Decision Optimization

Decision Optimization

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


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  • 1.  How to plot incumbent objective-time curve?

    Posted 04/29/10 05:25 PM

    Originally posted by: fanpeng2


    I would like to plot an "incumbent objective value v.s. time" curve in real time to observe the convergence. One way is to read the log file frequently and translate all lines started with "*". However, it seems to be an awkward detour. Is there a better way to do it?
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  • 2.  Re: How to plot incumbent objective-time curve?

    Posted 04/29/10 06:06 PM

    Originally posted by: SystemAdmin


    You could use an incumbent callback to update the plot.

    /Paul

    Mathematicians are like Frenchmen: whenever you say something to them, they translate it into their own language, and at once it is something entirely different. (Goethe)
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  • 3.  Re: How to plot incumbent objective-time curve?

    Posted 04/29/10 06:56 PM

    Originally posted by: fanpeng2


    The problem is that I cannot use incumbent callback, as mentioned in this link:

    https://www.ibm.com/developerworks/forums/thread.jspa?threadID=326975&tstart=0
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  • 4.  Re: How to plot incumbent objective-time curve?

    Posted 04/29/10 07:25 PM

    Originally posted by: SystemAdmin


    You can query the incumbent solution from an Info Callback as well, and Info Callbacks are compatible with dynamic search. The Incumbent Callback additionally allows you to reject a new incumbent solution, which is not possible from an Info Callback. If the only decision you wish to make based on new incumbents is either to continue the optimization or terminate it, an Info Callback will suffice.

    Philip Starhill
    CPLEX Research Engineer
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  • 5.  Re: How to plot incumbent objective-time curve?

    Posted 04/29/10 07:44 PM

    Originally posted by: fanpeng2


    Can I use info callback in polish? I tried that but it is not called frequently. Sometimes it is not called more than one minute after a new incumbent is found.
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  • 6.  Re: How to plot incumbent objective-time curve?

    Posted 05/04/10 03:52 AM

    Originally posted by: SystemAdmin


    Unfortunately, the info callback is (and can) only be called at the synchronization points in deterministic parallel mode. Otherwise, we cannot guarantee that the info callback is called in a deterministic fashion. In the case of polishing, we would typically synchronize after every node (i.e. each thread has processed one node), but a single polishing node can take quite a while and can produce a lot of new incumbents.
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