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Hello,<div><br></div><div>I am trying to solve a MIP problem and get the shadow costs of the constraints after that.</div><div><span style="font-size: 10pt; "><br></span></div><div><span style="font-size: 10pt; ">Out of the box that does not work if I just call si.branchAndBound() and then si.getRowPrice(), which makes sense. </span><span style="font-size: 10pt; ">So this is what I did:</span></div><div><span style="font-size: 10pt; "><br></span></div><div><span style="font-size: 10pt; ">1. call si.branchAndBound();</span></div><div><span style="font-size: 10pt; ">2. check that it is proven optimal.</span></div><div><span style="font-size: 10pt; ">3. loop through all the Integer/Binary variables and set their Upper and Lower bounds to the solution found during branchAndBound().</span></div><div><span style="font-size: 10pt; ">4. call si.resolve();</span></div><div><span style="font-size: 10pt; "><br></span></div><div>Note that I am using CPLEX as the solver's backend.</div><div><span style="font-size: 10pt; "><br></span></div><div><span style="font-size: 10pt; ">The problem I am facing is that the vector returned by si.getRowPrice() is only zeros. I figured that by removing step #3 from my code, and just calling resolve(), I get non-zeros values out of getRowPrice(), and they look descent. </span><span style="font-size: 10pt; ">But then my Integer variables becomes not Integer anymore... </span></div><div><br></div><div><br></div><div>So my question is:</div><div><br></div><div>What is the proper way to fix the integer variables in order to perform some kind of a "solveFixed" operation?</div><div><br></div><div>I would greatly appreciate your help!</div><div><br></div><div><br></div><div>Sylvain</div> </div></body>
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