Decision Optimization

Hi, everyone.
Any one can help with the shadow price for MIP in CPLEX? (From google search I see several posts about this topic in IBM forum before but they are not visible now.)
Currently I am trying to get the shadow price (dual values) for the continuous constraints in mixed integer models in CPLEX, using the solveFixed() method but failed. 
I am not sure if this is the correct way to get the shadow price for MIP. if yes, please help to correct me where I am wrong. if not, please let me know what should I do to get the shadow price for MIP. 

The code is shown below.
if (cplex.solve()) {
    _logger.info("Successfully solved.");
    if(cplex.solveFixed() {
        _logger.info("SolveFixed Successfully solved.");
    }
    else {
       _logger.info("SolveFixed failed.");
    }
}

The log file shows as follows:
Successfully solved.
SolveFixed failed.

Thank a lot.

------------------------------
Hui Zhao
------------------------------

#DecisionOptimization

What you do looks correct at first glance. The fact that solveFixed() fails after a successful solve() indicates that there are some issues either with numerics or with resource limits. Do you have any non-default parameter settings in place? Does it help to set the integrality tolerance parameter to 0 for the MIP solve? Can you show the engine log for the two solves?

About the old forum: all questions were moved here. Usually you can find the questions back by searching here for the question's title.

------------------------------
Daniel Junglas
------------------------------

Original Message:
Sent: Wed June 17, 2020 10:50 PM
From: Hui Zhao
Subject: shadow price for MIP

Hi, everyone.
Any one can help with the shadow price for MIP in CPLEX? (From google search I see several posts about this topic in IBM forum before but they are not visible now.)
Currently I am trying to get the shadow price (dual values) for the continuous constraints in mixed integer models in CPLEX, using the solveFixed() method but failed. 
I am not sure if this is the correct way to get the shadow price for MIP. if yes, please help to correct me where I am wrong. if not, please let me know what should I do to get the shadow price for MIP. 

The code is shown below.
if (cplex.solve()) {
    _logger.info("Successfully solved.");
    if(cplex.solveFixed() {
        _logger.info("SolveFixed Successfully solved.");
    }
    else {
       _logger.info("SolveFixed failed.");
    }
}

The log file shows as follows:
Successfully solved.
SolveFixed failed.

Thank a lot.

------------------------------
Hui Zhao
------------------------------

#DecisionOptimization

Hi Daniel,
I am sorry that I missed your reply for so long time and thanks a lot for your help. 
I have disable the time limit and epgap for the MIP solve. Please also see the log file in the attachment. Please kindly let me know if you spot anything which might be the cause of solveFixed fails. 
Thank you so much.
Looking forward to your reply.

------------------------------
Hui Zhao
------------------------------

Original Message:
Sent: Thu June 18, 2020 05:32 AM
From: Daniel Junglas
Subject: shadow price for MIP

What you do looks correct at first glance. The fact that solveFixed() fails after a successful solve() indicates that there are some issues either with numerics or with resource limits. Do you have any non-default parameter settings in place? Does it help to set the integrality tolerance parameter to 0 for the MIP solve? Can you show the engine log for the two solves?

About the old forum: all questions were moved here. Usually you can find the questions back by searching here for the question's title.

------------------------------
Daniel Junglas

Original Message:
Sent: Wed June 17, 2020 10:50 PM
From: Hui Zhao
Subject: shadow price for MIP

Hi, everyone.
Any one can help with the shadow price for MIP in CPLEX? (From google search I see several posts about this topic in IBM forum before but they are not visible now.)
Currently I am trying to get the shadow price (dual values) for the continuous constraints in mixed integer models in CPLEX, using the solveFixed() method but failed. 
I am not sure if this is the correct way to get the shadow price for MIP. if yes, please help to correct me where I am wrong. if not, please let me know what should I do to get the shadow price for MIP. 

The code is shown below.
if (cplex.solve()) {
    _logger.info("Successfully solved.");
    if(cplex.solveFixed() {
        _logger.info("SolveFixed Successfully solved.");
    }
    else {
       _logger.info("SolveFixed failed.");
    }
}

The log file shows as follows:
Successfully solved.
SolveFixed failed.

