There is unfortunately no way for CPLEX to give you more details directly.
What I can suggest, first and foremost, to run with 'read datacheck' set to 1, so that if there is an issue with the inputs, you will learn about it. Then you can try to save the instance as an LP or MPS file (if it's not already coming from a file), and see what bounds you have for your variables. Maybe there's something odd...
Note that the code that emits this warning runs before the code that sets the bounds for binary variables to 0 and 1. So if you indeed have non-integral bounds for your variables, the fact that they are binary and not general integers doesn't prevent the warning from being emitted.
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Xavier
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Original Message:
Sent: Thu December 09, 2021 11:46 AM
From: Victor Miller
Subject: Non-integral counds
I'm optimizing a model in CPLEX 12.10 which has only boolean variables, and a quadratic (convex) objective. Whenever I run it I get the message below, which I find a bit mystifying:
Warning: Non-integral bounds for integer variables rounded.
Since the only variables are boolean, how could there be non-integral bounds? The inequalities involving the variables only involve integral coefficients and right hand sides. Is there a way to get Cplex to give more information about this?
Victor Miller
#DecisionOptimization