FICOTM Xpress Optimization Suite

Xpress-Optimizer
Reference manual

Release 20.00

Last update 3 June 2009

[Link] Make every decision countTM

Published by Fair Isaac Corporation
c
Copyright Fair Isaac Corporation 2009. All rights reserved.
All trademarks referenced in this manual that are not the property of Fair Isaac are acknowledged.
All companies, products, names and data contained within this book are completely fictitious and are used solely to illustrate
the use of Xpress. Any similarity between these names or data and reality is purely coincidental.

How to Contact the Xpress Team

Information, Sales and Licensing

USA, CANADA AND ALL AMERICAS

Email: XpressSalesUS@[Link]

WORLDWIDE
Email: XpressSalesUK@[Link]
Tel: +44 1926 315862
Fax: +44 1926 315854
FICO, Xpress team
Leam House, 64 Trinity Street
Leamington Spa
Warwickshire CV32 5YN
UK

Product Support

Email: Support@[Link]
(Please include ’Xpress’ in the subject line)

Telephone:
NORTH AMERICA
Tel (toll free): +1 (877) 4FI-SUPP
Fax: +1 (402) 496-2224
EUROPE, MIDDLE EAST, AFRICA
Tel: +44 (0) 870-420-3777
UK (toll free): 0800-0152-153
South Africa (toll free): 0800-996-153
Fax: +44 (0) 870-420-3778
ASIA-PACIFIC, LATIN AMERICA, CARIBBEAN
Tel: +1 (415) 446-6185
Brazil (toll free): 0800-891-6146

For the latest news and Xpress software and documentation updates, please visit the Xpress website at
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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 Xpress . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2
1.2.3 Scripting Console Xpress . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
1.2.4 Interrupting Console Xpress . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5
1.3 Manual Layout . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5

2 Basic Usage 6
2.0.1 Initialization . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6
2.0.2 The Problem Pointer . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
2.0.3 Logging . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
2.0.4 Problem Loading . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8
2.0.5 Problem Solving . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9
2.0.6 Interrupting the Solve . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9
2.0.7 Results Processing . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10
2.1 Function Quick Reference . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11
2.1.1 Administration . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11
2.1.2 Problem loading . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11
2.1.3 Problem solving . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12
2.1.4 Results processing . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12
2.2 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 Nonlinear Programs (NLPs) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16

4 Solution Methods 17
4.1 Simplex Method . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17
4.1.1 Output . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18
4.2 Newton Barrier Method . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18
4.2.1 Crossover . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19
4.2.2 Output . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19
4.3 Branch and Bound . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19
4.3.1 Theory . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19
4.3.2 Node and Variable Selection . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21
4.3.3 Variable Selection for Branching . . . . . . . . . . . . . . . . . . . . . . . . . . . 21

FICO Xpress-Optimizer Reference Manual c

2009 Fair Isaac Corporation. All rights reserved. page i
 4.3.4 Node Selection . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22
4.3.5 Adjusting the Cutoff Value . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22
4.3.6 Stopping Criteria . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22
4.3.7 Integer Preprocessing . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23
4.4 QCQP Methods . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23
4.4.1 The convexity check . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23
4.4.2 Turning the automatic convexity check off and numerical issues . . . . . . . . . 23
4.5 Convex Nonlinear Objective Methods . . . . . . . . . . . . . . . . . . . . . . . . . . . . 24

5 Advanced Usage 26
5.1 Problem Names . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 26
5.2 Manipulating the Matrix . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 26
5.2.1 Reading the Matrix . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 27
5.2.2 Modifying the Matrix . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 27
5.3 Working with Presolve . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 28
5.3.1 (Mixed) Integer Programming Problems . . . . . . . . . . . . . . . . . . . . . . . 28
5.3.2 Common Causes of Confusion . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 29
5.4 Using the Callbacks . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 29
5.4.1 Optimizer Output . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 29
5.4.2 LP Search Callbacks . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 29
5.4.3 Global Search Callbacks . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 30
5.5 Working with the Cut Manager . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 31
5.5.1 Cuts and the Cut Pool . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 31
5.5.2 Cut Management Routines . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 31
5.5.3 User Cut Manager Routines . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 32
5.6 Solving Problems Using Multiple Threads . . . . . . . . . . . . . . . . . . . . . . . . . . 32

6 Infeasibility, Unboundedness and Instability 34

6.1 Infeasibility . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 34
6.1.1 Diagnosis in Presolve . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 35
6.1.2 Diagnosis using Primal Simplex . . . . . . . . . . . . . . . . . . . . . . . . . . . . 35
6.1.3 Irreducible Infeasible Sets . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 35
6.1.4 The Infeasibility Repair Utility . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 36
6.1.5 Integer Infeasibility . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 37
6.2 Unboundedness . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 38
6.3 Instability . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 38
6.3.1 Scaling . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 38
6.3.2 Accuracy . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 39

7 Goal Programming 41
7.0.3 Overview . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 41
7.0.4 Pre-emptive Goal Programming Using Constraints . . . . . . . . . . . . . . . . . 41
7.0.5 Archimedean Goal Programming Using Constraints . . . . . . . . . . . . . . . . 42
7.0.6 Pre-emptive Goal Programming Using Objective Functions . . . . . . . . . . . . 42
7.0.7 Archimedean Goal Programming Using Objective Functions . . . . . . . . . . . 43

8 Console and Library Functions 45

8.1 Console Mode Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 45
8.2 Layout For Function Descriptions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 46
Function Name . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 47
Purpose . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 47
Synopsis . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 47
Arguments . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 47
Error Values . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 47
Associated Controls . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 47
Examples . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 47

Contents c
2009 Fair Isaac Corporation. All rights reserved. page ii
 Further Information . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 47
Related Topics . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 47
XPRS_bo_addbounds . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 48
XPRS_bo_addbranches . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 49
XPRS_bo_addrows . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 50
XPRS_bo_create . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 51
XPRS_bo_destroy . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 53
XPRS_bo_getbounds . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 54
XPRS_bo_getbranches . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 55
XPRS_bo_getlasterror . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 56
XPRS_bo_getrows . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 57
XPRS_bo_setcbmsghandler . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 58
XPRS_bo_setpreferredbranch . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 59
XPRS_bo_setpriority . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 60
XPRS_bo_store . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 61
XPRS_ge_getlasterror . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 62
XPRS_ge_setcbmsghandler . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 63
XPRS_nml_addnames . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 64
XPRS_nml_copynames . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 65
XPRS_nml_create . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 66
XPRS_nml_destroy . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 67
XPRS_nml_findname . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 68
XPRS_nml_getlasterror . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 69
XPRS_nml_getmaxnamelen . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 70
XPRS_nml_getnamecount . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 71
XPRS_nml_getnames . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 72
XPRS_nml_removenames . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 73
XPRS_nml_setcbmsghandler . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 74
XPRSaddcols . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 75
XPRSaddcuts . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 77
XPRSaddnames . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 78
XPRSaddqmatrix . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 79
XPRSaddrows . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 80
XPRSaddsets . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 82
XPRSaddsetnames . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 83
XPRSalter (ALTER) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 84
XPRSbasiscondition (BASISCONDITION) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 85
XPRSbtran . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 86
CHECKCONVEXITY . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 87
XPRSchgbounds . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 88
XPRSchgcoef . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 89
XPRSchgcoltype . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 90
XPRSchgmcoef . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 91
XPRSchgmqobj . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 92
XPRSchgobj . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 93
XPRSchgobjsense (CHGOBJSENSE) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 94
XPRSchgqobj . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 95
XPRSchgqrowcoeff . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 96
XPRSchgrhs . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 97
XPRSchgrhsrange . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 98
XPRSchgrowtype . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 99
XPRScopycallbacks . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 100
XPRScopycontrols . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 101
XPRScopyprob . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 102
XPRScreateprob . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 103

Contents c
2009 Fair Isaac Corporation. All rights reserved. page iii
 XPRSdelcols . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 104
XPRSdelcpcuts . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 105
XPRSdelcuts . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 106
XPRSdelindicators . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 107
XPRSdelnode . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 108
XPRSdelqmatrix . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 109
XPRSdelrows . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 110
XPRSdelsets . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 111
XPRSdestroyprob . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 112
DUMPCONTROLS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 113
EXIT . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 114
XPRSfixglobals (FIXGLOBALS) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 115
XPRSfree . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 116
XPRSftran . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 117
XPRSgetbanner . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 118
XPRSgetbasis . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 119
XPRSgetcbbariteration . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 120
XPRSgetcbbarlog . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 121
XPRSgetcbchgbranch . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 122
XPRSgetcbchgbranchobject . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 123
XPRSgetcbchgnode . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 124
XPRSgetcbcutlog . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 125
XPRSgetcbcutmgr . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 126
XPRSgetcbdestroymt . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 127
XPRSgetcbestimate . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 128
XPRSgetcbgloballog . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 129
XPRSgetcbinfnode . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 130
XPRSgetcbintsol . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 131
XPRSgetcblplog . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 132
XPRSgetcbmessage . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 133
XPRSgetcbmipthread . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 134
XPRSgetcbnewnode . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 135
XPRSgetcbnlpevaluate . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 136
XPRSgetcbnlpgradient . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 137
XPRSgetcbnlphessian . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 138
XPRSgetcbnodecutoff . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 139
XPRSgetcboptnode . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 140
XPRSgetcbpreintsol . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 141
XPRSgetcbprenode . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 142
XPRSgetcbsepnode . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 143
XPRSgetcoef . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 144
XPRSgetcolrange . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 145
XPRSgetcols . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 146
XPRSgetcoltype . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 147
XPRSgetcpcutlist . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 148
XPRSgetcpcuts . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 149
XPRSgetcutlist . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 150
XPRSgetcutmap . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 151
XPRSgetcutslack . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 152
XPRSgetdaysleft . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 153
XPRSgetdblattrib . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 154
XPRSgetdblcontrol . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 155
XPRSgetdirs . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 156
XPRSgetglobal . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 157
XPRSgetiisdata . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 159

Contents c
2009 Fair Isaac Corporation. All rights reserved. page iv
 XPRSgetindex . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 161
XPRSgetindicators . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 162
XPRSgetinfeas . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 163
XPRSgetintattrib . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 165
XPRSgetintcontrol . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 166
XPRSgetlasterror . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 167
XPRSgetlb . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 168
XPRSgetlicerrmsg . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 169
XPRSgetlpsol . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 170
XPRSgetmessagestatus (GETMESSAGESTATUS) . . . . . . . . . . . . . . . . . . . . . . . . . . 171
XPRSgetmipsol . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 172
XPRSgetmqobj . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 173
XPRSgetnamelist . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 174
XPRSgetnamelistobject . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 176
XPRSgetnames . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 177
XPRSgetobj . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 178
XPRSgetobjecttypename . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 179
XPRSgetpivotorder . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 180
XPRSgetpivots . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 181
XPRSgetpresolvebasis . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 182
XPRSgetpresolvemap . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 183
XPRSgetpresolvesol . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 184
XPRSgetprobname . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 185
XPRSgetqobj . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 186
XPRSgetqrowcoeff . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 187
XPRSgetqrowqmatrix . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 188
XPRSgetqrowqmatrixtriplets . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 189
XPRSgetqrows . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 190
XPRSgetrhs . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 191
XPRSgetrhsrange . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 192
XPRSgetrowrange . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 193
XPRSgetrows . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 194
XPRSgetrowtype . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 195
XPRSgetscaledinfeas . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 196
XPRSgetstrattrib . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 197
XPRSgetstrcontrol . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 198
XPRSgetub . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 199
XPRSgetunbvec . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 200
XPRSgetversion . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 201
XPRSglobal (GLOBAL) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 202
XPRSgoal (GOAL) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 204
HELP . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 206
IIS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 207
XPRSiisall . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 209
XPRSiisclear . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 210
XPRSiisfirst . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 211
XPRSiisisolations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 212
XPRSiisnext . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 213
XPRSiisstatus . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 214
XPRSiiswrite . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 215
XPRSinit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 216
XPRSinitglobal . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 217
XPRSinitializenlphessian . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 218
XPRSinitializenlphessian_indexpairs . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 219
XPRSinterrupt . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 220

Contents c
2009 Fair Isaac Corporation. All rights reserved. page v
 XPRSloadbasis . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 221
XPRSloadbranchdirs . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 222
XPRSloadcuts . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 223
XPRSloaddelayedrows . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 224
XPRSloaddirs . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 225
XPRSloadglobal . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 226
XPRSloadlp . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 229
XPRSloadmipsol . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 231
XPRSloadmodelcuts . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 232
XPRSloadqcqp . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 233
XPRSloadqcqpglobal . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 236
XPRSloadpresolvebasis . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 239
XPRSloadpresolvedirs . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 240
XPRSloadqglobal . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 241
XPRSloadqp . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 244
XPRSloadsecurevecs . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 247
XPRSlpoptimize (LPOPTIMIZE) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 248
XPRSmaxim, XPRSminim (MAXIM, MINIM) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 249
XPRSmipoptimize (MIPOPTIMIZE) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 251
XPRSobjsa . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 252
XPRSpivot . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 253
XPRSpostsolve (POSTSOLVE) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 254
XPRSpresolverow . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 255
PRINTRANGE . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 257
PRINTSOL . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 258
QUIT . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 259
XPRSrange (RANGE) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 260
XPRSreadbasis (READBASIS) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 261
XPRSreadbinsol (READBINSOL) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 262
XPRSreaddirs (READDIRS) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 263
XPRSreadprob (READPROB) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 265
XPRSreadslxsol (READSLXSOL) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 267
XPRSrepairinfeas (REPAIRINFEAS) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 268
XPRSrepairweightedinfeas . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 270
XPRSresetnlp . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 272
XPRSrestore (RESTORE) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 273
XPRSrhssa . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 274
XPRSsave (SAVE) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 275
XPRSscale (SCALE) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 276
XPRSsetbranchbounds . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 277
XPRSsetbranchcuts . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 278
XPRSsetcbbariteration . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 279
XPRSsetcbbarlog . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 281
XPRSsetcbchgbranch . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 282
XPRSsetcbchgbranchobject . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 284
XPRSsetcbchgnode . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 285
XPRSsetcbcutlog . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 286
XPRSsetcbcutmgr . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 287
XPRSsetcbdestroymt . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 288
XPRSsetcbestimate . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 289
XPRSsetcbgloballog . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 290
XPRSsetcbinfnode . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 291
XPRSsetcbintsol . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 292
XPRSsetcblplog . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 293
XPRSsetcbmessage . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 294

Contents c
2009 Fair Isaac Corporation. All rights reserved. page vi
 XPRSsetcbmipthread . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 296
XPRSsetcbnewnode . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 297
XPRSsetcbnlpevaluate . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 298
XPRSsetcbnlpgradient . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 299
XPRSsetcbnlphessian . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 300
XPRSsetcbnodecutoff . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 301
XPRSsetcboptnode . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 302
XPRSsetcbpreintsol . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 303
XPRSsetcbprenode . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 304
XPRSsetcbsepnode . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 305
XPRSsetdblcontrol . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 307
XPRSsetdefaultcontrol (SETDEFAULTCONTROL) . . . . . . . . . . . . . . . . . . . . . . . . . . 308
XPRSsetdefaults (SETDEFAULTS) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 309
XPRSsetindicators . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 310
XPRSsetintcontrol . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 311
XPRSsetlogfile (SETLOGFILE) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 312
XPRSsetmessagestatus (SETMESSAGESTATUS) . . . . . . . . . . . . . . . . . . . . . . . . . . . 313
XPRSsetprobname (SETPROBNAME) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 314
XPRSsetstrcontrol . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 315
STOP . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 316
XPRSstorebounds . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 317
XPRSstorecuts . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 318
XPRSwritebasis (WRITEBASIS) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 320
XPRSwritebinsol (WRITEBINSOL) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 321
XPRSwritedirs (WRITEDIRS) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 322
XPRSwriteprob (WRITEPROB) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 323
XPRSwriteprtrange (WRITEPRTRANGE) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 324
XPRSwriteprtsol (WRITEPRTSOL) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 325
XPRSwriterange (WRITERANGE) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 326
XPRSwriteslxsol (WRITESLXSOL) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 328
XPRSwritesol (WRITESOL) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 329

9 Control Parameters 331

9.1 Retrieving and Changing Control Values . . . . . . . . . . . . . . . . . . . . . . . . . . . 331
AUTOPERTURB . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 331
BACKTRACK . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 332
BACKTRACKTIE . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 332
BARCRASH . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 333
BARDUALSTOP . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 333
BARGAPSTOP . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 334
BARINDEFLIMIT . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 334
BARITERLIMIT . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 334
BARORDER . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 335
BAROUTPUT . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 335
BARPRESOLVEOPS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 335
BARPRIMALSTOP . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 336
BARSTART . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 336
BARSTEPSTOP . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 336
BARTHREADS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 337
BIGM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 337
BIGMMETHOD . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 337
BRANCHCHOICE . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 338
BRANCHDISJ . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 338
BRANCHSTRUCTURAL . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 338
BREADTHFIRST . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 339

Contents c
2009 Fair Isaac Corporation. All rights reserved. page vii
 CACHESIZE . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 339
CHOLESKYALG . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 340
CHOLESKYTOL . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 340
COVERCUTS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 340
CPUTIME . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 340
CRASH . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 341
CROSSOVER . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 341
CSTYLE . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 342
CUTDEPTH . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 342
CUTFACTOR . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 342
CUTFREQ . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 343
CUTSTRATEGY . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 343
CUTSELECT . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 343
DEFAULTALG . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 344
DEGRADEFACTOR . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 344
DENSECOLLIMIT . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 344
DETERMINISTIC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 345
DUALGRADIENT . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 345
DUALIZE . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 345
DUALSTRATEGY . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 346
EIGENVALUETOL . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 346
ELIMTOL . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 346
ETATOL . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 346
EXTRACOLS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 347
EXTRAELEMS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 347
EXTRAMIPENTS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 347
EXTRAPRESOLVE . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 348
EXTRAQCELEMENTS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 348
EXTRAQCROWS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 348
EXTRAROWS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 349
EXTRASETELEMS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 349
EXTRASETS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 349
FEASIBILITYPUMP . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 350
FEASTOL . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 350
FORCEOUTPUT . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 350
GLOBALFILEBIAS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 351
GOMCUTS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 351
HEURDEPTH . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 351
HEURDIVERANDOMIZE . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 352
HEURDIVESPEEDUP . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 352
HEURDIVESTRATEGY . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 352
HEURFREQ . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 353
HEURMAXSOL . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 353
HEURNODES . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 353
HEURSEARCHEFFORT . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 353
HEURSEARCHFREQ . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 354
HEURSEARCHROOTSELECT . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 354
HEURSEARCHTREESELECT . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 355
HEURSTRATEGY . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 355
HEURTHREADS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 355
HISTORYCOSTS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 356
IFCHECKCONVEXITY . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 356
INDLINBIGM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 357
INVERTFREQ . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 357
INVERTMIN . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 357

Contents c
2009 Fair Isaac Corporation. All rights reserved. page viii
 KEEPBASIS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 357
KEEPMIPSOL . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 358
KEEPNROWS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 358
L1CACHE . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 359
LINELENGTH . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 359
LNPBEST . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 359
LNPITERLIMIT . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 360
LPITERLIMIT . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 360
LOCALCHOICE . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 360
LPLOG . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 360
LPTHREADS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 361
MARKOWITZTOL . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 361
MATRIXTOL . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 361
MAXCUTTIME . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 362
MAXGLOBALFILESIZE . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 362
MAXIIS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 362
MAXMIPSOL . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 363
MAXNODE . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 363
MAXPAGELINES . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 363
MAXSCALEFACTOR . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 363
MAXTIME . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 364
MIPABSCUTOFF . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 364
MIPABSSTOP . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 364
MIPADDCUTOFF . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 365
MIPLOG . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 365
MIPPRESOLVE . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 365
MIPRELCUTOFF . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 366
MIPRELSTOP . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 366
MIPTARGET . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 367
MIPTHREADS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 367
MIPTOL . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 367
MPS18COMPATIBLE . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 368
MPSBOUNDNAME . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 368
MPSECHO . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 368
MPSFORMAT . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 368
MPSNAMELENGTH . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 369
MPSOBJNAME . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 369
MPSRANGENAME . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 369
MPSRHSNAME . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 369
MUTEXCALLBACKS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 370
NODESELECTION . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 370
OPTIMALITYTOL . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 370
OUTPUTLOG . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 371
OUTPUTMASK . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 371
OUTPUTTOL . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 371
PENALTY . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 371
PERTURB . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 372
PIVOTTOL . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 372
PPFACTOR . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 372
PRECOEFELIM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 372
PREDOMCOL . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 373
PREDOMROW . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 373
PREPROBING . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 374
PRESOLVE . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 374
PRESOLVEOPS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 374

Contents c
2009 Fair Isaac Corporation. All rights reserved. page ix
 PRICINGALG . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 375
PRIMALOPS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 375
PRIMALUNSHIFT . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 376
PROBNAME . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 376
PSEUDOCOST . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 376
QUADRATICUNSHIFT . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 377
REFACTOR . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 377
RELPIVOTTOL . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 377
REPAIRINDEFINITEQ . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 378
ROOTPRESOLVE . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 378
SBBEST . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 378
SBEFFORT . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 379
SBESTIMATE . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 379
SBITERLIMIT . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 379
SBSELECT . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 380
SCALING . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 380
SOLUTIONFILE . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 381
SOSREFTOL . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 381
TEMPBOUNDS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 382
THREADS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 382
TRACE . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 382
TREECOMPRESSION . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 383
TREECOVERCUTS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 383
TREECUTSELECT . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 383
TREEDIAGNOSTICS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 384
TREEGOMCUTS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 384
TREEMEMORYLIMIT . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 384
TREEMEMORYSAVINGTARGET . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 385
VARSELECTION . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 385
VERSION . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 386

10 Problem Attributes 387

10.1 Retrieving Problem Attributes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 387
ACTIVENODES . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 387
BARAASIZE . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 387
BARCGAP . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 388
BARCROSSOVER . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 388
BARDENSECOL . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 388
BARDUALINF . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 388
BARDUALOBJ . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 388
BARITER . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 389
BARLSIZE . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 389
BARPRIMALINF . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 389
BARPRIMALOBJ . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 389
BESTBOUND . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 389
BOUNDNAME . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 390
BRANCHVALUE . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 390
BRANCHVAR . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 390
COLS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 390
CORESDETECTED . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 390
CURRENTNODE . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 391
CURRMIPCUTOFF . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 391
CUTS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 391
DUALINFEAS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 391
ELEMS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 392

Contents c
2009 Fair Isaac Corporation. All rights reserved. page x
 ERRORCODE . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 392
GLOBALFILESIZE . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 392
GLOBALFILEUSAGE . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 393
INDICATORS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 393
LPOBJVAL . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 393
LPSTATUS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 393
MATRIXNAME . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 394
MIPENTS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 394
MIPINFEAS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 394
MIPOBJVAL . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 395
MIPSOLNODE . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 395
MIPSOLS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 395
MIPSTATUS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 395
MIPTHREADID . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 396
NAMELENGTH . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 396
NLPHESSIANELEMS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 396
NODEDEPTH . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 396
NODES . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 397
NUMIIS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 397
OBJNAME . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 397
OBJRHS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 397
OBJSENSE . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 397
ORIGINALCOLS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 398
ORIGINALROWS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 398
PARENTNODE . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 398
PENALTYVALUE . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 398
PRESOLVESTATE . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 399
PRIMALINFEAS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 399
QCELEMS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 399
QCONSTRAINTS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 399
QELEMS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 400
RANGENAME . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 400
RHSNAME . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 400
ROWS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 400
SIMPLEXITER . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 401
SETMEMBERS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 401
SETS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 401
SPARECOLS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 401
SPAREELEMS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 402
SPAREMIPENTS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 402
SPAREROWS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 402
SPARESETELEMS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 402
SPARESETS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 402
STOPSTATUS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 403
SUMPRIMALINF . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 403
TREEMEMORYUSAGE . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 403

11 Return Codes and Error Messages 404

11.1 Optimizer Return Codes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 404
11.2 Optimizer Error and Warning Messages . . . . . . . . . . . . . . . . . . . . . . . . . . . 405

Appendix 431
A Log and File Formats 432

Contents c
2009 Fair Isaac Corporation. All rights reserved. page xi
 A.1 File Types . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 432
A.2 XMPS Matrix Files . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 433
A.2.1 NAME section . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 433
A.2.2 ROWS section . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 433
A.2.3 COLUMNS section . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 434
A.2.4 QUADOBJ / QMATRIX section (Quadratic Programming only) . . . . . . . . . . 434
A.2.5 QCMATRIX section (Quadratic Constraint Programming only) . . . . . . . . . . 435
A.2.6 DELAYEDROWS section . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 436
A.2.7 MODELCUTS section . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 436
A.2.8 INDICATORS section . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 437
A.2.9 SETS section (Integer Programming only) . . . . . . . . . . . . . . . . . . . . . . 437
A.2.10 RHS section . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 438
A.2.11 RANGES section . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 438
A.2.12 BOUNDS section . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 438
A.2.13 ENDATA section . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 439
A.3 LP File Format . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 439
A.3.1 Rules for the LP file format . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 440
A.3.2 Comments and blank lines . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 440
A.3.3 File lines, white space and identifiers . . . . . . . . . . . . . . . . . . . . . . . . . 440
A.3.4 Sections . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 441
A.3.5 Variable names . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 442
A.3.6 Linear expressions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 442
A.3.7 Objective function . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 442
A.3.8 Constraints . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 443
A.3.9 Delayed rows . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 443
A.3.10 Model cuts . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 443
A.3.11 Indicator contraints . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 444
A.3.12 Bounds . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 444
A.3.13 Generals, Integers and binaries . . . . . . . . . . . . . . . . . . . . . . . . . . . . 445
A.3.14 Semi-continuous and semi-integer . . . . . . . . . . . . . . . . . . . . . . . . . . 445
A.3.15 Partial integers . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 446
A.3.16 Special ordered sets . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 447
A.3.17 Quadratic programming problems . . . . . . . . . . . . . . . . . . . . . . . . . . 447
A.3.18 Quadratic Constraints . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 447
A.3.19 Extended naming convention . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 448
A.4 ASCII Solution Files . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 448
A.4.1 Solution Header .hdr Files . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 449
A.4.2 CSV Format Solution .asc Files . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 449
A.4.3 Fixed Format Solution (.prt) Files . . . . . . . . . . . . . . . . . . . . . . . . . . . 450
A.4.4 ASCII Solution (.slx) Files . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 452
A.5 ASCII Range Files . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 452
A.5.1 Solution Header (.hdr) Files . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 452
A.5.2 CSV Format Range (.rsc) Files . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 452
A.5.3 Fixed Format Range (.rrt) Files . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 453
A.6 The Directives (.dir) File . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 454
A.7 IIS description file in CSV format . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 455
A.8 The Matrix Alteration (.alt) File . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 456
A.8.1 Changing Upper or Lower Bounds . . . . . . . . . . . . . . . . . . . . . . . . . . 456
A.8.2 Changing Right Hand Side Coefficients . . . . . . . . . . . . . . . . . . . . . . . 456
A.8.3 Changing Constraint Types . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 456
A.9 The Simplex Log . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 457
A.10 The Barrier Log . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 458
A.11 The Global Log . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 458

Contents c
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 Index 460

Contents c
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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 Optimizer combines ease of use with
speed and flexibility. It has interfaces via the Console Xpress command line ’optimizer’, via the
graphical interface application IVE and through a library that is accessible from all of 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.
Console Xpress provides a suite of ’Console Mode’ Optimizer functionality. Using Console Xpress
the user can load problems from widely used problem file formats such as the MPS and LP
formats and optimized 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 typically 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 be used to solve are outlined in Chapter 3.

