Decision Optimization

Decision Optimization

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dual objective not zero in a minimizing objective function problem

  • 1.  dual objective not zero in a minimizing objective function problem

    Posted 05/31/08 02:17 AM

    Originally posted by: SystemAdmin


    [opq said:]

    Hi,
    I have a MIP minimization problem and the objective should be zero.
    But I found that the dual objective was set up to be other values like 10 or 9 after just one iteration.
    What can I do to fix this? I use GAMS/CPLEX.
    Thanks!

    opq
    #CPLEXOptimizers
    #DecisionOptimization


  • 2.  Re: dual objective not zero in a minimizing objective function problem

    Posted 06/09/08 03:48 PM

    Originally posted by: SystemAdmin


    [oussedik said:]

    Hi,

    During Dual simplex iterations, not all iterations are displayed, so it common that the optimal solution doesn't correspond to the latest dual objective, to display all iterations you can change the simplex display parameter (but this is for sure not recommended except for debugging purposes).

    Sofiane
    #CPLEXOptimizers
    #DecisionOptimization


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