Decision Optimization

Decision Optimization

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

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  • 1.  "dual objective = " during primal simplex solve

    Posted Wed November 14, 2012 06:05 PM

    Originally posted by: Mortsnets


    What does it mean when I get "Dual objective = xxx.xxxxx" during Primal Simplex iterations?

    Also for extra credit a short definition of "Removing shift" and "Switched to devex" would be appreciated.

    Thanks,
    Craig
    #CPLEXOptimizers
    #DecisionOptimization


  • 2.  Re: "dual objective = " during primal simplex solve

    Posted Thu November 15, 2012 03:07 AM

    Originally posted by: SystemAdmin


    The "Switched to devex" messag just says that the automatic pricing rule decided to use devex pricing.

    A shift gets introduced either to cope with numerical issues in the model or by the Harris ratio test. For primal simplex, it means that some of the right hand sides and bounds are slightly relaxed. After having produced an optimal solution to this relaxed problem, the shift must be undone. Depending on certain characteristics of the optimal solution to the relaxed problem, this undo process is sometimes performed using the dual simplex algorithm. This is the reason why you see "Dual objective" messages in your primal simplex log.

    Tobias
    #CPLEXOptimizers
    #DecisionOptimization


  • 3.  Re: "dual objective = " during primal simplex solve

    Posted Thu November 15, 2012 09:31 AM

    Originally posted by: Mortsnets


    Thanks!
    #CPLEXOptimizers
    #DecisionOptimization