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 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 are available for read and write access via file and via memory using the library interface.
Note that bases can be useful for so called ’hot–starting’ the solution of Linear Programming (LP)
problems.

1.2 Starting the First Time

We recommend that new FICO Xpress Optimizer users first try running the Console Xpress
’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 Xpress 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, [Link].
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 Xpress 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.,
[Link] on Windows).

1.2.2 Starting Console Xpress

Console Xpress is an interactive command line interface to the Optimizer. Console Xpress 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 Xpress can also be started by typing optimizer into the "Run ..." dialog box in the Start
menu.
The Console Xpress 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 Xpress 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.

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 Useful features of Console Xpress include support for command help, 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 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 the item. For example, typing "help minim" will get
help for the MINIM command.
The Console Xpress 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 "min" followed by the Tab key or "max"
followed by the Tab key Console Xpress will complete to the MINIM and MAXIM commands,
respectively. Note that once you have finished inputting the command name portion of your
command line, Console Xpress can also auto–complete on file names. For example, if you have a
matrix file named [Link] in the current working directory then by typing "readprob hpw"
followed by the Tab key the command should auto–complete to the string "readprob
[Link]". Entering this command will have Console Xpress call the XPRSreadprob
(READPROB) function to load the matrix file into the optimizer. Note that the auto–completion of
file names is case–sensitive.
Console Xpress 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 Xpress is first started it will attempt to read in an
initialization file named [Link] from the current working directory. This is an ASCII
"script" file that may contain commands to be run at start up, which are intended to setup a
customized default Console Xpress environment for the user (e.g., defining custom controls
settings on the Console Xpress problem).

1.2.3 Scripting Console Xpress

The Console Xpress interactive command line hosts a TCL script parser ([Link] With
TCL scripting the user can program flow control into their 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 Xpress 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 the Console Xpress is ideal for (i) early application
development, (ii) tuning of model formulations and solving performance and (iii) analyzing
difficulties and bugs in models.
Firstly, 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

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 [xpress C:\] $miplog
3

The following set of examples demonstrate how with the use of 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 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 minim. 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
minim
}

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
minim -g
if { $mipstatus == 6 } {
# Problem was solved within $bestnodes
set bestnodes $nodes; set beststrat $i
}
}
puts "Best cutstrategy : $beststrat : $bestnodes"

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1.2.4 Interrupting Console Xpress
Console Xpress users may interrupt the running of the commands (e.g., minim) by typing Ctrl–C.
Once interrupted Console Xpress 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 Xpress is being run with script input then Ctrl–C will not return to the command
prompt and the Console Xpress 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 user
should be able to start the Console Xpress command line tool and have the license verified
correctly. They should also be able to enter some common commands used in Console Xpress
(e.g., READPROB and MINIM) and get help on command usage using the Console Xpress help
functionality.
The remainder of this manual is divided into two halves. These are the first chapters up to but
not including Chapter 8 and the remaining chapters from Chapter 8.
The first half of the manual beginning in the following 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 6 with a brief overview of the types of
problems that the FICO Xpress Optimizer is 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 Xpress
providing rapid development access to a subset of Optimizer functionality (Console Mode) to the
more advanced, high performance access to the superset of Optimizer functionality through the
library interface.
In the previous section we looked at the Console Xpress 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.

2.0.1 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 Installation and Licensing User Guide.
When Console Xpress is started from the command line the initialization and licensing security
checks happen immediately and the results 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 Xpress 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 Xpress releases these automatically when the
user exits the Console Xpress 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. 0.5sec) overhead when using floating network licensing

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 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 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.

2.0.2 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. The Console Xpress has one of these problem pointers that it uses to
provide the user with loading and solving functionality. The Console Xpress problem pointer is
automatically initialized and released when the Console Xpress is started and stopped,
respectively.
In contrast to the Console Xpress, 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);
}

2.0.3 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 each report information on an
iteration 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, the Console Xpress 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 Xpress 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 XPRSsetcbmessage routine.

{
XPRSprob prob;
XPRScreateprob(&prob);
XPRSsetlogfile(prob, "[Link]");
XPRSdestroyprob(prob);
}

Note that a high level messaging framework is also available — which handles messages from all

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 problem pointers created by the Optimizer library and messages relating to initialization of the
library 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
[Link].

XPRS_ge_setcbmsghandler(XPRSlogfilehandler, "[Link]");

Details about the use of callback functions are in section 5.4.

2.0.4 Problem Loading

Once a problem pointer is created it can have an optimization problem loaded. 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 Xpress users, is to read a matrix from an
MPS or LP file using XPRSreadprob (READPROB).

{
XPRSprob prob;
XPRScreateprob(&prob);
XPRSsetlogfile(prob, "[Link]");
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, 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.

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2.0.5 Problem Solving
With a problem loaded into a problem pointer the user can run the optimization algorithms on
the problem to generate solution information. The two main commands to run the optimization
on a problem are XPRSmaxim(MAXIM) and XPRSminim(MINIM); each reflecting the sense of the
optimization to be applied. Without any special options passed to these routines they will solve
LPs, QPs or the initial LP relaxation of a MIP problem, depending on the type of problem loaded
in the problem pointer.
Once the initial LP relaxation of a MIP has been solved the command XPRSglobal(GLOBAL) can
be used to run the MIP search for the problem. Note that by including a ’g’ flag in the argument
list for calls to XPRSminim/XPRSmaxim the MIP search will be automatically run following the
solution of the initial LP relaxation.

{
XPRSprob prob;
XPRScreateprob(&prob);
XPRSsetlogfile(prob, "[Link]");
XPRSreadprob(prob, "hpw15", "");
XPRSminim(prob, "g");
XPRSdestroyprob(prob);
}

2.0.6 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 Xpress 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. In the same way as the Console
Xpress, optimization runs interrupted using either structured or user–triggered interrupts
through the library interface will return to 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 controls. Controls are scalar
values that are accessed by their name in Console Xpress 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 of 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 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 4.3.6.

{
XPRSprob prob;
XPRScreateprob(&prob);
XPRSsetlogfile(prob, "[Link]");
XPRSreadprob(prob, "hpw15", "");
XPRSsetintcontrol(prob, XPRS_MAXNODE, 20000);

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 XPRSminim(prob, "g");
XPRSdestroyprob(prob);
}

Finally note that library users can trigger an interrupt on an optimization run (in a similar way to
the Ctrl–C interrupt in Console Xpress) 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 5.4 for details about using callbacks.

2.0.7 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 will
want to know why a problem has occurred and take steps to correct it. Discussion about how to
identify the causes of infeasibility and unboundedness are discussed later in Chapter 6. In the
former case, however, the user will want to process the solution information into the required
format.
The FICO Xpress Optimizer provides a number of functions for accessing solution information. The
full set of solution information may be obtained as an ASCII file using either of XPRSwritesol
(WRITESOL) or XPRSwriteprtsol(WRITEPRTSOL). The user will call these functions passing the
problem pointer containing the solution information as the first argument. Using XPRSwritesol
the user can obtain a comma separated version of the solution information. In contrast, using
XPRSwriteprtsol the user obtains a printer friendly version of the information.
Library interface users may additionally access the current LP 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 for
the current LP solution. 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 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 non–MIP optimization the status is
available using the LPSTATUS integer problem attribute. For MIP optimization 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, "[Link]");
XPRSreadprob(prob, "hpw15", "");
XPRSgetintattrib(prob, XPRS_COLS, &nCols);
XPRSsetintcontrol(prob, XPRS_MAXNODE, 20000);
XPRSminim(prob, "g");
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);
}

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 Note that, unlike for LP 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 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 appropriate optimization routine XPRSminim/XPRSmaxim.

2.1 Function Quick Reference

2.1.1 Administration

XPRSinit Initialize the Optimizer.

XPRScreateprob Create a problem pointer.
XPRSsetlogfile Direct all Optimizer output to a log file.
XPRSsetcbmessage 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.

2.1.2 Problem loading

XPRSreadprob Read an MPS or LP format file.

XPRSloadlp Load an LP problem.
XPRSloadqp Load a 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.

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2.1.3 Problem solving

XPRSreadbasis Read a basis from file.

XPRSloadbasis Load a basis from user arrays.
XPRSreaddirs Read a directives file.
XPRSmaxim Solve the maximize sense.
XPRSminim Solve the minimize sense.
XPRSglobal Run the MIP search on a problem.
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 a basis to file.

2.1.4 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.

2.2 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 user should be familiar the main routines in the
Optimizer library. These routines allow the user to create problem pointers and load problems
into these problem pointers. The user should be familiar with the requirements for setting up
message handling with the Optimizer library. Also the user should understand 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. Additional, 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 we wish to maximize or minimize. 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 problem. In this type
of problem all constraints and the objective function are linear expressions of the decision
variables. Each decision variable is restricted only to some continuous interval (typically
non–negative). Although the methods for solving these types of problems are well known (e.g.,
the simplex method) the efficient implementations of these methods and additional specialized
methods for particular classes of LP are not so commonly known and 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) where the variables are
restricted only 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 difficult to solve and can 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 difficult of these problems. Besides providing solution
support for MIP problems the Optimizer provides support for a variety of popular MIP modeling
constructs:

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

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 Integer variables (UI) – decision variables that have integer values;

Semi–continuous variables (SC) – decision variables that either have value 0, or a

continuous value above a specified non–negative limit. SCs 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 (SI) – decision variables that either have value 0, or an
integer value above a specified non–negative limit;

Partial integer variables (PI) – decision variables that have integer values below a specified
limit and continuous values above the limit. SCs 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).

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. These types of problem
arise where it is undesirable that solutions are basic i.e., only the basic variables may be at values
strictly within their bounds. An example of this, say, 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.

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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 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 x t 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 x T Qx where

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

like in MPS files. As symmetricity 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 optimums, 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. Over feasible region B, the objective
function has two alterative local optimal solutions, while over feasible region A the objective 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 form
a1 x1 +. . . +an xn + x T Qx ≤ b
defines a convex region if and only if Q is a so–called positive semi–definite (PSD) matrix.

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 Figure 3.1: Non-connected feasible regions

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

a1 x1 +. . . +an xn − x T Qx ≥ b

the negative of Q shall be PSD.

A nontrivial quadratic constraint (one for which not every coefficient is zero) always defines a
nonconvex region, therefore quadratic equalities are not allowed (or in other words, if both Q
and its negative is PSD, then Q must equal the 0 matrix).
There is no straightforward way of checking if a matrix is PSD or not. An intuitive way of
checking this property, is that the quadratic part shall always only make a constraint harder to
satisfy (i.e. taking the quadratic part away shall always be a relaxation of the original problem).
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 x 2 and y 2 defined;

2. having −x 2 in any quadratic expression in a less or equal, or having x 2 in any greater or

equal row.

3.5 Nonlinear Programs (NLPs)

Here we assume that Nonlinear Programming (NLP) problems are an extension of Linear
Programming (LP) problems where the objective function may include an arbitrary nonlinear
function of the decision variables.
The FICO Xpress Optimizer can be used indirectly for solving NLP problems with convex objective
functions. The solving process is indirect because the user must interact dynamically with the
optimization algorithm via callbacks. This process is discussed in Section 4.5.

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Chapter 4
Solution Methods

The FICO Xpress Optimization Suite provides three fundamental optimization algorithms: the
primal simplex, the dual simplex and the Newton barrier algorithm. Using these algorithms the
Optimizer implements solving functionality for the various types of 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 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, experimenting by forcing 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 routines XPRSmaxim (MAXIM) and XPRSminim (MINIM) 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 routines
XPRSmaxim and XPRSminim. A special control parameter, DEFAULTALG is used to specify what
algorithm to use when solving the node relaxation problems during branch and bound.
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–infeasibility. 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 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 problem 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 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

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 the 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, which is usually slightly faster than 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 either
XPRSmaxim (MAXIM) or XPRSminim (MINIM).

4.1.1 Output
While the simplex methods iterate, the Optimizer produces iteration logs. Console Xpress writes
these logging messages to screen. Library users can setup logging management using the various
relevant functions in the Optimizer library e.g., XPRSsetlogfile, XPRSsetcbmessage or
XPRSsetcblplog. The simplex iteration log is produced everyLPLOG iterations. When LPLOG is
set to 0, a log is displayed only when the solution terminates. If it is set to a positive value, a
summary type 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 not strictly on the boundary of the
feasible region and so can only find an 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 either XPRSmaxim
(MAXIM) or XPRSminim (MINIM). This is used by default for QP problems, whose quadratic
objective functions result in optimal solutions that generically lie on a face of the feasible region,
rather than at a vertex.
It is important to note that the settings of controls L1CACHE and CACHESIZE can be critical for
barrier performance. These controls indicate for the barrier algorithm the size of the L1 and L2
RAM caches, respectively. These values are used to partition the data so that the effects of cache
faults on memory accesses made by the algorithm may be minimized. On Intel and AMD
platforms the default setting of these controls means that these values are determined
automatically at run time. However, on non–Intel and non–AMD platforms these controlsmust be
set manually.

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4.2.1 Crossover
Typically the barrier algorithm terminates when it is within a given tolerance of the optimal
solution. Since this solution will not lie on the boundary of the feasible region, the Optimizer can
be optionally made to perform a, so called, purification or ’crossover’ phase to obtain a ’true’
optimal solution. 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 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 Xpress
writes these log messages to screen. Library users can setup logging management using the
various relevant functions in the Optimizer library e.g., XPRSsetlogfile, XPRSsetcbmessage or
XPRSsetcbbarlog. Note that how the barrier iteration logging is output is dependent on the
value of the BAROUTPUT control.

4.3 Branch and Bound

The FICO Xpress Optimizer uses the approach of relaxation followed by Branch and Bound for
solving Mixed Integer Programming (MIP) problems. That is, the Optimizer solves the
optimization problem (typically an LP problem) resulting from the relaxation of the discreteness
constraints on the problem and then uses branch and bound to search the relaxation space for
MIP solutions.
The Optimizer’s MIP solving methods are coordinated internally by intelligent 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. This can be critical for
the solving performance on very large MIP problems. 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 objective function. Note that it is not difficult to generalize the discussion to
problems with quadratic constraints and quadratic objective.
The branch and bound method has three main concepts: relaxation, separation and fathoming.

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 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;
(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 separation 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 separated into two 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 relaxation 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 loosely 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 separated 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.

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 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 a danger, 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 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 sets then the nodes of the Branch and Bound tree are separated
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 sets. This is especially the case if the sets are small.

4.3.2 Node and Variable Selection

The branch and bound technique leaves many choices open to the user. However, in practice the
success of the technique is highly dependent upon two choices.

(a) At any given stage there will generally be several outstanding nodes which have not been
fathomed. The choice of which to solve first is known as the node selection problem;
(b) Having chosen a node to tackle, deciding which variable to separate upon is known as the
variable selection problem.

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. Since the Optimizer makes its variable selection when the LP relaxation has
been solved, rather than when it has selected the node, the variable selection problem will be
discussed first.

4.3.3 Variable Selection for Branching

Each global entry has a priority for branching, either the default value of 500 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. Up and down pseudo costs for each global entity can be specified, which
are estimates of the per unit degradation of forcing the entity away from its LP value.
The Optimizer selects the branching entity from among those entities of the most important
priority class which remain unsatisfied. Of these, it takes the one with the highest estimated cost
of being satisfied (degradation).
A rather crude estimate of the best integer solution derivable from the node is made by summing
the individual entities’ estimates. If these estimates are consistently biased in some problem class,
it may be worthwhile to specify pseudo costs different from the default of 0.1. This can be
achieved using the XPRSreaddirs (READDIRS) command.

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 If no priorities are provided then the branching variable is selected according to VARSELECTION.
Internally calculated upj and downj degradation values are combined into a single comparison
value for each variable, according to the rules presented in the table below, and the variable with
the largest value is selected for separation.

VARSELECTION Comparison value

1 min(upj , downj )
2 upj + downj
3 2. 0 · min(upj , downj ) + max(upj , downj )
4 max(upj , downj )
5 downj
6 upj

4.3.4 Node Selection

The value of NODESELECTION defines the candidate set for node selection, i.e. the set of nodes
from which one will be chosen. If NODESELECTION is 1 then the two descendent nodes form the
candidate set, but if both have been fathomed then all active nodes form the candidate set. If
NODESELECTION is 2, all nodes are always included in the candidate set resulting in a best, or
breadth first, search. If NODESELECTION is 3, a depth–first search is performed. If
NODESELECTION is 4, all nodes are considered for selection in priority order for the
firstBREADTHFIRST nodes, after which the usual default behavior is resumed.
When the candidate set includes all active nodes, the value of BACKTRACK determines the
selection criterion for node selection. There are many different criteria available, but the default,
and most commonly used, is BACKTRACKT = 3, which selects the node with the best bound.

4.3.5 Adjusting the Cutoff Value

Both of the parameters MIPRELCUTOFF and MIPADDCUTOFF affect the value of MIPADDCUTOFF
used by the Optimizer. If MIPADDCUTOFF has not been set by the user, it will be set after the LP
optimization step to:

max (MIPADDCUTOFF, 0.01 · MIPRELCUTOFF · LP_value)

using the default value for MIPADDCUTOFF, where LP_value is the optimal value found by the LP
Optimizer. If a value is specified for MIPRELCUTOFF it must be specified before the LP Optimizer
is run.

4.3.6 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 x | BESTBOUND |

It is also possible to set limits on the solve process, such as number of nodes (MAXNODE), time limit

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 (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 the unfinished state. It is possible to resume
the solve from an unfinished state by calling XPRSglobal (GLOBAL) 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.

4.3.7 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
top 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). The integer
preprocessing is not influenced by the linear (l) flag in XPRSmaxim (MAXIM) and XPRSminim
(MINIM).
MIPPRESOLVE is a bitmap whose values are acted on as follows:

Bit Value Action

0 1 Reduced cost fixing;
1 2 Integer implication tightening.
2 4 Unused
3 8 Tightening of implied continuous variables.

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

4.4 QCQP Methods

QCQP problems are solved by the Xpress Newton–barrier solver. For QCQP and QP problems,
there is no solution purification method applied after the barrier (like the cross–over 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 constraint 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 The convexity check

The convexity checker will accept matrices that are only very slightly not PSD.

4.4.2 Turning the automatic convexity check off and numerical issues
The optimizer will check the convexity of each individual constraint. 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

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 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.
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 nonconvex 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 even be formulation dependent. One should take extreme care when
interpreting to the solution information returned for a non–convex problem.

4.5 Convex Nonlinear Objective Methods

It is possible to solve linearly constrained problems with a convex, nonlinear objective function
using the Newton–barrier from the callable library.
The linear constraints may be loaded into the optimizer the usual way, i.e. by XPRSreadprob or
by any of the library functions XPRSloadlp, XPRSloadqp, XPRSloadglobal, or
XPRSloadqglobal. However, if a nonlinear objective function is to be optimized, the objective
function of the loaded problem will be discarded.
After the constraints of the problem have been input, the nonlinear objective function is defined
by the means of providing an evaluation, a gradient and a Hessian callback function. Given any

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 solution to the problem, these callbacks are used to evaluate the value, the gradient and the
Hessian of the nonlinear objective respectively.
The maximal structure of the Hessian must be defined by calling XPRSinitializenlphessian
or XPRSinitializenlphessian_indexpairs first. These functions must provide all positions
where a nonzero value may occur in any of the Hessian matrices of the problem. This structure
cannot be changed during the optimization. Once this initialization is done, the functions
XPRSsetcbnlpevaluate, XPRSsetcbnlpgradient, XPRSsetcbnlphessian are used to define
the necessary callbacks. All of the callbacks must be defined. The problem is expected to be
convex, which means that all Hessians must be positive semi–definite for minimization, or
negative semi–definite problems for maximization problems.

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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 using relevant functions provided in the interface. 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. Once the problem is read from file the problem
name is stored as the file name with the extension truncated from the end.
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, [Link].
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 solved then modified and solved again.
We may want to do this, for example, if a problem was found to be infeasible and to find a
feasible subset of constraints we iteratively remove some constraints and re–solve the problem. In
this case we will first need to load a problem and then we will need to repeatedly remove a
subset of constraints from the problem. Another example is when a user wants to ’generate’

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 columns using the optimal duals of a ’restricted’ LP problem. In this case we will first need to load
a problem 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.

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 of 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 5.4 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 theXPRSgetcols 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.
Note that the reference section in Chapter 8 of this manual provides details of 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 deleting problem constraints and decision variables. 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).
Examples of the usage of all the above functions and their syntax may be found in the reference

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 section of this manual in Chapter 8.
Finally, it is important to note that it is not straight forward to modify a matrix when it has been
"presolved" (and has not been subsequently "postsolved"). The following section 5.3 discusses
some important points 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 aspresolve, 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 optimization or immediately following solution 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 (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 also applied to tighten the LP relaxation. 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 specifying the l flag with
the XPRSmaxim (MAXIM) or XPRSminim (MINIM) command. This removes the global constraints
from the variables, preventing the LP relaxation being tightened and solves the resulting matrix.

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 In the example above, x would not be fixed at 0, but allowed to range between 0 and 0.2. If you
are not interested in the LP relaxation, then it is slightly more efficient to solve the LP relaxation
and do the global search in one go, which can be done by specifying the g flag for the
XPRSmaxim (MAXIM) or XPRSminim (MINIM) command.
When XPRSglobal (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.
After calling XPRSglobal (GLOBAL), 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.

5.3.2 Common Causes of Confusion

It should be noted that most of the library routines described above and in 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.

5.4 Using the Callbacks

5.4.1 Optimizer Output

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, by far the vast majority of situations in which such routines might be called are
associated with the global search, and will be addressed below.

5.4.2 LP Search Callbacks

In place of catching the standard output from the Optimizer and saving it to a log file, the
callbackXPRSsetcbmessage 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.
Alternatively, the pair of functionsXPRSsetcblplog andXPRSsetcbbarlog allow the user to

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 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 this routine
should be called.

5.4.3 Global Search Callbacks

When a problem with global entities is to be optimized, a large number of LP 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 global tree search, the Optimizer is to select 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 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 XPRSsetcbchgnode. 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 XPRSsetcbnewnode will be called,
which can be used to record the identifier of the new node, e.g. for use with XPRSsetcbchgnode.
When the Optimizer solves a new node, it fill first call any routine set by XPRSsetcbprenode,
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
XPRSsetcbinfnode will be called. Otherwise, a routine set by XPRSsetcboptnode will be called
to let the user know that the optimizer now has a feasible and optimizer solution to the LP
relaxation of the node problem. In this routine, the user is allowed to add cuts (see 5.5) 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 call the
XPRSsetcboptnode routine again if it is still feasible.
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 XPRSsetcbpreintsol before saving the new solution, and call a routine set by
XPRSsetcbintsol 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 separation. After the optimizer has selected the
candidate entity for separation, a routine set by XPRSsetcbchgbranch will 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 XPRSsetcbnodecutoff will be called and the node
dropped from the active nodes pool.
The final global callback, XPRSsetcbgloballog, 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.

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5.5 Working with the Cut Manager

5.5.1 Cuts and the Cut Pool

The global search for a solution of a (mixed) integer problem involves optimization of a large
number of LP problems, known as nodes. This process 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 any 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 are 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 you keep track of 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 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.

5.5.2 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 usually best to delete only those cuts with basic slacks, or else 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

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 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 routineXPRSdelcpcuts 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 may be returned using XPRSgetcutlist.

5.5.3 User Cut Manager Routines

Users may also write their own cut manager routines to be called at various points during the
Branch and Bound search. Such routines must be defined in advance using library function calls,
similar to callbacks and are defined according to the frequency at which they should be called.
The command
XPRSsetcbcutmgr allows the definition of a routine which may be called at each node in the
tree. Alternatively, the routine set by XPRSsetcboptnode may also be used to add cuts during
the Branch and Bound search.
Further details of these functions may be found in 8 within the functional reference which
follows.

5.6 Solving Problems Using Multiple Threads

It is possible to use multiple processors when solving both LPs and MIPs. 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 LPs and MIPs in parallel using as many
threads. The number detected can be read through the CORESDETECTED integer attribute. It is
also possible to adjust the number of threads the Optimizer should 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 using 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, the nodes being solved will be the same, but there might
be slight differences in the log since the printing of the log lines is not deterministic. 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.
Currently, only the barrier algorithm supports using multiple threads for solving an LP in
deterministic mode. It is possible to set the number of threads to use specifically for the barrier
algorithm by setting BARTHREADS. The speedups that can be obtained depend on the density of
the Cholesky factorization and good speedups will only be obtained if the factorization is
sufficiently dense.
In non–deterministic mode, more than one LP (or QP) solution algorithm can be run in parallel,
such as primal simplex, dual simplex and the barrier algorithm. 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 of threads for this concurrent LP solve can be set
separately using LPTHREADS. The algorithms to use for the concurrent solve can be specified by
concatenating the required "d", "p", "n" and "b" flags when calling XPRSminim (MINIM) or
XPRSmaxim (MAXIM)
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.

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 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 thread is created and
destroyed. The mipthread callback (declared with XPRSsetcbmipthread) is called whenever a
thread is created and the destroymt callback (declared with XPRSsetcbdestroymt) is called
whenever the thread is destroyed. Each thread has a unique ID which can be obtained from the
MIPTHREADID integer attribute. 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.

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Chapter 6
Infeasibility, Unboundedness and Instabil-
ity

All users will, generally, encounter an occasion where 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 optimal objective goes to infinity. Both situations 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 constraints 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 the 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, firstly, 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 (note that 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 can 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

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 will detect the infeasibility. If integer infeasibility is not detected in presolve then, in the rare
occasion where this happens, 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 5.3), provides a variety of checks for infeasibility. When
presolve detects infeasibility, it is possible to "trace" back the implications that determined an
inconsistency and identify a particular cause. This diagnosis is carried out whenever the control
parameterTRACE is set to 1 before the optimization routine XPRSmaxim (MAXIM) or XPRSminim
(MINIM) 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. For example,
because only a short sequence of bound implications was found to show up an inconsistency on a
small set of variables. If, however, this sequence is long or there are a number of sequences on
different sets of variables that are causing inconsistencies then 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 violated constraints
and bound violated variables 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 portion 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 IIS 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 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 by command IIS. If further IISs are required (e.g. if trying

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 to find the smallest one) the IISn 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 IISp 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 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 artificial of 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 subproblem identified at the
beginning of the search for IISs, and is referred to as the initial infeasible subproblem. Its size is
typically crucial to the running time of the IIS procedure. This subproblem 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

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 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 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 with a basic solution for the
primal simplex algorithm. Such a warm start is always performed when the primal simplex
algorithm is used. 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 which value the original
objective function would take if the modifications suggested by the solution provided by the
infeasibility repair function were carried out.
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 in the console. 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.

6.1.5 Integer Infeasibility

In rare cases a MIP problem is 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 introducing 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

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 problem.

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

6
subject to: 10 x+0.1y ≤ 100
7
10 x+8y ≤ 500
12 6
10 x+10 y ≤ 50*106

Here the objective coefficients, constraint coefficients, and RHS 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 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 RHS and non–infinite bound values do not exceed 108 . 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 RHS/bound values that are close together.
In the above example, both the x–coefficient 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.
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 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.

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 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.

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.

