Outer Approximation Functions

The AIMMS Outer Approximation functions allow you to solve MINLP problems through a sequence of MIP and NLP solves. The following Outer Approximation functions are available.

Master MIP Functions

AIMMS supports the following Outer Approximation functions for solving and managing the master MIP problem:

• MasterMIPAddLinearizations

• MasterMIPDeleteIntegerEliminationCut

• MasterMIPDeleteLinearizations

• MasterMIPEliminateIntegerSolution

• MasterMIPGetCPUTime

• MasterMIPGetIterationCount

• MasterMIPGetNumberOfColumns

• MasterMIPGetNumberOfNonZeros

• MasterMIPGetNumberOfRows

• MasterMIPGetObjectiveValue

• MasterMIPGetProgramStatus

• MasterMIPGetSolverStatus

• MasterMIPGetSumOfPenalties

• MasterMIPIsFeasible

• MasterMIPLinearizationCommand

• MasterMIPSetCallback

• MasterMIPSolve

MINLP Functions

AIMMS supports the following Outer Approximation functions for managing the global MINLP problem:

• MINLPGetIncumbentObjectiveValue

• MINLPGetOptimizationDirection

• MINLPIncumbentIsFeasible

• MINLPIncumbentSolutionHasBeenFound

• MINLPSetIncumbentSolution

• MINLPSetIterationCount

• MINLPSetProgramStatus

• MINLPSolutionDelete

• MINLPSolutionRetrieve

• MINLPSolutionSave

NLP Functions

AIMMS supports the following Outer Approximation functions for managing and solving the NLP problem:

• NLPGetCPUTime

• NLPGetIterationCount

• NLPGetNumberOfColumns

• NLPGetNumberOfNonZeros

• NLPGetNumberOfRows

• NLPGetObjectiveValue

• NLPGetProgramStatus

• NLPGetSolverStatus

• NLPIsFeasible

• NLPLinearizationPointHasBeenFound

• NLPSolutionIsInteger

• NLPSolve