followed by an action of
⁎⁎NTx, where x is one of:

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Log and File Formats

N for the new row type to be constrained;

L for the new row type to be ’less than or equal to’;
G for the new row type to be ’greater than or equal to’;
E for the new row type to be an equality.

Note that N type rows will not be present in the matrix in memory if the control KEEPNROWS has been
set to zero before XPRSreadprob (READPROB).

A.9 The Tuner Method (.xtm) File

The tuner method file is in a straightforward plain text format. For example, when the two controls
MAXTIME and THREADS are set by the user on the current problem and then XPRStunerwritemethod
is called, the generated xtm file will look as follows:

FIXED-CONTROLS
MAXTIME = 100
THREADS = 1
TUNABLE-CONTROLS
SBEFFORT = 0.25, 4
HEURSEARCHEFFORT = 0.5, 2
CUTFACTOR = 0.5, 1, 5
SCALING = 0
PRESOLVE = 0
VARSELECTION = 2, 7
CUTFREQ = 2
SYMMETRY = 0, 1, 2
COVERCUTS = 0, 2
GOMCUTS = 0, 2, 10
TREECOVERCUTS = 0
TREEGOMCUTS = 0
HEURSTRATEGY = 0
SBESTIMATE = 1, 2, 3, 4, 5, 6
HEURSEARCHROOTSELECT = 0, 3, 5
HEURSEARCHTREESELECT = 0, 3, 5
ROOTPRESOLVE = 1
PREPROBING = 3
BRANCHDISJ = 0

The tuner method file consists of a section of fixed controls and a section of tunable controls.

A.9.1 The fixed controls

The fixed controls section starts with FIXED-CONTROLS, followed by control setting lines in
assignment form. Each control in this section can only be assigned to one value. If the same control
appears several times in this section, its first appearance will be used.
When writting out the tuner method file, all the controls set for the current problem will be included in
the fixed control section. When reading in the tuner method file using XPRStunerreadmethod, these
controls won’t be applied to the current problem immediately, they will only be applied to the worker
problem used in the tuner.
This section can be empty.

A.9.2 The tunable controls

The tunable controls section starts with TUNABLE-CONTROLS, followed by control setting lines in
assignment form. Each control in this section can be assigned to one value, or multiple values
seperated by commas. A control may appear mutiple times in this section.

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Log and File Formats

When reading in a tuner method file and writing it out again, the tunable controls may appear in a
different order. If there is a control appearing multiple times in the original tuner method file, when
written out, it will be combined into a single line with multiple values.
This section can be empty. When both the fixed and the tunable secitons are empty, the tuner will then
use a pre-defined factory tuner method.

A.10 The Simplex Log

During the simplex optimization, a summary log is displayed every n iterations, where n is the value of
LPLOG. This summary log has the form:

Its The number of iterations or steps taken so far.

Obj Value The objective function value.
S The current solution method (p primal; d dual).
Ninf The number of infeasibilities.
Nneg The number of variables which may improve the current solution if assigned a value away
from their current bounds.
Sum inf The scaled sum of infeasibilities. For the dual algorithm this is the scaled sum of dual
infeasibilities when the number of negative dj’s is non-zero.
Time The number of seconds spent iterating.

A more detailed log can be displayed every n iterations by setting LPLOG to -n. The detailed log has the
form:

Its The number of iterations or steps taken so far.

S The current solution method (p primal; d dual).
Ninf The number of infeasibilities.
Obj Value If the solution is infeasible, the scaled sum of infeasibilities, otherwise: the objective value.
In The sequence number of the variable entering the basis (negative if from upper bound).
Out The sequence number of the variable leaving the basis (negative if to upper bound).
Nneg The number of variables which may prove the current solution if assigned a value away
from their current bounds.
Dj The scaled rate at which the most promising variable would improve the solution if as-
signed a value away from its current bound (reduced cost).
Neta A measure of the size of the inverse.
Nelem Another measure of the size of the inverse.
Time The number of seconds spent iterating.

If LPLOG is set to 0, no log is displayed until the optimization finishes.

A.11 The Barrier Log

The first line of the barrier log displays statistics about the Cholesky decomposition needed by the
barrier algorithm. This line contains the following values:

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Log and File Formats

Dense The number of dense columns identified in the factorization.

cols
NZ(L) The number of nonzero elements in the Cholesky factorization.
Flops The number of floating point operations needed to perform one factorization.

During the barrier optimization, a summary log is displayed in every iteration. This summary log has the
form:

Its The number of iterations taken so far.

P.inf Maximal violation of primal constraints.
D.inf Maximal violation of dual constraints.
U.inf Maximal violation of upper bounds.
Primal obj Value of the primal objective function.
Dual obj Value of the dual objective function.
Compl Value of the average complementarity.

After the barrier algorithm a crossover procedure may be applied. This process prints at most 3 log
lines about the different phases of the crossover procedure. The structure of these lines follows The
Simplex Log described in the section above.
If BAROUTPUT is set to 0, no log is displayed until the barrier algorithm finishes.

A.12 The Global Log

During the branch and bound tree search (see XPRSglobal (GLOBAL)), a summary log of nine columns
of information is frequently printed. By default, the printing frequency increases over time. If MIPLOG is
explicitly set to a negative value -n, a log line will be printed every n nodes. The nine columns consist
of:

Node A sequential node number.

BestSoln The value of the best integer solution found so far.
BestBound A bound on the value of the optimal integer solution.
Sols The number of integer solutions that have been found.
Active The number of active (unsolved) nodes in the branch and bound tree search.
Depth The depth of the current node in the branch and bound tree.
Gap The percentage gap between the best solution and the best bound.
GInf The number of global infeasibilities at the current node.
Time The time taken.

This log is also printed when an integer feasible solution is found. An asterisk (⁎) printed in front of the
node number indicates that a solution has been found by an integral LP relaxation. Single characters
indicate that a heuristic solution has been found. Lower case characters stand for different strategies
of the Optimizer’s diving heuristic: the letter a corresponds to strategy 1, the letter b to strategy 2, and
so forth. Compare control HEURDIVESTRATEGY. By default, several strategies are applied. Upper case
letters stand for special search heuristics. More precisely, R, L, M, C, U, and Z stand for the different
modes of local search that can be selected by controls HEURSEARCHROOTSELECT and
HEURSEARCHTREESELECT. For technical reasons, a U might also appear after a restart. The letter F
represents the feasibility pump, T stands for a trivial heuristic. S, G, and B are reserved for special

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Log and File Formats

purpose heuristics for problems with set packing/partitioning constraints, GUBs, and branching on
constraints, respectively. An I or an E indicate that a solution has been found while interdiction
branching or the calculation of branching estimates.
During root node cutting, the column Node is replaced by two columns Its and Type, columns Active
and Depth are replaced by Add and Del, respectively. These have the following meaning:

Its A counter for the number of cutting plane separation loops.