The default value of SCALING is 35, so row and column scaling are done by the maximum
element method. 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.
Note that if user is applying customized scaling to their problem and they are subsequently
modifying the problem then it is important to note that the addition of new elements in the
matrix can cause the problem to become badly scaled again. The user can avoid this 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.
FEASTOL and scaling Feastol applies to the scaled problem. When the LP solver completes the
variables will satisft feastol for the scaled matrix however once the variables become unscaled
they may violate feastol. Redcing feastol can help hwoever this can casuer the LP solve to be
unstable and reduce solution performance.,
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 . And you are lucky if you can compute the solution values and reduced costs 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 RHS and cost coefficients. Under reasonable assumptions, an

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 upper bound for the computed variable value accuracy is 4xKx k RHS k /1016 , where k RHS k
denotes the L–infinity norm of the RHS 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

7.0.3 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.cin the examples/optimizer/cfolder 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 theXPRSgoal(GOAL) command, whose
syntax is described in full in the reference section of this manual.

7.0.4 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 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.

7.0.5 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.

7.0.6 Pre-emptive Goal Programming Using Objective Functions

Suppose that we now have a set of objective functions of which we know 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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 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 N row 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 – 0.14.615385

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.

7.0.7 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)

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

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 Xpress, only the following functions will be of relevance:

Command Description Page

CHECKCONVEXITY Convexity checker. p. 87
DUMPCONTROLS Displays the list of controls and their current value for those controls that have
been set to a non default value. p. 113
EXIT Terminate the Console Optimizer. p. 114
HELP Quick reference help for the optimizer console p. 206
IIS Console IIS command. p. 207
PRINTRANGE Writes the ranging information to screen. p. 257
PRINTSOL Write the current solution to screen. p. 258
QUIT Terminate the Console Optimizer. p. 259
STOP Terminate the Console Optimizer. p. 316
ALTER Alters or changes matrix elements, right hand sides and constraint senses in the
current problem. p. 84
BASISCONDITION Calculates the condition number of the current basis after solving the LP
relaxation. p. 85
CHGOBJSENSE Changes the problem’s objective function sense to minimize or maximize. p. 94
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. 115
GETMESSAGESTATUS Manages suppression of messages. p. 171
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. p. 202
GOAL Perform goal programming. p. 204

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 LPOPTIMIZE This function begins a search for the optimal LP solution by calling XPRSminim or
XPRSmaxim depending on the value of OBJSENSE. The "l" flag will be passed to
XPRSminim or XPRSmaxim so that the problem will be solved as an LP. p. 248
MAXIM, MINIM Begins a search for the optimal LP solution. p. 249
MIPOPTIMIZE This function begins a search for the optimal MIP solution by calling XPRSminim
or XPRSmaxim depending on the value of OBJSENSE. The "g" flag will be passed
to XPRSminim or XPRSmaxim so that the global search will be performed. p. 251
POSTSOLVE Postsolve the current matrix when it is in a presolved state. p. 254
RANGE Calculates the ranging information for a problem and saves it to the binary
ranging file problem_name.rng. p. 260
READBASIS Instructs the Optimizer to read in a previously saved basis from a file. p. 261
READBINSOL Reads a solution from a binary solution file. p. 262
READDIRS Reads a directives file to help direct the global search. p. 263
READPROB Reads an (X)MPS or LP format matrix from file. p. 265
READSLXSOL Reads an ASCII solution file (.slx) created by the XPRSwriteslxsol function. p. 267
REPAIRINFEAS Provides a simplified interface for XPRSrepairweightedinfeas. p. 268
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. 273
SAVE 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. p. 275
SCALE Re-scales the current matrix. p. 276
SETDEFAULTCONTROL Sets a single control to its default value. p. 308
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. 309
SETLOGFILE This directs all Optimizer output to a log file. p. 312
SETMESSAGESTATUS Manages suppression of messages. p. 313
SETPROBNAME Sets the current default problem name. This command is rarely used. p. 314
WRITEBASIS Writes the current basis to a file for later input into the Optimizer. p. 320
WRITEBINSOL Writes the current MIP or LP solution to a binary solution file for later input into
the Optimizer. p. 321
WRITEDIRS Writes the global search directives from the current problem to a directives file.
p. 322
WRITEPROB Writes the current problem to an MPS or LP file. p. 323
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. 324
WRITEPRTSOL Writes the current solution to a fixed format ASCII file, problem_name .prt.
p. 325
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. 326
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. 328
WRITESOL Writes the current solution to a CSV format ASCII file, problem_name.asc (and
.hdr). p. 329

For a list of functions by task, refer to 2.1.

8.2 Layout For Function Descriptions

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

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Function Name
The description of each routine starts on a new page for the sake of clarity. The library name for
a function is on the left and the Console Xpress name, where relevant, 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.
Where the function forms part of the Console Mode, the library syntax is described first, followed
by the Console Xpress 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 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.

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

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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.

Related topics
XPRS_bo_create.

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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.
Related topics
XPRS_bo_create.

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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 Maximum number of rows to return.
crtype Character array of length nrows indicating the type of rows 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.
Related topics
XPRS_bo_create.

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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 XPRSsetcboptnode or
XPRSsetcbchgbranchobject.
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 and 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 XPRSsetcboptnode, 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 XPRSsetcbchgbranchobject can be used to override the optimizers
selected branching candidate with the users 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 befo
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 priorit
XPRS_bo_setpreferredbranch Specifies which of the child nodes corresponding to the branches of the
XPRS_bo_store Adds the created object to the candidate list for branching.

Example
The following function will create a branching object equivalent to a standard binary branch on a

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 column:
XPRSbranchobject CreateBinaryBranchObject( XPRSprob xp_mip, int icol)
{
char cBndType;
double dBndValue;

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
XPRSsetcboptnode, XPRSsetcbchgbranchobject.

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XPRS_bo_destroy
Purpose
Frees all memory for a user branching object that was not returned to 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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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 Memory 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 twill 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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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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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 Variable in which will be returned the error code. Can be NULL if not required.
_msg A character buffer of size iStringBufferBytes in which will be returned the last
error message relating to the global environment.
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_ge_getlasterror(obranch,NULL, cbuf, cbuflen, NULL);
printf("ERROR when setting preferred branch: %s\n", cbuf);
}

Related topics
XPRS_ge_setcbmsghandler,

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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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XPRS_bo_setcbmsghandler
Purpose
Declares an output callback function, called every time a line of text is output by a branch object.
Synopsis
int XPRS_CC XPRS_bo_setcbmsghandler(XPRSbranchobject obranch, int (XPRS_-
CC *f_msghandler)(XPRSobject vXPRSObject, void* vUserContext, void*
vSystemThreadId, const char* sMsg, int iMsgType, int iMsgCode), void*
p);
Arguments
obranch The branch object.
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 A generic pointer to the object sending the message.
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.
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 as the vUserContext
argument.
Related topics
XPRS_ge_setcbmsghandler.

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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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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, A.6.

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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 XPRSsetcboptnode.

Synopsis
int XPRS_CC XPRS_bo_store(XPRSbranchobject obranch, int* p_status);
Arguments
obranch The new user branching object to store. After successfully storing the object, the
obranch object is no longer valid and should not be referred to again.
p_status When storing a branching object expressed in terms of the original column space,
the status of presolving the object will be returned here:
0 Object presolved 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.
The object was not added to the candidate list if a non zero status was 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 1 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.
Related topics
XPRS_bo_create.

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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 Variable in which will be returned the error code. Can be NULL if not required.
_msg A character buffer of size iStringBufferBytes in which will be returned the last
error message relating to the global environment.
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:
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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XPRS_ge_setcbmsghandler
Purpose
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, "[Link]");

Related topics
XPRSgetobjecttypename.

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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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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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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* r_nl);
Argument
r_nl Pointer to variable where the new namelist will be returned.
Example
XPRSnamelist mylist;
XPRS_nml_create(&mylist);

Related topics
XPRSgetnamelistobject, XPRS_nml_destroy.

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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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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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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 will be returned the error code. Can be NULL if not required.
_msg A character buffer of size iStringBufferBytes in which will be returned the last
error message relating to this namelist.
_iStringBufferBytes The size of the character buffer _msg.
_iBytesInInternalString The size of the required character buffer to fully return the error
string.
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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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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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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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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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 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.
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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XPRS_nml_setcbmsghandler
Purpose
Declares an output callback function, called every time a line of message text is output by a name
list object.

Synopsis
int XPRS_CC XPRS_nml_setcbmsghandler(XPRSnamelist nml,
int (XPRS_CC *f_msghandler)(XPRSobject vXPRSObject, void*
vUserContext, void* vSystemThreadId, const char* sMsg, int iMsgType,
int iMsgCode), void* p);
Arguments
nml The namelist object.
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 A generic pointer to the mse object sending the message.
vUserContext The user-defined object passed to the callback function.
vSystemThreadId The system id of the thread sending the message, casted to a void *.
sMsg A null terminated character array (string) containing the message, which may simply
be a new line or a NULL pointer.
iMsgType Indicates the type of output message:
1 information messages;
2 (not used);
3 warning messages;
4 error messages.
Indicates the type of output message:
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 as the vUserContext
argument.
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_nml_setcbmsghandler(nml, XPRSlogfilehandler, "[Link]");

Related topics
None.

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XPRSaddcols
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[]);
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 Zero 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+3 ≤ 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};
matval[] = {2.0, 1.0, 3.0};
bdl[0] = 0.0; bdu[0] = 12.0;
...
XPRSaddcols(prob,1,3,obj,mstart,mrwind,matval,bdl,bdu);
XPRSaddnames(prob,2,"z",2,2);

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Further information
1. For maximum efficiency, space for the extra rows and elements should be reserved by setting the
EXTRACOLS, EXTRAELEMS and EXTRAMIPENTS controls before loading the problem.
2. 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.

3. If the columns are added to a MIP problem then they will be continuous variables.
Related topics
XPRSaddnames, XPRSaddrows, XPRSalter, XPRSdelcols.

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XPRSaddcuts
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[]);
Arguments
prob The current problem.
ncuts Number of cuts to add.
mtype Integer array of length ncuts containing the cut types. The cut types can be any
positive 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 ≥ 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.
Related controls
Double
MATRIXTOL Zero tolerance on matrix elements.
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.
Related topics
XPRSaddrows, XPRSdelcpcuts, XPRSdelcuts, XPRSgetcpcutlist, XPRSgetcutlist,
XPRSloadcuts, XPRSstorecuts, 5.5.

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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 - each name may be at
most MPSNAMELENGTH+1 characters including the compulsory null terminator. If this
control is to be changed, this must be done before loading the problem.
first Start of the range of rows, columns or sets.
last End of the range of rows, columns or sets.
Related controls
Integer
MPSNAMELENGTH Maximum name length in characters.
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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XPRSaddqmatrix
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[]);
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.
mqcol1 First index in the triplets.
mqcol2 Second index in the triplets.
dqe Coefficients in the triplets.
Further information
1. The triplets should define the whole quadratic expression. This means, that to add [xˆ2 + 4 xy]
the dqe arrays shall contain the coefficients 1 and 4.
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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XPRSaddrows
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[]);
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 Integer array of length newrow containing the offsets in the mclind and dmatval
arrays of the start of the elements for each row. 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 Zero tolerance on matrix elements.
Example
Suppose the current problem was:

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";
rhs[0] = 25.0;
mstart[] = {0};
mclind[] = {0, 1, 2};
dmatval[] = {8.0, 9.0, 10.0};

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 ...
XPRSaddrows(prob,1,3,qrtype,rhs,NULL,mstart,mclind, dmatval);
XPRSaddnames(prob,1,"NewRow",4,4);

Further information
1. 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, rhs or range information for rows.
2. For maximum efficiency, space for the extra rows and elements should be reserved by setting the
EXTRAROWS and EXTRAELEMS controls before loading the problem.
Related topics
XPRSaddcols, XPRSaddcuts, XPRSaddnames, XPRSdelrows.

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XPRSaddsets
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[]);
Arguments
prob The current problem.
newsetsx 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+1 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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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 - each name may be at
most MPSNAMELENGTH+1 characters including the compulsory null terminator. If this
control is to be changed, this must be done before loading the problem.
first Start of the range of sets.
last End of the range of sets.
Related controls
Integer
MPSNAMELENGTH Maximum name length in characters.

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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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 200 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 Zero 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 [Link], from which instructions are taken to alter the
current matrix:

ALTER fred

Further information
1. The file [Link] is read. It is an ASCII file containing matrix revision statements in the
format described in A.7. The MODIFY format of the MPS REVISE data is also supported.
2. The command XPRSalter (ALTER) and the control EXTRAELEMS work together to enable the user
to change values and constraint senses in the problem held in memory. For maximum efficiency, it
should be set to reserve space for additional matrix elements. Defining the maximum number of
extra elements that can be added, it must be set before XPRSreadprob (READPROB).

3. It is not possible to alter an integer model which has been presolved. If it is required to alter
such a model after optimization, either turn the presolve off by setting PRESOLVE to 0 prior to
optimization, or reread the model with XPRSreadprob (READPROB).
Related topics
A.7.

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XPRSbasiscondition BASISCONDITION
Purpose
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.
XPRSminim(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
MINIM
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. The condition number is shown both for the scaled problem and in parenthesis for the original
problem.

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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 appear in the array.
Related controls
Double
ETATOL Zero 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 will work with the basis for the presolved
problem.
Related topics
XPRSftran.

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 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
XPRSmaxim (MAXIM)/XPRSminim (MINIM), IFCHECKCONVEXITY, EIGENVALUETOL.

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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) ar-
ray).
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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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 Zero 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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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.
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 MIP search is started. If XPRSchgcoltype is
called after a problem has been presolved, the presolved column numbers must be supplied. It is
not possible to change a column into a partial integer, semi-continuous or semi-continuous integer
variable.

2. Calling XPRSchgcoltype to change any variable into a binary variable causes the bounds previ-
ously defined for the variable to be deleted and replaced by bounds of 0 and 1.
Related topics
XPRSaddcols, XPRSchgrowtype, XPRSdelcols, XPRSgetcoltype.

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XPRSchgmcoef
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[]);
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 Zero 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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XPRSchgmqobj
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[]);
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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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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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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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 [6x12 + 3x1 x2 + 3x2 x1 ] / 2 to the objective function:
icol = jcol = 0; dval = 6.0;
XPRSchgqobj(prob,icol,jcol,dval);
icol = 0; jcol = 1; dval = 3.0;
XPRSchgqobj(prob,icol,jcol,dval);
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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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 expres-
sion 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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XPRSchgrhs
Purpose
Used to change right hand side elements of the matrix.
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 elements to change.
mindex Integer array of length nels containing the indices of the rows on which the right
hand side elements 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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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 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

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

Related topics
XPRSchgcoef, XPRSchgmcoef, XPRSchgrhs, XPRSgetrhsrange.

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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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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);
XPRSsetcbmessage(prob1,callback,NULL);
XPRScreateprob(&prob2);
XPRScopycallbacks(prob2,prob1);

Related topics
XPRScopycontrols, XPRScopyprob.

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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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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 200 characters to contain the name for the copied problem. 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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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 prob-
lems 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’s not possible to retrieve further error information using e.g.
XPRSgetlasterror).
Related topics
XPRSdestroyprob, XPRScopyprob, XPRSinit.

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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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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 Cut type.
interp Way in which the cut type is interpreted:
-1 drop all cuts;
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, 5.5.

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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 Type of the cut to be deleted.
interp Way in which the cut itype is interpreted:
-1 delete 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.
Related topics
XPRSaddcuts, XPRSdelcpcuts, XPRSgetcutlist, XPRSloadcuts, 5.5.

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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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XPRSdelnode
Purpose
Deletes the specified node from the list of outstanding nodes in the Branch and Bound tree
search.

Synopsis
int XPRS_CC XPRSdelnode(XPRSprob prob, int inode, int ifboth);
Arguments
prob The current problem.
inode Number of the node to delete.
ifboth Flag which must be one of:
0 meaning that the next descendant is to be deleted;
1 meaning that both descendants are to be deleted.
Example
XPRSdelnode(prob,10,0);

This deletes node number 10 in the tree search and its next descendent.
Further information
This routine might most effectively be called from a callback within the Branch and Bound search.

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XPRSdelqmatrix
Purpose
Deletes the quadratic part of a row.
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.
Related topics
XPRSaddrows, XPRSdelcols, XPRSdelrows..

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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 at-
tribute 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.

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XPRSdelsets
Purpose
Delete sets from a problem.
Synopsis
int XPRS_CC XPRSdelsets(XPRSprob prob, int ndelsets, const int mindex[]);
Arguments
prob The current problem.
ndelsets Number of sets to delete.
mindex An integer array of length ndelsets 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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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","");
XPRSmaxim(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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 DUMPCONTROLS
Purpose
Displays the list of controls and their current value for those controls that have been set to a non
default value.

Synopsis
DUMPCONTROLS
Related topics
SETDEFAULTS, SETDEFAULTCONTROL

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 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 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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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 [-r]
Arguments
prob The current problem.
ifround If all global entities should be rounded 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 XPRSfixglobal before
solving the remaining linear problem:
XPRSreadprob(prob,"myprob","");
XPRSminim(prob,"g");
XPRSfixglobals(prob, 1);
XPRSminim(prob,"l");
XPRSwriteprtsol(prob);
Example 2 (Console)
A similar set of commands at the console would be as follows:
READPROB
MINIM -g
FIXGLOBALS -r
MINIM -l
PRINTSOL
Further information
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 XPRSrange (RANGE) after calling XPRSfixglobals
(FIXGLOBALS).
Related topics
XPRSglobal (GLOBAL), XPRSmipoptimize (MIPOPTIMIZE), XPRSrange (RANGE).

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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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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 Zero 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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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
256 characters.
Example
The following calls XPRSgetbanner to return banner information at the start of the program:

char banner[256];
...
if(XPRSinit(NULL))
{
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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XPRSgetbasis
Purpose
Returns the current basis into the user’s data areas.
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);
XPRSminim(prob,"");
XPRSgetbasis(prob,rstatus,cstatus);
Related topics
XPRSgetpresolvebasis, XPRSloadbasis, XPRSloadpresolvebasis.

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XPRSgetcbbariteration
Purpose
Gets the barrier iteration callback function.
Synopsis
int XPRS_CC XPRSgetcbbariteration(XPRSprob prob, void (XPRS_CC **fubi)(
XPRSprob my_prob, void *my_object, int *barrier_action), void
**object);
Arguments
prob The current problem.
fubi Pointer to the memory where the callback function will be returned.
Related topics
XPRSsetcbbariteration.

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XPRSgetcbbarlog
Purpose
Gets the barrier log callback function,
Synopsis
int XPRS_CC XPRSgetcbbarlog (XPRSprob prob, int (XPRS_CC **fubl)(XPRSprob
my_prob, void *my_object), void **object);
Arguments
prob The current problem.
fubl Pointer to the memory where the callback function will be returned.
Related topics
XPRSsetcbbarlog.

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XPRSgetcbchgbranch
Purpose
Gets the branching variable callback function.
Synopsis
int XPRS_CC XPRSgetcbchgbranch(XPRSprob prob, void (XPRS_CC
**fucb)(XPRSprob my_prob, void *my_object, int *entity, int *up,
double *estdeg), void **object);
Arguments
prob The current problem.
fucb Pointer to the memory where the callback function will be returned.
Related topics
XPRSsetcbchgbranch.

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XPRSgetcbchgbranchobject
Purpose
Get the branch override callback function.
Synopsis
int XPRS_CC XPRSgetcbchgbranchobject(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 Pointer to the memory where the callback function will be returned.
object Pointer to the memory where the user-defined object for the callback function will be
returned.
Related topics
XPRSsetcbchgbranchobject.

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XPRSgetcbchgnode
Purpose
Get the node selection callback function.
Synopsis
int XPRS_CC XPRSgetcbchgnode(XPRSprob prob, void (XPRS_CC **fusn)(XPRSprob
my_prob, void *my_object, int *nodnum), void **object);
Arguments
prob The current problem.
fusn Pointer to the memory where the callback function will be returned.
Related topics
XPRSsetcbchgnode.

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XPRSgetcbcutlog
Purpose
Gets the cut log callback function.
Synopsis
int XPRS_CC XPRSgetcbcutlog(XPRSprob prob, int (XPRS_CC **fucl)(XPRSprob
my_prob, void *my_object), void **object);
Arguments
prob The current problem.
fucl Pointer to the memory where the callback function will be returned.
Related topics
XPRSsetcbcutlog.

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XPRSgetcbcutmgr
Purpose
Gets the user-defined cut manager routine.
Synopsis
int XPRS_CC XPRSgetcbcutmgr(XPRSprob prob, int (XPRS_CC **fcme)(XPRSprob
my_prob, void *my_object), void **object);
Arguments
prob The current problem.
fcme Pointer to the memory where the callback function will be returned.
Related topics
XPRSsetcbcutmgr.

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XPRSgetcbdestroymt
Purpose
Gets the destroy MIP thread callback function.
Synopsis
int XPRS_CC XPRSgetcbdestroymt(XPRSprob prob, void (XPRS_CC **fmt)(XPRSprob
my_prob, void *my_object), void **object);
Arguments
prob The current problem.
fmt Pointer to the memory where the callback function will be returned.
Related topics
XPRSsetcbdestroymt.

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XPRSgetcbestimate
Purpose
Gets the estimate callback function.
Synopsis
int XPRS_CC XPRSgetcbestimate(XPRSprob prob, int (XPRS_CC **fbe)(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);
Arguments
prob The current problem.
fbe Pointer to the memory where the callback function will be returned.
Related topics
XPRSsetcbestimate.

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XPRSgetcbgloballog
Purpose
Gets the global log callback function.
Synopsis
int XPRS_CC XPRSgetcbgloballog(XPRSprob prob, int (XPRS_CC **fugl)(XPRSprob
my_prob, void *my_object), void **object);
Arguments
prob The current problem.
fugl Pointer to the memory where the callback function will be returned.
Related topics
XPRSsetcbglobalog.

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XPRSgetcbinfnode
Purpose
Gets the user infeasible node callback function.
Synopsis
int XPRS_CC XPRSgetcbinfnode(XPRSprob prob, void (XPRS_CC **fuin)(XPRSprob
my_prob, void *my_object), void **object);
Arguments
prob The current problem.
fuin Pointer to the memory where the callback function will be returned.
Related topics
XPRSsetcbinfnode.

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XPRSgetcbintsol
Purpose
Gets the user integer solution callback function.
Synopsis
int XPRS_CC XPRSgetcbintsol(XPRSprob prob, void (XPRS_CC **fuis)(XPRSprob
my_prob, void *my_object), void **object);
Arguments
prob The current problem.
fuis Pointer to the memory where the callback function will be returned.
Related topics
XPRSsetcbintsol.

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XPRSgetcblplog
Purpose
Gets the simplex log callback function.
Synopsis
int XPRS_CC XPRSgetcblplog(XPRSprob prob, int (XPRS_CC **fuil)(XPRSprob
my_prob, void *my_object), void **object);
Arguments
prob The current problem.
fuil Pointer to the memory where the callback function will be returned.
Related topics
setcblplog.

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XPRSgetcbmessage
Purpose
Gets the output callback function.
Synopsis
int XPRS_CC XPRSgetcbmessage(XPRSprob prob, void (XPRS_CC **fop)(XPRSprob
my_prob, void *my_object, const char *msg, int len, int msgtype),
void **object);
Arguments
prob The current problem.
fop Pointer to the memory where the callback function will be returned.
Related topics
XPRSsetcbmessage.

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XPRSgetcbmipthread
Purpose
Gets the MIP thread callback function.
Synopsis
int XPRS_CC XPRSgetcbmipthread(XPRSprob prob, void (XPRS_CC **fmt)(XPRSprob
my_prob, void *my_object, XPRSprob thread_prob), void **object);
Arguments
prob The current problem.
fmt Pointer to the memory where the callback function will be returned.
Related topics
XPRSsetcbmipthread.

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XPRSgetcbnewnode
Purpose
Get the new node callback function.
Synopsis
int XPRS_CC XPRSgetcbnewnode(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 Pointer to the memory where the callback function will be returned.
object Pointer to the memory where the user-defined object for the callback function will be
returned.
Related topics
XPRSsetcbnewnode.

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XPRSgetcbnlpevaluate
Purpose
Gets the NLP evaluate callback function.
Synopsis
int XPRS_CC XPRSgetcbnlpevaluate(XPRSprob prob, void (XPRS_CC **f_-
evaluate)(XPRSprob my_prob, void * my_object, const double x[],
double * v), void ** object);
Arguments
prob The current problem.
f_evaluate Pointer to the memory where the callback function will be returned.
Related topics
XPRSinitializenlphessian, XPRSinitializenlphessian_indexpairs,
XPRSsetcbnlpevaluate, XPRSsetcbnlpgradient, XPRSsetcbnlphessian,
XPRSgetcbnlpgradient, XPRSgetcbnlphessian, XPRSresetnlp.

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XPRSgetcbnlpgradient
Purpose
Gets the NLP gradient evaluate callback function.
Synopsis
int XPRS_CC XPRSgetcbnlpgradient(XPRSprob prob, void (XPRS_CC **f_-
gradient)(XPRSprob my_prob, void * my_object, const double x[],
double g[]), void ** object);
Arguments
prob The current problem.
f_gradient Pointer to the memory where the callback function will be returned.
Related topics
XPRSinitializenlphessian, XPRSinitializenlphessian_indexpairs,
XPRSsetcbnlpevaluate, XPRSsetcbnlpgradient, XPRSsetcbnlphessian,
XPRSgetcbnlpevaluate, XPRSgetcbnlphessian, XPRSresetnlp.

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XPRSgetcbnlphessian
Purpose
Gets the NLP Hessian evaluate callback function.
Synopsis
int XPRS_CC XPRSgetcbnlphessian(XPRSprob prob, void (XPRS_CC **f_-
hessian)(XPRSprob my_prob, void * my_object, const double x[], const
int mstart[], const int mqcol[], double dqe[]), void ** object);
Arguments
prob The current problem.
f_hessian Pointer to the memory where the callback function will be returned.
Related topics
XPRSinitializenlphessian, XPRSinitializenlphessian_indexpairs,
XPRSsetcbnlpevaluate, XPRSsetcbnlpgradient, XPRSsetcbnlphessian,
XPRSgetcbnlpevaluate, XPRSgetcbnlpgradient, XPRSresetnlp.

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XPRSgetcbnodecutoff
Purpose
Gets the user node cutoff callback function.
Synopsis
int XPRS_CC XPRSgetcbnodecutoff(XPRSprob prob, void (XPRS_CC
**fucn)(XPRSprob my_prob, void *my_object, int nodnum), void
**object);
Arguments
prob The current problem.
fucn Pointer to the memory where the callback function will be returned.
Related topics
XPRSsetcbnodecutoff.

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XPRSgetcboptnode
Purpose
Gets the optimal node callback function.
Synopsis
int XPRS_CC XPRSgetcboptnode(XPRSprob prob, void (XPRS_CC **fuon)(XPRSprob
my_prob, void *my_object, int *feas), void **object);
Arguments
prob The current problem.
fuon Pointer to the memory where the callback function will be returned.
Related topics
XPRSsetcboptnode.

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XPRSgetcbpreintsol
Purpose
Gets the user integer solution callback function.
Synopsis
int XPRS_CC XPRSgetcbpreintsol(XPRSprob prob, void (XPRS_CC **f_-
preintsol)(XPRSprob my_prob, void *my_object, int isheuristic, int
*ifreject, double *cutoff), void **object);
Arguments
prob The current problem.
f_preintsol Pointer to the memory where the callback function will be returned.
Related topics
XPRSsetcbpreintsol.

