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ILOG CPLEX 11.0 User's Manual

ILOG CPLEX 11.0 User's Manual

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variables, however, lose feasibility if a small change is made in their value, so thispost-solution information cannot be used to evaluate changes in problem data in the usualway of continuous models.Integer variables often represent major structural decisions in a model, and many continuousvariables of the model may be related to these major decisions. With that observation inmind, if you take the integer variable solution values as given, then you can obtain usefulpost-solution information, applying only to the continuous variables, in the usual way. Thisis the idea behind the so-called "fixed MIP" problem, a form of the MIP problem where allof the discrete variables are placed at values corresponding to the MIP solution, and thus it isa continuous problem though not strictly a relaxation of the MIP.If you wish to access dual information in such a problem, first optimize your MILP problemto create the fixed MILP problem; then re-optimize it, like this:◆◆◆In Concert Technology, call the method solveFixed. (There is no explicit problem typein Concert Technology, so there is no need to change the problem type as in othercomponents.)In the Callable Library, call the routine CPXchgprobtype with the argumentCPXPROB_FIXEDMILP as the problem type and then call CPXlpopt.In the Interactive Optimizer, use these commands to change the problem type andre-optimize:●●change problem fixed_milpoptimizeProgress Reports: Interpreting the Node LogAs explained earlier, when <strong>ILOG</strong> <strong>CPLEX</strong> optimizes mixed integer programs, it builds a treewith the linear relaxation of the original MIP at the root and subproblems to optimize at thenodes of the tree. <strong>ILOG</strong> <strong>CPLEX</strong> reports its progress in optimizing the original problem in anode log file as it traverses this tree.You control how information in the log file is recorded and displayed, through two<strong>ILOG</strong> <strong>CPLEX</strong> parameters. The MIPDisplay parameter controls the general nature of theoutput that goes to the node log. Table 14.13 summarizes its possible values and theireffects.<strong>ILOG</strong> <strong>CPLEX</strong> <strong>11.0</strong> — USER’ S MANUAL 283

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