Type The type of cuts that have been generated this round: G – Gomory cuts, M – model cuts, O
– outer approximation cuts (only for nonlinear problems), N – network-based cuts, K – any
other type of cuts
Add Number of cuts added to the LP relaxation in this iteration
Del Number of cuts deleted from the LP relaxation in this iteration

If MIPLOG is set to 3, a detailed log of eight columns of search information is printed for each node:

Branch A sequential node number.

Parent The node number of the parent of the current node. A D or a U marks whether the current
node is the down child or the up child, respectively, of its parent.
Solution The optimal value of the LP relaxation at the current node.
Entity The global entity on which the Optimizer will branch after this node.
Value The current value of the entity chosen for branching.
Active The number of active nodes in the tree search.
GInf The number of global infeasibilities.
Time The time taken.

Not all the information described above is present for all nodes. If the LP relaxation is cut off, only
Branch and Parent (and possibly Solution) are displayed. If the LP relaxation is infeasible, only Branch
and Parent appear. The rest of the line will consist of a text message relaxation exceeds cutoff
or relaxation infeasible. If an integer solution is discovered, this is highlighted before the log
line is printed.
If MIPLOG is set to 2, the detailed log is printed at integer feasible solutions only. When MIPLOG is set
to 1, the tree node logs are surpressed, but cutting loop logs will still be displayed. If MIPLOG is set to 0,
neither cut nor node log wil be pritned. In any case, LP logs and intermediate status messages might
still be printed.

A.13 The Tuner Log

While the tuner evaluates various control settings, it prints a summary log for each finished run. When
tuning a MIP problem, the summary log consists of eight columns of information:

RunID A sequential tuner run number.

Stat Status of a finished run: S - Solved, T - Timeout, U - Unsolved and C - Cancelled.
Solution The best integer solution.
Bound The best bound.
Integral The primal dual integral.
Gap The relative MIP gap.
RunTime The time spent for solving with this control setting.
TotTime The total time spent for the tuner.

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Log and File Formats

When tuning an LP problem, the summary log consists of five columns of information:

RunID A sequential tuner run number.

Stat Status of a finished run: S - Solved, T - Timeout, U - Unsolved and C - Cancelled.
Solution The LP objective.
RunTime The time spent for solving with this control setting.
TotTime The total time spent for the tuner.

When the tuner finds an improving control setting, it will highlight the run with an asterisk (*) at the
beginning of the log line. The tuner will also specify the control parameters and the log file name for the
improving run.
If a control setting has been evaluated in previous tuner runs, its result can be reused. In this case, the
tuner will print an extra H in the Stat column.

Fair Isaac Corporation Confidential and Proprietary Information 560

APPENDIX B
Contacting FICO

FICO provides clients with support and services for all our products. Refer to the following sections for
more information.

Product support
FICO offers technical support and services ranging from self-help tools to direct assistance with a FICO
technical support engineer. Support is available to all clients who have purchased a FICO product and
have an active support or maintenance contract. You can find support contact information and a link to
the Customer Self Service Portal (online support) on the Product Support home page
(www.fico.com/en/product-support).
The FICO Customer Self Service Portal is a secure web portal that is available 24 hours a day, 7 days a
week from the Product Support home page. The portal allows you to open, review, update, and close
cases, as well as find solutions to common problems in the FICO Knowledge Base.
Please include ’Xpress’ in the subject line of your support queries.

Product education
FICO Product Education is the principal provider of product training for our clients and partners.
Product Education offers instructor-led classroom courses, web-based training, seminars, and training
tools for both new user enablement and ongoing performance support. For additional information, visit
the Product Education homepage at www.fico.com/en/product-training or email
producteducation@fico.com.

Product documentation
FICO continually looks for new ways to improve and enhance the value of the products and services we
provide. If you have comments or suggestions regarding how we can improve this documentation, let
us know by sending your suggestions to techpubs@fico.com.
Please include your contact information (name, company, email address, and optionally, your phone
number) so we may reach you if we have questions.

Fair Isaac Corporation Confidential and Proprietary Information 561

Contacting FICO

Sales and maintenance

If you need information on other Xpress Optimization products, or you need to discuss maintenance
contracts or other sales-related items, contact FICO by:

 Phone: +1 (408) 535-1500 or +44 207 940 8718

 Web: www.fico.com/optimization and use the available contact forms

Related services
Strategy Consulting: Included in your contract with FICO may be a specified amount of consulting time
to assist you in using FICO Optimization Modeler to meet your business needs. Additional consulting
time can be arranged by contract.
Conferences and Seminars: FICO offers conferences and seminars on our products and services. For
announcements concerning these events, go to www.fico.com or contact your FICO account
representative.

FICO Community
The FICO Community is a great resource to find the experts and information you need to collaborate,
support your business, and solve common business challenges. You can get informal technical
support, build relationships with local and remote professionals, and improve your business practices.
For additional information, visit the FICO Community (community.fico.com/welcome).

About FICO

FICO (NYSE:FICO) powers decisions that help people and businesses around the world prosper.
Founded in 1956 and based in Silicon Valley, the company is a pioneer in the use of predictive analytics
and data science to improve operational decisions. FICO holds more than 165 US and foreign patents
on technologies that increase profitability, customer satisfaction, and growth for businesses in
financial services, telecommunications, health care, retail, and many other industries. Using FICO
solutions, businesses in more than 100 countries do everything from protecting 2.6 billion payment
cards from fraud, to helping people get credit, to ensuring that millions of airplanes and rental cars are
in the right place at the right time. Learn more at www.fico.com.