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XPRSgetcbprenode
Purpose
Gets the preprocess node callback function.
Synopsis
int XPRS_CC XPRSgetcbprenode(XPRSprob prob, void (XPRS_CC **fupn)(XPRSprob
my_prob, void *my_object, int *nodinfeas), void **object);
Arguments
prob The current problem.
fupn Pointer to the memory where the callback function will be returned.
Related topics
XPRSsetcbprenode.

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XPRSgetcbsepnode
Purpose
Gets the separate callback function.
Synopsis
int XPRS_CC XPRSgetcbsepnode(XPRSprob prob, int (XPRS_CC **fse)(XPRSprob
my_prob, void *my_object, int ibr, int iglsel, int ifup, double
curval), void **object);
Arguments
prob The current problem.
fse Pointer to the memory where the callback function will be returned.
Related topics
XPRSsetcbsepnode.

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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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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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XPRSgetcols
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);
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
elements for each column. 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 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.
Example
int nels, cols, first = 0, last;
...
XPRSgetintattrib(prob,XPRS_COLS,&cols);
last = cols-1;
XPRSgetcols(prob,NULL,NULL,NULL,0,&nels,first,last);

This returns in nels the number of nonzero matrix elements in all columns of the matrix.
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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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 variables;
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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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 Cut 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) viola-
tion 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, 5.5.

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XPRSgetcpcuts
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[]);
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, 5.5.

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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 Cut 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, 5.5.

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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, 5.5.

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XPRSgetcutslack
Purpose
Used to calculate the slack of a cut. 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.
Further information
For cuts currently not loaded into the problem, a row index of -1 is returned.
Related topics
XPRSgetcpcutlist, XPRSdelcpcuts, XPRSgetcutlist, XPRSloadcuts, XPRSgetcutmap,
XPRSgetcpcuts, 5.5.

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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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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 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;
...
XPRSmaxim(prob,"");
XPRSgetdblattrib(prob,XPRS_LPOBJVAL,&lpobjval);
printf("The maximum profit is %f\n",lpobjval);
Related topics
XPRSgetintattrib, XPRSgetstrattrib.

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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 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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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,...).
mpri Integer array of length ndir containing the priorities for the columns and sets.
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.
ddpc Double array of length ndir containing the down pseudo costs for the columns and
sets.

Further information
1. The value ndir denotes the number of directives, at most MIPENTS, obtainable with
XPRSgetintattrib(prob,XPRS_MIPENTS,& mipents);.

2. Any of the arguments except prob and ndir may be NULL if not required.
Related topics
XPRSloaddirs, XPRSloadpresolvedirs.

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XPRSgetglobal
Purpose
Retrieves global information about a problem. It must be called before XPRSmaxim or
XPRSminim 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[]);
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,
NULL,NULL,NULL);
mgcols = malloc(nglents*sizeof(int));
qgtype = malloc(nglents*sizeof(char));
XPRSgetglobal(prob,&nglents,&nsets,qgtype,ngcols,NULL,
NULL,NULL,NULL,NULL);

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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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XPRSgetiisdata
Purpose
Returns information on the IIS: 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 The number of rows in the IIS.
colnumber The number of bounds in the IIS.
miisrow Indices of rows in the IIS.
miiscol Indices of bounds (columns) in the IIS.
constrainttype Sense of rows in the IIS:
L for less or equal row;
G for greater or equal row.
colbndtype Sense of bound in the IIS:
U for upper bound;
L for lower bound.
duals The dual multipliers associated with the rows
rdcs The dual multipliers (reduced costs)associated with the bounds.
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
isolationcols The isolation status of the bounds:
isolationcols The isolation status of the bounds:
-1 if isolation information is not available for column (run iisisolations);
0 if column is not in isolation;
1 if column is in isolation.
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,

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);

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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 La-
grange 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.
Related topics
XPRSiisall, XPRSiisclear, XPRSiisfirst, XPRSiisisolations, XPRSiisnext,
XPRSiisstatus, XPRSiiswrite, IIS, 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 String of length MPSNAMELENGTH (plus a null terminator) holding the name of the row
or column.
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.

Related controls
Integer
MPSNAMELENGTH Maximum name length in characters.

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);

puts("Indicator rows:");
for(i=0; i<rows; i++) if(comps[i]!=0) printf(" %d", i);
puts("\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 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 values
91 A current problem is not available.
422 A solution is not available.
Related controls
Double
FEASTOL Zero 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
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);
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.
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
Purpose
Enables users to recover the values of various integer control parameters
Synopsis
int XPRS_CC XPRSgetintcontrol(XPRSprob prob, int ipar, int *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 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;
...
XPRSmaxim(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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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
11, ERRORCODE, XPRSsetcbmessage, XPRSsetlogfile.

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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 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 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;
...
XPRSmaxim(prob,"");
XPRSgetintattrib(prob,XPRS_ORIGINALCOLS,&cols);
x = malloc(cols*sizeof(double));
XPRSgetlpsol(prob,x,NULL,NULL,NULL);
XPRSglobal(prob);
y = malloc(cols*sizeof(double));
XPRSgetmipsol(prob,y,NULL);
Further information
1. If called during an XPRSglobal callback the solution of the current node will be returned.
2. If the matrix is modified after calling XPRSmaxim or XPRSminim, then the solution will no longer
be available.

3. If the problem has been presolved, then XPRSgetlpsol returns the solution to the origi-
nal problem. The only way to obtain the presolved solution is to call the related function,
XPRSgetpresolvesol.
Related topics
XPRSgetpresolvesol, XPRSgetmipsol, XPRSwriteprtsol, XPRSwritesol.

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XPRSgetmessagestatus GETMESSAGESTATUS
Purpose
Manages suppression of messages.
Synopsis
int XPRS_CC XPRSgetmessagestatus(XPRSprob prob, int errcode, int *status);
GETMESSAGESTATUS
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.
Further information
1. Use the SETMESSAGESTATUS console function to print the value of the suppression status to screen.
2. 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;
...
XPRSmaxim(prob,"g");
XPRSgetintattrib(prob,XPRS_ORIGINALCOLS,&cols);
x = malloc(cols*sizeof(double));
XPRSgetmipsol(prob,x,NULL);

Further information
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.
Related topics
XPRSgetpresolvesol, XPRSwriteprtsol, XPRSwritesol.

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XPRSgetmqobj
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);
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 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.

Further information
1. The objective function is of the form cT x+0.5xT Qx where Q is positive semi-definite for minimiza-
tion 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.
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 Opti-
mizer library header file.
Related topics
XPRSchgmqobj, XPRSchgqobj, XPRSgetqobj.

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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_ORIGINALCOLS,&cols);
XPRSgetintattrib(prob,XPRS_ORIGINALROWS,&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.
Synopsis
int XPRS_CC XPRSgetnamelistobject(XPRSprob prob, int itype, XPRSnamelist
*r_nl);
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_nl 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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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.
Related controls
Integer
MPSNAMELENGTH Maximum name length in characters.
Example
The following example retrieves the row and column names of the current problem:

int cols, rows, nl;

...
XPRSgetintattrib(prob,XPRS_ORIGINALCOLS,&cols);
XPRSgetintattrib(prob,XPRS_ORIGINALROWS,&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] in C, use

int namelength;
...

XPRSgetintattrib(prob,XPRS_NAMELENGTH,&namelength);
printf("%s",names + i*(8*namelength+1));

Related topics
XPRSaddnames, XPRSgetnamelist.

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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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XPRSgetobjecttypename
Purpose
Function to access the type name of an object referenced using the generic FICO Xpress 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_setcbmsghandler 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 FICO Xpress Optimizer object (XPRSobject) sending the message.

Related topics
XPRS_ge_setcbmsghandler.

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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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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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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","");
XPRSminim(prob,"");
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]);
XPRSglobal(prob);
Related topics
XPRSgetbasis, XPRSloadbasis, XPRSloadpresolvebasis.

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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);
XPRSmaxim(prob,"");
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
In order to get a one-to-one mappng between the presolve problem and the original problem
the elimination operations of the presolve must be turned off using;

XPRSsetintcontrol(prob,XPRS_PRESOLVEOPS,255);

Related topics
5.3.

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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","");
XPRSmaxim(prob,"");
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]);
XPRSglobal(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.
Related topics
XPRSgetlpsol, 5.3.

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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 200 characters to contain the current problem name.
Example
The following returns the problem name into probname:

char probname[200];
...
XPRSgetprobname(prob,probname);
Related topics
XPRSsetprobname.

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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
XPRSchgqobj, XPRSchgmqobj.

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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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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 Double array of length size containing the objective function coefficients.
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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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.
Related topics
XPRSloadqcqp, XPRSgetqrowcoeff, XPRSaddqmatrix, XPRSchgqrowcoeff,
XPRSgetqrowqmatrix, XPRSgetqrows, XPRSchgqobj, XPRSchgmqobj, XPRSgetqobj.

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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 Arrays 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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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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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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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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XPRSgetrows
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);
Arguments
prob The current problem.
mstart Integer array which will be filled with the indices indicating the starting offsets in the
mclind and dmatval arrays for each requested row. 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.
mclind 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 mclind 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], mclind[6];
double dmatval[6];
...
XPRSgetrows(prob,mstart,mclind,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,
mclind 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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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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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 Zero 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.
Related topics
XPRSgetinfeas, XPRSgetiisdata, XPRSiisall, XPRSiisclear, XPRSiisfirst,
XPRSiisisolations, XPRSiisnext, XPRSiisstatus, XPRSiiswrite, IIS.

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XPRSgetstrattrib
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);
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.

Example
The following retrieves the name of the matrix just loaded:
char matrixname[256];
...
XPRSreadprob(prob,"myprob","");
XPRSgetstrattrib(prob, XPRS_MATRIXNAME, matrixname);
Related topics
XPRSgetdblattrib, XPRSgetintattrib.

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

Example
In the following, the value of MPSBOUNDNAME is retrieved and displayed:
char mpsboundname[256];
...
XPRSgetstrcontrol(prob, XPRS_MPSBOUNDNAME, mpsboundname);
printf("Name = %s\n", mpsboundname);
Related topics
XPRSgetdblcontrol, XPRSgetintcontrol, XPRSsetstrcontrol.

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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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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, XPRSmaxim and XPRSminim.

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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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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.

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.
KEEPMIPSOL Number of integer solutions to store.
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
DEGRADEFACTOR Factor to multiply estimated degradations by.
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.
MIPTARGET Target object function for global.

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 MIPTOL Integer feasibility tolerance.
PSEUDOCOST Default pseudo cost in node degradation estimation.
Example 1 (Library)
The following example inputs a problem [Link], 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 XPRSpostolve (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.9).
6. Optimizer library users can check the final status of the global search using the MIPSTATUS prob-
lem attribute.
7. The Optimizer supports global (i.e. active node list) files in excess of 2 GigaBytes by spreading the
data over multiple files. The initial global file is given the name [Link] and subsequent
files are named [Link].1, [Link].2,.... No individual file will be bigger than
2GB.
Related topics
XPRSfixglobal (FIXGLOBAL), XPRSinitglobal, XPRSmaxim (MAXIM)/XPRSminim (MINIM), A.9.

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XPRSgoal GOAL
Purpose
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 200 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 [Link].
Related controls
Integer
KEEPMIPSOL Number of partial solutions to store when using pre-emptive goal
programming.
Example 1 (Library)
In the following example, goal programming is carried out on a problem, goalex, taking
instructions from the file [Link]:
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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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 [Link]. 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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 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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 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 [Link]
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 [Link]
IIS
IIS -i -p 1
IIS -w 1 "[Link]" lp
IIS -e 1 "[Link]"

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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 approxi-
mation).
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.
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 prob-
lems, 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 maxim -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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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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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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XPRSiisfirst
Purpose
Initiates a search for an Irreducible Infeasible Set (IIS) in an infeasible problem.
Synopsis
int XPRS_CC XPRSiisfirst(XPRSprob prob, int ifiis, int *status_code);
Arguments
prob The current problem.
ifiis If nonzero the function identifies an IIS, while if 0 it stops after finding the initial
infeasible subproblem.
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 gen-
eration 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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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 infeasi-
ble subproblem.
Related topics
XPRSgetiisdata, XPRSiisall, XPRSiisclear, XPRSiisfirst, XPRSiisnext,
XPRSiisstatus, XPRSiiswrite, IIS.

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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 gen-
eration process has to be started from scratch.
Related topics
XPRSgetiisdata, XPRSiisall, XPRSiisclear, XPRSiisfirst, XPRSiisisolations,
XPRSiisstatus, XPRSiiswrite, IIS.

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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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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,"[Link]",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 prob-
lems, 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 [Link] x) to elim-
inate rounding errors associated with conversion between internal and decimal representa-
tion.
(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 maxim -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 func-
tion, 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 XPRSglobal is interrupted and called again the
global search will continue from where it left off. If XPRSinitglobal is called after the first call
to XPRSglobal, the global search will start from the top node when XPRSglobal is called again.
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);
XPRSmaxim(prob,"g");

Related topics
XPRSglobal, XPRSmaxim (MAXIM)/XPRSminim (MINIM).

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XPRSinitializenlphessian
Purpose
Used to initialize the NLP solver and to define the maximal possible structure of the Hessian of
the nonlinear objective.

Synopsis
int XPRS_CC XPRSinitializenlphessian(XPRSprob prob, const int mstart[],
const int mcol[]);
Arguments
prob The current problem.
mstart Integer array of length NCOLS indicating the starting offsets in the for each column.
mcol Integer array of length mstart[NCOLS-CSTYLE] containing the column indices of the
nonzero elements in the lower triangular part of the quadratic matrix.
Further information
No multiple definitions of the same entry are allowed, and the matrix must be lower triangular.
Because the Hessian user callback will expect the same order as is defined here, the optimizer
does not attempt to correct any inconsistancies in the input data, but gives an error message if
any is detected.
Related topics
XPRSinitializenlphessian_indexpairs, XPRSsetcbnlpevaluate,
XPRSsetcbnlpgradient, XPRSsetcbnlphessian, XPRSgetcbnlpevaluate,
XPRSgetcbnlpgradient, XPRSgetcbnlphessian, XPRSresetnlp, 4.5.

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XPRSinitializenlphessian_indexpairs
Purpose
Used to initialize the NLP solver and to define the maximal possible structure of the Hessian of
the nonlinear objective using index pairs.

Synopsis
int XPRS_CC XPRSinitializenlphessian_indexpairs(XPRSprob prob, int nqcelem,
const int mcol1[], const int mcol2[]);
Arguments
prob The current problem.
nqcelem Number of nonzeros in the maximal possible Hessian.
mcol1 First index of the nonzeros.
mcol2 Second index of the nonzeros.
Further information
1. Arrays mcol1 and mcol2 should satisfy the following requirements:

1. a lower triangular matrix is given;

2. indices in mcol1 are monotone increasing;
3. and there are no duplicates defined.
2. Because the Hessian user callback will expect the same order as is defined here, the optimizer does
not attempt to correct any inconsistencies in the input data, but gives an error message if any is
detected.
Related topics
XPRSinitializenlphessian, XPRSsetcbnlpevaluate, XPRSsetcbnlpgradient,
XPRSsetcbnlphessian, XPRSgetcbnlpevaluate, XPRSgetcbnlpgradient,
XPRSgetcbnlphessian, XPRSresetnlp, 4.5.

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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);
XPRSminim(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. A value of -1 indicates load all cuts of type itype.
mcutind Array containing pointers to the cuts to be loaded into the matrix. This array may be
NULL if ncuts is -1, otherwise it has length ncuts. Any indices of -1 will be ignored
so that the array mindex returned from XPRSstorecuts can be passed directly to
XPRSloadcuts.
Related topics
XPRSaddcuts, XPRSdelcpcuts, XPRSdelcuts, XPRSgetcplist, 5.5.

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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}

...
XPRSloaddelayed(prob,6,mrows);
XPRSminim(prob,"g");

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
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[]);
Arguments
prob The current problem.
probname A string of up to 200 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
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.

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 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 length ngents containing the column indices of the global entities.
dlim Double array 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 Zero tolerance on matrix elements.
SOSREFTOL Minimum gap between reference row entries.
Example
The following specifies an integer problem, globalEx, corresponding to:

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;

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 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 Opti-
mizer 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
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[]);
Arguments
prob The current problem.
probname A string of up to 200 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
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

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 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 Zero 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 Opti-
mizer 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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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;
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);
XPRSminim(prob,"g");
Further information
The values for the continuous variables in the dsol array are ignored and are calculated by fixing
the integer variables and reoptimizing.
Related topics
XPRSgetmipsol.

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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);
XPRSminim(prob,"g");
Further information
1. 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 re-optimized. This continues until no
violated cuts remain.
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
5.5.

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XPRSloadqcqp
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[]);
Arguments
prob The current problem.
probname A string of up to 200 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
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.
dbl 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

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 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 Zero 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
[ 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;

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 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[] = {1,1,1,1,2,1,3};
}

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+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 opti-
mization 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 Opti-
mizer library header file.
Related topics
XPRSloadglobal, XPRSloadlp, XPRSloadqglobal, XPRSloadqp, XPRSreadprob.

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XPRSloadqcqpglobal
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[]));
Arguments
prob The current problem.
probname A string of up to 200 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
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

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 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.
dbl 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 length ngents containing the column indices of the global entities.
dlim Double array 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

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 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 Zero tolerance on matrix elements.
Further information
1. The objective function is of the form cT x+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 opti-
mization 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 Opti-
mizer 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 Opti-
mizer 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,
XPRSreadprob.

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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","");
XPRSminim(prob,"");
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","");
XPRSminim(prob2,"");
XPRSloadpresolvebasis(prob2,rstatus,cstatus);

Related topics
XPRSgetbasis, XPRSgetpresolvebasis, XPRSloadbasis.

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2009 Fair Isaac Corporation. All rights reserved. page 239
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};
...
XPRSminim(prob,"");
XPRSloadpresolvedirs(prob,1,mcols,mpri,NULL,NULL,NULL);
XPRSminim(prob,"g");
Related topics
XPRSgetdirs, XPRSloaddirs.

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2009 Fair Isaac Corporation. All rights reserved. page 240
XPRSloadqglobal
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[], const 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[]);
Arguments
prob The current problem.
probname A string of up to 200 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
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

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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.
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 length ngents containing the column indices of the global entities.
dlim Double array 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.
KEEPNROWS Status for nonbinding rows.
SCALING Type of scaling.
Double
MATRIXTOL Zero 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;

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 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+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 opti-
mization 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 Opti-
mizer library header file.
Related topics
XPRSaddsetnames, XPRSloadglobal, XPRSloadlp, XPRSloadqp, XPRSreadprob.

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2009 Fair Isaac Corporation. All rights reserved. page 243
XPRSloadqp
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[]);
Arguments
prob The current problem.
probname A string of up to 200 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 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.

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 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 Zero 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)
Further information
1. The objective function is of the form c’x+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 opti-
mization 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 Opti-
mizer library header file.

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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);
XPRSminim(prob,"");

Related topics
5.3.

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XPRSlpoptimize LPOPTIMIZE
Purpose
This function begins a search for the optimal LP solution by calling XPRSminim or XPRSmaxim
depending on the value of OBJSENSE. The "l" flag will be passed to XPRSminim or XPRSmaxim so
that the problem will be solved as an LP.
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;
Related topics
XPRSminim MINIM XPRSmaxim MAXIM.

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XPRSmaxim, XPRSminim MAXIM, MINIM
Purpose
Begins a search for the optimal LP solution.
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 discrete-
ness 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.
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.
PRESOLVE Degree of presolving to perform.
PRESOLVEOPS Specifies the operations performed during presolve.

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 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 Zero tolerance in the Cholesky decomposition.
ELIMTOL Markowitz tolerance for elimination phase of presolve.
ETATOL Zero tolerance on eta elements.
FEASTOL Zero 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 search for the optimal MIP solution by calling XPRSminim or XPRSmaxim
depending on the value of OBJSENSE. The "g" flag will be passed to XPRSminim or XPRSmaxim
so that the global search will be performed.
Synopsis
int XPRS_CC XPRSmipoptimize(XPRSprob prob, const char *flags);
MIPOPTIMIZE [-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;
l only solve the linear part of the problem (ignore global constraints).
Related topics
XPRSminim MINIM XPRSmaxim MAXIM.

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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 are 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
XPRSminim, XPRSmaxim

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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 Zero 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 Zero 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 [Link]:
XPRSreadprob(prob,"leonor","");
XPRSmaxim(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
MAXIM
RANGE
PRINTRANGE
Further information
1. A basic optimal solution to the problem must be available, i.e. XPRSmaxim (MAXIM) or XPRSminim
(MINIM) 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 func-
tions 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 us-
ing XPRSfixglobal (FIXGLOBAL) first and the remaining LP resolved - see XPRSfixglobal
(FIXGLOBAL).
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 200 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,"","");
XPRSmaxim(prob,"g");
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
MAXIM -g
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 200 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 200 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 [Link] for use with the problem,
steve:
XPRSreadprob(prob,"steve","");
XPRSreaddirs(prob,"sue");
XPRSminim(prob,"g");
Example 2 (Console)
READPROB
READDIRS
MINIM -g

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 XPRSmaxim (MAXIM) or XPRSminim
(MINIM).
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, XPRSglobal (GLOBAL) will explore the branch expected to yield the best integer so-
lution 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 XPRSglobal (GLOBAL) 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 XPRSglobal
(GLOBAL) 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 file name, a string of up to 200 characters from which the problem is to be read.
If omitted (console users only), the default problem_name is used with various
extensions - see below.
flags Flags to be passed:
l only [Link] 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.
MPSNAMELENGTH Maximum name length in characters.
SCALING Type of scaling.
Double
MATRIXTOL Zero 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
[Link], [Link] or (in LP format) [Link].
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 exten-
sion.
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 con-
trol. 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 perfor-
mance 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 auto-
matically 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.
7. Long MPS vector names are supported in MPS files, LP files, directives files and basis files. The
MPSNAMELENGTH control specifies the maximum number of characters in MPS vector names and
must be set before the file is read in. Internally it is rounded up to the smallest multiple of 8, and
must not exceed 64.
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 200 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;
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

Related topics
XPRSreadbinsol (READBINSOL), XPRSwriteslxsol (WRITESLXSOL, XPRSwritebinsol
WRITEBINSOL, XPRSreadbinsol (READBINSOL).

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XPRSrepairinfeas REPAIRINFEAS
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);
REPAIRINFEAS -[pflags] -[oflags] -[gflags] -[lrp value] -[grp value] -[lbp
value] -[ubp value] -[d value] -[r]
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.
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.
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. For console use -lrp value.
grp Preference for relaxing the greater or equal side of a row. For console use -grp value.
lbp Preferences for relaxing lower bounds. For console use -lbp value.
ubp Preferences for relaxing upper bounds. For console use -ubp value.
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.
r If a summary of the violated variables and constraints should be printed after the
relaxed solution is determined.

Related controls
Integer
DEFAULTALG Forced algorithm selection (default for repairinfeas is primal).
Example
READPROB [Link]
REPAIRINFEAS -a -d 0.002

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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.
2. A row or bound is relaxed by introducing a new nonnegative variable that will contain the infea-
sibility 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.
4. Note that the set of preferences are scaling independent.

5. 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.
6. 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.
7. Note that on some problems, slight modifications of delta may affect the value of the original
objective drastically.

8. The default value for delta in the console is 0.001.

9. Note that because of their special associated modeling properties, binary and semi-continuous
variables are not relaxed.
10. 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.
11. 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 Rule

lrp>0 = rows aT x - 1/lrp*aux_var = b
lrp>0 <= rows aT x - 1/lrp*aux_var <= b
grp>0 = rows aT x + 1/grp*aux_var = b
grp>0 >= rows aT x + 1/grp*aux_var >= b
ubp>0 upper bounds xi - 1/ubp*aux_var <= u
lbp>0 lower bounds xi + 1/lbp*aux_var >= l

Related topics
XPRSrepairweightedinfeas, 6.1.4.

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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:
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.
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:
d use the objective sense of the original problem;
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.
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 infea-
sibility 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. 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 Rule

lrp>0 = rows aT x - 1/lrp*aux_var = b
lrp>0 <= rows aT x - 1/lrp*aux_var <= b
grp>0 = rows aT x + 1/grp*aux_var = b
grp>0 >= rows aT x + 1/grp*aux_var >= b
ubp>0 upper bounds xi - 1/ubp*aux_var <= u
lbp>0 lower bounds xi + 1/lbp*aux_var >= l

Related topics
XPRSrepairinfeas (REPAIRINFEAS), 6.1.4.

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XPRSresetnlp
Purpose
Removes all the NLP callbacks and frees the maximal Hessian structure stored.
Synopsis
int XPRS_CC XPRSresetnlp(XPRSprob prob);
Argument
prob The current problem.
Related topics
XPRSinitializenlphessian, XPRSinitializenlphessian_indexpairs,
XPRSsetcbnlpevaluate, XPRSsetcbnlpgradient, XPRSsetcbnlphessian,
XPRSgetcbnlpevaluate, XPRSgetcbnlpgradient, XPRSgetcbnlphessian, 4.5.

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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 200 characters containing the problem name.
flags f Force the restoring of a save file even if its 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_-
[Link] 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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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 Integer and number of RHS coefficients whose sensitivity ranges are sought.
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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XPRSsave 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);
SAVE
Argument
prob The current problem.

Example 1 (Library)
XPRSsave(prob);

Example 2 (Console)
SAVE

Further information
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.
Related topics
XPRSrestore (RESTORE).

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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);
XPRSminim(prob,"");

This reads the MPS file [Link], modifies it according to instructions in the file
[Link], 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
MINIM

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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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, XPRSsetcbsepnode.
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:
XPRSsetcbsepnode(prob,nodeSep,void);

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, XPRSsetcbestimate, XPRSsetcbsepnode, XPRSstorebounds, 5.5.

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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,
XPRSsetcbsepnode.
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, XPRSsetcbestimate, XPRSsetcbsepnode, XPRSstorecuts, 5.5.

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XPRSsetcbbariteration
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.
Synopsis
int XPRS_CC XPRSsetcbbariteration (XPRSprob prob, void (XPRS_CC *fubi)(
XPRSprob my_prob, void *my_object, int *barrier_action), void
*object);
Arguments
prob The current problem.
fubi The callback function itself. This takes three arguments, my_prob and 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, fubi.
my_object The user-defined object passed as object when setting up the callback with
XPRSsetcbbariteration.
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, fubi.
Example
This simple example demonstrates how the solution might be retrieved for each barrier iteration.

// Barrier iteration callback

void XPRS_CC BarrierIterationCallback(XPRSprob my_prob, void *my_object, int *b

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);
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

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 || Gap <= 0.1*max(fabs(PrimalObj),fabs(DualObj))) {
*barrier_action = BARRIER_OPTIMAL;
}
}

// To set callback:
XPRSsetcbbariteration(xprob, BarrierIterationCallback, (void *) &my);

Further information
1. 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
XPRSgetcbbariteration.

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XPRSsetcbbarlog
Purpose
Declares a barrier log callback function, called at each iteration during the interior point
algorithm.

Synopsis
int XPRS_CC XPRSsetcbbarlog (XPRSprob prob, int (XPRS_CC *fubl)(XPRSprob
my_prob, void *my_object), void *object);
Arguments
prob The current problem.
fubl The callback function itself. This takes two arguments, my_prob and my_object, and
has an integer return value. If the value returned by fubl 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, fubl.
my_object The user-defined object passed as object when setting up the callback with
XPRSsetcbbarlog.
object A user-defined object to be passed to the callback function, fubl.

Example
This simple example prints a line to the screen for each iteration of the algorithm.

