Originally posted by: Bolomanonbolo

Hi, I am coding in C and using CPLEX 12.6.1 for solving LPs.

I attach an example of LPs I am trying to solve. The issue is that I get different optimal solution values wheter I invoke CPLEX via callable libraries or via interactive optimizer. In particular, if I use the function CPXbaropt for solving it, the optimal solution value is 84.031086,  while the interactive optimizer (baropt) indicates an optimal value of 84.855999 . The correct optimal value shoud be 84.855999.

Any ideas on how come it could happen?

Thanks.

Best.

Claudio

The most common "fix" for this is to use SAV format rather than LP format.  With LP files, you can loose precision.  Please try again, but export your model to example.sav instead.

Originally posted by: Bolomanonbolo

Thanks for the answer rkersh.

Maybe it was not clear for my post, but the solution value that I get when solving the .lp file with the interactive optimizer is the correct one. So, changing the export file does not fix the issue.

Maybe it was not clear for my post, but the solution value that I get when solving the .lp file with the interactive optimizer is the correct one. So, changing the export file does not fix the issue.

Oops, I'm sorry about that.  I read your post too quickly. :-(

What CPLEX version are you using and how exactly are you calling baropt in the callable library application. I ran this code

#include <stdio.h>
#include <stdlib.h>
#include <ilcplex/cplexx.h>

#define CPXFUNC(f) do {                         \
      int const s_ = f;                         \
      if ( s_ != 0 ) {                          \
         fprintf (stderr, "%s:%d: %s = %d\n",   \
                  __FILE__, __LINE__, #f, s_);  \
         fflush (stderr);                       \
         abort ();                              \
      }                                         \
   } while (0)

#define CPXPOINTER(f) do {                        \
      void *p_ = (void *)(f);                     \
      if ( p_ == NULL ) {                         \
         fprintf (stderr, "%s:%d: %s = NULL\n",   \
                  __FILE__, __LINE__, #f);        \
         fflush (stderr);                         \
         abort ();                                \
      }                                           \
   } while (0)

int
main(int argc, char **argv)
{
   int a;

   for (a = 1; a < argc; ++a) {
      char const *model = argv[a];
      CPXENVptr env;
      CPXLPptr lp;
      int status;
      double objval;

      CPXPOINTER( env = CPXXopenCPLEX(&status) ); CPXFUNC( status );
      CPXFUNC( CPXXsetintparam(env, CPX_PARAM_SCRIND, CPX_ON) );
      CPXPOINTER( lp = CPXXcreateprob(env, &status, "") ); CPXFUNC( status );
      CPXFUNC( CPXXreadcopyprob(env, lp, model, NULL) );
      CPXFUNC( CPXXbaropt(env, lp) );
      printf("Status: %d\n", CPXXgetstat(env, lp));
      CPXFUNC( CPXXgetobjval(env, lp, &objval) );
      printf("Objective: %.8f\n", objval);

      CPXFUNC( CPXXfreeprob(env, &lp) );
      CPXFUNC( CPXXcloseCPLEX(&env) );
   }
   return 0;
}

and as expected it outputs

Status: 1
Objective: 84.85599973