Fair Isaac Corporation Confidential and Proprietary Information 562

Index
Numbers 130, 505
3, 501 131, 505
4, 501 132, 505
5, 501 136, 505
6, 501 137, 505
7, 501 140, 505
9, 501 142, 506
11, 501 143, 506
18, 501 151, 506
19, 501 152, 506
20, 502 153, 506
21, 502 155, 506
29, 502 156, 506
36, 502 157, 506
38, 502 158, 506
41, 502 159, 506
45, 502 160, 506
50, 502 161, 506
52, 502 162, 506
56, 502 163, 506
58, 502 164, 506
61, 502 167, 506
64, 502 168, 506
65, 503 169, 507
66, 503 170, 507
67, 503 171, 507
71, 503 173, 507
72, 503 178, 507
73, 503 179, 507
76, 503 180, 507
77, 503 181, 507
80, 503 186, 507
81, 503 187, 507
83, 503 191, 507
84, 503 192, 507
85, 503 193, 507
89, 504 194, 507
91, 504 195, 507
97, 504 197, 508
98, 504 199, 508
102, 504 202, 508
107, 504 243, 508
111, 504 245, 508
112, 504 247, 508
113, 504 249, 508
114, 504 250, 508
120, 504 251, 508
122, 504 256, 508
124, 505 257, 508
127, 505 259, 508
128, 505 261, 508
129, 505 262, 509

Fair Isaac Corporation Confidential and Proprietary Information 563

Index

263, 509 436, 514

264, 509 459, 514
266, 509 473, 514
268, 509 474, 514
279, 509 475, 514
287, 509 476, 514
293, 509 501, 514
302, 509 502, 514
305, 509 503, 514
306, 509 504, 514
307, 509 505, 514
308, 509 506, 514
309, 510 507, 514
310, 510 508, 515
314, 510 509, 515
316, 510 510, 515
318, 510 511, 515
319, 510 512, 515
320, 510 513, 515
324, 510 514, 515
326, 510 515, 515
352, 510 516, 515
361, 510 517, 515
362, 510 518, 515
363, 510 519, 515
368, 510 520, 515
381, 511 521, 515
386, 511 522, 516
392, 511 523, 516
394, 511 524, 516
395, 511 525, 516
401, 511 526, 516
402, 511 527, 516
403, 511 528, 516
404, 511 529, 516
405, 511 530, 516
406, 511 531, 516
407, 512 532, 516
409, 512 533, 516
410, 512 538, 516
411, 512 539, 516
412, 512 552, 517
413, 512 553, 517
414, 512 554, 517
415, 512 555, 517
416, 512 557, 517
417, 512 558, 517
418, 513 559, 517
419, 513 602, 517
420, 513 604, 517
421, 513 606, 517
422, 513 706, 517
423, 513 707, 517
424, 513 708, 517
425, 513 710, 518
426, 513 711, 518
427, 513 712, 518
429, 513 713, 518
430, 513 715, 518
434, 513 716, 518

Fair Isaac Corporation Confidential and Proprietary Information 564

Index

717, 518 783, 523

721, 518 784, 523
722, 518 785, 523
723, 518 786, 523
724, 518 787, 523
725, 518 788, 524
726, 519 790, 524
727, 519 791, 524
728, 519 792, 524
729, 519 793, 524
730, 519 794, 524
731, 519 795, 524
732, 519 796, 524
733, 519 797, 524
734, 519 798, 524
735, 519 799, 524
736, 519 835, 524
738, 519 843, 524
739, 520 847, 525
740, 520 862, 525
741, 520 863, 525
742, 520 864, 525
743, 520 865, 525
744, 520 866, 525
745, 520 867, 525
746, 520 884, 525
748, 520 898, 525
749, 520 899, 525
750, 520 900, 525
751, 520 901, 525
752, 521 902, 525
753, 521 903, 525
754, 521 904, 526
755, 521 905, 526
756, 521 906, 526
757, 521 907, 526
758, 521 909, 526
759, 521 910, 526
760, 521 911, 526
761, 521 912, 526
762, 521 913, 526
763, 522 914, 526
764, 522 915, 526
765, 522 918, 526
766, 522 919, 526
767, 522 920, 526
768, 522 921, 526
770, 522 1001, 526
771, 522 1002, 526
772, 522 1003, 527
773, 522 1004, 527
774, 522 1005, 527
775, 522 1006, 527
776, 523 1020, 527
777, 523 1022, 527
778, 523 1028, 527
779, 523 1030, 527
780, 523 1034, 527
781, 523 1035, 527
782, 523 1036, 527

Fair Isaac Corporation Confidential and Proprietary Information 565

Index

1037, 527 BAROBJSCALE, 387

1038, 527 BARORDER, 387
1039, 527 BARORDERTHREADS, 387
1054, 527 BAROUTPUT, 20, 32, 388
1055, 527 BARPRESOLVEOPS, 388
1059, 528 BARPRIMALINF, 477
1071, 528 BARPRIMALOBJ, 477
1074, 528 BARPRIMALSTOP, 388
1075, 528 BARREGULARIZE, 388
1082, 528 BARRHSSCALE, 389
1090, 528 BARSING, 477
1091, 528 BARSINGR, 477
1092, 528 BARSOLUTION, 389
1093, 528 BARSTART, 390
1094, 528 BARSTARTWEIGHT, 390
1097, 528 BARSTEPSTOP, 390
1098, 528 BARTHREADS, 391
1100, 528 basis, 370, 420
1101, 528 inversion, 419, 420
1102, 529 loading, 259, 272
1103, 529 reading from file, 302
1104, 529 BASISCONDITION, 131
9999, 529 BASISSTABILITY, 132
batch mode, 358
A BCL, 1
ACTIVENODES, 474 BESTBOUND, 478
Advanced Mode, 52 BIGM, 391, 442
ALGAFTERCROSSOVER, 381 BIGMMETHOD, 391
ALGAFTERNETWORK, 382 bitmaps, 201, 353
ALGORITHM, 474 BOUNDNAME, 478
algorithms, 1 bounds, 117, 139, 204, 555
default, 18 Branch and Bound, 20
ALTER, 130, 507, 555 BRANCHCHOICE, 392
Archimedean model, see goal programming BRANCHDISJ, 392
array numbering, 400 branching, 20, 100
AUTOPERTURB, 382 directions, 190, 305, 553
variable, 94
B BRANCHSTRUCTURAL, 393
BACKTRACK, 382 BRANCHVALUE, 478
BACKTRACKTIE, 383 BRANCHVAR, 478
BARAASIZE, 475 BREADTHFIRST, 393
BARALG, 384
BARCGAP, 475 C
BARCONDA, 475 CACHESIZE, 393
BARCONDD, 475 CALLBACKCOUNT_CUTMGR, 478
BARCORES, 391 CALLBACKCOUNT_OPTNODE, 479
BARCRASH, 384 CALLBACKFROMMASTERTHREAD, 394
BARCROSSOVER, 476 callbacks, 32
BARDENSECOL, 476 barrier log, 91
BARDUALINF, 476 branching variable, 94
BARDUALOBJ, 476 copying between problems, 152
BARDUALSTOP, 384 estimate function, 100
BARFREESCALE, 385 global log, 103, 322
BARGAPSTOP, 385, 390 node cutoff, 112
BARGAPTARGET, 385 node selection, 96
BARINDEFLIMIT, 386 optimal node, 113
BARITER, 476 preprocess node, 116
BARITERLIMIT, 9, 386 separate, 117
BARKERNEL, 386 simplex log, 107, 325
BARLSIZE, 477 CHECKCONVEXITY, 138

