Decision Optimization

Decision Optimization

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


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  • 1.  Degeneracy in Mixed Integer problem

    Posted 03/28/13 10:10 AM

    Originally posted by: SystemAdmin


    Hi,

    I am developing a column generation algorithm and my sub problem has binary variables.

    My problem is that sometimes there are some degenerate solution for my sub problem. which causes to no improvement in the solution and stopping algorithm.

    Is there any tool in Opl Cplex to avoid degeneracy or finding all solutions with the same objective function with integer (binary) variables?
    #DecisionOptimization
    #OPLusingCPLEXOptimizer


  • 2.  Re: Degeneracy in Mixed Integer problem

    Posted 03/29/13 05:31 AM
    Hi,

    maybe you should have a look at solution pools.

    The solution pool allows you to generate and store multiple solutions to a mixed integer programming (MIP) model. This feature uses an extension of the IBM ILOG CPLEX branch-and-cut algorithm to generate multiple solutions in addition to the optimal solution.

    You have an example in /warehouse/solpoolscript.mod

    regards
    #DecisionOptimization
    #OPLusingCPLEXOptimizer


  • 3.  Re: Degeneracy in Mixed Integer problem

    Posted 03/29/13 12:50 PM

    Originally posted by: SystemAdmin


    Thank you Alex,
    This is very useful!
    #DecisionOptimization
    #OPLusingCPLEXOptimizer