ILOG CPLEX 11.0 User's Manual

Changing Problem Type in MIPsConcert Technology applications treat all models as capable of containing integer variables,and thus these variable declarations may be added or deleted at will. When extracting amodel with integer variables, it will automatically detect it as a MIP and make the requiredadjustments to internal data structures.However, the other ways of using ILOG CPLEX, the Callable Library and the InteractiveOptimizer, require an explicit declaration of a problem type to distinguish continuous LPs,QPs, and QCPs from MIPs. Techniques to declare the problem type with the CallableLibrary and the Interactive Optimizer are discussed in this topic.When you enter a problem, ILOG CPLEX detects the problem type from the availableinformation. If the problem is read from a file (LP, MPS, or SAV format, for example), orentered interactively, the problem type is discovered according to Table 14.3.Table 14.3 Problem Type DefinitionsProblemTypeNo IntegerVariablesHas IntegerVariablesNo QuadraticTerms in theObjectiveFunctionHasQuadraticTerms in theObjectiveFunctionHasQuadraticTerms inConstraintslp X Xqp X Xqcp X possibly Xmilp X Xmiqp X Xmiqcp X possibly XHowever, if you enter a problem with no integer variables, so that its problem type is initiallylp, qp, or qcp, and you then wish to modify the problem to contain integer variables, this isaccomplished by first changing the problem type to milp, miqp, or miqcp. Conversely, ifyou have entered an MILP, MIQP, or MIQCP model and wish to remove all the integerdeclarations and thus convert the model to a continuous formulation, you can change theproblem type to lp, qp, or qcp. Note that deleting each of the integer variable declarationsindividually still leaves the problem type as milp, miqp, or miqcp, although in mostinstances the distinction between this problem and its continuous counterpart is somewhatarbitrary in terms of the steps that will be taken to solve it.Thus, when using the Interactive Optimizer, you use the command change problem withone of the following options:ILOG CPLEX 11.0 — USER’ S MANUAL 259