Fair Isaac Corporation Confidential and Proprietary Information 566

Index

CHECKSONMAXCUTTIME, 479 CUTFREQ, 401

CHECKSONMAXTIME, 479 cutoff, 21, 112, 430, 435
CHGOBJSENSE, 146 CUTS, 482
Cholesky factorization, 387, 394, 403, 477 cuts, 33, 117, 122, 507, 509
CHOLESKYALG, 394 deleting, 159
CHOLESKYTOL, 395 generation, 400
COLS, 479 Gomory cuts, 411, 465
columns list of active cuts, 184
density, 403, 476 model cuts, 271
nonzeros, 179 CUTSELECT, 402
returning bounds, 204, 239 CUTSTRATEGY, 401
returning indices, 196 cutting planes, see cuts
returning names, 215
types, 180 D
comments, 438 default algorithm, 402
CONCURRENTTHREADS, 396 DEFAULTALG, 18, 291, 402
CONEELEMS, 480 degradation, 100, 454
CONES, 480 DENSECOLLIMIT, 403
CONFLICTCUTS, 396 DETERMINISTIC, 403
Console Mode, 1, 52 directives, 190, 273, 508, 509
Console Optimizer loading, 263
command line options, 2 read from file, 304
Console Xpress, 1 dongles, 2
termination, 358 dual values, 10
controls, 54 DUALGRADIENT, 403
changing values, 381 DUALINFEAS, 482
copying between problems, 153 DUALIZE, 404
retrieve values, 238 DUALIZEOPS, 404
retrieving values, 189, 201 DUALPERTURB, 404
setting values, 349, 353, 357 DUALSTRATEGY, 405
convex region, 15 DUALTHREADS, 405
CORESDETECTED, 480 DUMPCONTROLS, 165
CORESPERCPU, 396
CORESPERCPUDETECTED, 481 E
COVERCUTS, 397, 464 early termination, 9
CPUPLATFORM, 397 EIGENVALUETOL, 405
CPUSDETECTED, 481 ELEMS, 482
CPUTIME, 397 ELIMFILLIN, 406
CRASH, 398 ELIMTOL, 406
CROSSOVER, 19, 398 ERRORCODE, 483, 501
crossover, 398, 476 errors, 109, 354, 483
CROSSOVERACCURACYTOL, 398 checking, 256
CROSSOVERITERLIMIT, 399 ETATOL, 406
CROSSOVEROPS, 399 EXIT, 166
CROSSOVERTHREADS, 400 EXTRACOLS, 406, 510, 512
CSTYLE, 400 EXTRAELEMS, 407, 509, 512
CSV, 531 EXTRAMIPENTS, 407
CURRENTMEMORY, 481 EXTRAPRESOLVE, 407, 510
CURRENTNODE, 481 EXTRAQCELEMENTS, 407
CURRMIPCUTOFF, 482 EXTRAQCROWS, 408
cut manager, 33 EXTRAROWS, 408, 507, 512
routines, 34, 98 EXTRASETELEMS, 408
cut pool, 33, 98, 117, 122, 158, 183 EXTRASETS, 409
cuts, 261, 360
lifted cover inequalities, 397 F
list of indices, 182 fathoming, 20
outer approximation cuts, 455, 467 FEASIBILITYPUMP, 409
cut strategy, 401 feasible region, 19
CUTDEPTH, 400 FEASTOL, 409
CUTFACTOR, 401 FEASTOLTARGET, 410

Fair Isaac Corporation Confidential and Proprietary Information 567

Index

files HEURDIVERANDOMIZE, 412

. bss, 505 HEURDIVESOFTROUNDING, 413
.alt, 130, 531 HEURDIVESPEEDUP, 413
.asc, 531 HEURDIVESTRATEGY, 413, 558
.bss, 27, 531 HEURFORCESPECIALOBJ, 414
.dir, 22, 531 HEURFREQ, 414
.glb, 342, 502, 531 HEURMAXSOL, 414
.gol, 531 HEURNODES, 415
.grp, 531 HEURSEARCHEFFORT, 415
.hdr, 531 HEURSEARCHFREQ, 415
.iis, 531 HEURSEARCHROOTCUTFREQ, 416
.ini, 3 HEURSEARCHROOTSELECT, 416, 558
.lp, 1, 306, 531 HEURSEARCHTREESELECT, 417, 558
.lp.gz, 27 HEURSTRATEGY, 417
.mat, 306, 531 HEURTHREADS, 418
.mat.gz, 27 HISTORYCOSTS, 418
.mps.gz, 27
.prt, 375, 531 I
.rng, 178, 232, 301, 531 IFCHECKCONVEXITY, 418
.rrt, 301, 374, 531 IIS, 247
.rsc, 531 indicator constraints, 14
.slx, 531 INDICATORS, 483
.sol, 342, 504, 531 INDLINBIGM, 419
.svf, 342, 344 INDPRELINBIGM, 419
.xpr, 2 infeasibility, 18, 41, 240, 450, 514
.xtm, 531 diagnosis, 463
.xtr, 531 integer, 44, 486
CSV, 531 node, 104
FIXGLOBALS, 169, 301 infeasibility repair, 43
FORCEOUTPUT, 410 infinity, 121
FORCEPARALLELDUAL, 410 initialization, 256, 509
integer preprocessing, 433
G integer presolve, 514
GLOBAL, 242 integer programming, 13, 20, 29
global entities, 486, 497 integer solutions, 429, 486, 487
branching, 346, 347 begin search, 242
extra entities, 407 branching variable, 94
fixing, 169 callback, 105
loading, 264 cutoff, 112
global log, 103 node selection, 96
global search, 20, 488, 513 reinitialize search, 257
callbacks, 32 retrieving information, 192
directives, 304 interfaces, 1
MIP solution status, 487 interior point, see Newton barrier
termination, 431, 436 INVERTFREQ, 419
GLOBALFILEBIAS, 411 INVERTMIN, 420
GLOBALFILESIZE, 483 irreducible infeasible sets, 42, 427, 488
GLOBALFILEUSAGE, 483 IVE, 1
GOAL, 48, 244
goal programming, 48, 244, 509 K
using constraints, 48 Karush-Kuhn-Tucker conditions, 11
using objective functions, 49 KEEPBASIS, 420
GOMCUTS, 411, 465 KEEPNROWS, 420, 556