XPRSsetcbbarlog(prob,barLog,NULL);
XPRSmaxim(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
XPRSgetcbbarlog, XPRSsetcbgloballog, XPRSsetcblplog, XPRSsetcbmessage.

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XPRSsetcbchgbranch
Purpose
Declares a branching variable callback function, called every time a new branching variable is set
or selected during the MIP search.
Synopsis
int XPRS_CC XPRSsetcbchgbranch(XPRSprob prob, void (XPRS_CC *fucb)(XPRSprob
my_prob, void *my_object, int *entity, int *up, double *estdeg), void
*object);
Arguments
prob The current problem.
fucb 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, fucb.
my_object The user-defined object passed as object when setting up the callback with
XPRSsetcbchgbranch.
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 The estimated degradation at the node.
object A user-defined object to be passed to the callback function, fucb.
Example
The following example demonstrates use of the branching rule to branch on the most violated
integer of binary during the global search:
typedef struct {
double* soln;
char* type;
double tol;
int cols;
} solutionData;
...
solutionData nodeData;
...
XPRSminim(prob,"");
XPRSsetintcontrol(prob, XPRS_MIPLOG, 3);
XPRSsetintcontrol(prob, XPRS_CUTSTRATEGY, 0);

/* setup data */
XPRSgetintattrib(prob, XPRS_COLS, &([Link]));
XPRSgetdblcontrol(prob, XPRS_MATRIXTOL, &([Link]));
[Link] =
(double*) malloc(sizeof(double)*[Link]);
[Link] =
(char*) malloc(sizeof(char)*[Link]);
XPRSgetcoltype(prob, [Link], 0, [Link]-1);

XPRSsetcbchgbranch(prob, varSelection, &nodeData);

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 XPRSglobal(prob);
The callback function might resemble:
void XPRS_CC varSelection(XPRSprob prob, void* vdata,
int *iColumn, int *iUp, double *dEstimate)
{
double dDist, dUpDist, dDownDist, dGreatestDist=0;
int iCol;

solutionData *nodeData = (solutionData*) vdata;

XPRSgetpresolvesol(prob, (*nodeData).soln, NULL, NULL,
NULL);
for(iCol=0;iCol<(*nodeData).cols;iCol++)
if((*nodeData).type[iCol]==’I’ ||
(*nodeData).type[iCol]==’B’)
{
dUpDist=ceil((*nodeData).soln[iCol]) -
(*nodeData).soln[iCol];
dDownDist = (*nodeData).soln[iCol] -
floor((*nodeData).soln[iCol]);
dDist = (dUpDist>dDownDist)?dUpDist:dDownDist;
if(dDownDist > (*nodeData).tol &&
dUpDist > (*nodeData).tol)
if( dDist > dGreatestDist )
{
*iColumn = iCol;
dGreatestDist = dDist;
}
}
}
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
XPRSgetcbchgbranch, XPRSsetcbchgnode, XPRSsetcboptnode, XPRSsetcbinfnode,
XPRSsetcbintsol, XPRSsetcbnodecutoff, XPRSsetcbprenode.

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XPRSsetcbchgbranchobject
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 optimizers branching choice.

Synopsis
int XPRS_CC XPRSsetcbchgbranchobject(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, which takes four arguments: myprob, 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
XPRSsetcbchgbranchobject.
obranch The candidate branching object selected by the optimizer.
p_newobject Optional new branching object to replace the optimizer’s selection.
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
XPRSgetcbchgbranchobject, XPRS_bo_create.

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XPRSsetcbchgnode
Purpose
Declares a node selection callback function. This is called every time the code backtracks to select
a new node during the MIP search.

Synopsis
int XPRS_CC XPRSsetcbchgnode(XPRSprob prob, void (XPRS_CC *fusn)(XPRSprob
my_prob, void *my_object, int *nodnum), void *object);
Arguments
prob The current problem.
fusn 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, fusn.
my_object The user-defined object passed as object when setting up the callback with
XPRSsetcbchgnode.
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, fusn.
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:

XPRSminim(prob,"");
XPRSsetintcontrol(prob,XPRS_MIPLOG,3);
XPRSsetintcontrol(prob,XPRS_NODESELECTION,2);
XPRSsetcbchgnode(prob,nodeSelection,NULL);
XPRSglobal(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 on the FICO Xpress website.
Related topics
XPRSgetcbchgnode, XPRSsetcboptnode, XPRSsetcbinfnode, XPRSsetcbintsol,
XPRSsetcbnodecutoff, XPRSsetcbchgbranch, XPRSsetcbprenode.

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XPRSsetcbcutlog
Purpose
Declares a cut log callback function, called each time the cut log is printed.
Synopsis
int XPRS_CC XPRSsetcbcutlog(XPRSprob prob, int (XPRS_CC *fucl)(XPRSprob
my_prob, void *my_object), void *object);
Arguments
prob The current problem.
fucl 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, fucl.
my_object The user-defined object passed as object when setting up the callback with
XPRSsetcbcutlog.
object A user-defined object to be passed to the callback function, fucl.
Related topics
XPRSgetcbcutlog, XPRSsetcbcutmgr.

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XPRSsetcbcutmgr
Purpose
Declares a user-defined cut manager routine, called at each node of the Branch and Bound
search.

Synopsis
int XPRS_CC XPRSsetcbcutmgr(XPRSprob prob, int (XPRS_CC *fcme)(XPRSprob
my_prob, void *my_object), void *object);
Arguments
prob The current problem
fcme 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, fcme.
my_object The user-defined object passed as object when setting up the callback with
XPRSsetcbcutmgr.
object A user-defined object to be passed to the callback function, fcme.

Related controls
Integer
EXTRAELEMS Number of extra matrix elements to be allowed for.
EXTRAROWS Number of extra rows to be allowed for.

Further information
1. For maximum efficiency, the space-allocating controls EXTRAROWS, EXTRAELEMS should be speci-
fied by the user if their values are known. If this is not done, resizing will occur automatically, but
more space may be allocated than the user requires.
2. The cut manager routine will be called repeatedly at each node until it returns a value of 0. The
sub-problem is automatically optimized if any cuts are added or deleted.
3. The FICO Xpress Optimizer ensures that cuts added to a node are automatically restored at descen-
dant 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
XPRSgetcbcutmgr, XPRSsetcbcutlog.

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XPRSsetcbdestroymt
Purpose
Declares a destroy MIP thread callback function, called every time a MIP thread is destroyed by
the parallel MIP code.

Synopsis
int XPRS_CC XPRSsetcbdestroymt(XPRSprob prob, void (XPRS_CC *fmt)(XPRSprob
my_prob, void *my_object), void *object);
Arguments
prob The current thread problem.
fmt 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 to the callback function.
object A user-defined object to be passed to the callback function.
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
XPRSgetcbdestroymt,XPRSsetcbmipthread.

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XPRSsetcbestimate
Purpose
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.

Synopsis
int XPRS_CC XPRSsetcbestimate(XPRSprob prob, int (XPRS_CC *fbe)(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);
Arguments
prob The current problem.
fbe 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, fbe.
my_object The user-defined object passed as object when setting up the callback with
XPRSsetcbestimate.
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 4.3.3 in 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 XPRSsetcbsepnode) will
be called nbr times in order to create the actual branches.
object A user-defined object to be passed to the callback function, fbe.

Related topics
XPRSgetcbestimate, XPRSsetbranchcuts, XPRSsetcbsepnode, XPRSstorecuts.

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XPRSsetcbgloballog
Purpose
Declares a global log callback function, called each time the global log is printed.
Synopsis
int XPRS_CC XPRSsetcbgloballog(XPRSprob prob, int (XPRS_CC *fugl)(XPRSprob
my_prob, void *my_object), void *object);
Arguments
prob The current problem.
fugl 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, fugl.
my_object The user-defined object passed as object when setting up the callback with
XPRSsetcbgloballog.
object A user-defined object to be passed to the callback function, fugl.

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);

XPRSsetcbgloballog(prob, globalLog, NULL);
XPRSminim(prob,"g");
The callback function may resemble:
XPRS_CC int globalLog(XPRSprob prob, void *data)
{
int nodes, nodedepth;

XPRSgetintattrib(prob, XPRS_NODEDEPTH, &nodedepth);

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

return 0;
}
See the example depthfirst.c on the FICO Xpress website.
Further information
If the callback function returns a nonzero value, the global search will be interrupted.
Related topics
XPRSgetcbgloballog, XPRSsetcbbarlog, XPRSsetcblplog, XPRSsetcbmessage.

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XPRSsetcbinfnode
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.

Synopsis
int XPRS_CC XPRSsetcbinfnode(XPRSprob prob, void (XPRS_CC *fuin)(XPRSprob
my_prob, void *my_object), void *object);
Arguments
prob The current problem
fuin 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, fuin.
my_object The user-defined object passed as object when setting up the callback with
XPRSsetcbinfnode.
object A user-defined object to be passed to the callback function, fuin.

Related controls
Integer
NODESELECTION Node selection control.

Example
The following notifies the user whenever an infeasible node is found during the global search:
XPRSsetintcontrol(prob,XPRS_NODESELECTION,2);
XPRSsetcbinfnode(prob,nodeInfeasible,NULL);
XPRSmaxim(prob,"g");
The callback function may resemble:
void XPRS_CC nodeInfeasible(XPRSprob prob, void *obj)
{
int node;
XPRSgetintattrib(prob, XPRS_NODES, &node);
printf("Node %d infeasible\n", node);
}
See the example depthfirst.c on the FICO Xpress website.

Related topics
XPRSgetcbinfnode, XPRSsetcbchgnode, XPRSsetcboptnode, XPRSsetcbintsol,
XPRSsetcbnodecutoff, XPRSsetcbchgbranch, XPRSsetcbprenode.

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XPRSsetcbintsol
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.

Synopsis
int XPRS_CC XPRSsetcbintsol(XPRSprob prob, void (XPRS_CC *fuis)(XPRSprob
my_prob, void *my_object), void *object);
Arguments
prob The current problem.
fuis 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, fuis.
my_object The user-defined object passed as object when setting up the callback with
XPRSsetcbintsol.
object A user-defined object to be passed to the callback function, fuis.

Example
The following example prints integer solutions as they are discovered in the global search,
without using the solution file:
XPRSsetcbintsol(prob,printsol,NULL);
XPRSmaxim(prob,"g");
The callback function might resemble:
void XPRS_CC printsol(XPRSprob my_prob, void *my_object)
{
int i, cols, *x;
double objval;

XPRSgetintattrib(my_prob, XPRS_COLS, &cols);

XPRSgetdblattrib(my_prob, XPRS_LPOBJVAL, &objval);
x = malloc(cols * sizeof(int));
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]);
}
Further information
This callback is useful if the user wants to retrieve the integer solution when it is found.
Related topics
XPRSgetcbintsol, XPRSsetcbchgnode, XPRSsetcboptnode, XPRSsetcbinfnode,
XPRSsetcbnodecutoff, XPRSsetcbchgbranch, XPRSsetcbprenode.

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XPRSsetcblplog
Purpose
Declares a simplex log callback function which is called after every LPLOG iterations of the
simplex algorithm.

Synopsis
int XPRS_CC XPRSsetcblplog(XPRSprob prob, int (XPRS_CC *fuil)(XPRSprob my_-
prob, void *my_object), void *object);
Arguments
prob The current problem.
fuil 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, fuil.
my_object The user-defined object passed as object when setting up the callback with
XPRSsetcblplog.
object A user-defined object to be passed to the callback function, fuil.

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);
XPRSsetcblplog(prob,lpLog,NULL);
XPRSreadprob(prob,"problem","");
XPRSminim(prob,"");
The callback function may resemble:
int XPRS_CC lpLog(XPRSprob my_prob, void *my_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
XPRSgetcblplog, XPRSsetcbbarlog, XPRSsetcbgloballog, XPRSsetcbmessage.

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XPRSsetcbmessage
Purpose
Declares an output callback function, called every time a text line is output by the Optimizer.
Synopsis
int XPRS_CC XPRSsetcbmessage(XPRSprob prob, void (XPRS_CC *fop)(XPRSprob
my_prob, void *my_object, const char *msg, int len, int msgtype),
void *object);
Arguments
prob The current problem.
fop 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 to the callback function.
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.
Related controls
Integer
OUTPUTLOG All messages are disabled if set to zero.
Example
The following example simply sends all output to the screen (stdout):
XPRSsetcbmessage(prob,Message,NULL);
The callback function might resemble:
void XPRS_CC Message(XPRSprob my_prob, void* my_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);
break;
default: /* exiting - buffers need flushing */
fflush(stdout);
break;
}
}

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Further information
1. Any screen output is disabled automatically whenever a user output callback is set.
2. Screen output is never produced by the Optimizer DLL running under Windows. The only way to
enable screen output from the Optimizer DLL is to define this callback function and use it to print
the messages to the screen (stdout).

3. 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.
4. Visual Basic, users must use the alternative function XPRSetcbmessageVB to define the callback;
this is required because of the different way VB handles strings.
Related topics
XPRSgetcbmessage, XPRSsetcbbarlog, XPRSsetcbgloballog, XPRSsetcblplog,
XPRSsetlogfile.

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XPRSsetcbmipthread
Purpose
Declares a MIP thread callback function, called every time a MIP thread is started by the parallel
MIP code.

Synopsis
int XPRS_CC XPRSsetcbmipthread(XPRSprob prob, void (XPRS_CC *fmt)(XPRSprob
my_prob, void *my_object, XPRSprob thread_prob), void *object);
Arguments
prob The current problem.
fmt 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.
Related controls
Integer
MIPTHREADS Number of MIP threads to create.
Example
The following example clears the message callback for each of the MIP threads:
XPRSsetcbmipthread(prob,mipthread,NULL);

void XPRS_CC mipthread(XPRSprob my_prob, void* my_object,

XPRSprob mipthread)
{
/* clear the message callback*/
setcbmessage (mipthread,NULL,NULL);

Related topics
XPRSgetcbmipthread,XPRSsetcbdestroymt.

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XPRSsetcbnewnode
Purpose
Declares a callback function that will be called every time a new node is created during the
branch and bound search.

Synopsis
int XPRS_CC XPRSsetcbnewnode(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, 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
XPRSsetcbnewnode.
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.
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 XPRSsetcbestimate/XPRSsetcbsepnode callback functions,
branch is identical to the ifup argument of the XPRSsetcbsepnode callback function.
Related topics
XPRSgetcbnewnode, XPRSsetcbchgnode

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XPRSsetcbnlpevaluate
Purpose
Declares the NLP "evaluate" callback function, used to evaluate the user defined nonlinear
objective function.

Synopsis
int XPRS_CC XPRSsetcbnlpevaluate(XPRSprob prob, void (XPRS_CC *f_-
evaluate)(XPRSprob my_prob, void * my_object, const double x[],
double * v), void * object);
Arguments
prob The current problem.
f_evaluate The callback function which takes 4 arguments, my_prob and my_object, the
point where the objective is to be evaluated, v used to return the value of the
objective at x and has an integer return value.
my_prob The problem passed to the callback function, f_evaluate.
my_object The user-defined object passed as object when setting up the callback with
XPRSsetcbnlpgradient.
x Double array of length NCOLS containing the point where the NLP objective is to be
evaluated.
v Double pointer used by the callback to return the evaluated objective function value
at x.
object A user-defined object to be passed to the callback function, f_evaluate.
Related topics
XPRSinitializenlphessian, XPRSinitializenlphessian_indexpairs,
XPRSsetcbnlpgradient, XPRSsetcbnlphessian, XPRSgetcbnlpevaluate,
XPRSgetcbnlpgradient, XPRSgetcbnlphessian, XPRSresetnlp, 4.5.

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XPRSsetcbnlpgradient
Purpose
Declares the NLP "gradient" callback function, used to evaluate the gradient of the user defined
nonlinear objective function.

Synopsis
int XPRS_CC XPRSsetcbnlpgradient(XPRSprob prob, void (XPRS_CC *f_-
gradient)(XPRSprob my_prob, void * my_object, const double x[],
double g[]), void * object);
Arguments
prob The current problem.
f_gradient The callback function which takes 4 arguments, my_prob and my_object, the
point where the objective is to be evaluated, v used to return the value of the
objective at x and has an integer return value.
my_prob The problem passed to the callback function, f_evaluate.
my_object The user-defined object passed as object when setting up the callback with
XPRSsetcbnlpevaluate.
x Double array of length NCOLS containing the point where the NLP objective is to be
evaluated.
g Double array of length NCOLS used by the callback to return the evaluated gradient at
x.
object A user-defined object to be passed to the callback function, f_evaluate.
Related topics
XPRSinitializenlphessian, XPRSinitializenlphessian_indexpairs,
XPRSsetcbnlpevaluate, XPRSsetcbnlphessian, XPRSgetcbnlpevaluate,
XPRSgetcbnlpgradient, XPRSgetcbnlphessian, XPRSresetnlp, 4.5.

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XPRSsetcbnlphessian
Purpose
Declares the NLP "Hessian" callback function, used to evaluate the gradient of the user defined
nonlinear objective function.

Synopsis
int XPRS_CC XPRSsetcbnlphessian(XPRSprob prob, void (XPRS_CC *f_-
hessian)(XPRSprob my_prob, void * my_object, const double x[], const
int mstart[], const int mqcol[], double dqe[]), void * object);
Arguments
prob The current problem.
f_hessian The callback function which takes 4 arguments, my_prob and my_object, the point
where the objective is to be evaluated, v used to return the value of the objective at x
and has an integer return value.
my_prob The problem passed to the callback function, f_hessian.
my_object The user-defined object passed as object when setting up the callback with
XPRSsetcbnlphessian.
x Double array of length NCOLS containing the point where the NLP objective is to be
evaluated.
mstart Integer array of length NCOLS indicating the starting offsets in the mqcol and dqe
arrays for each column.
mqcol Integer array of length NLPHESSIANELEMS containing the column indices of the
nonzero elements in the lower triangular part of the quadratic matrix.
dqe Double array of length NLPHESSIANELEMS, used by the callback to return the
coefficients of the Hessian at x.
object A user-defined object to be passed to the callback function, f_hessian.

Related topics
XPRSinitializenlphessian, XPRSinitializenlphessian_indexpairs,
XPRSsetcbnlpevaluate, XPRSsetcbnlpgradient, XPRSgetcbnlpevaluate,
XPRSgetcbnlpgradient, XPRSgetcbnlphessian, XPRSresetnlp, 4.5.

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XPRSsetcbnodecutoff
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.

Synopsis
int XPRS_CC XPRSsetcbnodecutoff(XPRSprob prob, void (XPRS_CC
*fucn)(XPRSprob my_prob, void *my_object, int nodnum), void *object);
Arguments
prob The current problem.
fucn 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 node is cut off as
the result of an improved integer solution being found.
my_prob The problem passed to the callback function, fucn.
my_object The user-defined object passed as object when setting up the callback with
XPRSsetcbnodecutoff.
nodnum The number of the node that is cut off.
object A user-defined object to be passed to the callback function, fucn.

Example
The following notifies the user whenever a node is cutoff during the global search:
XPRSsetcbnodecutoff(prob,Cutoff,NULL);
XPRSmaxim(prob,"g");

The callback function might resemble:

void XPRS_CC Cutoff(XPRSprob prob, void *obj, int node)
{
printf("Node %d cutoff\n", node);
}

See the example depthfirst.c on the FICO Xpress website.

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
XPRSgetcbnodecutoff, XPRSsetcbchgnode, XPRSsetcboptnode, XPRSsetcbinfnode,
XPRSsetcbintsol, XPRSsetcbchgbranch, XPRSsetcbprenode.

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XPRSsetcboptnode
Purpose
Declares an optimal node callback function, called after an optimal solution for the current node
has been found during the Branch and Bound search.

Synopsis
int XPRS_CC XPRSsetcboptnode(XPRSprob prob, void (XPRS_CC *fuon)(XPRSprob
my_prob, void *my_object, int *feas), void *object);
Arguments
prob The current problem.
fuon 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, fuon.
my_object The user-defined object passed as object when setting up the callback with
XPRSsetcboptnode.
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, fuon.

Example
The following prints an optimal solution once found:
XPRSsetcboptnode(prob,nodeOptimal,NULL);
XPRSmaxim(prob,"g");

The callback function might resemble:

void XPRS_CC nodeOptimal(XPRSprob prob, void *obj, int *feas)
{
int node;
double objval;

XPRSgetintattrib(prob, XPRS_NODES, &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 on the FICO Xpress website.

Further information
The cost of optimizing the node will be avoided if the node is declared to be infeasible from this
callback function.

Related topics
XPRSgetcboptnode, XPRSsetcbchgnode, XPRSsetcbinfnode, XPRSsetcbintsol,
XPRSsetcbnodecutoff, XPRSsetcbchgbranch, XPRSsetcbprenode.

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XPRSsetcbpreintsol
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.

Synopsis
int XPRS_CC XPRSsetcbpreintsol(XPRSprob prob, void (XPRS_CC *f_-
preintsol)(XPRSprob my_prob, void *my_object, int isheuristic, int
*ifreject, double *cutoff), void *object);
Arguments
prob The current problem.
f_preintsol The callback function which takes five arguments, my_prob, my_object,
isheuristic, 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
XPRSsetcbpreintsol.
isheuristic 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.
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, fuis.

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.

Further information
1. If a solution is rejected, the optimizer will drop the found solution without updating any at-
tributes, 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 is rejected (isheuristic = 0), the node itself will be dropped without
further branching.
Related topics
XPRSgetcbpreintsol, XPRSsetcbintsol.

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XPRSsetcbprenode
Purpose
Declares a preprocess node callback function, called before the node has been optimized, so the
solution at the node will not be available.

Synopsis
int XPRS_CC XPRSsetcbprenode(XPRSprob prob, void (XPRS_CC *fupn)(XPRSprob
my_prob, void *my_object, int *nodinfeas), void *object);
Arguments
prob The current problem.
fupn 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, fupn.
my_object The user-defined object passed as object when setting up the callback with
XPRSsetcbprenode.
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, fupn.
Example
The following example notifies the user before each node is processed:
XPRSsetcbprenode(prob, preNode, NULL);
XPRSminim(prob,"g");

The callback function might resemble:

void XPRS_CC preNode(XPRSprob prob, void* data, int *Nodinfeas)
{
*Nodinfeas = 0; /* set to 1 if node is infeasible */
}
Related topics
XPRSgetcbprenode, XPRSsetcbchgnode, XPRSsetcbinfnode, XPRSsetcbintsol,
XPRSsetcbnodecutoff, XPRSsetcboptnode.

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XPRSsetcbsepnode
Purpose
Declares a separate callback function to specify how to separate a node in the Branch and Bound
tree using a global object. A node can be separated by applying either cuts or bounds to each
node. These are stored in the cut pool.
Synopsis
int XPRS_CC XPRSsetcbsepnode(XPRSprob prob, int (XPRS_CC *fse)(XPRSprob
my_prob, void *my_object, int ibr, int iglsel, int ifup, double
curval), void *object);
Arguments
prob The current problem.
fse 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, fse.
my_object The user-defined object passed as object when setting up the callback with
XPRSsetcbsepnode.
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, fse .
Example
This example minimizes a problem, before defining a user separate callback function for the
global search:
XPRSminim(prob,"");
XPRSsetcbsepnode(prob,nodeSep,NULL);
XPRSglobal(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);
XPRSstorebounds(my_prob, 1, &iglsel, "L", &dbd, &index);
}
XPRSsetbranchbounds(prob, index);
return 0;
}

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Further information
1. The user separate routine is called nbr times where nbr is returned by the estimate callback func-
tion, XPRSsetcbestimate. This allows multi-way branching to be performed.
2. 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
XPRSgetcbsepnode, setbranchbounds, XPRSsetbranchcuts, XPRSsetcbestimate,
storebounds, XPRSstorecuts.

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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.
Example
The following sets the double control DEGRADEFACTOR to 1.0:
XPRSsetdblcontrol(prob, XPRS_DEGRADEFACTOR, 1.0);
Related topics
XPRSgetdblcontrol, XPRSsetintcontrol, XPRSsetstrcontrol.

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XPRSsetdefaultcontrol SETDEFAULTCONTROL
Purpose
Sets a single control to its default value.
Synopsis
int XPRS_CC XPRSsetdefaultcontrol(XPRSprob prob, int ipar);
SETDEFAULTCONTROL
Arguments
prob The current problem.
ipar Integer, double or string control parameter whose default 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.

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);
XPRSmaxim(prob, "g");
XPRSwriteprtsol(prob);
XPRSsetdefaultcontrol(prob, XPRS_PRESOLVE);
XPRSmaxim(prob, "g");
Related topics
XPRSsetdefaults, XPRSsetintcontrol, XPRSsetdblcontrol, XPRSsetstrcontrol.

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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);
XPRSmaxim(prob, "g");
XPRSwriteprtsol(prob);
XPRSsetdefaults(prob);
XPRSreadprob(prob);
XPRSmaxim(prob, "g");
Related topics
XPRSsetdefaultcontrol, XPRSsetintcontrol, XPRSsetdblcontrol, XPRSsetstrcontrol.

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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 inequality. The
condition is of the type "bin = value", where bin is a binary variable and value is either 0
or 1. The linear inequality is any linear row in the matrix with type <= (L) or >= (G). 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
inequality 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);
XPRSminim(prob,"g");

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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XPRSsetintcontrol
Purpose
Sets the value of a given integer control parameter.
Synopsis
int XPRS_CC XPRSsetintcontrol(XPRSprob prob, int ipar, int 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);
XPRSmaxim(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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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 The name of the file to which all output will be directed. 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 [Link]:
XPRSinit(NULL);
XPRScreateprob(&prob);
XPRSsetlogfile(prob,"[Link]");

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 XPRSsetcbmessage, 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
XPRSsetcbmessage.

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XPRSsetmessagestatus SETMESSAGESTATUS
Purpose
Manages suppression of messages.
Synopsis
int XPRS_CC XPRSsetmessagestatus(XPRSprob prob, int errcode, int status);
SETMESSAGESTATUS errcode [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 1 (Library)
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);
XPRSminim(prob,"");
Example 2 (Console)
An equivalent set of commands for the Console user may look like:
SETMESSAGESTATUS 91 0
MINIM
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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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 200 characters containing the problem name.
Example 1 (Library)
The following sets the current problem name to jo:

char sProblem[]="jo";
...
XPRSsetprobname(prob,sProblem);
Example 2 (Console)
READPROB bob
MINIM
SETPROBNAME jim
READPROB

The above will read the problem bob and then read the problem jim.

Related topics
XPRSreadprob (READPROB).

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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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 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, [Link], runs a global optimization on it and then
exits:

READPROB lama
MAXIM -g
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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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:
XPRSsetcbsepnode(prob,nodeSep,void);
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, XPRSsetcbestimate, XPRSsetcbsepnode.

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XPRSstorecuts
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[]);
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
positive 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]-1 containing the column indices in the cuts.
dmatval Double array of length mstart[ncuts]-1 containing the matrix values for the cuts.

Related controls
Double
MATRIXTOL Zero tolerance on matrix elements.

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.

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Related topics
XPRSloadcuts XPRSsetbranchcuts, XPRSsetcbestimate, XPRSsetcbsepnode, 5.5.

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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 200 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.
p output values in double precision.
x output values in hexadecimal format.
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", "");
XPRSmaxim(prob, "");
XPRSwritebasis(prob, "", "");
XPRSglobal(prob);
This reads in a matrix file, maximizes the LP, saves the basis and performs a global search. Saving
an IP basis is generally not very useful, so in the above example only the LP basis is saved.

