CPLEX MIP當前節點LP鬆弛

Question

在使用CPLEX C API進行MIP優化期間，是否可以檢索當前節點（即每n個節點）的線性鬆弛（雙變量，降低的成本等）？

我註冊了一個回調函數（CPXsetsolvecallbackfunc），以便每次有新節點可用時都會收到通知。在回調函數中，我使用CPXgetcallbackinfo檢索節點信息，並使用CPXgetcallbacknodelp檢索線性鬆弛，但不幸的是，程序CPXsolution返回沒有解決方案並且MIP優化退出。

下面是一個示例代碼，從IBM example開始實現，其中假設環境和問題已正確初始化。

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

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

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

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

其中usersolve過程

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

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

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

/* Find out what node is being processed */ 

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

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

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

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

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

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

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

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

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

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

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



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


TERMINATE: 
return (status); 

} 

Answer 1

我發現了問題，調用回調前的子問題已解決，使CPXsolution返回無解的存在。