H L
HELP, 246 L1CACHE, 421
Hessian matrix, 147, 225 license, 6
HEURBEFORELP, 411 lifted cover inequalities, 464
HEURDEPTH, 412 line length, 516
HEURDIVEITERLIMIT, 412 LINELENGTH, 421

Fair Isaac Corporation Confidential and Proprietary Information 568

Index

LNPBEST, 421 MAXPROBNAMELENGTH, 485

LNPITERLIMIT, 421 MAXRELDUALINFEAS, 485
LOCALCHOICE, 423 MAXRELPRIMALINFEAS, 485
log file, 354 MAXSCALEFACTOR, 429
LP relaxation, 559 MAXTIME, 9, 430
LPFLAGS, 422 memory, 164, 170, 451, 502, 508
LPFOLDING, 423 MINIM, 290
LPITERLIMIT, 9, 422, 501 MIPABSCUTOFF, 430
LPLOG, 19, 32, 107, 423 MIPABSGAPNOTIFY, 430
LPLOGDELAY, 424 MIPABSGAPNOTIFYBOUND, 431
LPLOGSTYLE, 424 MIPABSGAPNOTIFYOBJ, 431
LPOBJVAL, 10, 484 MIPABSSTOP, 431
LPOPTIMIZE, 9, 289 MIPADDCUTOFF, 24, 432
LPREFINEITERLIMIT, 422 MIPBESTOBJVAL, 486
LPSTATUS, 484 MIPENTS, 486
LPTHREADS, 424 MIPFRACREDUCE, 432
MIPINFEAS, 486
M MIPKAPPAFREQ, 432
Markowitz tolerance, 406, 424 MIPLOG, 33, 433, 558
MARKOWITZTOL, 424 MIPOBJVAL, 10, 486
matrix MIPOPTIMIZE, 9, 292
adding names, 8 MIPPRESOLVE, 24, 433
changing coefficients, 130, 140, 143, 149 MIPRAMPUP, 434
column bounds, 139 MIPREFINEITERLIMIT, 435
columns, 28, 120, 157, 479, 489 MIPRELCUTOFF, 435
constraint senses, 130 MIPRELGAPNOTIFY, 435
cuts, 482 MIPRELSTOP, 436
deleting cuts, 159 MIPSOLNODE, 487
elements, 443 MIPSOLS, 487
extra elements, 406, 407 MIPSTATUS, 487
input, 267 MIPTERMINATIONMETHOD, 436
modifying, 28 MIPTHREADID, 487
nonzeros, 179 MIPTHREADS, 437
quadratic elements, 495 MIPTOL, 437
range, 150 MIPTOLTARGET, 437
reading, 27 MIQCPALG, 435
rows, 28 model cuts, 305
scaling, 345 Mosel, 1
size, 29 MPS file format, see files
spare columns, 496 MPS18COMPATIBLE, 437
spare elements, 497, 512 MPSBOUNDNAME, 438
spare global entities, 497 MPSECHO, 438
MATRIXNAME, 484 MPSFORMAT, 438
MATRIXTOL, 425 MPSOBJNAME, 439
MAXABSDUALINFEAS, 485 MPSRANGENAME, 439
MAXABSPRIMALINFEAS, 485 MPSRHSNAME, 439
MAXCHECKSONMAXCUTTIME, 425 MUTEXCALLBACKS, 439
MAXCHECKSONMAXTIME, 425
MAXCUTTIME, 426 N
MAXGLOBALFILESIZE, 426 NAMELENGTH, 488
MAXIIS, 427 NETCUTS, 440
MAXIM, 290 Newton barrier, 19
MAXIMPLIEDBOUND, 427 convergence criterion, 475
MAXLOCALBACKTRACK, 427 crossover, 19
MAXMCOEFFBUFFERELEMS, 426 log callback, 91
MAXMEMORY, 428 number of iterations, 9, 19, 386
MAXMIPSOL, 429 output, 32
MAXMIPTASKS, 428 NODEDEPTH, 488
MAXNODE, 429 NODES, 488
MAXPAGELINES, 429 nodes, 21

