I have created this optimization model and I have two sets of decision variables.
IloModel model(env);
IloCplex cplex(model);
IloObjective obj = IloMinimize(env);
NumVarArray2 x = CreateNumVarArray2(env, N, M, "x", 0, 1);
IloNumVarArray y = CreateNumVarArray(env, N, "y", 0, 1);
At first i am solving the LP Relaxation of the model. For those who are interested in, this is a part of a Branch-and-Price algorithm.
At the end of the algorithm, i need to convert my decision variables into binary variables to obtain an integer solution. Creating the model from scratch is a bit troublesome, so i am wondering if there is an easy way to do this.
Thanks in advance.