FICO Xpress Optimization Examples Repository: Apply a binary fixing heuristic to an unpresolved MIP problem

FICO Xpress Optimization Examples Repository

Apply a binary fixing heuristic to an unpresolved MIP problem

Description

We take a production plan model and solve its LP relaxation.

Next we fix those binary variables that are very near zero to 0.0, and those that are almost one to 1.0, by changing their respective upper and lower bounds. Finally, we solve the modified problem as a MIP.

This heuristic will speed up solution - though may fail to optimse the problem.

The results are displayed on screen and the problem statistics stored in a log file.

fixvb_dnet.zip

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Source Files

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FixBV.cs	[download]
FixBV.csproj	[download]

Data Files

coco.mps

[download]

FixBV.csproj

<Project Sdk="Microsoft.NET.Sdk">

  <PropertyGroup>
    <OutputType>Exe</OutputType>
    <TargetFramework>net5.0</TargetFramework>

    <IsPackable>false</IsPackable>
    <XpressExampleFiles Condition="'$(XpressExampleFiles)'==''">../../data</XpressExampleFiles>
  </PropertyGroup>

  <ItemGroup>
    <Content Include="$(XpressExampleFiles)/coco.mps">
      <CopyToOutputDirectory>Always</CopyToOutputDirectory>
    </Content>
  </ItemGroup>

  <ItemGroup>
    <PackageReference Include="FICO.Xpress.XPRSdn" Version="38.1.2" /> <!-- Version 38.01.02 or later -->
  </ItemGroup>
  
  <!-- This is for execution with "dotnet run" and friends which runs from the project directory rather than the output directory. -->
  <Target Name="CopyExampleData" AfterTargets="AfterBuild">
    <Copy SourceFiles="$(XpressExampleFiles)/coco.mps" DestinationFolder="$(ProjectDir)" />
  </Target>

</Project>