Fair Isaac Corporation Confidential and Proprietary Information 569

Index

active cuts, 184, 261 postoptimal analysis, 301

cut routines, 98 POSTSOLVE, 295
deleting cuts, 159 postsolve, 29
infeasibility, 104 PPFACTOR, 443
maximum number, 429 pre-emptive model, see goal programming
number solved, 488 PREANALYTICCENTER, 443
optimal, 113 PREBASISRED, 443
outstanding, 474 PREBNDREDCONE, 444
parent node, 159, 492 PREBNDREDQUAD, 444
prior to optimization, 116 PRECOEFELIM, 444
selection, 96, 440 PRECOMPONENTS, 445
separation, 117 PRECOMPONENTSEFFORT, 445
NODESELECTION, 393, 440 PRECONEDECOMP, 445
NUMIIS, 488 PRECONVERTSEPARABLE, 446
PREDOMCOL, 446
O PREDOMROW, 447
objective function, 19, 28, 439, 489 PREDUPROW, 447
changing coefficients, 145 PREELIMQUAD, 447
dual value, 476 PREIMPLICATIONS, 448
optimum value, 484, 486 PRELINDEP, 448
primal value, 477 PREOBJCUTDETECT, 448
quadratic, 28, 144, 147, 282, 285 PREPERMUTE, 449
retrieving coefficients, 216 PREPERMUTESEED, 449
OBJNAME, 489 PREPROBING, 450
OBJRHS, 489 PREPROTECTDUAL, 450
OBJSCALEFACTOR, 440 PRESOLVE, 29, 450, 504, 508
OBJSENSE, 489 presolve, 29, 288, 406, 450, 463, 508, 510
optimal basis, 34 diagnosing infeasibility, 41
OPTIMALITYTOL, 441 integer, 24
OPTIMALITYTOLTARGET, 441 presolved problem, 235
optimization sense, 489 basis, 220, 272
Optimizer output, 7, 20, 73, 108 directives, 190, 273
ORIGINALCOLS, 489 PRESOLVEINDEX, 493
ORIGINALINDICATORS, 490 PRESOLVEMAXGROW, 451
ORIGINALMIPENTS, 490 PRESOLVEOPS, 451
ORIGINALQCELEMS, 490 PRESOLVEPASSES, 452
ORIGINALQCONSTRAINTS, 490 PRESOLVESTATE, 493
ORIGINALQELEMS, 491 PRESORT, 452
ORIGINALROWS, 491 pricing, 453
ORIGINALSETMEMBERS, 491 Devex, 453
ORIGINALSETS, 491 partial, 443, 453
OUTPUTLOG, 354, 441 PRICINGALG, 453
OUTPUTMASK, 377, 380, 442 primal infeasibilities, 477, 498
OUTPUTTOL, 442 PRIMALDUALINTEGRAL, 494
PRIMALINFEAS, 494
P PRIMALOPS, 453
PARENTNODE, 492 PRIMALPERTURB, 454
PEAKMEMORY, 492 PRIMALUNSHIFT, 454
PEAKTOTALTREEMEMORYUSAGE, 492 PRINTRANGE, 298, 374
PENALTY, 442 PRINTSOL, 299, 375
PENALTYVALUE, 492 priorities, 190, 305, 503, 553
performance, 29, 507, 509 problem
PERTURB, 442 file access, 306, 373
PHYSICALCORESDETECTED, 492 input, 8, 267
PHYSICALCORESPERCPUDETECTED, 493 name, 27, 224, 356
pivot, 458, 513 pointers, 7
list of variables, 219 problem attributes, 10
order of basic variables, 218 prefix, 474
PIVOTTOL, 443 retrieving values, 188, 200, 237
positive semi-definite matrix, 15 problem pointers, 155

Fair Isaac Corporation Confidential and Proprietary Information 570

Index

copying, 154 running time, 430

deletion, 164
pseudo cost, 190, 305, 454, 553 S
PSEUDOCOST, 454 SAVE, 342, 344
SBBEST, 459
Q SBEFFORT, 459
QCCUTS, 455 SBESTIMATE, 460
QCELEMS, 494 SBITERLIMIT, 460
QCONSTRAINTS, 494 SBSELECT, 460
QCROOTALG, 455 SCALE, 46, 345
QELEMS, 495 SCALING, 46, 345, 461
QSIMPLEXOPS, 455 scaling, 45, 345, 509
quadratic programming, 510 security system, 6
coefficients, 144, 147, 225, 495 sensitivity analysis, 169
loading global problem, 282 set
loading problem, 285 returning names, 215
QUADRATICUNSHIFT, 456 SETARCHCONSISTENCY, 78
QUIT, 300, 358 SETDEFAULTCONTROL, 350
SETDEFAULTS, 351
R SETLOGFILE, 354
RANDOMSEED, 456 SETMEMBERS, 496
RANGE, 298, 301, 374 SETPROBNAME, 356
RANGENAME, 495 SETS, 496
ranging, 150, 151, 178, 495 sets, 486, 496
information, 301 addition, 128
name, 439 deletion, 163
retrieve values, 232 names, 129
READBASIS, 302 shadow prices, 301
READBINSOL, 303 SIFTING, 461
READDIRS, 304, 553 simplex
READPROB, 306 crossover, 19
READSLXSOL, 308 log callback, 107, 325
reduced costs, 10, 169, 441 number of iterations, 9, 496
REFACTOR, 456 output, 19, 32
REFINEMIPSOL, 309 perturbation, 382, 404, 442, 454
REFINEOPS, 457 type of crash, 398
relaxation, see LP relaxation simplex log, 423
RELAXTREEMEMORYLIMIT, 457 simplex pivot, see pivot
RELPIVOTTOL, 458 SIMPLEXITER, 496
REPAIRINDEFINITEQ, 458 SLEEPONTHREADWAIT, 462
REPAIRINFEAS, 339 solution, 8, 10, 14, 209
RESTORE, 342 beginning search, 290
return codes, 54, 166, 300, 358 output, 299, 375, 379
RHSNAME, 495 SOSREFTOL, 462
right hand side, 149, 230 SPARECOLS, 496
name, 439 SPAREELEMS, 497
ranges, 301 SPAREMIPENTS, 497
retrieve range values, 231 SPAREROWS, 497
ROOTPRESOLVE, 458 SPARESETELEMS, 497
ROWS, 495 SPARESETS, 497
rows special order sets
addition, 126 branching, 22
deletion, 162 special ordered sets, 14, 264, 282
extra rows, 408, 497 STOP, 166, 300, 358
indices, 196 STOPSTATUS, 498
model cuts, 271 student mode, 507
names, 124, 215 SUMPRIMALINF, 498
nonzeros, 233 supported APIs, 1
number, 491, 495 SYMMETRY, 462
types, 151, 234 SYMSELECT, 463

