Originally posted by: SystemAdmin

Hi there,

I am trying to get the reduced costs and shaddow prices for an MIP problem I am solving. I understand that I would not be able to use the regular routines for LP due to the lack of factorization for MIP.
I also understand that there is a way to fix the MIP solution after solving it and using the SolveFixed, solving it as an LP and getting the reuired values. What I do not know is how to use the solvefixed routine through OPL Scripting. Is there a way?
#DecisionOptimization
#OPLusingCPLEXOptimizer

Hi,

let me show you an example of what I would try:

Relax the integer constraints, solve, freeze the integer variables and then solve again.

dvar int+ Gas;
dvar float+ Chloride;
 
 
maximize
  40 * Gas + 50 * Chloride;
subject to {
  ctMaxTotal:     
    Gas + Chloride <= 50;
  ctMaxTotal2:    
    3 * Gas + 4 * Chloride <= 180;
    ctMaxTotal3:    
    3 * Gas + 2 * Chloride <= 150;
  ctMaxChloride:  
    Chloride <= 40;
}
 
main
{
  thisOplModel.generate();
  cplex.solve();
  var x=thisOplModel.Gas.solutionValue;
  
  
   thisOplModel.convertAllIntVars();
   thisOplModel.Gas.UB=x;
   thisOplModel.Gas.LB=x;
   
   cplex.solve();
   
   writeln(thisOplModel.ctMaxTotal.dual);
}

regards
#DecisionOptimization
#OPLusingCPLEXOptimizer