Decision Optimization

Hello everyone,

I am new to cplex, I am working on decision optimization problem. I want to output several metrics whenever there is an improvement in cost function or gap.

For example, Whenever cost function value decreases or there is an improvement in optimality gap,
I want to record (Elapsed Time, Objective function Value, Optimality Gap)

I found "MIP node log display information" parameter but this gives me log output whenever there is an improvement in the objective function value, what I am looking for is both improvements in objective function value as well as optimality gap. And I want to record that state for further analysis.

Is there a way to do it in cplex?

Thanks in advance

------------------------------
Nitin Ramchandani
------------------------------

#DecisionOptimization

I'm not positive this will work (the docs are rather vague on what constitutes "global progress"), but one possibility is to attach a generic callback to the "global progress" context. Inside the callback, query the current objective value and gap, check the elapsed time and generate a record.

Paul

------------------------------
Paul Rubin
Professor Emeritus
Michigan State University
------------------------------

Original Message:
Sent: Wed January 27, 2021 12:58 PM
From: Nitin Ramchandani
Subject: Modifying Progress report/log output for cplex.

Hello everyone,

I am new to cplex, I am working on decision optimization problem. I want to output several metrics whenever there is an improvement in cost function or gap.

For example, Whenever cost function value decreases or there is an improvement in optimality gap,
I want to record (Elapsed Time, Objective function Value, Optimality Gap)

I found "MIP node log display information" parameter but this gives me log output whenever there is an improvement in the objective function value, what I am looking for is both improvements in objective function value as well as optimality gap. And I want to record that state for further analysis.

Is there a way to do it in cplex?

Thanks in advance

------------------------------
Nitin Ramchandani
------------------------------

#DecisionOptimization

Hi Paul,

You are right I took a similar approach looking into sample code which I found here.
https://github.com/cswaroop/cplex-samples/blob/master/mipex4.py

I modified LoggingCallback implementation as per the output I desired. I hope this helps someone else too.

Thanks

------------------------------
Nitin Ramchandani
------------------------------

Original Message:
Sent: Fri January 29, 2021 03:48 PM
From: Paul Rubin
Subject: Modifying Progress report/log output for cplex.

I'm not positive this will work (the docs are rather vague on what constitutes "global progress"), but one possibility is to attach a generic callback to the "global progress" context. Inside the callback, query the current objective value and gap, check the elapsed time and generate a record.

Paul

------------------------------
Paul Rubin
Professor Emeritus
Michigan State University

Original Message:
Sent: Wed January 27, 2021 12:58 PM
From: Nitin Ramchandani
Subject: Modifying Progress report/log output for cplex.

Hello everyone,

I am new to cplex, I am working on decision optimization problem. I want to output several metrics whenever there is an improvement in cost function or gap.

For example, Whenever cost function value decreases or there is an improvement in optimality gap,
I want to record (Elapsed Time, Objective function Value, Optimality Gap)

I found "MIP node log display information" parameter but this gives me log output whenever there is an improvement in the objective function value, what I am looking for is both improvements in objective function value as well as optimality gap. And I want to record that state for further analysis.

Is there a way to do it in cplex?

Thanks in advance

------------------------------
Nitin Ramchandani
------------------------------

#DecisionOptimization