| [557] | 1 | <?xml version="1.0" encoding="ISO-8859-1" standalone="no"?> |
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| 2 | <html xmlns="http://www.w3.org/1999/xhtml"><head><title>Quadratic MIP</title><meta name="generator" content="DocBook XSL Stylesheets V1.61.2"/><link rel="home" href="index.html" title="CBC User Guide"/><link rel="up" href="ch06.html" title="Chapter 6. Advance Solver Uses "/><link rel="previous" href="ch06.html" title="Chapter 6. Advance Solver Uses "/><link rel="next" href="ch07.html" title="Chapter 7. More Samples "/></head><body><div class="navheader"><table width="100%" summary="Navigation header"><tr><th colspan="3" align="center">Quadratic MIP</th></tr><tr><td width="20%" align="left"><a accesskey="p" href="ch06.html">Prev</a> </td><th width="60%" align="center">Chapter 6. |
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| 3 | Advance Solver Uses |
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| 4 | </th><td width="20%" align="right"> <a accesskey="n" href="ch07.html">Next</a></td></tr></table><hr/></div><div class="section" lang="en"><div class="titlepage"><div><div><h2 class="title" style="clear: both"><a id="quadratic"/>Quadratic MIP</h2></div></div><div/></div><p> |
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| 5 | To give another example - again only for illustrative purposes -- it is possible to do quadratic |
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| 6 | MIP with CBC. In this case, we make <tt class="function">resolve</tt> the same as |
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| 7 | <tt class="function">initialSolve</tt>. |
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| 8 | The full code is in <tt class="filename">ClpQuadInterface.hpp</tt> and |
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| 9 | <tt class="filename">ClpQuadInterface.cpp</tt> located in the CBC Samples directory, see |
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| 10 | <a href="ch07.html" title="Chapter 7. More Samples ">Chapter 7, <i> |
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| 11 | More Samples |
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| 12 | </i></a>). |
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| 13 | </p><div class="example"><a id="id3186683"/><p class="title"><b>Example 6.5. Solving a Quadratic MIP</b></p><pre class="programlisting"> |
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| 14 | |
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| 15 | // save cutoff |
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| 16 | double cutoff = modelPtr_->dualObjectiveLimit(); |
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| 17 | modelPtr_->setDualObjectiveLimit(1.0e50); |
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| 18 | modelPtr_->scaling(0); |
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| 19 | modelPtr_->setLogLevel(0); |
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| 20 | // solve with no objective to get feasible solution |
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| 21 | setBasis(basis_,modelPtr_); |
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| 22 | modelPtr_->dual(); |
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| 23 | basis_ = getBasis(modelPtr_); |
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| 24 | modelPtr_->setDualObjectiveLimit(cutoff); |
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| 25 | if (modelPtr_->problemStatus()) |
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| 26 | return; // problem was infeasible |
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| 27 | // Now pass in quadratic objective |
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| 28 | ClpObjective * saveObjective = modelPtr_->objectiveAsObject(); |
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| 29 | modelPtr_->setObjectivePointer(quadraticObjective_); |
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| 30 | modelPtr_->primal(); |
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| 31 | modelPtr_->setDualObjectiveLimit(cutoff); |
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| 32 | if (modelPtr_->objectiveValue()>cutoff) |
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| 33 | modelPtr_->setProblemStatus(1); |
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| 34 | modelPtr_->setObjectivePointer(saveObjective); |
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| 35 | |
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| 36 | </pre></div></div><div class="navfooter"><hr/><table width="100%" summary="Navigation footer"><tr><td width="40%" align="left"><a accesskey="p" href="ch06.html">Prev</a> </td><td width="20%" align="center"><a accesskey="u" href="ch06.html">Up</a></td><td width="40%" align="right"> <a accesskey="n" href="ch07.html">Next</a></td></tr><tr><td width="40%" align="left" valign="top">Chapter 6. |
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| 37 | Advance Solver Uses |
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| 38 | </td><td width="20%" align="center"><a accesskey="h" href="index.html">Home</a></td><td width="40%" align="right" valign="top"> Chapter 7. |
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| 39 | More Samples |
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| 40 | </td></tr></table></div></body></html> |
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