Decision Optimization

Decision Optimization

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


#Analytics
#DecisionOptimization
#DecisionOptimization
 View Only
  • 1.  Generating all basic optimal solutions of a LP

    Posted 10/22/15 08:17 AM

    Originally posted by: Amar-SQU


    I am using CPLEX 12.6.1 callable library  to solve a LP model that has more than one optimal solution.  Is there a way I could extract all the basic optimal solutions i.e. the coordinates of all the vertices of the facet corresponding to the optimum?

    Thank you for your help.

    Amar


     


    #CPLEXOptimizers
    #DecisionOptimization


  • 2.  Re: Generating all basic optimal solutions of a LP

    Posted 10/22/15 03:57 PM

    Originally posted by: BoJensen


    Generating all optimal basic solutions is not a trivial task. Here's a couple of worthy reads on the subject :

    http://orinanobworld.blogspot.dk/2013/01/finding-all-solutions-or-not.html

    http://orinanobworld.blogspot.co.uk/2012/10/detecting-multiple-optima-in-lp.html

    Now if you wish to choose between alternative optimal solutions and not generate all of them, then you might use an approach similar to what Tobias suggest here :

    https://www.ibm.com/developerworks/community/forums/html/topic?id=77777777-0000-0000-0000-000014617924


    #CPLEXOptimizers
    #DecisionOptimization