Solving Fixed-MILP Problem

Specific Domains Optimization (Mathematical)
4

You’re looking for something like

using JuMP, Cbc, Clp

function fix!(model::Model)
    solution = Dict(
        v => value(v) for v in all_variables(model)
    )
    for v in all_variables(model)
        if is_binary(v)
            unset_binary(v)
            fix(v, solution[v]; force = true)
        end
    end
    return
end

model = Model(Cbc.Optimizer)
@variable(model, x, Bin)
@objective(model, Max, 2 * x)
optimize!(model)
fix!(model)
set_optimizer(model, Clp.Optimizer)
optimize!(model)
dual(FixRef(x))
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