Thank a lot.

------------------------------
Hui Zhao
------------------------------

#DecisionOptimization

Hm, it looks like the solveFixed() call does complete in some way. What do cplex.getStatus() and cplex.getCplexStatus() return after solveFixed() completes?

------------------------------
Daniel Junglas
------------------------------

Original Message:
Sent: Mon August 31, 2020 05:20 AM
From: Hui Zhao
Subject: shadow price for MIP

Hi Daniel,
I am sorry that I missed your reply for so long time and thanks a lot for your help. 
I have disable the time limit and epgap for the MIP solve. Please also see the log file in the attachment. Please kindly let me know if you spot anything which might be the cause of solveFixed fails. 
Thank you so much.
Looking forward to your reply.

------------------------------
Hui Zhao

Original Message:
Sent: Thu June 18, 2020 05:32 AM
From: Daniel Junglas
Subject: shadow price for MIP

What you do looks correct at first glance. The fact that solveFixed() fails after a successful solve() indicates that there are some issues either with numerics or with resource limits. Do you have any non-default parameter settings in place? Does it help to set the integrality tolerance parameter to 0 for the MIP solve? Can you show the engine log for the two solves?

About the old forum: all questions were moved here. Usually you can find the questions back by searching here for the question's title.

------------------------------
Daniel Junglas

Original Message:
Sent: Wed June 17, 2020 10:50 PM
From: Hui Zhao
Subject: shadow price for MIP

Hi, everyone.
Any one can help with the shadow price for MIP in CPLEX? (From google search I see several posts about this topic in IBM forum before but they are not visible now.)
Currently I am trying to get the shadow price (dual values) for the continuous constraints in mixed integer models in CPLEX, using the solveFixed() method but failed. 
I am not sure if this is the correct way to get the shadow price for MIP. if yes, please help to correct me where I am wrong. if not, please let me know what should I do to get the shadow price for MIP. 

The code is shown below.
if (cplex.solve()) {
    _logger.info("Successfully solved.");
    if(cplex.solveFixed() {
        _logger.info("SolveFixed Successfully solved.");
    }
    else {
       _logger.info("SolveFixed failed.");
    }
}

The log file shows as follows:
Successfully solved.
SolveFixed failed.

Thank a lot.

------------------------------
Hui Zhao
------------------------------

#DecisionOptimization

Hi Daniel,
Thanks for your fast reply.
I have got both statuses as optimal. Please also see the log below. Any suggestions? 
2020-08-31_17:43:42.693|INFO |ODM-IloScenarioTas| |_cplex.solveFixed() status: false|
2020-08-31_17:43:42.740|INFO |ODM-IloScenarioTas| |_cplex.getStatus(): Optimal|
2020-08-31_17:43:42.740|INFO |ODM-IloScenarioTas| |_cplex.getCplexStatus(): Optimal|
Thank you.

------------------------------
Hui Zhao
------------------------------

Original Message:
Sent: Mon August 31, 2020 05:31 AM
From: Daniel Junglas
Subject: shadow price for MIP

Hm, it looks like the solveFixed() call does complete in some way. What do cplex.getStatus() and cplex.getCplexStatus() return after solveFixed() completes?

------------------------------
Daniel Junglas

Original Message:
Sent: Mon August 31, 2020 05:20 AM
From: Hui Zhao
Subject: shadow price for MIP

Hi Daniel,
I am sorry that I missed your reply for so long time and thanks a lot for your help. 
I have disable the time limit and epgap for the MIP solve. Please also see the log file in the attachment. Please kindly let me know if you spot anything which might be the cause of solveFixed fails. 
Thank you so much.
Looking forward to your reply.

------------------------------
Hui Zhao

Original Message:
Sent: Thu June 18, 2020 05:32 AM
From: Daniel Junglas
Subject: shadow price for MIP

What you do looks correct at first glance. The fact that solveFixed() fails after a successful solve() indicates that there are some issues either with numerics or with resource limits. Do you have any non-default parameter settings in place? Does it help to set the integrality tolerance parameter to 0 for the MIP solve? Can you show the engine log for the two solves?

