Decision Optimization

Decision Optimization

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


#Analytics
#DecisionOptimization
#DecisionOptimization
 View Only
  • 1.  Bug in presolver (part II)

    Posted 11/11/14 09:31 AM

    Originally posted by: JesusCerquides


    Some days ago, I reported a bug in the presolver.

    https://www.ibm.com/developerworks/community/forums/html/topic?id=af040717-eb79-4e78-98eb-62927676828b&ps=25

    As DanielJunglas suggested, I have set CPX_PARAM_AGGIND to 0, from there on, to avoid that problem.

    Now, it seems that I hit some other strange behavior. Looks like the kind of problems I am solving have some specific characteristic that CPLEX does not like. :) 

    In the attached problem, CPLEX fails to find the optimal solution when CPX_PARAM_AGGIND is set to 0. However it does find it when CPX_PARAM_AGGIND is set to -1. In both cases the solutions are reported as optimal. I do also attach both solutions.

    My platform is Linux 64 and CPLEX is version 12.6.0.0 

    Could this be due to the MIP gap tolerance?

    Jesús


    #CPLEXOptimizers
    #DecisionOptimization


  • 2.  Re: Bug in presolver (part II)

    Posted 11/11/14 09:57 AM

    Originally posted by: JesusCerquides


    It does. Setting both absolute and relative mip gap tolerances to 0 solves the problem. Sorry for bothering.

    Jesús.


    #CPLEXOptimizers
    #DecisionOptimization