Create the fixed model associated with a MIP model. The MIP model must have a solution loaded (e.g., after a call to the optimize method). 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.
Fixed model associated with calling object.
fixed = model.fixed()