Decision Optimization

Decision Optimization

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  • 1.  Algorithm simplex in CPLEX

    Posted 10/21/14 03:41 PM

    Originally posted by: luis infante


    Hello, my question is how really is simplex with cplex

     

    I have a relaxed problem with only continuos variables , the objective is of maximization

    I think that the iteraction begin with z = 0 until reach the optimal solution , by example z=8000 ,

    but cplex begin wth z= 100000 and finalize with z= 8000

     

     

     

     

     

     


    #CPLEXOptimizers
    #DecisionOptimization


  • 2.  Re: Algorithm simplex in CPLEX

    Posted 10/22/14 03:15 AM

    Where do you get this z from? Are you using primal or dual simplex? Maybe you can show us the engine log and clarify what exactly looks unexpected in it?


    #CPLEXOptimizers
    #DecisionOptimization


  • 3.  Re: Algorithm simplex in CPLEX

    Posted 10/22/14 03:48 AM

    Originally posted by: luis infante


    my problem is of maximization

    IloExpr fo (env);
    for(int i=0; i<n; i++)
          for(int k=0; k<K; k++)
              fo+=*X[i][k];
    CPP->add(IloMaximize(env, fo));

    the array X is a binary variable but is relaxed

    for(int i=0;i<n;i++)
         for(int k=0;k<K;k++)
                CPP->add(IloConversion(env,X[i][k],IloNumVar::Float));

    CPP is the model to solve

    the log of screen :

    Iteration log . . .
    Iteration:     1    Objective     =           997.700262
    Iteration:   846    Objective     =           903.820717
    Iteration:  1406    Objective     =           878.049861
    Iteration:  1692    Objective     =           875.595494
    Iteration:  1963    Objective     =           872.527535
    Iteration:  2242    Objective     =           870.686760
    Iteration:  2499    Objective     =           868.845984
    Iteration:  2761    Objective     =           865.778025
    Iteration:  3063    Objective     =           860.869291
    Iteration:  3367    Objective     =           860.869291
    Perturbation started.
    Iteration:  3501    Objective     =           860.869291
    Iteration:  3640    Objective     =           860.869139
    Iteration:  3772    Objective     =           860.868947
    Iteration:  3913    Objective     =           860.867992
    Iteration:  4053    Objective     =           860.865827

     

    additionally I stop the solve with the parameter :

    cplex->setParam(IloCplex::ItLim,iter); 

     

    I get the result for example  evey 1000 iterations,

    I think that the results of a iteration is a factible solution as an simplex  algorithm 

     

     

    the parameters of the cplex are the defaults to solve, (with exception of the memory parameters) 

     

    thank for the help

     

     

     

     


    #CPLEXOptimizers
    #DecisionOptimization


  • 4.  Re: Algorithm simplex in CPLEX

    Posted 10/22/14 02:53 PM

    Originally posted by: luis infante


    okey thanks for the information

    I change the parameter :

    cplex->setParam(IloCplex::RootAlg, IloCplex::Primal);

     

    and Objective begin in 0.00 


    #CPLEXOptimizers
    #DecisionOptimization


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