Example 2 (Console)
An equivalent set of commands to the above for console users would be:
READPROB
MAXIM
WRITEBASIS
GLOBAL
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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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 200 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", "");

XPRSmaxim(prob, "g");
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
MAXIM -g
WRITEBINSOL

Related topics
XPRSgetlpsol, XPRSgetmipsol, XPRSreadbinsol (READBINSOL), XPRSwritesol (WRITESOL),
XPRSwriteprtsol (WRITEPRTSOL).

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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 200 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 200 characters to contain the file name to which the problem is to
be written. If omitted, the default problem_name is used with a .mat 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:
p full 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.
Example 1 (Library)
The following example outputs the current problem in full precision, LP format with scrambled
vector names to the file problem_name.lp.
XPRSwriteprob(prob, "", "lps");

Example 2 (Console)
WRITEPROB -p C:myprob

This instructs the Optimizer to write an MPS matrix to the file [Link] on the C: drive in full
precision.

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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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 Zero 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", "");
XPRSmaxim(prob, "");
XPRSrange(prob);
XPRSwriteprttange(prob);
Example 2 (Console)
An equivalent set of commands for the Console user would be:
READPROB
MAXIM
RANGE
WRITEPRTRANGE
Further information
1. (Console) There is an equivalent command PRINTRANGE which outputs the same informa-
tion 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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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 200 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 Zero 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", "");
XPRSmaxim(prob, "");
XPRSwriteprtsol(prob, "", "");
Example 2 (Console)
READPROB
MAXIM
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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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 200 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 .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 Zero 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", "");
XPRSminim(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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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 [Link] 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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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 200 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.
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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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 200 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 Zero 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", "");
XPRSminim(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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 OUTPUTMASK = "CO2?????"
WRITESOL CO2 -nar
Further information
1. The command produces two readable files: [Link] (the solution header file) and
[Link] (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.

3. If KEEPMIPSOL has been used to store a number of MIP or goal programming solutions, the e
flag can be used to output solution information for every solution kept. The best solution found
is still output to problem_name.hdr and problem_name.asc. Any other solutions are output to
the header files problem_name.hd0, problem_name. hd1,... and ASCII solution files problem_-
name.as0, problem_name.as1,....
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);

AUTOPERTURB

Description Simplex: This indicates whether automatic perturbation is performed. If this is set to 1,
the problem will be perturbed by the amount PERTURB whenever the simplex method

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 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 XPRSmaxim (MAXIM), XPRSminim (MINIM).

BACKTRACK

Description Branch and Bound: Specifies how to select the next node to work on when a full
backtrack is performed.
Type Integer

Values 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.
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), XPRSglobal (GLOBAL)..

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

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Values 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.
Default value 10
Affects routines XPRSmipoptimize (MIPOPTIMIZE), XPRSglobal (GLOBAL)..

See also BACKTRACK.

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 XPRSmaxim (MAXIM), XPRSminim (MINIM).

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 XPRSmaxim (MAXIM), XPRSminim (MINIM).

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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 XPRSmaxim (MAXIM), XPRSminim (MINIM).

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 XPRSmaxim (MAXIM), XPRSminim (MINIM).

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 200

Affects routines XPRSmaxim (MAXIM), XPRSminim (MINIM).

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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 num-
ber 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 XPRSmaxim (MAXIM), XPRSminim (MINIM).

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 XPRSmaxim (MAXIM), XPRSminim (MINIM).

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.
Default value 0

Affects routines XPRSmaxim (MAXIM), XPRSminim (MINIM).

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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 XPRSmaxim (MAXIM), XPRSminim (MINIM).

BARSTART

Description Newton barrier: Controls the computation of the starting point for the barrier
algorithm.

Type Integer
Values 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.
Default value 0
Affects routines XPRSmaxim (MAXIM), XPRSminim (MINIM).

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-10

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 XPRSmaxim (MAXIM), XPRSminim (MINIM).

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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 XPRSmaxim (MAXIM), XPRSminim (MINIM).
See also MIPTHREADS, LPTHREADS, THREADS..

BIGM

Description The infeasibility penalty used if the "Big M" method is implemented.
Type Double
Default value Dependent on the matrix characteristics.

Affects routines XPRSmaxim (MAXIM), XPRSminim (MINIM).

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 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 XPRSmaxim (MAXIM), XPRSminim (MINIM).

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BRANCHCHOICE

Description Once a global entity has been selected for branching, this control determines whether
the branch with the minimum or the maximum estimate 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).
Default value 0
Affects routines XPRSglobal (GLOBAL).

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
Note Note Split disjunctions are a special form of disjunctions that can be written as
P P
j mj xj ≤ m0 ∨ j mj xj ≥ m0 + 1
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), XPRSglobal (GLOBAL).

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

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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), XPRSglobal (GLOBAL).

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 XPRSglobal (GLOBAL).

CACHESIZE

Description Newton barrier: L2 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 -1
Note Specifying the correct L2 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 512 kB is assumed.
For multi-processor machines, use the cache size of a single CPU.
Specify the size in kB: for example, 0.5 MB means 512 kB and a value of 512 should be
used when setting CACHESIZE.
Affects routines XPRSmaxim (MAXIM), XPRSminim (MINIM).

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CHOLESKYALG

Description Newton barrier: type of Cholesky factorization used.

Type Integer
Values 0 Pull Cholesky;
1 Push Cholesky.
Default value 0
Affects routines XPRSmaxim (MAXIM), XPRSminim (MINIM).

CHOLESKYTOL

Description Newton barrier: The zero 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 XPRSmaxim (MAXIM), XPRSminim (MINIM).

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 XPRSglobal (GLOBAL).

CPUTIME

Description Which time to be used in reporting solution times.

Type Integer

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Values 0 If elapsed time is to be used.
1 If CPU time is to be used.
Default value 1
Affects routines XPRSmaxim (MAXIM), XPRSminim (MINIM), XPRSglobal (GLOBAL).

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 XPRSmaxim (MAXIM), XPRSminim (MINIM).

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 Crossover to a basic solution.
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 XPRSmaxim (MAXIM), XPRSminim (MINIM).

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CSTYLE

Description Convention 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.

Affects routines XPRSglobal (GLOBAL).

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 XPRSglobal (GLOBAL).

See also CUTSTRATEGY.

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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 XPRSglobal (GLOBAL).

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 XPRSglobal (GLOBAL).

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.
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.

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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 XPRSglobal (GLOBAL).
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 XPRSminim, XPRSmaxim, XPRSlpoptimize or XPRSmipoptimize.
Affects routines XPRSlpoptimize (LPOPTIMIZE), XPRSmipoptimize (MIPOPTIMIZE), XPRSmaxim
(MAXIM), XPRSminim (MINIM), XPRSglobal (GLOBAL).

DEGRADEFACTOR

Description Branch and Bound: Factor to multiply estimated degradations associated with an
unexplored node in the tree. The estimated degradation is the amount by which the
objective function is expected to worsen in an integer solution that may be obtained
through exploring a given node.
Type Double
Default value 1.0
Affects routines XPRSglobal (GLOBAL).

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.

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Type Integer
Default value 0 — determined automatically.

Affects routines XPRSmaxim (MAXIM), XPRSminim (MINIM).

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 XPRSmaxim (MAXIM), XPRSminim (MINIM), XPRSglobal (GLOBAL).

See also MIPTHREADS.

DUALGRADIENT

Description Simplex: This specifies the dual simplex pricing method.

Type Integer

Values -1 Determine automatically.

0 Devex.
1 Steepest edge.
Default value -1
Affects routines XPRSmaxim (MAXIM), XPRSminim (MINIM).

See also PRICINGALG.

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 XPRSmaxim (MAXIM), XPRSminim (MINIM).

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DUALSTRATEGY

Description Simplex: Specifies the dual strategy that should be used when re-optimizing with the
dual algorithm in the branch and bound tree.
Type Integer
Values 0 Use the primal algorithm to remove dual infeasibilities if they arise when the
problem is still primal infeasible.
1 Use the dual algorithm to remove dual infeasibilities if they arise when the prob-
lem is still primal infeasible.
Default value 1
Affects routines XPRSmaxim (MAXIM), XPRSminim (MINIM), XPRSglobal (GLOBAL).

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

Affects routines XPRSmaxim (MAXIM), XPRSminim (MINIM), CHECKCONVEXITY.

See also IFCHECKCONVEXITY.

ELIMTOL

Description The Markowitz tolerance for the elimination phase of the presolve.

Type Double
Default value 0.001
Affects routines XPRSmaxim (MAXIM), XPRSminim (MINIM).

ETATOL

Description Zero 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

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Default value 1.0E-13
Affects routines XPRSmaxim (MAXIM), XPRSminim (MINIM), 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
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. The
space allowed for cut coefficients is equal to the number of extra matrix elements
remaining after rows and columns have been added but before the global optimization
starts. EXTRAELEMS is set automatically by the optimizer when the matrix is first input
to allow space for cuts, but if you add rows or columns, this automatic setting will not
be updated. So if you wish cuts, either automatic cuts or user cuts, to be added to the
matrix and you are adding rows or columns, EXTRAELEMS must be set before the matrix
is first input, to allow space both for the cuts and any extra rows or columns that you
wish to add.
Type Integer
Default value Hardware/platform dependent.
Affects routines XPRSreadprob (READPROB), XPRSloadglobal, XPRSloadlp, XPRSloadqglobal,
XPRSloadqp, XPRSsetcbcutmgr.
See also EXTRACOLS, EXTRAROWS.

EXTRAMIPENTS

Description The initial number of extra global entities to allow for.

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Type Integer
Default value 0

Affects routines XPRSreadprob (READPROB), XPRSloadglobal, XPRSloadqglobal.

EXTRAPRESOLVE

Description The initial number of extra elements to allow for in the presolve.
Type Integer

Default value Hardware/platform dependent.

Note The space required to store extra presolve elements is allocated dynamically, so it is not
necessary to set this control.
Affects routines XPRSreadprob (READPROB), XPRSloadglobal, XPRSloadlp, XPRSloadqglobal,
XPRSloadqp.

EXTRAQCELEMENTS

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, 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.

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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. The space allowed for cuts is equal to the number of extra rows remaining
after rows have been added but before the global optimization starts. EXTRAROWS is set
automatically by the optimizer when the matrix is first input to allow space for cuts, but
if you add rows, this automatic setting will not be updated. So if you wish cuts, either
automatic cuts or user cuts, to be added to the matrix and you are adding rows,
EXTRAROWS must be set before the matrix is first input, to allow space both for the cuts
and any extra rows that you wish to add.
Type Integer
Default value Dependent on the matrix characteristics.
Affects routines XPRSreadprob (READPROB), XPRSloadglobal, XPRSloadlp, XPRSloadqglobal,
XPRSloadqp, XPRSsetcbcutmgr.
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.

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

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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 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 0
Affects routines XPRSglobal (GLOBAL).

FEASTOL

Description This is the zero tolerance on right hand side values, bounds and range values, i.e. the
bounds of basic variables. If one of these is less than or equal to FEASTOL in absolute
value, it is treated as zero.
Type Double
Default value 1.0E-06
Affects routines XPRSmaxim (MAXIM), XPRSminim (MINIM), XPRSgetinfeas.

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.

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Default value 0
Affects routines XPRSwriteprob (WRITEPROB).

GLOBALFILEBIAS

Description When the memory used by the branch and bound search tree exceeds the target
specified by the TREEMEMORYLIMIT control, there are two techniques the optimizer uses
to reduce the tree’s memory imprint: compressing more nodes in memory, and writing
already compressed nodes to the global file. The GLOBALFILEBIAS control allows you
to influence which of these techniques the optimizer will favour. A high value of
GLOBALFILEBIAS will result in the optimizer preferring to write already compressed
nodes to the global file rather than compressing some more highly rated nodes in
memory. At the most extreme, a value of 1.0 will result in every node being written to
disc immediately after it is compressed. A low value of GLOBALFILEBIAS will cause the
optimizer to prefer compressing higher rated nodes to saving lower rated nodes in the
global file. At the most extreme, a value of 0.0 will cause the optimizer to compress
every node it can before writing anything to the global file. There is an obvious speed
penalty when the optimizer needs to access a compressed node during the solve, as it
has to be decompressed, but there is an additional penalty if it requires a node that is
both compressed and saved to the global file. GLOBALFILEBIAS allows you to tune the
memory management of the branch and bound tree to minimize the overall penalty
incurred in your solve.
Type Double
Default value 0.5
See also TREEMEMORYLIMIT.

GOMCUTS

Description Branch and Bound: The number of rounds of Gomory cuts at the top node. These can
always be generated if the current node does not yield an integral solution. However,
Gomory cuts are not usually as effective as lifted cover inequalities in reducing the size
of the feasible region.
Type Integer
Default value -1 — determined automatically.
Affects routines XPRSglobal (GLOBAL).

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.

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Type Integer
Default value -1
Affects routines XPRSglobal (GLOBAL).

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 XPRSglobal (GLOBAL).
See also HEURDIVESTRATEGY, HEURDIVESPEEDUP.

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 XPRSglobal (GLOBAL).
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.
1-10 Available pre-set strategies for rounding infeasible global entities and reoptimiz-
ing during the heuristic dive.

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Default value -1
Affects routines XPRSglobal (GLOBAL).
See also HEURSTRATEGY.

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 XPRSglobal (GLOBAL).

HEURMAXSOL

Description Branch and Bound: This specifies the maximum number of heuristic solutions that will
be found in the tree search.
Type Integer
Default value -1
Affects routines XPRSglobal (GLOBAL).

HEURNODES

Description Branch and Bound: This specifies the maximum number of nodes at which heuristics are
used in the tree search.
Type Integer
Default value -1
Affects routines XPRSglobal (GLOBAL).

HEURSEARCHEFFORT

Description Adjusts the overall level of the local search heuristics.

Type Double
Default value 1.0

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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 XPRSglobal (GLOBAL).

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 XPRSglobal (GLOBAL).
See also HEURSTRATEGY.

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 incum-
bent solution.
Default value 1

Note 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 XPRSloadascsol.
Affects routines XPRSglobal (GLOBAL).

See also HEURSTRATEGY, HEURSEARCHTREESELECT, HEURSEARCHEFFORT.

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HEURSEARCHTREESELECT

Description A bit vector for selecting which local search heuristics to apply during the tree search of
a global solve. Use HEURSEARCHROOTRSELECT 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 incum-
bent solution.
Default value 1
Note 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 XPRSloadascsol.
Affects routines XPRSglobal (GLOBAL).
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 XPRSglobal (GLOBAL).

HEURTHREADS

Description Branch and Bound: The number of threads to dedicate to running heuristics on the root
node.
Type Integer

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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.
Default value 1

Affects routines XPRSmaxim (MAXIM), XPRSminim (MINIM).

See also EIGENVALUETOL

Control Parameters c
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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 XPRSglobal (GLOBAL), XPRSmaxim (MAXIM), XPRSminim (MINIM).

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 XPRSmaxim (MAXIM), XPRSminim (MINIM).

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 XPRSmaxim (MAXIM), XPRSminim (MINIM).

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

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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.
Default value 1
Note This gets reset to the default value after optimization has started.
Affects routines XPRSmaxim (MAXIM), XPRSminim (MINIM).

KEEPMIPSOL

Description Branch and Bound: The number of integer solutions to store. During a global search,
any number of integer solutions may be found, which may or may not represent optimal
solutions. See XPRSglobal (GLOBAL). Goal Programming: The number of partial
solutions to store in the pre-emptive goal programming. Pre-emptive goal programming
solves a sequence of problems giving a sequence of partial solutions. See XPRSgoal
(GOAL). The stored solutions can only be accessed in a limited way - see the notes below.
An alternative method of storing multiple integer solutions from the Optimizer library
(or Mosel) is to use an integer solution callback function to retrieve and store them - see
XPRSsetcbintsol for details.
Type Integer
Values 1 store the best/final solution only.
n=2-11 store the n best/most recent solutions.
Default value 1
Note Multiple solutions are kept by storing them on separate binary solution files. The
best/final solution is stored on the default solution file, [Link], as usual. The
next best solution (if found) is stored on a solution file named probname.so0, the next
best on probname.so1, and so on up to probname.so9, or until there are no further
solutions. The only function able to access the multiple solution files is XPRSwritesol
(WRITESOL) - refer to its "e" flag. It is also possible to use other functions that access the
solution from the solution file by renaming a particular stored solution file, e.g.,
probname.so3, to the default solution file [Link] before using the function. A
list of functions that may be used to access the solution from the solution file may be
found under the SOLUTIONFILE control.
Affects routines XPRSglobal (GLOBAL), XPRSgoal (GOAL).
See also XPRSwritesol (WRITESOL) with its e flag; XPRSsetcbintsol.

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.

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Default value 1
Affects routines XPRSreadprob (READPROB), XPRSloadglobal, XPRSloadlp, XPRSloadqglobal,
XPRSloadqp.

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 XPRSmaxim (MAXIM), XPRSminim (MINIM).

LINELENGTH

Description Maximum line length for LP files.

Type Integer
Default value 2048
Affects routines XPRSreadprob (READPROB)

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 XPRSglobal.

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LNPITERLIMIT

Description Number of iterations to perform in improving each lift-and-project cut.

Type Integer
Default value 10
Note By setting the number to zero a Gomory cut will be created instead.

Affects routines XPRSglobal (GLOBAL).

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
Note By setting the number to zero a Gomory cut will be created instead.
Affects routines XPRSmaxim (MAXIM), XPRSminim (MINIM).

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 XPRSglobal (GLOBAL).

LPLOG

Description Simplex: The frequency at which the simplex log is printed.

Type Integer

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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

Affects routines XPRSmaxim (MAXIM), XPRSminim (MINIM).

See also A.8.

LPTHREADS

Description If set to a positive integer, it determines the number of threads implemented to run the
concurrent LP code. If the value is set to the default value (-1), the THREADS control will
determine the number of threads used for the LP solves. This control only affects the LP
solves if the DETERMINISTIC control is set to 0.
Type Integer
Values -1 Determined by the THREADS control.
>0 Number of threads to use.
Default value -1

Note There is a practical upper limit of 50 on the number of parallel threads the optimizer
will create.
Affects routines XPRSglobal (GLOBAL), XPRSmaxim (MAXIM), XPRSminim (MINIM).
See also DETERMINISTIC, MIPTHREADS, BARTHREADS, THREADS.

MARKOWITZTOL

Description The Markowitz tolerance used for the factorization of the basis matrix.
Type Double
Default value 0.01

Affects routines XPRSmaxim (MAXIM), XPRSminim (MINIM).

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

Control Parameters c
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Affects routines XPRSreadprob (READPROB), XPRSloadglobal, XPRSloadlp, XPRSloadqglobal,
XPRSloadqp, XPRSalter (ALTER), XPRSaddcols, XPRSaddcuts, XPRSaddrows,
XPRSchgcoef, XPRSchgmcoef, XPRSstorecuts.

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 XPRSmaxim (MAXIM), XPRSminim (MINIM), XPRSglobal (GLOBAL).

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.

Type Integer
Default value 0 (determined by the THREADS control)
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).

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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
Affects routines XPRSglobal (GLOBAL).

MAXNODE

Description Branch and Bound: The maximum number of nodes that will be explored.
Type Integer
Default value 100000000
Affects routines XPRSglobal (GLOBAL).

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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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 XPRSglobal (GLOBAL), XPRSmaxim (MAXIM), XPRSminim (MINIM).

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 XPRSglobal (GLOBAL), XPRSmaxim (MAXIM), XPRSminim (MINIM).
See also MIPRELCUTOFF, MIPADDCUTOFF.

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

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Affects routines XPRSglobal (GLOBAL).
See also MIPRELSTOP, MIPADDCUTOFF.

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 XPRSglobal (GLOBAL).
See also MIPRELCUTOFF, MIPABSSTOP, MIPABSCUTOFF.

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 XPRSglobal (GLOBAL).
See also A.9.

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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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 Logical preprocessing will be performed at each node. This is performed on bi-
nary variables, often resulting in fixing their values based on the constraints. 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 con-
trol PREPROBING for setting probing level during presolve.
3 If node preprocessing is allowed to change bounds on continuous columns.
Default value -1
Note If the user has not set MIPPRESOLVE then its value is determined automatically after
presolve (in the XPRSmaxim (MAXIM), XPRSminim (MINIM) call) according to the
properties of the matrix.

Affects routines XPRSglobal (GLOBAL).

See also 5.3, PRESOLVE, PRESOLVEOPS, PREPROBING.

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 XPRSglobal (GLOBAL).

See also MIPABSCUTOFF, MIPADDCUTOFF, MIPRELSTOP.

MIPRELSTOP

Description Branch and Bound: This determines whether or not the global search will terminate.
Essentially it will stop if:
|MIPOBJVAL - BESTBOUND| ≤ MIPRELSTOP x BESTBOUND
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

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Affects routines XPRSglobal (GLOBAL).
See also MIPABSSTOP, MIPRELCUTOFF.

MIPTARGET

Description Branch and Bound: The target object function for the global search (only used by certain
node selection criteria). This is set automatically after an LP optimization routine, unless
it was previously set by the user.
Type Double

Default value 1.0E+40

Affects routines XPRSglobal (GLOBAL).
See also BACKTRACK.

MIPTHREADS

Description If set to a positive integer it determines the number of threads implemented to run the
parallel MIP code. 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 XPRSmaxim (MAXIM), XPRSminim (MINIM), XPRSglobal (GLOBAL).

See also DETERMINISTIC, LPTHREADS, BARTHREADS, 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 XPRSglobal (GLOBAL).

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MPS18COMPATIBLE

Description If set to 0, the MPS writer creates an output that is compatible with version 18 (i.e. skips
writing sections introduced in later releases).
Type Integer
Default value 0
Affects routines XPRSwriteprob (WRITE PROB)

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 1
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
Affects routines XPRSalter (ALTER), XPRSreadbasis (READBASIS), XPRSreadprob (READPROB).

Control Parameters c
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MPSNAMELENGTH

Description The maximum length (in 8 character units) of row and column names in the matrix.

Type Integer
Default value 8
Note MPSNAMELENGTH must not be set to more than 64 characters.

Affects routines XPRSaddnames, XPRSgetnames, XPRSreadprob (READPROB)

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).

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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 XPRSsetcbchgbranchXPRSsetcbchgnode, XPRSsetcboptnode, XPRSsetcbinfnode,
XPRSsetcbintsol, XPRSsetcbnodecutoff, XPRSsetcbprenode.

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 XPRSglobal (GLOBAL).

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, XPRSmaxim (MAXIM), XPRSminim (MINIM).

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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 XPRSsetcbmessage. 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.
Default value 1
Affects routines XPRSsetcbmessage, 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 XPRSmaxim
(MAXIM), XPRSminim (MINIM).

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Type Double
Default value Dependent on the matrix characteristics.
Affects routines XPRSmaxim (MAXIM), XPRSminim (MINIM).

PERTURB

Description The factor by which the problem will be perturbed prior to optimization if the control
AUTOPERTURB has been set to 1. A value of 0.0 results in an automatically determined
perturbation value.
Type Double
Default value 0.0 — perturbation value is determined automatically by default.
Affects routines XPRSmaxim (MAXIM), XPRSminim (MINIM).

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 XPRSmaxim (MAXIM), XPRSminim (MINIM), XPRSpivot.

PPFACTOR

Description The partial pricing candidate list sizing parameter.

Type Double
Default value 1.0
Affects routines XPRSmaxim (MAXIM), XPRSminim (MINIM).

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), XPRSglobal (GLOBAL).
See also PRESOLVE, PRESOLVEOPS.

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), XPRSglobal (GLOBAL).

See also PRESOLVE, PRESOLVEOPS.

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.

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PREPROBING

Description 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 XPRSglobal (GLOBAL).
See also PRESOLVE.

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

Values -1 Presolve applied, but a problem will not be declared infeasible if primal infea-
sibilities are detected. The problem will be solved by the LP optimization algo-
rithm, 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.
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.
Affects routines XPRSmaxim (MAXIM), XPRSminim (MINIM).

See also 5.3, PRESOLVEOPS.

PRESOLVEOPS

Description This specifies the operations which are performed during the presolve.

Control Parameters c
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Type Integer
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 XPRSmaxim (MAXIM), XPRSminim (MINIM), XPRSpresolverow.
See also 5.3, 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 XPRSmaxim (MAXIM), XPRSminim (MINIM).
See also DUALGRADIENT.

PRIMALOPS

Description Primal simplex: allows fine tuning the variable selection in the primal simplex solver.

Control Parameters c
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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 XPRSmaxim (MAXIM), XPRSminim (MINIM).
See also PRICINGALG.

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 XPRSmaxim (MAXIM), XPRSminim (MINIM).
See also PRIMALOPS, PRICINGALG, DUALSTRATEGY.

PROBNAME

Description The current problem name

Type String
Affects routines XPRSgetprobname, XPRSsetprobname

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 XPRSglobal (GLOBAL), XPRSreaddirs (READDIRS).

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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 0
Affects routines XPRSmaxim (MAXIM), XPRSminim (MINIM).

REFACTOR

Description Indicates whether the optimization should restart using the current representation of
the factorization in memory.

Type Integer
Values 0 Do not refactor on reoptimizing.
1 Refactor on reoptimizing.
Default value 0 — for the global search. 1 — for reoptimizing.
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 XPRSglobal (GLOBAL), XPRSmaxim (MAXIM), XPRSminim (MINIM).

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 XPRSmaxim (MAXIM), XPRSminim (MINIM), XPRSpivot.

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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 XPRSglobal (GLOBAL), XPRSmaxim (MAXIM), XPRSminim (MINIM).

ROOTPRESOLVE

Description Determines if presolving should be performed on the problem after the global search
has finished with root cutting and heuristics.
Type Integer
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 XPRSglobal (GLOBAL).
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 XPRSglobal (GLOBAL), XPRSmipoptimize (MIPOPTIMIZE).
See also SBITERLIMIT, SBSELECT, SBEFFORT, HISTORYCOSTS.

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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 XPRSglobal (GLOBAL).
See also SBBEST, SBITERLIMIT, SBSELECT.

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.

1-5 Different variants of local pseudo costs.
Default value -1
Affects routines XPRSglobal (GLOBAL), 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 XPRSglobal (GLOBAL).

See also SBBEST, SBSELECT.

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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.

Affects routines XPRSglobal (GLOBAL).

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.
7 Objective function scaling.
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.
Default value 163
Affects routines XPRSloadglobal, XPRSloadlp, XPRSloadqglobal, XPRSloadqp, XPRSreadprob
(READPROB), XPRSscale (SCALE).
See also 6.3.1, MAXSCALEFACTOR.

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SOLUTIONFILE

Description The SOLUTIONFILE control is deprecated and will be removed in version 18. Binary
solution files are no longer created automatically and it is now necessary to explicitly
create a binary solution file with the XPRSwritebinsol (WRITEBINSOL) command. The
XPRSwriteprtsol (WRITEPRTSOL), XPRSwritesol (WRITESOL) and PRINTSOL
commands will write or print reports for the solution in memory. To write a report on a
solution in binary solution file, the solution must first be loaded with the
XPRSreadbinsol (READBINSOL) command. The XPRSgetbasis, XPRSgetinfeas and
XPRSgetlpsol commands all obtain information from the solution in memory. To
obtain information on a solution in binary solution file, the solution must first be loaded
with the XPRSreadbinsol (READBINSOL) command.
Users should use the XPRSgetlpsol function to get the current LP solution and
XPRSgetmipsol function to get the last found MIP solution. The XPRSgetlpsol will
read the current LP solution from memory and the XPRSgetmipsol will read the
current MIP solution from memory.
Type Integer
Values -1 The binary file is not created.
0 The binary file is not created.
1 The binary solution file will be created and used to store the final LP solution,
or, if a MIP solution has been found, the best known MIP solution. The solu-
tion is written to the file by the XPRSmaxim (MAXIM), XPRSminim (MINIM) and
XPRSglobal (GLOBAL) functions. The binary solution file will remain after the
Optimizer has finished.
Default value -1

Affects routines XPRSfixglobal (FIXGLOBAL), XPRSgetbasis, XPRSgetinfeas, XPRSglobal

(GLOBAL), XPRSmaxim (MAXIM), XPRSminim (MINIM), XPRSwriteprtsol
(WRITEPRTSOL), XPRSwritesol (WRITESOL).

