Decision Optimization

Decision Optimization

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Global Optimal Solution

  • 1.  Global Optimal Solution

    Posted Tue May 05, 2009 09:04 PM

    Originally posted by: SystemAdmin


    [cplex_ma said:]

    Hi All,

    I have a theoretical question about  ILOG CPLEX 11.
    I am solving an integer linear programming. When Cplex outputs the result and saying the solution  is optimal, does it mean that it has found global optimal solution? How should we know that a better solution exists?

    Thanks,

    #DecisionOptimization
    #MathematicalProgramming-General


  • 2.  Re: Global Optimal Solution

    Posted Thu May 07, 2009 03:09 PM

    Originally posted by: SystemAdmin


    [jfk said:]

    Hello,
    CPLEX has several algorithms, like simplex, barrier etc. as far as I know all of them are global algorithms that is they provide the gloabal optimum as opposed to local optimum. So try to find theorems around these algorithms which shows that "globality" is achieved.

    I hope it helps
    cheers

    #DecisionOptimization
    #MathematicalProgramming-General


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