About the old forum: all questions were moved here. Usually you can find the questions back by searching here for the question's title.

------------------------------
Daniel Junglas

Original Message:
Sent: Wed June 17, 2020 10:50 PM
From: Hui Zhao
Subject: shadow price for MIP

Hi, everyone.
Any one can help with the shadow price for MIP in CPLEX? (From google search I see several posts about this topic in IBM forum before but they are not visible now.)
Currently I am trying to get the shadow price (dual values) for the continuous constraints in mixed integer models in CPLEX, using the solveFixed() method but failed. 
I am not sure if this is the correct way to get the shadow price for MIP. if yes, please help to correct me where I am wrong. if not, please let me know what should I do to get the shadow price for MIP. 

The code is shown below.
if (cplex.solve()) {
    _logger.info("Successfully solved.");
    if(cplex.solveFixed() {
        _logger.info("SolveFixed Successfully solved.");
    }
    else {
       _logger.info("SolveFixed failed.");
    }
}

The log file shows as follows:
Successfully solved.
SolveFixed failed.

Thank a lot.

------------------------------
Hui Zhao
------------------------------

#DecisionOptimization

That is very weird. I take it, cplex.isPrimalFeasible() returns false? What happens if you attempt to query shadow prices even if solveFixed() returns false?

------------------------------
Daniel Junglas
------------------------------

Original Message:
Sent: Mon August 31, 2020 05:49 AM
From: Hui Zhao
Subject: shadow price for MIP

Hi Daniel,
Thanks for your fast reply.
I have got both statuses as optimal. Please also see the log below. Any suggestions? 
2020-08-31_17:43:42.693|INFO |ODM-IloScenarioTas| |_cplex.solveFixed() status: false|
2020-08-31_17:43:42.740|INFO |ODM-IloScenarioTas| |_cplex.getStatus(): Optimal|
2020-08-31_17:43:42.740|INFO |ODM-IloScenarioTas| |_cplex.getCplexStatus(): Optimal|
Thank you.

------------------------------
Hui Zhao

Original Message:
Sent: Mon August 31, 2020 05:31 AM
From: Daniel Junglas
Subject: shadow price for MIP

Hm, it looks like the solveFixed() call does complete in some way. What do cplex.getStatus() and cplex.getCplexStatus() return after solveFixed() completes?

------------------------------
Daniel Junglas

Original Message:
Sent: Mon August 31, 2020 05:20 AM
From: Hui Zhao
Subject: shadow price for MIP

Hi Daniel,
I am sorry that I missed your reply for so long time and thanks a lot for your help. 
I have disable the time limit and epgap for the MIP solve. Please also see the log file in the attachment. Please kindly let me know if you spot anything which might be the cause of solveFixed fails. 
Thank you so much.
Looking forward to your reply.

------------------------------
Hui Zhao

Original Message:
Sent: Thu June 18, 2020 05:32 AM
From: Daniel Junglas
Subject: shadow price for MIP

What you do looks correct at first glance. The fact that solveFixed() fails after a successful solve() indicates that there are some issues either with numerics or with resource limits. Do you have any non-default parameter settings in place? Does it help to set the integrality tolerance parameter to 0 for the MIP solve? Can you show the engine log for the two solves?

About the old forum: all questions were moved here. Usually you can find the questions back by searching here for the question's title.

------------------------------
Daniel Junglas

Original Message:
Sent: Wed June 17, 2020 10:50 PM
From: Hui Zhao
Subject: shadow price for MIP

Hi, everyone.
Any one can help with the shadow price for MIP in CPLEX? (From google search I see several posts about this topic in IBM forum before but they are not visible now.)
Currently I am trying to get the shadow price (dual values) for the continuous constraints in mixed integer models in CPLEX, using the solveFixed() method but failed. 
I am not sure if this is the correct way to get the shadow price for MIP. if yes, please help to correct me where I am wrong. if not, please let me know what should I do to get the shadow price for MIP. 

