Decision Optimization

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Disabiling bounds changing at the root node.

  • 1.  Disabiling bounds changing at the root node.

    Posted 04/24/18 03:14 PM

    Originally posted by: bbrunaud


    Hello

     

    I would like to get all the cuts at the root node. However, when I get the lp file for the root node I notice that bounds have also changed. I run the model with heuristics and presolve turned off. What else makes bounds change if it's not heuristics or presolve?. Can I disable whatever that is?.

     

    ```

    CPX_PARAM_PREIND                 0
    CPX_PARAM_PROBE                 -1

    ```

     

    Here is an example of a file I retrieved. In this case, no cuts where added, only bound changes.

    ```

    Minimize
     obj: - 4 VAR4
    Subject To
     c1: VAR4 + VAR3 <= 1
     c2: 5 VAR4 + 8 VAR1 + 2 VAR2 <= 10
     c3: - VAR1 + VAR5  = 0
     c4: - VAR2 + VAR6  = 0
    Bounds
          VAR4 = 0
     0 <= VAR3 <= 1
          VAR1 = 1
          VAR2 = 0
          VAR5 = 1
          VAR6 = 0
    End

    ```

     

    thanks

     

     

     


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  • 2.  Re: Disabiling bounds changing at the root node.

    Posted 04/25/18 02:28 AM

    Reduced cost fixing may fix variables to their bounds. While there is a hidden parameter to disable reduced cost fixing, there is no guarantee that CPLEX will not fix bounds by other means. CPLEX is just not designed to run in a "very stupid" mode. if you send an email to daniel(dot)junglas(at)de(dot)ibm(dot)com then I can tell you about that hidden parameter (please also specify which API you are using) but it may still not get you the desired results.


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