CPLEX MIP 当前节点 LP 松弛

Question

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

我已经注册了一个回调函数 (CPXsetsolvecallbackfunc)，以便在每次有新节点可用时得到通知。在回调中，我使用 CPXgetcallbackinfo 检索节点信息并使用 CPXgetcallbacknodelp 检索线性松弛，但不幸的是，过程 CPXsolution returns 不存在解决方案并且 MIP 优化退出。

这是从 IBM example 开始实现的示例代码，其中假定环境和问题已正确初始化。

struct noderange {
int startnode;
int endnode;
 };
typedef struct noderange NODERANGE;

NODERANGE     nodeswritten;
nodeswritten.startnode = -1;
nodeswritten.endnode = 2100000000;

status = CPXsetsolvecallbackfunc(environment, usersolve, &nodeswritten);
if(status) {goto TERMINATE;} 

status = CPXmipopt(environment, problem);
if(status) {goto TERMINATE;}

usersolve 过程在哪里

static int CPXPUBLIC usersolve(CPXCENVptr env, void *cbdata, int wherefrom, void *cbhandle, int *useraction_p) {

int       status = 0;
int       nodecount;
static    int count = 0;
CPXLPptr  nodelp;
NODERANGE *nodeswritten;

*useraction_p = CPX_CALLBACK_DEFAULT;
nodeswritten = (NODERANGE *)cbhandle;

/* Find out what node is being processed */

status = CPXgetcallbackinfo(env, cbdata, wherefrom, CPX_CALLBACK_INFO_NODE_COUNT, &nodecount);
if (status)  goto TERMINATE;

if (nodecount >= nodeswritten->startnode && nodecount <= nodeswritten->endnode) {

    /* Get pointer to LP subproblem, then write a SAV file. */

    status = CPXgetcallbacknodelp(env, cbdata, wherefrom, &nodelp);
    if (status)  goto TERMINATE;

    int rows = CPXgetnumcols(env, nodelp);
    int cols = CPXgetnumrows(env, nodelp);

    int lpstat;
    double objval;
    double* x = (double*)malloc(sizeof(double) * CPXgetnumcols(env, nodelp));
    double* dj = (double*)malloc(sizeof(double) * CPXgetnumcols(env, nodelp));

    double* pi = (double*)malloc(sizeof(double) * CPXgetnumrows(env, nodelp));
    double* slack = (double*)malloc(sizeof(double) * CPXgetnumrows(env, nodelp));

    status = CPXsolution(env, nodelp, &lpstat, &objval, x, pi, slack, dj);
    printf("Solutionstatus = %d\n", lpstat);

    if (status) { goto TERMINATE; } // <--- HERE it returns no solution exists

    free(x);
    free(dj);
    free(pi);
    free(slack);

    printf("[%d]\trows = %d cols = %d\t sol stat = %d\t z = %f\n", nodecount, rows, cols, lpstat, objval);



    if (nodecount == nodeswritten->endnode)  status = 1;
    count++;
}


TERMINATE:
return (status);

}

Answer 1

我发现了问题，在之前调用了回调，子问题已经解决，所以 CPXsolution returns 不存在解决方案。

CPLEX MIP 当前节点 LP 松弛

CPLEX MIP current node LP relaxation

c

cplex