Decision Optimization

Decision Optimization

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


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  • 1.  Bug in CPLEX Studio?

    Posted 09/30/20 06:25 AM

    I have an unbounded problem where my objective is maximisation but CPLEX is bounding my objective value and previously it was giving objective value = 5 on one machine, and on another machine it is giving 10005. It's an unbounded problem then it should give infinite as my objective value. Please help me to resolve this bug.

    dvar float+ X;

    dvar boolean Y;

    maximize X;

    subject to {

    X>= 5 => Y==1;

    X<= 5-0.001 => Y==0;

    }

    execute

    {

    writeln(cplex.getCplexStatus());

    }






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  • 2.  RE: Bug in CPLEX Studio?

    Posted 10/05/20 08:51 AM

    Hi Sandeep

    Seems to be a problem in an extreme problem. I will investigate and let you know

    Thank you for your patience






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  • 3.  RE: Bug in CPLEX Studio?

    Posted 10/06/20 11:45 AM

    Hi. The problem is unbounded and CPLEX will stop as soon as it proves this, and will return with a solution if it has one. See here: https://www.ibm.com/support/knowledgecenter/SSSA5P_12.10.0/ilog.odms.cplex.help/CPLEX/UsrMan/topics/infeas_unbd/unbounded/02_unbnded_defn.html

    CPLEX will return *a* solution if it has one when it proves the problem unbounded. This

    need not have an objective value of '+/-inf'. The fact that the problem is unbounded is

    encoded in the returned status. In general, unboundedness is something to be avoided. The documentation gives some advice around this.

    The fact that the solution returned is not always the same when the platform changes is not a bug. It’s just a consequence of CPLEX computations not necessarily taking the same paths when the hardware/OS changes.






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