Fair Isaac Corporation Confidential and Proprietary Information 571

Index

SYSTEMMEMORY, 498 WRITEBASIS, 370

WRITEBINSOL, 371
T WRITEDIRS, 372
THREADS, 463 WRITEPROB, 373
tightening WRITEPRTRANGE, 374
bound, 29 WRITEPRTSOL, 10, 375
coefficient, 29 WRITERANGE, 376
TIME, 499 WRITESLXSOL, 378
tolerance, 409, 424, 425, 431, 437, 441–443, 458 WRITESOL, 379, 547
TRACE, 42, 463
tracing, 514 X
tree, see global search XPRESSVERSION, 499
TREECOMPRESSION, 464 XPRS_bo_addbounds, 56
TREECOVERCUTS, 464 XPRS_bo_addbranches, 57
TREECUTSELECT, 464 XPRS_bo_addcuts, 58
TREEDIAGNOSTICS, 465 XPRS_bo_addrows, 59
TREEGOMCUTS, 465 XPRS_bo_create, 61
TREEMEMORYLIMIT, 465 XPRS_bo_destroy, 63
TREEMEMORYSAVINGTARGET, 466 XPRS_bo_getbounds, 64
TREEMEMORYUSAGE, 499 XPRS_bo_getbranches, 65
TREEPRESOLVE, 466 XPRS_bo_getid, 66
TREEPRESOLVE_KEEPBASIS, 467 XPRS_bo_getlasterror, 67
TREEQCCUTS, 467 XPRS_bo_getrows, 68
TUNE, 364 XPRS_bo_setpreferredbranch, 69
TUNERHISTORY, 467 XPRS_bo_setpriority, 70
TUNERMAXTIME, 468 XPRS_bo_store, 71
TUNERMETHOD, 468 XPRS_bo_validate, 72
TUNERMETHODFILE, 469 XPRS_ge_addcbmsghandler, 73
TUNERMODE, 469 XPRS_ge_getcbmsghandler, 74
TUNEROUTPUT, 469 XPRS_ge_getlasterror, 75
TUNEROUTPUTPATH, 470 XPRS_ge_removecbmsghandler, 76
TUNERPERMUTE, 470 XPRS_ge_setarchconsistency, 78
TUNERROOTALG, 470 XPRS_ge_setcbmsghandler, 77
TUNERSESSIONNAME, 471 XPRS_nml_addnames, 79
TUNERTARGET, 471 XPRS_nml_copynames, 80
TUNERTHREADS, 472 XPRS_nml_create, 81
XPRS_nml_destroy, 82
U XPRS_nml_findname, 83
unboundedness, 21, 45, 240 XPRS_nml_getlasterror, 84
USERSOLHEURISTIC, 472 XPRS_nml_getmaxnamelen, 85
UUID, 499 XPRS_nml_getnamecount, 86
XPRS_nml_getnames, 87
V XPRS_nml_removenames, 88
variables XPRS_MINUSINFINITY, 121, 182
binary, 13, 16, 264, 282, 538 XPRS_PLUSINFINITY, 121
continuous, 264, 282, 538 XPRSaddcbbariteration, 89
continuous integer, 264, 282 XPRSaddcbbarlog, 20, 32, 91
infeasible, 235 XPRSaddcbchecktime, 93
integer, 13, 264, 282, 538 XPRSaddcbchgbranch, 33, 94
partial integer, 14, 264, 282, 538 XPRSaddcbchgbranchobject, 95
primal, 198 XPRSaddcbchgnode, 32, 96
selection, 22 XPRSaddcbcutlog, 97
semi-continuous, 14 XPRSaddcbcutmgr, 98
semi-continuous integer, 14 XPRSaddcbdestroymt, 99
slack, 10, 159 XPRSaddcbestimate, 100
VARSELECTION, 473 XPRSaddcbgapnotify, 101
VERSION, 473 XPRSaddcbgloballog, 33, 103
version number, 473 XPRSaddcbinfnode, 32, 104
XPRSaddcbintsol, 33, 105
W
XPRSaddcblplog, 19, 32, 107
warning messages, 32

Fair Isaac Corporation Confidential and Proprietary Information 572

Index

XPRSaddcbmessage, 7, 32, 108, 354 XPRSdumpcontrols, 165

XPRSaddcbmessageVB, 109 XPRSestimaterowdualranges, 167
XPRSaddcbmipthread, 110 XPRSfeaturequery, 168
XPRSaddcbnewnode, 32, 111 XPRSfixglobals, 169, 301
XPRSaddcbnodecutoff, 33, 112 XPRSfree, 6, 170
XPRSaddcboptnode, 32, 113 XPRSftran, 171
XPRSaddcbpreintsol, 33, 114 XPRSgetattribinfo, 172
XPRSaddcbprenode, 32, 116 XPRSgetbanner, 173
XPRSaddcbpresolve, 92 XPRSgetbasis, 174
XPRSaddcbsepnode, 117 XPRSgetbasisval, 175
XPRSaddcbusersolnotify, 119 XPRSgetcheckedmode, 176
XPRSaddcols, 28, 120 XPRSgetcoef, 177
XPRSaddcols64, 120 XPRSgetcolrange, 178
XPRSaddcuts, 34, 122 XPRSgetcols, 28, 179
XPRSaddcuts64, 122 XPRSgetcols64, 179
XPRSaddmipsol, 123 XPRSgetcoltype, 28, 180
XPRSaddnames, 8, 120, 124 XPRSgetcontrolinfo, 181
XPRSaddqmatrix, 125 XPRSgetcpcutlist, 34, 182
XPRSaddqmatrix64, 125 XPRSgetcpcuts, 34, 183
XPRSaddrows, 28, 126 XPRSgetcpcuts64, 183
XPRSaddrows64, 126 XPRSgetcutlist, 34, 184
XPRSaddsetnames, 129 XPRSgetcutmap, 185
XPRSaddsets, 128 XPRSgetcutslack, 186
XPRSaddsets64, 128 XPRSgetdaysleft, 187
XPRSalter, 130, 507, 555 XPRSgetdblattrib, 10, 188, 474
XPRSbasiscondition, 131 XPRSgetdblcontrol, 189
XPRSbasisstability, 132 XPRSgetdirs, 190
XPRSbtran, 133 XPRSgetdualray, 191
XPRScalcobjective, 134 XPRSgetglobal, 192
XPRScalcreducedcosts, 135 XPRSgetglobal64, 192
XPRScalcslacks, 136 XPRSgetiisdata, 194
XPRScalcsolinfo, 137 XPRSgetindex, 196, 513
XPRSchgbounds, 139 XPRSgetindicators, 197
XPRSchgcoef, 28, 140 XPRSgetinfeas, 198
XPRSchgcoltype, 28, 141 XPRSgetintattrib, 10, 200, 474
XPRSchgglblimit, 142 XPRSgetintattrib64, 200
XPRSchgmcoef, 28, 140, 143 XPRSgetintcontrol, 9, 201, 381
XPRSchgmcoef64, 143 XPRSgetintcontrol64, 201
XPRSchgmqobj, 28, 144 XPRSgetlastbarsol, 202
XPRSchgmqobj64, 144 XPRSgetlasterror, 203
XPRSchgobj, 28, 145, 511 XPRSgetlb, 28, 204
XPRSchgobjsense, 146 XPRSgetlicerrmsg, 205
XPRSchgqobj, 28, 147 XPRSgetlpsol, 10, 206
XPRSchgqrowcoeff, 28, 148 XPRSgetlpsolval, 207
XPRSchgrhs, 28, 149 XPRSgetmessagestatus, 208
XPRSchgrhsrange, 28, 150 XPRSgetmipsol, 209
XPRSchgrowtype, 28, 151 XPRSgetmipsolval, 210
XPRScopycallbacks, 152, 154 XPRSgetmqobj, 211
XPRScopycontrols, 153, 154 XPRSgetmqobj64, 211
XPRScopyprob, 154 XPRSgetnamelist, 212
XPRScreateprob, 7, 155 XPRSgetnamelistobject, 214
XPRScrossoverlpsol, 156 XPRSgetnames, 28, 215
XPRSdelcols, 28, 157 XPRSgetobj, 28, 216, 511
XPRSdelcpcuts, 34, 158 XPRSgetobjecttypename, 217
XPRSdelcuts, 34, 158, 159 XPRSgetpivotorder, 218
XPRSdelindicators, 160 XPRSgetpivots, 219
XPRSdelqmatrix, 161 XPRSgetpresolvebasis, 31, 220
XPRSdelrows, 28, 162 XPRSgetpresolvemap, 221
XPRSdelsets, 163 XPRSgetpresolvesol, 31, 222
XPRSdestroyprob, 7, 155, 164 XPRSgetprimalray, 223

