Decision Optimization

Decision Optimization

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Calling CPLEX inside a loop in Matlab

  • 1.  Calling CPLEX inside a loop in Matlab

    Posted 07/08/11 04:28 PM

    Originally posted by: omidma


    I am new to cplex-matlab interface. Recently, I have faced a problem with it. The problem comes from that I am calling CPLEX inside a loop to solve an MIP type of problem with mutiple set of data. CPLEX correctly solves the first time (first data set) I call it. However, for the second and ..., the value of the obj. function and DVs are shown as zero. If I change my loop to start at the second MIP(data set) then CPLEX correctly solves the second data set but the rest and this is the same for when I start with the third data and so on. In other words, MIP is valid but CPLEX has problems to solve them sequentially. I was thinking that I might need to rest or reinitialize cplexmilp anytime I solve a data set (just like reset command in ampl)!

    I appreciate for any advice.
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