int GRBfixmodel ( GRBmodel *model,
    GRBmodel **fixedP )

Create the fixed model associated with a MIP model. The MIP model must have a solution loaded (e.g., after a call to GRBoptimize). In the fixed model, each integer variable is fixed to the value that variable takes in the MIP solution. In addition, continuous variables may be fixed to satisfy SOS or general constraints. The result is a model without any integrality constraints, SOS constraints, or general constraints.

Note that, while the fixed problem is always a continuous model, it may contain a non-convex quadratic objective or non-convex quadratic constraints. As a result, it may still be solved using the MIP algorithm.

Return value:

A non-zero return value indicates that a problem occurred while creating the fixed model. Refer to the Error Code table for a list of possible return values. Details on the error can be obtained by calling GRBgeterrormsg.


model: The MIP model (with a solution loaded).

fixedP: The computed fixed model.

Example usage:

  GRBmodel *fixed;
  error = GRBfixmodel(model, &fixed);