Purpose
Maximize/minimize the current
problem.
Synopsis
procedure maximize(alg:integer, obj:linctr)
procedure maximize(obj:linctr)
procedure maximize(alg:integer, qobj:qexp)
procedure maximize(qobj:qexp)
Arguments
|
alg
|
Algorithm choice:
|
XPRS_BAR
|
Newton-Barrier to solve LP
|
|
XPRS_DUAL
|
|
|
XPRS_NET
|
|
|
XPRS_LIN
|
Only solve LP ignoring all
global entities
|
|
XPRS_TOP
|
Stop after solving the LP
|
|
XPRS_PRI
|
|
|
XPRS_GLB
|
|
|
XPRS_NIG
|
Do not call initglobal before
a global search
|
|
|
obj
|
Objective function constraint
|
|
qobj
|
Quadratic objective function (with module mmquad)
|
Example
The following maximizes Profit using
the dual simplex algorithm and stops before the global search:
declarations
Profit:linctr
end-declarations
maximize(XPRS_DUAL+XPRS_TOP, Profit)
The following minimizes MinCost using
the Newton-Barrier algorithm and ignoring all global entities
declarations
MinCost:linctr
end-declarations
minimize(XPRS_BAR+XPRS_LIN, MinCost)
Further information
1. This procedure calls the Optimizer to maximize/minimize the
current problem (excluding all hidden constraints) using the given
constraint as objective function. Optionally, the algorithm to be
used can be defined. By default, the global search is executed
automatically if the problem contains any global entities.
Where appropriate, several algorithm choice parameters may be
combined (using plus signs).
2. If XPRS_LIN is specified, then the discreteness of all global entities is
ignored, even during the presolve procedure.
3. If XPRS_TOP is specified, then just the LP at the top node is solved
and no Branch-and-Bound search is initiated.
But the discreteness of the global
entities is taken into account in presolving the LP at
the top node.
4. Support for quadratic programming requires the module mmquad.
Related topics
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