Decision Optimization

Decision Optimization

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


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  • 1.  how to get the LB value?

    Posted 04/11/10 02:51 AM

    Originally posted by: SystemAdmin


    Dear all,
    I am using CPLEX to implement my B&C where my own cutcallbak is used to get violated cuts.
    Additional cuts may be added my own cutcallback at the root node. Further additional constraints may also be added for infeasible integer solutions.

    Now I want to get the lower bound values at the root node (before first "general branching"). Here "general branching" does not include branching which adds additional constraints. Is there any way to get the lower bound value at root node? Thanks.

    Furthermore, If I let CPLEX with default setting to solve a MIP, will it strengthen the original lower bound (relaxation of original MIP) ?

    Best regards.

    leo
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  • 2.  Re: how to get the LB value?

    Posted 04/12/10 03:17 AM

    Originally posted by: RWunderling


    Leo,

    You can query the original bounds of a variable in your problem, simply by querying variable.getLB().
    However, you are correct in assuming that CPLEX will strengthen bounds in presolve before solving
    the root relaxation, but these strengthened values are not accessible from a callback. You can get
    a close approximation of those bounds, by using IloCplex::basicPresolve() before solving your model
    to compute strengthend bounds before solving your model. This is only an approximation, because
    presolve will do more work than just bound strengthening.

    Roland
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  • 3.  Re: how to get the LB value?

    Posted 04/12/10 03:20 AM

    Originally posted by: RWunderling


    I should add that, while I used the concert API in my previous reply, the same is true for the C API.
    However, the C API provides more information at the callback, by giving you access to the presolved
    model (including the local bounds of the presolved model at the nodes).
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