Decision Optimization

Decision Optimization

Delivers prescriptive analytics capabilities and decision intelligence to improve decision-making.


#Analytics
#DecisionOptimization
#DecisionOptimization
 View Only
  • 1.  32-bit CPLEX vs 64-bit CPLEX

    Posted 08/09/10 07:40 PM

    Originally posted by: achoy


    I have 2 programs (one written in OPL and another written in JAVA) that I am using to call CPLEX to solve an optimization problem. I'm running both on the same computer with each program calling the same CPLEX software and the JAVA code is fully equivalent to the OPL program. Would there be any other why reason my JAVA results are different from the OPL results?

    I've also noticed a discrepancy in the results when I use different computers but the exact same program files. The only difference is that one computer uses Windows 7, 64-bit and CPLEX 12.1, 64-bit while the other uses Windows Vista, 32-bit and CPLEX 12.1, 32-bit.
    #CPLEXOptimizers
    #DecisionOptimization


  • 2.  Re: 32-bit CPLEX vs 64-bit CPLEX

    Posted 08/10/10 10:28 AM

    Originally posted by: SystemAdmin


    When you say different results, do you mean different optimal values, or one program solving to optimality and another not getting there? Or do you mean different optimal solutions with the same objective value (but different variable values)?

    The sequence of pivots in solving an LP (and the sequence of nodes in solving a MIP) can be influenced by small differences in rounding, differences in the order that constraints and/or variables appear with in the model, phases of the moon, ... If a problem has multiple optimal solutions, OPL v. Java (or OPL script writing constraints C1 then C2 then C3 and Java program writing C1 then C3 then C2) or Win 64 v. Win 32 could easily cause differences in the final solution (and the path to it).

    In particular, Win 64 may do double precision arithmetic slightly differently than Win 32, and OPL may do it slightly differently than Java. There are known differences in floating point across hardware platforms, between different flavors of C compilers, etc. They won't cause you to get a wrong answer, but the differences, subtle as they are, can alter the flow of the algorithms.

    /Paul

    Mathematicians are like Frenchmen: whenever you say something to them, they translate it into their own language, and at once it is something entirely different. (Goethe)
    #CPLEXOptimizers
    #DecisionOptimization