How can I change decision variable type in Concert Technologies (with Java)

Question

I have a MILP model with continuous variables ($y_{ij}$) and binaries ($x_{ij}$). I am using Java and cplex 12.8 for implementation.

Is there a way by which - using the Java-cplex API - I would be able to write only one model that can be solved first with the binary $x_{ij}$'s and then for the continuous variables ($0 \leq x_{ij} \leq 1$)? I want to see the gap between LP-R and MIP on the fly - and don't want to build two different LP and MILP models.

Answer 1

The type of a variable cannot be changed. However, it can be overwritten for a particular model by adding an IloConversion object, which allows you to specify new types for variables within that model. When ILOG CPLEX finds a conversion object in the active model, it uses the variable types specified in the conversion object instead of the original type specified for the optimization. For example in a model containing:

IloNumVar x = cplex.numVar(0.0, 1.0);   
cplex.add(cplex.conversion(x, IloNumVarType.Int));