Decision Optimization

Decision Optimization

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How to get simplex solution (primal / dual) after each simplex iteration?

  • 1.  How to get simplex solution (primal / dual) after each simplex iteration?

    Posted 11/04/14 06:49 AM

    Originally posted by: davidfk


    Hi,

    I am calling CPLEX from Java in order to solve LPs. I would like to not just see the final solution but also be able to extract intermediate simplex solutions. I had a look into SimplexCallback, but as far as I can see it only allows me to obtain the objective function value after each simplex iteration or to see whether the intermediate solution is primal/dual feasible or not.

    Is there a way of getting the primal/dual solution or the basis matrix after each simplex iteration?

    Thanks in advance and best regards


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  • 2.  Re: How to get simplex solution (primal / dual) after each simplex iteration?

    Posted 11/10/14 03:33 AM

    Originally posted by: RWunderling


    Only the documented information is available from a callback during Simplex.  The reason for not providing more information is that the implementation takes several shortcuts and does not keep more information up to date at all times.  Also intermediate solutions may violate bounds even in phase 2.

    Roland


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