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 less than 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).

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TEMPBOUNDS

Description Simplex: Specifies whether temporary bounds should be placed on unbounded variables
when optimizing with the dual algorithm. The temporary bounds allow the dual
algorithm to start from a dual feasible starting point and can speed up the optimization
time. The temporary bounds are removed during the optimization process.
Type Integer

Values -1 Determine automatically.

0 Don’t use temporary bounds.
1 Use temporary bounds.
Default value -1

Affects routines XPRSmaxim (MAXIM), XPRSminim (MINIM).

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 LPTHREADS,
MIPTHREADS and BARTHREADS controls.
Affects routines XPRSmaxim (MAXIM), XPRSminim (MINIM).
See also DETERMINISTIC, MIPTHREADS, BARTHREADS, LPTHREADS.

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 XPRSmaxim (MAXIM), XPRSminim (MINIM).

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TREECOMPRESSION

Description When the size of the branch-and-bound tree exceeds the limit specified in the
TREEMEMORYLIMIT control, the optimizer will try to use data-compression techniques to
reduce the memory used by the tree. 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 to reduce the tree size.

Type Integer
Default value 2
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 XPRSmaxim (MAXIM), XPRSminim (MINIM).
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.
Type Integer

Default value 1
Affects routines XPRSglobal (GLOBAL).

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

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Values Bit Meaning
5 Clique cuts.
6 Mixed Integer Rounding (MIR) cuts.
7 Lifted cover 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.
Default value 255743
Affects routines XPRSglobal (GLOBAL).
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 XPRSglobal (GLOBAL).
See also MIPLOG, GOMCUTS, CUTSELECT.

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.
Type Integer
Default value 1
Affects routines XPRSglobal (GLOBAL).

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

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 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 compressing lower-rated sections of the tree or
writing them out to 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 XPRSglobal (GLOBAL).

See also TREEMEMORYSAVINGTARGET, TREECOMPRESSION, GLOBALFILEBIAS,
TREEDIAGNOSTICS.

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 compressing
lower-rated sections of the tree or writing them out 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
compressed or saved 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 compressed or saved to the global
file, which can cause performance issues if these nodes are required later in the solve.
Default value 0.1
Affects routines XPRSglobal (GLOBAL).

See also TREEMEMORYLIMIT

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. The variable estimates are also combined to calculate the overall estimate of
the node, which, depending on the BACKTRACK setting, may be used to choose between
outstanding nodes.
Type Integer

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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.
Default value -1

Affects routines XPRSglobal (GLOBAL).

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, &amp;lpobjval);

printf(&quot;The objective value is %2.1f\n&quot;, lpobjval);

ACTIVENODES

Description Number of outstanding nodes.

Type Integer
Set by routines XPRSdelnode, XPRSglobal, XPRSinitglobal.

BARAASIZE

Description Number of nonzeros in AAT .

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Type Integer
Set by routines XPRSmaxim (MAXIM), XPRSminim (MINIM).

BARCGAP

Description Convergence criterion for the Newton barrier algorithm.

Type Double
Set by routines XPRSmaxim (MAXIM), XPRSminim (MINIM).

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 XPRSmaxim (MAXIM), XPRSminim (MINIM).

BARDENSECOL

Description Number of dense columns found in the matrix.

Type Integer

Set by routines XPRSmaxim (MAXIM), XPRSminim (MINIM).

BARDUALINF

Description Sum of the dual infeasibilities for the Newton barrier algorithm.
Type Double

Set by routines XPRSmaxim (MAXIM), XPRSminim (MINIM).

BARDUALOBJ

Description Dual objective value calculated by the Newton barrier algorithm.

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Type Double
Set by routines XPRSmaxim (MAXIM), XPRSminim (MINIM).

BARITER

Description Number of Newton barrier iterations.

Type Integer
Set by routines XPRSmaxim (MAXIM), XPRSminim (MINIM).

BARLSIZE

Description Number of nonzeros in L resulting from the Cholesky factorization.

Type Integer
Set by routines XPRSmaxim (MAXIM), XPRSminim (MINIM).

BARPRIMALINF

Description Sum of the primal infeasibilities for the Newton barrier algorithm.
Type Double
Set by routines XPRSmaxim (MAXIM), XPRSminim (MINIM).

BARPRIMALOBJ

Description Primal objective value calculated by the Newton barrier algorithm.

Type Double
Set by routines XPRSmaxim (MAXIM), XPRSminim (MINIM).

BESTBOUND

Description Value of the best bound determined so far by the global search.
Type Double
Set by routines XPRSglobal.

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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 XPRSglobal.

BRANCHVAR

Description The branching variable at a node of the Branch and Bound tree.

Type Integer
Set by routines XPRSglobal (GLOBAL).

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.

Set by routines XPRSloadglobal, XPRSloadlp, XPRSloadqglobal, XPRSloadqp, XPRSmaxim (MAXIM),

XPRSminim (MINIM), XPRSreadprob.

CORESDETECTED

Description Number of logical processors detected by the optimizer.

Type Integer

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Values >=1 Detected number of logical processors.
Note The optimizer will automatically use as many solver threads as the number of logical
processors detected.
If the detection fails, the optimizer will default to using a single thread only.
Set by routines XPRSinit.
See also THREADS.

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.

CURRMIPCUTOFF

Description The current MIP cut off.

Type Double

Set by routines XPRSglobal (GLOBAL).

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

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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 XPRSmaxim (MAXIM), XPRSminim (MINIM).

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, XPRSmaxim (MAXIM),

XPRSminim (MINIM), XPRSreadprob.

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 XPRSsetcbmessage.

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 control).
Type Integer
See also GLOBALFILEUSUAGE.

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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 XPRSmaxim (MAXIM), XPRSminim (MINIM), XPRSglobal.
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.

LPOBJVAL

Description Value of the objective function of the last LP solved.

Type Double
Set by routines XPRSmaxim (MAXIM), XPRSminim (MINIM), XPRSglobal.
See also MIPOBJVAL, OBJRHS.

LPSTATUS

Description LP solution status.

Type Integer
Values 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).

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Note The possible return values are defined as constants in the Optimizer C header file and
VB .bas file.
Set by routines XPRSmaxim (MAXIM), XPRSminim (MINIM).

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.

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 XPRSglobal.

See also PRIMALINFEAS.

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MIPOBJVAL

Description Objective function value of the best integer solution found.

Type Double
Set by routines XPRSglobal.
See also LPOBJVAL.

MIPSOLNODE

Description Node at which the last integer feasible solution was found.
Type Integer
Set by routines XPRSglobal.

MIPSOLS

Description Number of integer solutions that have been found.

Type Integer
Set by routines XPRSglobal.

MIPSTATUS

Description Global (MIP) solution status.

Type Integer
Values XPRS_MIP_LP_OPTIMAL LP has been optimized. Once the MIP optimization proper has
begun, only the following four status codes will be returned.
XPRS_MIP_INFEAS Global search complete - no integer solution found.
XPRS_MIP_SOLUTION Global search incomplete - an integer solution has been found.
XPRS_MIP_OPTIMAL Global search complete - integer solution found.
XPRS_MIP_NO_SOL_FOUND Global search incomplete - no integer solution found.
XPRS_MIP_LP_NOT_OPTIMAL LP has not been optimized.
XPRS_MIP_NOT_LOADED Problem has not been loaded.
Note If the XPRS_MIP_LP_OPTIMAL status code is returned, it implies that the optimization
halted during or directly after the LP optimization - for instance, if the LP relaxation is
infeasible or unbounded. In this case please check the value of LP solution status using
LPSTATUS.

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 The possible return values are defined as constants in the Optimizer C header file and
VB .bas file. Refer to one of those files for the value of the return codes listed above.
Set by routines XPRSglobal, XPRSloadglobal, XPRSloadqglobal, XPRSmaxim (MAXIM), XPRSminim
(MINIM), XPRSreadprob.

See also LPSTATUS.

MIPTHREADID

Description The ID for the MIP thread.

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 XPRSglobal.
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.

NLPHESSIANELEMS

Description The number of coefficients of the maximal possible Hessian in the NLP problem.

Type Integer
Set by routines XPRSinitializenlphessian, XPRSinitializenlphessian_indexpairs.

NODEDEPTH

Description Depth of the current node.

Type Integer
Set by routines XPRSglobal, XPRSinitglobal.

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NODES

Description Number of nodes solved so far in the global search. The node numbers start at 1 for the
first (top) node in the Branch and Bound tree. Nodes are numbered consecutively.
Type Integer
Set by routines XPRSglobal, XPRSinitglobal.

NUMIIS

Description Number of IISs found.

Type Integer
Set by routines IIS, XPRSiisfirst, XPRSiisnext, XPRSiisall.

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.

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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 XPRSmaxim (MAXIM), XPRSminim (MINIM), 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.

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.

PARENTNODE

Description The parent node of the current node in the tree search.
Type Integer
Set by routines XPRSglobal, XPRSinitglobal.

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.

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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 XPRSmaxim (MAXIM), XPRSminim (MINIM).

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 XPRSmaxim (MAXIM), XPRSminim (MINIM).

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, XPRSgetqrowqmatrixtrplets,
XPRSloadqcqp.

QCONSTRAINTS

Description Number of rows with quadratic coefficients in the matrix.

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Type Integer
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, XPRSgetqrowqmatrixtrplets,
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.

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Set by routines XPRSaddrows, XPRSdelrows, XPRSloadglobal, XPRSloadlp, XPRSloadqglobal,
XPRSloadlp, XPRSmaxim (MAXIM), XPRSminim (MINIM), XPRSreadprob.

SIMPLEXITER

Description Number of simplex iterations performed.

Type Integer
Set by routines XPRSmaxim (MAXIM), XPRSminim (MINIM).

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.

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Type Integer
Set by routines XPRSloadglobal, XPRSloadlp, XPRSloadqglobal, XPRSloadqp, XPRSreadprob.

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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STOPSTATUS

Description Status of the optimization process.

Type Integer
Note Possible values are:

Value Description
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 XPRSmaxim (MAXIM), XPRSminim (MINIM), XPRSglobal (GLOBAL).

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 XPRSmaxim (MAXIM), XPRSminim (MINIM).
See also PRIMALINFEAS.

TREEMEMORYUSAGE

Description The amount of physical memory, in megabytes, currently being used to store the
branch-and-bound search tree.
Type Integer
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 XPRSmaxim (MAXIM), XPRSminim (MINIM).
See also TREEMEMORYLIMIT, GLOBALFILEUSAGE.

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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.
a
1 Bad input encountered.
2a Bad or corrupt file - unrecoverable.
a
4 Memory error.
a
8 Corrupt use.
a
16 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.

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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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 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: buy IP Optimizer from your vendor.
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).
Xpress-MP 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.

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2009 Fair Isaac Corporation. All rights reserved. page 406
 64 Error closing file <file>.
Xpress-MP could not close file <file>. Please make sure that the file exists and that it is not
being used by another application.

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>.
Xpress-MP 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>.
Xpress-MP 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>.

Xpress-MP 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.

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 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 Xpress-MP make sure that the process which creates the file
has been performed.
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>.
Xpress-MP 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>
Xpress-MP 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.

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2009 Fair Isaac Corporation. All rights reserved. page 408
 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.
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.
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.
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.

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 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 Too many files open for reading: <file>.
The Optimizer cannot read from file <file> because there are too many files already open.
Please close some files and try again.

156 Cannot access attribute ’<id>’ via control routine <routine>.

Attributes cannot be accessed from control access routines.
159 Failed to set default controls.
Attempt failed to set controls to their defaults.

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.
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.
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 SSV 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.

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2009 Fair Isaac Corporation. All rights reserved. page 410
 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.

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.

243 The Xpress-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: buy barrier Optimizer from your vendor.
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: buy barrier Optimizer from your vendor.
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.

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2009 Fair Isaac Corporation. All rights reserved. page 411
 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.
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 Xpress-MP has not been initialized.

The Optimizer could not be initialized successfully. Please initialize it before attempting
any operation and try again.
285 Cut pool is full.
The Optimizer has run out of space to store cuts.

286 Cut pool is full.

The Optimizer has run our of space to store cuts.
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.
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.

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 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.
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 Xpress-Optimizer license found. Please contact your vendor to obtain a license.
Your license does not authorize the direct use of the Xpress-Optimizer solver. You probably
have a license that authorizes other Xpress products, for example Mosel or BCL.
320 This version is not authorized to run under Windows NT.
The Optimizer is not authorized to run under Windows NT. Please contact your local sales
office to upgrade your authorization if you wish to run it on this platform.

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: buy QP Optimizer from your vendor.

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.

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2009 Fair Isaac Corporation. All rights reserved. page 413
 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.
364 Problem has too many QP matrix elements. Please increase M_Q.
Problem cannot be read because there are too many quadratic elements. Please increase
M_Q and try again.

366 Problems with Quadratic terms can only be solved with the barrier.
An attempt has been made to solve a quadratic problem using an algorithm other than the
barrier. Please use XPRSmaxim (MAXIM), XPRSminim (MINIM) with the b flag to invoke the
barrier solver.
368 QSECTION second element in line ignored: <line>.
The second element in line <line> will be ignored.
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.
390 Slave number <num> has failed - insufficient memory.
Process on slave <num> has been aborted because there is not enough memory. Please
increase your virtual page space or physical memory and try again. The tasks of the failing
slaves will be reallocated to the remaining slaves.
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.

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 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.
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

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 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.
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.
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.

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2009 Fair Isaac Corporation. All rights reserved. page 416
 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.
433 Function can only be called from the global search.
The current function can only be called from the global search.

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.
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.
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 <[Link]>. 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.

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 503 Objective not correctly formed at <[Link]>. 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 <[Link]>.

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 <[Link]>.
A keyword was expected in column <col> at line <line> pf the LP file. Please correct and try
again.
506 The constraint at <[Link]> 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 <[Link]> is not a constant number.
Line <line> of the LP file will be ignored since the right hand side is not a constant.
508 The constraint at <line> has no term.
The LP file contains a constraint with no terms.
509 The type of the constraint at <[Link]> 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 <[Link]> 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 <[Link]> 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 <[Link]>. Treated as ’free’.
A word staring with an ’f’ and not know to Xpress-MP has been found in column <col> at
line <line> of the LP file. The word will be read into Xpress-MP as ’free’.

513 Wrong bound statement at <[Link]>.

The bound statement in column <col> at line <line> is invalid and will be ignored.
514 Lower bound at <[Link]> 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 Xpress-MP as the lowest possible bound.

515 Sign ’<’ expected at <[Link]>.

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 Xpress-MP. Please check the other error messages
appearing with this message for more information.

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 517 Row names have not been loaded.
The name of the rows could not be loaded into Xpress-MP. 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 Xpress-MP. Please check the other error
messages appearing with this message for more information.
519 Not enough memory at <[Link]>.
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 <[Link]>.
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 <[Link]>.
The entry in column <col> at line <line> of the LP file is not a properly expressed real
number and will be ignored.
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 Xpress-MP cannot reach line <[Link]>.
The reading of the LP file has failed due to an internal problem. Please contact your local
support office immediately.
524 Constraints could not be read into Xpress-MP. Error found at <[Link]>.
The reading of the LP constraints has failed due to an internal problem. Please contact
your local support office immediately.
525 Bounds could not be set into Xpress-MP. Error found at <[Link]>.
The setting of the LP bounds has failed due to an internal problem. Please contact your
local support office immediately.
526 LP problem could not be loaded into Xpress-MP. Error found at <[Link]>.
The reading of the LP file has failed due to an internal problem. Please contact your local
support office immediately.
527 Copying of rows unsuccessful.
The copying of the LP rows has failed due to an internal problem. Please contact your local
support office immediately.
528 Copying of columns unsuccessful.
The copying of the LP columns has failed due to an internal problem. Please contact your
local support office immediately.
529 Redefinition of constraint at <[Link]>.
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.

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 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 ’ˆ2’ 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.
539 Invalid indicator constraint condition at <[Link]>
The condition part in column <col> of the indicator constraint at line <line> is invalid.

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 Can not 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.
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.

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 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.

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.
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.

714 Delayed rows not supported by the parallel solver. Disabling parallel.
Delayed rows is not supported by the parallel solver. The parallel feature has been
disabled.
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.

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 subproblem
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 subproblem
An error occurred while minimizing an irreducible infeasible set (IIS) subproblem. 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) subproblem being solved by the IIS procedure is on the
boundary of being feasible or infeasible. For problems that are only very slightly infeasible,

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 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.

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) subproblem writer.
Please refer to XPRSiiswrite for the valid file types.
729 Writing the IIS failed
Failed to write the irreducible infeasible set (IIS) subproblem 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 CRTL-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.

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 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.
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 repairinfeas 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 nonoptimal
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 nonoptimal
The relaxed solution may not be optimal due to early termination.
746 All preferences are zero, infeasrepair 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 repairinfeas 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 nonnegative. 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.

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2009 Fair Isaac Corporation. All rights reserved. page 423
 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.
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 optimzier 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).

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2009 Fair Isaac Corporation. All rights reserved. page 424
 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.

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.
769 Ignoring repeated specification for set : <set>
Set <set> is defined more than once in the MPS file. Any repeated definitions are ignored.
Please make sure to use unique set 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.

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2009 Fair Isaac Corporation. All rights reserved. page 425
 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.

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 substrings 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.

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 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.

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.

789 Empty basis file : <file>

The basis file <file> is empty. Please check the file and the file name.
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-MP extensions: number of opening and closing brackets mismatch
The LP file appears to be created by MOSEL, using the Xpress-MPS MOSEL extensions to
include variable names with whitespaces, however the file seems to be borken 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).

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2009 Fair Isaac Corporation. All rights reserved. page 427
 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.

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.
844 Section synonims DELAYEDROWS and LAZYCONS are not allowed in the same file
Section names DELAYEDROWS and LAZYCONS are synonims, and as such only one of them is
allowed in any MPS file.
845 No rows specified before delayed rows (lazy constrains)
The order in which the ROWS and DELAYEDROWS (LAZYCONS) appear is fixed in any MPS file.
846 Definition of delayed rows (lazy constrains) should preceed the COLUMNS section
The DELAYEDROWS (LACYCONS) sections specify special types of rows. As such, it must be
defined after ROWS, but before the COLUMNS sections in any MPS file.
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.
848 Section synonims MODELCUTS and USERCUTS are not allowed in the same file
Section names MODELCUTS and USERCUTS are synonims, and as such only one of them is
allowed in any MPS file.
849 No rows specified before model cuts (user cuts)
The order in which the ROWS and MODELCUTS (USERCUTS) appear is fixed in any MPS file.
850 Definition of model cuts (user cuts) should preceed the COLUMNS section
The MODELCUTS (USERCUTS) sections specify special types of rows. As such, it must be
defined after ROWS, but before the COLUMNS sections in any MPS file.

861 Function <func> is currently not supported for QCQP problems

The current version of XPRESS does not yet support mixed integer quadratically constraint
problems, or quadratically constraint problems with a nonlinear objective function. The
function <func> cannot be used here.

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 XPRESS does not yet support MIQCQP problems
The current version of XPRESS does not yet support mixed integer quadratically constraint
problems.

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 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 fo 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 ommited
The LP file format expects, tough may be ommited, 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.
889 Presolve detects indefinite Q matrix or nonconvexity in the QCQP problem
All quadratic matrices in the quadratic constraints must be positive semi-definite.
893 The mstart array is invalid at column <pos>: <col>
The mstart array is expected to be monotonically increasing, starting from the value of
control CSTYLE.
894 The mcol array is invalid at column <pos>: <col>
The mcol array is expected to define a lower triangular matrix and may not define
repeated coefficients when defining the maximal Hessian for an NLP problem. Because the
Hessian user callback will expect the same order as is defined by the function giving this
error message, the optimizer does not attempt to correct any inconsistancies in the input
data, but gives an error message if any is detected.
895 Incomplete NLP user function setup: <missing call>
The NLP callaback <missing call> was not defined, or the maximal Hessian has not yet set
up by calling one of the NLP initialization fucntions. See 4.5 for more information.
896 The current version of XPRESS does not yet supprt NLP problems with <type> side
constraints
The current version of XPRESS does not yet support mixed integer problems with a
nonlinear objective function, or quadratically constrainted problems with a nonlinear
objective.
897 Cannot set quadratic objective information for NLP problems. Please use the NLP callbacks
It is not allowed to try setting quadratic objective information for NLP problems. Please use
the NLP Hessian and NLP gradient callbacks to include quadratic information into your
problem. Also note that effect of the linear part shall be included in the NLP gradient
callback. See 4.5 for more information.
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.

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 900 The quadratic part of row <row> defines a noncovex 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.
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. Varaibles with undefiend values are
set to 0.
1003 Please postsolve the problem first with XPRSpostsolve (postsolve) first.
Not all values were defined in the SOLUTIONS section. Varaibles with undefiend 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.
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.

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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 ASCII
(WRITEPRTRANGE).
.rsc CSV format range file, output by XPRSwriterange (WRITERANGE). ASCII
.sol Solution file created by XPRSwritebinsol (WRITEBINSOL). Binary
.svf Optimizer state file, output by XPRSsave (SAVE), input by XPRSrestore Binary
(RESTORE).

In the following sections we describe the formats for a number of these.

Note that CSV stands for comma-separated-values text file format.

c
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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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 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

5x 2 + 7xy + 9y 2

is represented in a QUADOBJ section as:

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 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 + 5x 2 + 7xy + 9y 2 <= 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

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 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 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

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 NOTE: A problem is not allowed to consists solely from model cuts. For compatibility reasons,
section names MODELCUTS and USERCUTS are treated as synonyms.

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.

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A.2.10 RHS section

Format: Col 1-3

RHS

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:

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 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).

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,

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 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:

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.

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 The maximum length of any line of input is 512. 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.

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
min objective 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 vari-
ables.
integers integer ints int 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, 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 inte-
ger 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

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 End

Empty problem 2:

Minimize

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 512 characters the objective function definitions are typically always broken

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 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___.

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 512 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:

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 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".

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.

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 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.

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

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 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.
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.

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 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 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

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 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 ]
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.

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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:

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:

O optimal;
N infeasible;
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:

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 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).

• 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.

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 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:

** 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

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 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 (C=column);
2 string variable name of variable;
3 real variable value of activity;

The file is closed by ENDATA.

This file format is expected to be extended in the next release to be able to store multiple
solutions.

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

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 branching directions and pseudo costs, read into the Optimizer using the XPRSreaddirs
(READDIRS) command. 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 feasible, 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.

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 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 The dual multipliers corresponding to the contradiction deducible from the IIS. Sum-
value ming up all the rows and columns in the IIS multiplied by these values yields a contra-
dicting 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.

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.

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

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 of **NTx, where x is one of:

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 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
assigned 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.

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A.10 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:

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.

[Link] Maximal violation of primal constraints.
[Link] Maximal violation of dual constraints.
[Link] Maximal violation of upper bounds.
Primal Value of the primal objective function.
obj
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.11 The Global Log

During the Branch and Bound tree search (see XPRSglobal (GLOBAL)), a summary log of nine
columns of information is printed every n nodes, where -n is the value of MIPLOG. These columns
consist of:

Node A sequential node number.

BestSoln The value of the best integer feasible solution found.
BestBound A bound on the value of the best integer feasible solution that can be found.
Sols The number of integer feasible solutions that have been found.
Active The number of active 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. Stars (*) printed on both sides
of the log indicate a solution has been found. Pluses (+) printed on both sides of the log indicate
a heuristic solution has been found.

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 If MIPLOG is set to 3, a more detailed log of eight columns of information is printed for each node
in the tree search:

Branch A sequential node number.

Parent The node number of the parent of this node.
Solution The optimum value of the LP relaxation at the node.
Entity If it is necessary to continue the search from this node, then this global entity will be
separated upon.
Value / The current value of the entity chosen above for separation. A U or an L follows: If
Bound the letter is U (resp. L) then a new upper (lower) bound will first be applied to the
entity. Thus the entity will be forced down (up) on the first branch from this node.
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 the Branch and Parent (and possibly Solution) are displayed. If the LP relaxation is infeasible,
only the Branch and Parent appear. 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 0 or 1, no log is displayed and status messages only are displayed at the end of the search.
The LP iteration log is suppressed, but messages from the LP Optimizer may be seen if major
numerical difficulties are encountered.

