set_obj_bound

Set initial "at least better than" guess for objective function.

void set_obj_bound(lprec *lp, REAL obj_bound);

Return Value

set_obj_bound has no return value.

Parameters

Pointer to previously created lp model. See return value of make_lp, copy_lp, read_lp, read_lp_file, read_LP, read_mps, read_MPS

obj_bound

The initial "at least better than" guess for objective function.

Remarks

The set_obj_bound function specifies the initial "at least better than" guess for objective function. This is only used in the branch-and-bound algorithm when integer variables exist in the model. All solutions with a worse objective value than this value are immediately rejected. This can result in faster solving times, but it can be difficult to predict what value to take for this bound. Also there is the chance that the found solution is not the most optimal one.
The default is infinite.

Example

#include <stdio.h>
#include <stdlib.h>
#include "lpkit.h"

int main(void)
{
  lprec *lp;

  /* Create a new LP model */
  lp = make_lp(0, 0);
  if(lp == NULL) {
    fprintf(stderr, "Unable to create new LP model\n");
    return(1);
  }

  set_obj_bound(lp, 1000);

  delete_lp(lp);
  return(0);
}

lp_solve API reference