Originally posted by: SystemAdmin

[leo said:]

Hi, all

Can the routine "CPXgetcallbacknodex" be applied to the root node?

For a MIP, I want to get the lp solution of roote node. When I solve the subproblem at the root node seprately, and I know the solutions are fractions. But when I use CPXgetcallbacknodex to get the relaxation solution for the root node, the solutions are integer. In fact, this integer solution is the final solutions for this MIP. Why I can not get the relaxtion solution by "CPXgetcallbacknodex"? Can it be applied to the root node?

Would you please tell me the reasons? Thank very much.

Leo
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Originally posted by: SystemAdmin

[prubin said:]

Between the presolver (assuming it is turned on) and various things CPLEX can do at each node (such as bound tightening), it's entirely possible that CPLEX goes beyond just solving the node LP and actually gets to an integer solution, even though the node LP itself has a non-integer solution.  If you need to, there are ways to turn those things off (but I think it means changing quite a few parameters).  Then again, one reason you're paying for CPLEX is precisely that it's smart enough to do those things.

/Paul

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#DecisionOptimization

Originally posted by: SystemAdmin

[leo said:]

[quote author=prubin link=topic=367.msg1040#msg1040 date=1214691370]
Between the presolver (assuming it is turned on) and various things CPLEX can do at each node (such as bound tightening), it's entirely possible that CPLEX goes beyond just solving the node LP and actually gets to an integer solution, even though the node LP itself has a non-integer solution.  If you need to, there are ways to turn those things off (but I think it means changing quite a few parameters).  Then again, one reason you're paying for CPLEX is precisely that it's smart enough to do those things.

/Paul




Thanks.

I have turn off the presolver. If I want to know the non-integer solution of the node LP, are there other parameters needed to set ? Thanks.
The reason why I want to know the LP solution is that I want to produce the cut by myself based on the LP solution.


Leo


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Originally posted by: SystemAdmin

[prubin said:]

I'm not sure.  There are other parameters, such as bound strengthening, re-presolving, presolving the LP relaxation etc., that you might want to turn off.  I don't know which ones are turned off when presolving itself is turned off, and which ones need separate attention.  You should ask ILOG tech support about that.
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#DecisionOptimization

Originally posted by: SystemAdmin

[leo said:]

[quote author=prubin link=topic=367.msg1045#msg1045 date=1214752362]
I'm not sure.  There are other parameters, such as bound strengthening, re-presolving, presolving the LP relaxation etc., that you might want to turn off.  I don't know which ones are turned off when presolving itself is turned off, and which ones need separate attention.  You should ask ILOG tech support about that.


Dear Paul,

Thank you.

I have checked the parameters list of CPLEX.
I do not know how all kinds of strategies automatically implemented by CPLEX will influnce the LP solutions I want to get.
Maybe I have to turn off other strategies which the CPLEX will automatically implement. Such as
  (1) all kinds of presolve startegy
    - presolve (etc. wheter the prsolve should be performed at each node and root node?, whether to re-apply presolve with or without cuts)
  (2) all kindso of reduction strategy
  (3) different rules for adding cuts which is implemented automatically by CPLEX
    - clique cuts, cover cuts, disjuctive cuts, flow cuts etc.

Finally, we just use a pure CPLEX. Because I want to use the LP solution to produce cuts by myself, and use incumbent callback to reject an integer solution, the pure CPLEX is ok (only let cplex to branch and select node to explore, not do additional special strategy).


In other way, we may control the search tree and only let CPLEX as a lp solver. But I think it is a time-consuming task beacuse CPLEX is smart guy.

Your comments let me know CPLEX better. Thanks for help.

Leo
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#DecisionOptimization