Decision Optimization

Decision Optimization

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


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  • 1.  gap performance keeping 100%

    Posted 10/09/18 02:34 AM

    Originally posted by: MachexC


    Hi Alex,

    My model run with very long time, I was thinking of some ways, spending a month but could not solve. Please attached an engine log, the gap of 100%. Thus, could you give me some advice? 

     
    A the present, the model is set as follows.
    1. Set CPLEX scaling parameter to 1 and turn on CPLEX's numerical emphasis parameter.
    2. Using logical constraints instead of big-M constraints

    Thank you for help.

    Mac

     
     

    #DecisionOptimization
    #OPLusingCPLEXOptimizer


  • 2.  Re: gap performance keeping 100%

    Posted 10/11/18 02:45 AM

    Hi,

    are you a commercial user ?

    Is your company in Colombia ?

    regards


    #DecisionOptimization
    #OPLusingCPLEXOptimizer


  • 3.  Re: gap performance keeping 100%

    Posted 10/12/18 06:18 AM

    Originally posted by: MachexC


    Hi Alex,

    At the present, I am using CPLEX, academic from IBM.

    No. I come from Vietnam,  Colombia is from my friend.

    Please attached an engine log, the problem is that the "Best Integer" converges and "gap" very slowly, so it can't finish.
    could you help me? I am really thank you.

    Bests and regards,

    Mac

     

     

     


    #DecisionOptimization
    #OPLusingCPLEXOptimizer


  • 4.  Re: gap performance keeping 100%

    Posted 10/12/18 10:13 AM

    Originally posted by: MachexC


    Hi Alex,

    Please help for this problem.

    Thank you,

    Bests,

    Mac


    #DecisionOptimization
    #OPLusingCPLEXOptimizer


  • 5.  Re: gap performance keeping 100%

    Posted 10/12/18 10:59 AM

    Hi,

    have you tried what @DanielJunglas 548c249b-bb6b-42f6-99b8-f0376c80829e suggested at https://www.ibm.com/developerworks/community/forums/html/topic?id=9ecaf017-7b51-4861-9ebd-3cb8fb90714c&ps=25

    ?

    regards


    #DecisionOptimization
    #OPLusingCPLEXOptimizer


  • 6.  Re: gap performance keeping 100%

    Posted 10/12/18 12:04 PM

    Originally posted by: MachexC


    Hi Alex,

    Because the "Best Integer" is very big with 1e-11, so I made scaling the objective by 1e-11 to get results. But when I compare the results of the original model with and scaling model, in this case, the data is small size. I see that the results are different, the objective function of the original model is better (smaller than). 

    @DanielJunglas said, "note that scaling the objective affects the absolute gap termination criterion!".  It is true, but I do not know how to solve it?

    Thank you,

    Bests,

    Mac

     


    #DecisionOptimization
    #OPLusingCPLEXOptimizer