Fair Isaac Corporation Confidential and Proprietary Information 573

Index

XPRSgetprobname, 224 XPRSpivot, 294

XPRSgetqobj, 28, 225 XPRSpostsolve, 243, 295
XPRSgetqrowcoeff, 226 XPRSpresolverow, 296
XPRSgetqrowqmatrix, 28, 227 XPRSrange, 178, 232, 298, 301, 374
XPRSgetqrowqmatrixtriplets, 28, 228 XPRSreadbasis, 302
XPRSgetqrows, 229 XPRSreadbinsol, 303
XPRSgetrhs, 28, 230 XPRSreaddirs, 304, 553
XPRSgetrhsrange, 28, 231 XPRSreadprob, 8, 306
XPRSgetrowrange, 232 XPRSreadslxsol, 308
XPRSgetrows, 28, 233 XPRSrefinemipsol, 309
XPRSgetrows64, 233 XPRSremovecbbariteration, 310
XPRSgetrowtype, 28, 234 XPRSremovecbbarlog, 312
XPRSgetscaledinfeas, 31, 235 XPRSremovecbchecktime, 315
XPRSgetstrattrib, 10, 237, 474 XPRSremovecbchgbranch, 313
XPRSgetstrcontrol, 238 XPRSremovecbchgbranchobject, 314
XPRSgetstringattrib, 237 XPRSremovecbchgnode, 316
XPRSgetstringcontrol, 238 XPRSremovecbcutlog, 317
XPRSgetub, 28, 239 XPRSremovecbcutmgr, 318
XPRSgetunbvec, 240 XPRSremovecbdestroymt, 319
XPRSgetversion, 241 XPRSremovecbestimate, 320
XPRSglobal, 242 XPRSremovecbgapnotify, 321
XPRSgoal, 48, 244 XPRSremovecbgloballog, 322
XPRSiisall, 249 XPRSremovecbinfnode, 323
XPRSiisclear, 250 XPRSremovecbintsol, 324
XPRSiisfirst, 251 XPRSremovecblplog, 325
XPRSiisisolations, 252 XPRSremovecbmessage, 326
XPRSiisnext, 253 XPRSremovecbmipthread, 327
XPRSiisstatus, 254 XPRSremovecbnewnode, 328
XPRSiiswrite, 255 XPRSremovecbnodecutoff, 329
XPRSinit, 6, 155, 170, 173, 256 XPRSremovecboptnode, 330
XPRSinitglobal, 243, 257 XPRSremovecbpreintsol, 331
XPRSinterrupt, 258 XPRSremovecbprenode, 332
XPRSloadbasis, 259 XPRSremovecbpresolve, 311
XPRSloadbranchdirs, 260 XPRSremovecbsepnode, 333
XPRSloadcuts, 34, 261 XPRSremovecbusersolnotify, 334
XPRSloaddelayedrows, 262 XPRSrepairinfeas, 335
XPRSloaddirs, 263 XPRSrepairweightedinfeas, 337
XPRSloadglobal, 8, 264 XPRSrepairweightedinfeasbounds, 339
XPRSloadglobal64, 264 XPRSrestore, 342
XPRSloadlp, 8, 267 XPRSrhssa, 343
XPRSloadlp64, 267 XPRSsave, 342, 344
XPRSloadlpsol, 269 XPRSsaveas, 344
XPRSloadmipsol, 270 XPRSscale, 46, 345
XPRSloadmodelcuts, 271 XPRSsetbranchbounds, 346
XPRSloadpresolvebasis, 31, 272 XPRSsetbranchcuts, 347
XPRSloadpresolvedirs, 31, 273 XPRSsetcheckedmode, 348
XPRSloadqcqp, 8, 274 XPRSsetdblcontrol, 349
XPRSloadqcqp64, 274 XPRSsetdefaultcontrol, 350
XPRSloadqcqpglobal, 278 XPRSsetdefaults, 351
XPRSloadqcqpglobal64, 278 XPRSsetindicators, 352
XPRSloadqglobal, 8, 282 XPRSsetintcontrol, 9, 353, 381
XPRSloadqglobal64, 282 XPRSsetintcontrol64, 353
XPRSloadqp, 8, 285 XPRSsetlogfile, 19, 20, 354
XPRSloadqp64, 285 XPRSsetmessagestatus, 355
XPRSloadsecurevecs, 288 XPRSsetprobname, 356
XPRSlpoptimize, 9, 289 XPRSsetstrcontrol, 357
XPRSmaxim, 290 XPRSstorebounds, 359
XPRSminim, 290 XPRSstorecuts, 34, 360
XPRSmipoptimize, 9, 292 XPRSstorecuts64, 360
XPRSobjsa, 293 XPRSstrongbranch, 362

Fair Isaac Corporation Confidential and Proprietary Information 574

Index

XPRSstrongbranchcb, 363
XPRStune, 366
XPRStunerreadmethod, 367
XPRStunerwritemethod, 368
XPRSunloadprob, 369
XPRSwritebasis, 370
XPRSwritebinsol, 371
XPRSwritedirs, 372
XPRSwriteprob, 373
XPRSwriteprtrange, 374
XPRSwriteprtsol, 10, 375
XPRSwriterange, 376
XPRSwriteslxsol, 10, 378
XPRSwritesol, 10, 379, 547

Fair Isaac Corporation Confidential and Proprietary Information 575