Decision Optimization

Decision Optimization

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


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  • 1.  cplex searches for a solution although optimal solution is provided as an initial point!

    Posted 09/04/14 01:54 PM

    Originally posted by: ArmenG


    Hi,

    I am solving a large MIP problem. After providing the optimal solution obtained by cplex itself as an initial point to the same problem, cplex still searches for the optimal solution. Why is this the case?


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  • 2.  Re: cplex searches for a solution although optimal solution is provided as an initial point!

    Posted 09/04/14 03:35 PM

    Originally posted by: T_O


    Because CPLEX still has to prove optimality. How should CPLEX know that your initial point is the optimum just by having a look at it? This would mean that the MIP optimization problem is in NP. But only the MIP feasibility problem is in NP.


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  • 3.  Re: cplex searches for a solution although optimal solution is provided as an initial point!

    Posted 09/05/14 03:25 AM

    Originally posted by: ArmenG


    Thanks for the reply.


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    #DecisionOptimization


  • 4.  Re: cplex searches for a solution although optimal solution is provided as an initial point!

    Posted 09/05/14 03:37 AM

    Originally posted by: ArmenG


    MIP Gap is obtained by comparing the objective function values of the Best Node (i.e., the node whose objective function value is better than all the other nodes at any given point in the algorithm) and the Incumbent Solution (i.e., the best known solution that satisfies all the integrality requirements). By providing the optimal solution as an initial point, the incumbent solution is provided which will be unchanged throughout the entire search. However, still nodes need to be searched so that a best node can be found that results in the desired MIP gap.

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