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Index

Numbers 129, 409

3, 405 130, 409
4, 405 131, 409
5, 405 132, 409
6, 405 140, 409
7, 405 142, 409
9, 405 143, 409
11, 405 151, 410
18, 405 152, 410
19, 405 153, 410
20, 406 155, 410
21, 406 156, 410
29, 406 159, 410
36, 406 164, 410
38, 406 167, 410
41, 406 168, 410
45, 406 169, 410
50, 406 170, 410
52, 406 171, 410
56, 406 178, 410
58, 406 179, 410
61, 406 180, 410
64, 407 181, 411
65, 407 186, 411
66, 407 192, 411
67, 407 193, 411
71, 407 194, 411
72, 407 195, 411
73, 407 243, 411
76, 407 245, 411
77, 407 247, 411
80, 407 249, 411
81, 407 250, 411
83, 407 251, 411
84, 407 256, 411
85, 408 257, 411
89, 408 259, 412
91, 408 261, 412
97, 408 262, 412
98, 408 263, 412
102, 408 264, 412
107, 408 266, 412
111, 408 268, 412
112, 408 279, 412
113, 408 285, 412
114, 408 286, 412
120, 408 287, 412
122, 409 302, 412
127, 409 305, 412
128, 409 306, 413

c
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 307, 413 504, 418
308, 413 505, 418
309, 413 506, 418
310, 413 507, 418
314, 413 508, 418
316, 413 509, 418
318, 413 510, 418
319, 413 511, 418
320, 413 512, 418
324, 413 513, 418
326, 413 514, 418
352, 413 515, 418
361, 414 516, 418
362, 414 517, 419
363, 414 518, 419
364, 414 519, 419
366, 414 520, 419
368, 414 521, 419
381, 414 522, 419
386, 414 523, 419
390, 414 524, 419
392, 414 525, 419
394, 414 526, 419
395, 414 527, 419
401, 414 528, 419
402, 415 529, 419
403, 415 530, 419
404, 415 531, 420
405, 415 532, 420
406, 415 533, 420
407, 415 539, 420
409, 415 552, 420
410, 415 553, 420
411, 415 554, 420
412, 415 555, 420
413, 416 557, 420
414, 416 558, 420
415, 416 559, 420
416, 416 606, 420
417, 416 706, 420
418, 416 707, 421
419, 416 708, 421
422, 416 710, 421
423, 416 711, 421
424, 416 713, 421
425, 416 714, 421
426, 417 715, 421
427, 417 716, 421
429, 417 721, 421
430, 417 722, 421
433, 417 723, 421
434, 417 724, 421
436, 417 725, 421
473, 417 726, 422
474, 417 727, 422
475, 417 728, 422
476, 417 729, 422
501, 417 730, 422
502, 417 731, 422
503, 418 732, 422

Index c
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 733, 422 795, 427
734, 422 796, 427
735, 422 797, 428
736, 422 798, 428
738, 423 799, 428
739, 423 843, 428
740, 423 844, 428
741, 423 845, 428
742, 423 846, 428
743, 423 847, 428
744, 423 848, 428
745, 423 849, 428
746, 423 850, 428
748, 423 861, 428
749, 423 862, 428
750, 424 863, 428
751, 424 864, 429
752, 424 865, 429
753, 424 866, 429
754, 424 867, 429
755, 424 889, 429
756, 424 893, 429
757, 424 894, 429
758, 424 895, 429
759, 424 896, 429
760, 424 897, 429
761, 424 898, 429
762, 425 899, 429
763, 425 900, 430
764, 425 901, 430
765, 425 902, 430
766, 425 903, 430
767, 425 1001, 430
768, 425 1002, 430
769, 425 1003, 430
770, 425 1004, 430
771, 425 1005, 430
772, 425 1034, 430
773, 425 1035, 430
774, 426 1036, 430
775, 426 1037, 430
776, 426 1038, 430
777, 426 1039, 430
778, 426
779, 426 A
780, 426 ACTIVENODES, 387
781, 426 Advanced Mode, 45
782, 426 algorithms, 1
783, 426 default, 17
784, 426 ALTER, 84, 411, 456
785, 426 Archimedean model, see goal programming
786, 427 array numbering, 342
787, 427 AUTOPERTURB, 331, 372
788, 427
789, 427 B
790, 427 BACKTRACK, 332
791, 427 BACKTRACKTIE, 332
792, 427 BARAASIZE, 387
793, 427 BARCGAP, 388
794, 427 BARCRASH, 333

Index c
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 BARCROSSOVER, 388 CHOLESKYALG, 340
BARDENSECOL, 388 CHOLESKYTOL, 340
BARDUALINF, 388 COLS, 390
BARDUALOBJ, 388 columns
BARDUALSTOP, 333 density, 344, 388
BARGAPSTOP, 334, 336 nonzeros, 146
BARINDEFLIMIT, 334 returning bounds, 168, 199
BARITER, 389 returning indices, 161
BARITERLIMIT, 9, 334 returning names, 177
BARLSIZE, 389 types, 147
BARORDER, 335 comments, 368
BAROUTPUT, 19, 30, 335 Console Mode, 1, 45
BARPRESOLVEOPS, 335 Console Xpress, 1
BARPRIMALINF, 389 command line options, 2
BARPRIMALOBJ, 389 termination, 316
BARPRIMALSTOP, 336 controls, 47
BARSTART, 336 changing values, 331
BARSTEPSTOP, 336 copying between problems, 101
BARTHREADS, 337 retrieve values, 198
basis, 320, 357 retrieving values, 155, 166
inversion, 357 setting values, 307, 311, 315
loading, 221, 239 convex region, 15
reading from file, 261 CORESDETECTED, 390
BASISCONDITION, 85 COVERCUTS, 340, 383
batch mode, 316 CPUTIME, 340
BCL, 1 CRASH, 341
BESTBOUND, 389 CROSSOVER, 19, 341
BIGM, 337, 371 crossover, 341, 388
BIGMMETHOD, 337 CSTYLE, 342
bitmaps, 166, 311 CSV, 432
BOUNDNAME, 390 CURRENTNODE, 391
bounds, 88, 168, 305, 456 CURRMIPCUTOFF, 391
Branch and Bound, 19 cut manager, 31
BRANCHCHOICE, 338 routines, 32, 126, 287
BRANCHDISJ, 338 cut pool, 31, 77, 105, 149, 287, 305, 412
branching, 289 cuts, 223, 318
directions, 156, 264, 455 lifted cover inequalities, 340
variable, 282 list of indices, 148
BRANCHSTRUCTURAL, 338 cut strategy, 343
BRANCHVALUE, 390 CUTDEPTH, 342
BRANCHVAR, 390 CUTFACTOR, 342
BREADTHFIRST, 339 CUTFREQ, 343
cutoff, 20, 22, 139, 301, 364, 366
C CUTS, 391
CACHESIZE, 18, 339 cuts, 31, 77, 305, 410, 412
callbacks, 29 deleting, 106
barrier log, 121, 281 generation, 342
branching variable, 122, 282 Gomory cuts, 384
copying between problems, 100 list of active cuts, 150
estimate function, 128, 289 model cuts, 232
global log, 129, 290 CUTSELECT, 343
node cutoff, 139, 301 CUTSTRATEGY, 343
node selection, 124, 285 cutting planes, see cuts
optimal node, 140, 302
preprocess node, 142, 304 D
separate, 143, 305 default algorithm, 344
simplex log, 132, 293 DEFAULTALG, 17, 250, 344
CHECKCONVEXITY, 87 degradation, 21, 289, 344, 376
CHGOBJSENSE, 94 DEGRADEFACTOR, 344
Cholesky factorization, 335, 340, 344, 389 DENSECOLLIMIT, 344

Index c
2009 Fair Isaac Corporation. All rights reserved. page 463
 DETERMINISTIC, 345 .xpr, 2
directives, 156, 240, 411, 412 CSV, 432
loading, 225 FIXGLOBAL, 260
read from file, 263 FIXGLOBALS, 115
dongles, 2 FORCEOUTPUT, 350
dual values, 10
DUALGRADIENT, 345 G
DUALINFEAS, 391 GETMESSAGESTATUS, 171
DUALIZE, 345 GLOBAL, 9, 202
DUALSTRATEGY, 346 global entities, 394, 402
DUMPCONTROLS, 113 branching, 277, 278
extra entities, 347
E fixing, 115
early termination, 9 loading, 226
EIGENVALUETOL, 346 global log, 290
ELEMS, 392 global search, 19, 31, 108, 397, 417
ELIMTOL, 346 callbacks, 30
ERRORCODE, 392, 405 directives, 263
errors, 295, 312, 392 MIP solution status, 395
checking, 216 termination, 364, 366
ETATOL, 346 GLOBALFILEBIAS, 351
EXIT, 114 GLOBALFILESIZE, 392
EXTRACOLS, 347, 413, 416 GLOBALFILEUSAGE, 393
EXTRAELEMS, 84, 347, 412, 416 GOAL, 41, 204
EXTRAMIPENTS, 347 goal programming, 41, 204, 413
EXTRAPRESOLVE, 348, 413 using constraints, 41
EXTRAQCELEMENTS, 348 using objective functions, 42
EXTRAQCROWS, 348 GOMCUTS, 351, 384
EXTRAROWS, 349, 410, 416
EXTRASETELEMS, 349 H
EXTRASETS, 349 HELP, 206
Hessian matrix, 95, 186
F HEURDEPTH, 351
fathoming, 19 HEURDIVERANDOMIZE, 352
FEASIBILITYPUMP, 350 HEURDIVESPEEDUP, 352
feasible region, 18 HEURDIVESTRATEGY, 352
FEASTOL, 350 HEURFREQ, 353
files HEURMAXSOL, 353
. bss, 409 HEURNODES, 353
.alt, 84, 432 HEURSEARCHEFFORT, 353
.asc, 432 HEURSEARCHFREQ, 354
.bss, 26, 432 HEURSEARCHROOTSELECT, 354
.dir, 21, 432 HEURSEARCHTREESELECT, 355
.glb, 203, 273, 406, 432 HEURSTRATEGY, 355
.gol, 432 HEURTHREADS, 355
.grp, 432 HISTORYCOSTS, 356
.hdr, 432
.iis, 432 I
.ini, 3 IFCHECKCONVEXITY, 356
.lp, 1, 265, 432 IIS, 207
.[Link], 26 indicator constraints, 14
.mat, 265, 432 INDICATORS, 393
.[Link], 26 INDLINBIGM, 357
.[Link], 26 infeasibility, 17, 34, 200, 374, 417
.prt, 325, 432 diagnosis, 382
.rng, 145, 193, 260, 432 integer, 37, 394
.rrt, 260, 324, 432 node, 291
.rsc, 432 infeasibility repair, 36
.sol, 273, 409, 432 infinity, 76
.svf, 273, 275, 432 initialization, 216, 412

Index c
2009 Fair Isaac Corporation. All rights reserved. page 464
 integer preprocessing, 365 reading, 26
integer presolve, 417 rows, 27
integer programming, 13, 19, 28 scaling, 276
integer solutions, see global search, 363, 395 size, 28
begin search, 202 spare columns, 401
branching variable, 282 spare elements, 402, 416
callback, 131, 292 spare global entities, 402
cutoff, 301 MATRIXNAME, 394
node selection, 285 MATRIXTOL, 361
reinitialize search, 217 MAXCUTTIME, 362
retrieving information, 157 MAXGLOBALFILESIZE, 362
interfaces, 1 MAXIIS, 362
interior point, see Newton barrier MAXIM, 9, 249
INVERTFREQ, 357 MAXMIPSOL, 363
INVERTMIN, 357 MAXNODE, 363
irreducible infeasible sets, 35, 362, 397 MAXPAGELINES, 363
IVE, 1 MAXSCALEFACTOR, 363
MAXTIME, 9, 364
K memory, 112, 116, 374, 406, 411
Karush-Kuhn-Tucker conditions, 11 MINIM, 9, 249
KEEPBASIS, 357 MIPABSCUTOFF, 364
KEEPMIPSOL, 330, 358 MIPABSSTOP, 364
KEEPNROWS, 358, 457 MIPADDCUTOFF, 22, 365
MIPENTS, 394
L MIPINFEAS, 394
L1CACHE, 18, 359 MIPLOG, 30, 365, 458
license, 6 MIPOBJVAL, 10, 395
lifted cover inequalities, 383 MIPOPTIMIZE, 251
line length, 419 MIPPRESOLVE, 23, 365
LINELENGTH, 359 MIPRELCUTOFF, 22, 366
LNPBEST, 359 MIPRELSTOP, 366
LNPITERLIMIT, 360 MIPSOLNODE, 395
LOCALCHOICE, 360 MIPSOLS, 395
log file, 312 MIPSTATUS, 395
LP relaxation, 459 MIPTARGET, 367
LPITERLIMIT, 9, 360, 405 MIPTHREADID, 396
LPLOG, 18, 30, 293, 360 MIPTHREADS, 367
LPOBJVAL, 10, 393 MIPTOL, 367
LPOPTIMIZE, 248 model cuts, 264
LPSTATUS, 393 Mosel, 1
LPTHREADS, 361 MPS file format, see files
MPS18COMPATIBLE, 368
M MPSBOUNDNAME, 368
Markowitz tolerance, 346, 361 MPSECHO, 368
MARKOWITZTOL, 361 MPSFORMAT, 368
matrix MPSNAMELENGTH, 369
adding names, 8 MPSOBJNAME, 369
changing coefficients, 84, 89, 91, 97 MPSRANGENAME, 369
column bounds, 88 MPSRHSNAME, 369
columns, 27, 75, 104, 390, 398 MUTEXCALLBACKS, 370
constraint senses, 84
cuts, 391 N
deleting cuts, 106 NAMELENGTH, 396
elements, 372 Newton barrier, 18
extra elements, 347, 348 controlling performance, 18
input, 229 convergence criterion, 388
modifying, 27 crossover, 19
nonzeros, 146 log callback, 121, 281
quadratic elements, 400 number of iterations, 9, 18, 334
range, 98 output, 30

Index c
2009 Fair Isaac Corporation. All rights reserved. page 465
 NLPHESSIANELEMS, 396 PREDOMROW, 373
NODEDEPTH, 396 PREPROBING, 374
NODES, 397 PRESOLVE, 28, 84, 374, 408, 411
nodes, 20 presolve, 28, 247, 346, 348, 374, 382, 411, 413
active cuts, 150, 223 diagnosing infeasibility, 35
cut routines, 287 integer, 23
deleting, 108 presolved problem, 196
deleting cuts, 106 basis, 182, 239
infeasibility, 130, 291 directives, 156, 240
maximum number, 363 PRESOLVEOPS, 374
number solved, 397 PRESOLVESTATE, 399
optimal, 140, 302 pricing, 375
outstanding, 387 Devex, 375
parent node, 106, 398 partial, 372, 375
prior to optimization, 304 PRICINGALG, 375
selection, 124, 285, 370 primal infeasibilities, 389, 403
separation, 305 PRIMALINFEAS, 399
NODESELECTION, 339, 370 PRIMALOPS, 375
numerical difficulties, 459 PRIMALUNSHIFT, 376
NUMIIS, 397 PRINTRANGE, 257, 324
PRINTSOL, 258, 325
O priorities, 156, 264, 407, 454
objective function, 18, 27, 367, 369, 397 problem
changing coefficients, 93 file access, 265, 323
dual value, 388 input, 8, 229
optimum value, 393, 395 name, 26, 185, 314, 376
primal value, 389 pointers, 7
quadratic, 27, 92, 95, 241, 244 problem attributes, 10
retrieving coefficients, 178 prefix, 387
OBJNAME, 397 retrieving values, 154, 165, 197
OBJRHS, 397 problem pointers, 103
OBJSENSE, 397 copying, 102
optimal basis, 31 deletion, 112
OPTIMALITYTOL, 370 PROBNAME, 376
optimization sense, 397 pseudo cost, 21, 156, 264, 376, 455
Optimizer output, 7, 19, 133, 294 PSEUDOCOST, 376
ORIGINALCOLS, 398
ORIGINALROWS, 398 Q
OUTPUTLOG, 312, 371 QCELEMS, 399
OUTPUTMASK, 327, 330, 371 QCONSTRAINTS, 399
OUTPUTTOL, 371 QELEMS, 400
quadratic programming, 413, 414
P coefficients, 92, 95, 186, 400
PARENTNODE, 398 loading global problem, 241
PENALTY, 371 loading problem, 244
PENALTYVALUE, 398 QUADRATICUNSHIFT, 377
performance, 28, 410, 412 QUIT, 259, 316
PERTURB, 331, 372
pivot, 377, 416 R
list of variables, 181 RANGE, 115, 257, 260, 324
order of basic variables, 180 RANGENAME, 400
PIVOTTOL, 372 ranging, 98, 99, 145, 400
positive semi-definite matrix, 15 information, 260
postoptimal analysis, 260 name, 369
POSTSOLVE, 254 retrieve values, 193
postsolve, 28 READBASIS, 261
PPFACTOR, 372 READBINSOL, 262
pre-emptive model, see goal programming READDIRS, 263, 455
PRECOEFELIM, 372 READPROB, 265
PREDOMCOL, 373 READSLXSOL, 267

Index c
2009 Fair Isaac Corporation. All rights reserved. page 466
 reduced costs, 10, 115, 370 type of crash, 341
REFACTOR, 377 simplex log, 360
relaxation, see LP relaxation simplex pivot, see pivot
RELPIVOTTOL, 377 SIMPLEXITER, 401
REPAIRINDEFINITEQ, 378 solution, 9, 10, 14, 24, 172
REPAIRINFEAS, 268 beginning search, 249
RESTORE, 273 output, 258, 325, 329
return codes, 47, 114, 259, 316 SOLUTIONFILE, 381
RHSNAME, 400 SOSREFTOL, 381
right hand side, 97, 191 SPARECOLS, 401
name, 369 SPAREELEMS, 402
ranges, 260 SPAREMIPENTS, 402
retrieve range values, 192 SPAREROWS, 402
ROOTPRESOLVE, 378 SPARESETELEMS, 402
ROWS, 400 SPARESETS, 402
rows special order sets
addition, 80 branching, 21
deletion, 110 special ordered sets, 14, 226, 241
extra rows, 349, 402 STOP, 114, 259, 316
indices, 161 STOPSTATUS, 403
model cuts, 232 student mode, 410
names, 78, 177 SUMPRIMALINF, 403
nonzeros, 194 supported APIs, 1
number, 398, 400
types, 99, 195 T
running time, 364 TEMPBOUNDS, 382
THREADS, 382
S tightening
SAVE, 273, 275 bound, 28
SBBEST, 378 coefficient, 28
SBEFFORT, 379 tolerance, 350, 361, 364, 367, 370–372, 377
SBESTIMATE, 379 TRACE, 35, 382
SBITERLIMIT, 379 tracing, 417
SBSELECT, 380 tree, see global search
SCALE, 39, 276 TREECOMPRESSION, 383
SCALING, 39, 276, 380 TREECOVERCUTS, 383
scaling, 38, 276, 412 TREECUTSELECT, 383
security system, 6 TREEDIAGNOSTICS, 384
sensitivity analysis, 115 TREEGOMCUTS, 384
separation, 19 TREEMEMORYLIMIT, 384
set TREEMEMORYSAVINGTARGET, 385
returning names, 177 TREEMEMORYUSAGE, 403
SETDEFAULTCONTROL, 308
SETDEFAULTS, 309 U
SETLOGFILE, 312 unboundedness, 20, 38, 200
SETMEMBERS, 401
SETMESSAGESTATUS, 313 V
SETPROBNAME, 314 variables
SETS, 401 binary, 13, 226, 241, 439
sets, 394, 401 continuous, 226, 241, 439
addition, 82 continuous integer, 90, 226, 241
deletion, 111 infeasible, 196
names, 83 integer, 14, 226, 241, 439
shadow prices, 260 partial integer, 14, 226, 241, 439
simplex primal, 163
crossover, 19 selection, 21
log callback, 132, 293 semi-continuous, 14
number of iterations, 9, 401 semi-continuous integer, 14
output, 18, 30 slack, 10, 106
perturbation, 331 VARSELECTION, 385

Index c
2009 Fair Isaac Corporation. All rights reserved. page 467
 VERSION, 386 XPRSchgobjsense, 94
version number, 386 XPRSchgqobj, 27, 95
XPRSchgqrowcoeff, 96
W XPRSchgrhs, 27, 97
warning messages, 29 XPRSchgrhsrange, 27, 98
WRITEBASIS, 320 XPRSchgrowtype, 27, 99
WRITEBINSOL, 321 XPRScopycallbacks, 100, 102
WRITEDIRS, 322 XPRScopycontrols, 101, 102
WRITEPROB, 323 XPRScopyprob, 102
WRITEPRTRANGE, 324 XPRScreateprob, 7, 103
WRITEPRTSOL, 10, 325 XPRSdelcols, 27, 104
WRITERANGE, 326 XPRSdelcpcuts, 32, 105
WRITESLXSOL, 328 XPRSdelcuts, 31, 105, 106
WRITESOL, 329, 448 XPRSdelindicators, 107
XPRSdelnode, 108
X XPRSdelqmatrix, 109
XPRS_bo_addbounds, 48 XPRSdelrows, 27, 110
XPRS_bo_addbranches, 49 XPRSdelsets, 111
XPRS_bo_addrows, 50 XPRSdestroyprob, 7, 103, 112
XPRS_bo_create, 51 XPRSetcbmessageVB, 295
XPRS_bo_destroy, 53 XPRSfixglobal, 260
XPRS_bo_getbounds, 54 XPRSfixglobals, 115
XPRS_bo_getbranches, 55 XPRSfree, 6, 116
XPRS_bo_getlasterror, 56 XPRSftran, 117
XPRS_bo_getrows, 57 XPRSgetbanner, 118
XPRS_bo_setcbmsghandler, 58 XPRSgetbasis, 119
XPRS_bo_setpreferredbranch, 59 XPRSgetcbbariteration, 120
XPRS_bo_setpriority, 60 XPRSgetcbbarlog, 121
XPRS_bo_store, 61 XPRSgetcbchgbranch, 122
XPRS_ge_getlasterror, 62 XPRSgetcbchgbranchobject, 123
XPRS_ge_setcbmsghandler, 63 XPRSgetcbchgnode, 124
XPRS_nml_addnames, 64 XPRSgetcbcutlog, 125
XPRS_nml_copynames, 65 XPRSgetcbcutmgr, 126
XPRS_nml_create, 66 XPRSgetcbdestroymt, 127
XPRS_nml_destroy, 67 XPRSgetcbestimate, 128
XPRS_nml_findname, 68 XPRSgetcbgloballog, 129
XPRS_nml_getlasterror, 69 XPRSgetcbinfnode, 130
XPRS_nml_getmaxnamelen, 70 XPRSgetcbintsol, 131
XPRS_nml_getnamecount, 71 XPRSgetcblplog, 132
XPRS_nml_getnames, 72 XPRSgetcbmessage, 133
XPRS_nml_removenames, 73 XPRSgetcbmipthread, 134
XPRS_nml_setcbmsghandler, 74 XPRSgetcbnewnode, 135
XPRS_MINUSINFINITY, 76, 148 XPRSgetcbnlpevaluate, 136
XPRS_PLUSINFINITY, 76 XPRSgetcbnlpgradient, 137
XPRSaddcols, 27, 75 XPRSgetcbnlphessian, 138
XPRSaddcuts, 31, 77 XPRSgetcbnodecutoff, 139
XPRSaddnames, 8, 75, 78 XPRSgetcboptnode, 140
XPRSaddqmatrix, 79 XPRSgetcbpreintsol, 141
XPRSaddrows, 27, 80 XPRSgetcbprenode, 142
XPRSaddsetnames, 83 XPRSgetcbsepnode, 143
XPRSaddsets, 82 XPRSgetcoef, 144
XPRSalter, 84, 411, 456 XPRSgetcolrange, 145
XPRSbasiscondition, 85 XPRSgetcols, 27, 146
XPRSbtran, 86 XPRSgetcoltype, 27, 147
XPRSchgbounds, 88 XPRSgetcpcutlist, 32, 148
XPRSchgcoef, 27, 89 XPRSgetcpcuts, 32, 149
XPRSchgcoltype, 27, 90 XPRSgetcutlist, 32, 150
XPRSchgmcoef, 27, 89, 91 XPRSgetcutmap, 151
XPRSchgmqobj, 27, 92 XPRSgetcutslack, 152
XPRSchgobj, 27, 93, 415 XPRSgetdaysleft, 153

Index c
2009 Fair Isaac Corporation. All rights reserved. page 468
 XPRSgetdblattrib, 10, 154, 387 XPRSloadcuts, 31, 223
XPRSgetdblcontrol, 155 XPRSloaddelayedrows, 224
XPRSgetdirs, 156 XPRSloaddirs, 225
XPRSgetglobal, 157 XPRSloadglobal, 8, 226
XPRSgetiisdata, 159 XPRSloadlp, 8, 229
XPRSgetindex, 161, 417 XPRSloadmipsol, 231
XPRSgetindicators, 162 XPRSloadmodelcuts, 232
XPRSgetinfeas, 163 XPRSloadpresolvebasis, 29, 239
XPRSgetintattrib, 10, 165, 387 XPRSloadpresolvedirs, 29, 240
XPRSgetintcontrol, 9, 166, 331 XPRSloadqcqp, 233
XPRSgetlasterror, 167 XPRSloadqcqpglobal, 236
XPRSgetlb, 27, 168 XPRSloadqglobal, 8, 241
XPRSgetlicerrmsg, 169 XPRSloadqp, 8, 244
XPRSgetlpsol, 10, 170 XPRSloadsecurevecs, 247
XPRSgetmessagestatus, 171 XPRSlpoptimize, 248
XPRSgetmipsol, 172 XPRSmaxim, 9, 249
XPRSgetmqobj, 173 XPRSminim, 9, 249
XPRSgetnamelist, 174 XPRSmipoptimize, 251
XPRSgetnamelistobject, 176 XPRSobjsa, 252
XPRSgetnames, 27, 177 XPRSpivot, 253
XPRSgetobj, 27, 178, 415 XPRSpostsolve, 203, 254
XPRSgetobjecttypename, 179 XPRSpresolverow, 255
XPRSgetpivotorder, 180 XPRSrange, 115, 145, 193, 257, 260, 324
XPRSgetpivots, 181 XPRSreadbasis, 261
XPRSgetpresolvebasis, 29, 182 XPRSreadbinsol, 262
XPRSgetpresolvemap, 183 XPRSreaddirs, 263, 455
XPRSgetpresolvesol, 29, 184 XPRSreadprob, 8, 265
XPRSgetprobname, 185 XPRSreadslxsol, 267
XPRSgetqobj, 27, 186 XPRSrepairinfeas, 268
XPRSgetqrowcoeff, 187 XPRSrepairweightedinfeas, 270
XPRSgetqrowqmatrix, 188 XPRSresetnlp, 272
XPRSgetqrowqmatrixtriplets, 189 XPRSrestore, 273
XPRSgetqrows, 190 XPRSrhssa, 274
XPRSgetrhs, 27, 191 XPRSsave, 273, 275
XPRSgetrhsrange, 27, 192 XPRSscale, 39, 276
XPRSgetrowrange, 193 XPRSsetbranchbounds, 277
XPRSgetrows, 27, 194 XPRSsetbranchcuts, 278
XPRSgetrowtype, 27, 195 XPRSsetcbbariteration, 279
XPRSgetscaledinfeas, 29, 196 XPRSsetcbbarlog, 19, 29, 281
XPRSgetstrattrib, 10, 197, 387 XPRSsetcbchgbranch, 30, 282
XPRSgetstrcontrol, 198 XPRSsetcbchgbranchobject, 284
XPRSgetub, 27, 199 XPRSsetcbchgnode, 30, 285
XPRSgetunbvec, 200 XPRSsetcbcutlog, 286
XPRSgetversion, 201 XPRSsetcbcutmgr, 32, 287
XPRSglobal, 9, 202, 217 XPRSsetcbdestroymt, 288
XPRSgoal, 41, 204 XPRSsetcbestimate, 289
XPRSiisall, 209 XPRSsetcbgloballog, 30, 290
XPRSiisclear, 210 XPRSsetcbinfnode, 30, 291
XPRSiisfirst, 211 XPRSsetcbintsol, 30, 292
XPRSiisisolations, 212 XPRSsetcblplog, 18, 29, 293
XPRSiisnext, 213 XPRSsetcbmessage, 7, 29, 294, 312
XPRSiisstatus, 214 XPRSsetcbmipthread, 296
XPRSiiswrite, 215 XPRSsetcbnewnode, 30, 297
XPRSinit, 6, 103, 116, 118, 216 XPRSsetcbnlpevaluate, 298
XPRSinitglobal, 203, 217 XPRSsetcbnlpgradient, 299
XPRSinitializenlphessian, 218 XPRSsetcbnlphessian, 300
XPRSinitializenlphessian_indexpairs, 219 XPRSsetcbnodecutoff, 30, 301
XPRSinterrupt, 220 XPRSsetcboptnode, 30, 302
XPRSloadbasis, 221 XPRSsetcbpreintsol, 30, 303
XPRSloadbranchdirs, 222 XPRSsetcbprenode, 30, 304

Index c
2009 Fair Isaac Corporation. All rights reserved. page 469
 XPRSsetcbsepnode, 277, 278, 305
XPRSsetdblcontrol, 307
XPRSsetdefaultcontrol, 308
XPRSsetdefaults, 309
XPRSsetindicators, 310
XPRSsetintcontrol, 9, 311, 331
XPRSsetlogfile, 18, 19, 312
XPRSsetmessagestatus, 313
XPRSsetprobname, 314
XPRSsetstrcontrol, 315
XPRSstorebounds, 317
XPRSstorecuts, 31, 318
XPRSwritebasis, 320
XPRSwritebinsol, 321
XPRSwritedirs, 322
XPRSwriteprob, 323
XPRSwriteprtrange, 324
XPRSwriteprtsol, 10, 325
XPRSwriterange, 326
XPRSwriteslxsol, 328
XPRSwritesol, 10, 329, 448

Index c
2009 Fair Isaac Corporation. All rights reserved. page 470