The code is shown below.
if (cplex.solve()) {
    _logger.info("Successfully solved.");
    if(cplex.solveFixed() {
        _logger.info("SolveFixed Successfully solved.");
    }
    else {
       _logger.info("SolveFixed failed.");
    }
}

The log file shows as follows:
Successfully solved.
SolveFixed failed.

Thank a lot.

------------------------------
Hui Zhao
------------------------------

#DecisionOptimization

Hi Daniel,
1) cplex.isPrimalFeasible() returns true after the failed solveFixed().
2) The shadow prices are generated even if solveFixed() returns false. Thanks for your kind help. I did not check the shadow price generation after I see the false solveFixed(). 
Thank you so much. It is really nice of you. 



------------------------------
Hui Zhao
------------------------------

Original Message:
Sent: Mon August 31, 2020 06:52 AM
From: Daniel Junglas
Subject: shadow price for MIP

That is very weird. I take it, cplex.isPrimalFeasible() returns false? What happens if you attempt to query shadow prices even if solveFixed() returns false?

------------------------------
Daniel Junglas

Original Message:
Sent: Mon August 31, 2020 05:49 AM
From: Hui Zhao
Subject: shadow price for MIP

Hi Daniel,
Thanks for your fast reply.
I have got both statuses as optimal. Please also see the log below. Any suggestions? 
2020-08-31_17:43:42.693|INFO |ODM-IloScenarioTas| |_cplex.solveFixed() status: false|
2020-08-31_17:43:42.740|INFO |ODM-IloScenarioTas| |_cplex.getStatus(): Optimal|
2020-08-31_17:43:42.740|INFO |ODM-IloScenarioTas| |_cplex.getCplexStatus(): Optimal|
Thank you.

------------------------------
Hui Zhao

Original Message:
Sent: Mon August 31, 2020 05:31 AM
From: Daniel Junglas
Subject: shadow price for MIP

Hm, it looks like the solveFixed() call does complete in some way. What do cplex.getStatus() and cplex.getCplexStatus() return after solveFixed() completes?

------------------------------
Daniel Junglas

Original Message:
Sent: Mon August 31, 2020 05:20 AM
From: Hui Zhao
Subject: shadow price for MIP

Hi Daniel,
I am sorry that I missed your reply for so long time and thanks a lot for your help. 
I have disable the time limit and epgap for the MIP solve. Please also see the log file in the attachment. Please kindly let me know if you spot anything which might be the cause of solveFixed fails. 
Thank you so much.
Looking forward to your reply.

------------------------------
Hui Zhao

Original Message:
Sent: Thu June 18, 2020 05:32 AM
From: Daniel Junglas
Subject: shadow price for MIP

What you do looks correct at first glance. The fact that solveFixed() fails after a successful solve() indicates that there are some issues either with numerics or with resource limits. Do you have any non-default parameter settings in place? Does it help to set the integrality tolerance parameter to 0 for the MIP solve? Can you show the engine log for the two solves?

About the old forum: all questions were moved here. Usually you can find the questions back by searching here for the question's title.

------------------------------
Daniel Junglas

Original Message:
Sent: Wed June 17, 2020 10:50 PM
From: Hui Zhao
Subject: shadow price for MIP

Hi, everyone.
Any one can help with the shadow price for MIP in CPLEX? (From google search I see several posts about this topic in IBM forum before but they are not visible now.)
Currently I am trying to get the shadow price (dual values) for the continuous constraints in mixed integer models in CPLEX, using the solveFixed() method but failed. 
I am not sure if this is the correct way to get the shadow price for MIP. if yes, please help to correct me where I am wrong. if not, please let me know what should I do to get the shadow price for MIP. 

The code is shown below.
if (cplex.solve()) {
    _logger.info("Successfully solved.");
    if(cplex.solveFixed() {
        _logger.info("SolveFixed Successfully solved.");
    }
    else {
       _logger.info("SolveFixed failed.");
    }
}

The log file shows as follows:
Successfully solved.
SolveFixed failed.

Thank a lot.

------------------------------
Hui Zhao
------------------------------

#DecisionOptimization