Decision Optimization

Decision Optimization

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


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  • 1.  Global Optimal Solution

    Posted 05/05/09 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 05/07/09 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

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    #MathematicalProgramming-General