Decision Optimization

Decision Optimization

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


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  • 1.  Finding optimal solution

    Posted 06/28/15 09:36 AM

    Originally posted by: Max518


    Hi,

    i build a MIP model and the cplex sometimes failed to find the optimal solution even for the small-size problem. 

    which kind of parameters i cn change to obtain the optimal solution?

    thanks in advance.

     

    best regards


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    #OPLusingCPLEXOptimizer


  • 2.  Re: Finding optimal solution

    Posted 06/29/15 05:24 AM

    What do you mean "cplex sometimes failed to find the optimal solution"? Does it claim a non-optimal solution to be optimal? Does it run out of time? Does it run out of memory?


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    #OPLusingCPLEXOptimizer


  • 3.  Re: Finding optimal solution

    Posted 06/29/15 06:04 AM

    Originally posted by: Max518


    Hi, Daniel.

    I mean the cplex gives a non-optimal solution for the optimization model.

    Can i chnage some setting in cplex to obtain the optimal solution?

     

    Regards,

     


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    #OPLusingCPLEXOptimizer


  • 4.  Re: Finding optimal solution

    Posted 06/29/15 07:01 AM

    If CPLEX stops with a non-optimal solution then this is usually because you allowed it to do so.

    If you want to make sure CPLEX only stops with an optimal solution you have to set the termination tolerances to 0, in particular CPX_PARAM_EPAGAP and CPX_PARAM_EPGAP. If that does not help, could you please post an engine log of the offending solve here? That may help to better understand what is going on.


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    #OPLusingCPLEXOptimizer


  • 5.  Re: Finding optimal solution

    Posted 06/29/15 08:36 AM

    Originally posted by: Max518


    Hi,

    the problem is solved! thank you !

    i have another problem. sometimes the cplex would plus the slack and real result and gives it as the final result. 

    for example, the real result is 500, and the slack of this result is 15, the the cplex gives 515 as result.

    does it means my model is wrong?


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    #OPLusingCPLEXOptimizer