Originally posted by: SystemAdmin
[daniel said:]
I'm coding a simple heuristic to solve a large MIP. I first solve the relaxed model (all real variables). I then identify the variable with the highest fractal value and fix it to 1. I solve the model again. I keep going like this until all relaxed binary variables are either set to 1 or 0.
I can't figure out how to identify the variable with the highest fractal value. I tried "maxl" but it's not valid in a script. How can I get it.
Thanks
Daniel
#DecisionOptimization#MathematicalProgramming-General