Decision Optimization

Decision Optimization

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  • 1.  Getting Simplex tableau coefficients under Concert

    Posted Wed March 05, 2014 03:04 PM

    Originally posted by: Vincent Tkindt


    Hi,

    I am really disapointed by the fact that I did not find any way of retrieving the tableau coefficient of the Simplex after solving a LP under cplex (even 12.6).

    So, I turn towards you for help.

    I would like to do the following (under Concert, since I know that under the C Callable Library it is possible) :

    1. Solve the LP,

    2. Retreive the coefficient aij of the Simplex tableau corresponding to the optimal solution of the LP.

     

    is it possible under Concert ?

     

    Best

    vincent


    #CPLEXOptimizers
    #DecisionOptimization


  • 2.  Re: Getting Simplex tableau coefficients under Concert

    Posted Thu March 06, 2014 01:42 AM

    Originally posted by: T_O


    I don't think that there is a Concert function like CPXXbinvarow. Advanced functions are only available in the C API.

    Best regards,
    Thomas


    #CPLEXOptimizers
    #DecisionOptimization


  • 3.  Re: Getting Simplex tableau coefficients under Concert

    Posted Thu March 06, 2014 10:19 AM

    Originally posted by: Vincent Tkindt


    If so, that's totally inconvenient... Concert users must be able to manipulate such advanced functions.

    Besides, it seems very complicated to convert a concert model into a lp model of the C API since the variables are not ranked in the same order in the two models.

    Could someone from IBM confirm that it is impossible ? Unless Thomas you are from IBM :-)

    Thank you,

    Vincent


    #CPLEXOptimizers
    #DecisionOptimization


  • 4.  Re: Getting Simplex tableau coefficients under Concert

    Posted Thu March 06, 2014 10:29 AM

    Originally posted by: T_O


    First of all: I don't work for IBM, but I have been using CPLEX for a while now.

    Second: You have to remember that all modern LP solvers do not use the simplex tableau method but save some kind of LU-factorization of the basis matrix (revised simplex method). So CPLEX does not maintain the tableau in memory. In the C API one can calculate (!) the tableau using the advanced routines.

    Maybe, you can tell us the reason why you need the tableau. Maybe, we find another solution to your Problem.

    For testing purposes, you can export a sav file from concert and read it into the C API. But there will almost always be a better solution.

    Best regards,
    Thomas


    #CPLEXOptimizers
    #DecisionOptimization


  • 5.  Re: Getting Simplex tableau coefficients under Concert

    Posted Thu March 06, 2014 05:55 PM

    Originally posted by: Vincent Tkindt


    The point which troubles me is that you can do that under the C API (no matter how it is done) but not on the Concert API. Why ?

    I need the tableau because I have mathematical cuts which requires, to be calculated, reduced costs (which I can retrieve) and the coefficients in the simplex tableau.

    If I export (not in a SAV file, I did not tried. I used LP files) and read the generated file by means of C data structures, then my problem is that I cannont make correspondances between the variables in the C data structures and the variables under Concert. So, I cannot create my cuts.


    #CPLEXOptimizers
    #DecisionOptimization


  • 6.  Re: Getting Simplex tableau coefficients under Concert

    Posted Fri March 07, 2014 03:30 AM

    Originally posted by: T_O


    I really don't know the reason why this is not implemented in Concert. I guess Concert aims at end-users, not at mathematical programmers.

    In our group, noone uses Concert as we found some other disadvantages. This does not mean that Concert is bad in general, but for our purposes. If you have not written too much code, I recommend switching to the (new) C API (cplexx.h, heed the 2 x in the file name and the function names).

    If you have written lots of code and don't want to change it, my only idea is to try to use a sav file and try to find the correct variables.

    Best regards,
    Thomas


    #CPLEXOptimizers
    #DecisionOptimization