Originally posted by: Lessi

When I call getBestObjValue (c++) for an infeasible model which is a maximization problem, sometimes, a positive value returns, otherwise, -1e75.

What does it mean with respect to the model when getBestObjValue returns -1e75.

1) obj bound for an infeasible model:280
2) obj bound for an infeasible model:-1e+75
3) obj bound for an infeasible model:-1e+75

Thanks,

Originally posted by: T_O

The documentation says: "Accesses the currently best known bound of all the remaining open nodes in a branch-and-cut tree."

I don't know why there should be open remaining nodes nodes in an infeasible model, but I have got two ideas:

a) This might be due to backtracking or dynamic search. It might be that there remain some nodes that need not be traversed.

b) The behaviour is undefined for infeasible models.

Anyway, I would not rely on this value in an infeasible case as you know that the best known objective for an infeasible maximization problem is -inf (i.e. -1e+75).

Best regards,
Thomas

This is not unexpected. The value returned by getBestObjValue() basically says that "if there is a feasible solution then an optional solution cannot be better than that value". It is well possible that CPLEX establishes such a bound before it can prove infeasibility.

Like Thomas already suggested, I would not use this function in case of infeasible models since the bound derived here may well involve the infeasible constraints. So the value is very likely not useful.

Originally posted by: Lessi

Many thanks to both of you. Anyway, it seems that the Button that says "Answer Accepted" is not available anymore?

I'm sorry, I don't know about that button. It could well be that it disappeared. Sometimes there are changes to the forum that are not announced. And sometimes it just fails to show some widgets.