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Laszlo Ladanyi

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Posted By Laszlo Ladanyi Tue May 12, 2020 05:06 PM
Found In Egroup: Decision Optimization
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Yes, Daniel is correct: the 'integer' keyword is ignored. I have just posted a trivial workaround to that stackoverflow thread, please, take a look at it. --Laci ------------------------------ Laszlo Ladanyi ------------------------------
Posted By Laszlo Ladanyi Mon May 11, 2020 11:03 AM
Found In Egroup: Decision Optimization
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Hello, Could you post CPLEX's log? That would help diagnosing the issue... :-). Cheers, --Laci ------------------------------ Laszlo Ladanyi ------------------------------
Posted By Laszlo Ladanyi Fri May 08, 2020 03:47 AM
Found In Egroup: Decision Optimization
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Note that if your tolerance for suboptimality is 0, i.e., you are really looking for alternate optimal solutions, then you can have a much faster algorithm. In theory, for LPs you can replace step 2 with fixing all variables with nonzero reduced cost to their current bounds (they must be out-of-basis ...