Originally posted by: SystemAdmin

Hello guys!
I am using CPLEX12.4(Concert Tech. for C++).

I run my program and it returns “CPLEX Error 1017: Not available for mixed-integer programs.” just before the line w "getDual" function.
Is there any other method to get dual values of a MIP model?

Sincerely,
Tracy
#CPLEXOptimizers
#DecisionOptimization

Originally posted by: T_O

Duality theory for MIP is much more difficult than for LP. You cannot obtain some simple meaningful dual variables. So I guess this is not what you want to do.

You can change the problem type to LP or to fixed MILP. Then you can obtain the corresponding duals.

Best regards,
Thomas
#CPLEXOptimizers
#DecisionOptimization

Originally posted by: SystemAdmin

Thanks Thomas!

What do you mean by "change the problem type to LP or to fixed MILP"?
Re-formulate my problem or any function in CPLEX can change the model type?

Sincerely,
Tracy
#CPLEXOptimizers
#DecisionOptimization

Originally posted by: T_O

See http://pic.dhe.ibm.com/infocenter/cosinfoc/v12r5/topic/ilog.odms.cplex.help/refcallablelibrary/html/functions/CPXXchgprobtype.html

The name of the funtion is depending on the API you are using.

Best regards,
Thomas
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#DecisionOptimization

Originally posted by: SystemAdmin

Hi Thomas!
I changed the problem type from lp to MILP. However, it still returns the same error when program try to access "getDual".

I guess it is because of my coding problem. Could you please help me to check it?
int status = 1;
CPXCENVptr Cppenv = CPXopenCPLEX (&status);
CPXLPptr lp = CPXcreateprob (Cppenv, &status, "TOPOpt");
status = CPXchgprobtype (Cppenv, lp, 1);//CPXPROB_MILP

if(status)
break;
else
TOPSolver.solve();

TOPSolver.getStatus();

cout<<"Pro "<<argv[1]<<"is "<<TOPSolver.getObjValue()<<"--------"<<endl;

/// FIND AND ADD A NEW Route ///

for (i = 0; i <effcount-1; i++)
{
price[i] = TOPSolver.getDual(Fill[i]);

}
Sincerely,
Tracy
#CPLEXOptimizers
#DecisionOptimization

Originally posted by: SystemAdmin

Problem solved!

Thank you so much Thomas!
Tracy
#CPLEXOptimizers
#DecisionOptimization

Originally posted by: SystemAdmin

Just in case you did not use that function: In the object oriented APIs (C++, Java, C#) the IloCplex class has a function solveFixed(). This function fixes the integer variables to the current solution and resolves the problem as LP. After that you can query the dual values for the LP solve. This should be much simpler than changing the problem type.
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