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optimize ( callback=None )

Optimize the model. The algorithm used for the optimization depends on the model type (simplex or barrier for a continuous model; branch-and-cut for a MIP model). Upon successful completion, this method will populate the solution related attributes of the model. See the Attributes section for more information on attributes.

Please consult this section for a discussion of some of the practical issues associated with solving a precisely defined mathematical model using finite-precision floating-point arithmetic.

Note that this method will process all pending model modifications.


callback: Callback function. The callback function should take two arguments, model and where. During the optimization, the function will be called periodically, with model set to the model being optimized, and where indicating where in the optimization the callback is called from. See the Callback class for additional information.

Example usage:


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