Decision Optimization

Decision Optimization

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


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  • 1.  Identifying Multiple Optimal Solutions in Linear Programming Models

    Posted 10/08/12 12:22 AM

    Originally posted by: SystemAdmin


    Is there a way CPLEX can help to identify whether a linear programming model (continuous) has a unique optimal solution or Multiple optimal solutions. I tried to do this by setting the advanced start parameter CPX_PARAM_ADVIND to 1. After solving the same LP model twice, I found out that the optimal solutions returned for both runs are similar although the LP model solved has multiple solutions.
    Any help on this will be very much appreciated.
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  • 2.  Re: Identifying Multiple Optimal Solutions in Linear Programming Models

    Posted 10/09/12 12:34 PM

    Originally posted by: SystemAdmin


    You can use sensitivity analysis functions: http://orinanobworld.blogspot.com/2012/10/detecting-multiple-optima-in-lp.html

    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: Identifying Multiple Optimal Solutions in Linear Programming Models

    Posted 10/09/12 12:37 PM


  • 4.  Re: Identifying Multiple Optimal Solutions in Linear Programming Models

    Posted 10/10/12 10:11 PM

    Originally posted by: SystemAdmin


    Thank you very much Paul. I am sure this will help.
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