Decision Optimization

Decision Optimization

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


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  • 1.  ILOG-CPLEX still running for two days

    Posted 03/29/08 07:49 PM

    Originally posted by: SystemAdmin


    [cplex_ma said:]

    Hi,

    I have a linear programming problem that I am triying to get the result from ILOG-CPLEX. It has been running for two days till now and the information I can get are gap:40%, solutions:9 and the size of the tree. It is like it is iterating. Is there any documentation that I can know more about these information, e.g, what does gap mean? what does "solutions" mean? is it the value of the objective function?

    I am interested in getting the values for my variables (after running completely, it should write the values in a file), but I am not sure how long it is going to take to run completely. Is there any way that I can see the value of variables while in the middle of iteration?

    Is there an estimate that how long it might take to get the result on average?

    Thanks,
    #CPLEXOptimizers
    #DecisionOptimization


  • 2.  Re: ILOG-CPLEX still running for two days

    Posted 03/31/08 12:33 AM

    Originally posted by: SystemAdmin


    [MaryFenelon said:]

    You do not have a linear program, you have a mixed integer program.  Solving a mixed integer program can potentially require solving an exponential in the number of integer variables number of linear programs as subproblems.  CPLEX often does much better, but there is no way to predict this.  You can look in a textbook such as Wolsey's book on integer programming to learn more about the subject and in the CPLEX User Manual on some tips when solving is taking a long time.

    Look at the mipex4.c/ilomipex4.c/MIPex4.java/.vb.net for an example of using a callback to log variable values for intermediate solutions.
    #CPLEXOptimizers
    #DecisionOptimization


  • 3.  Re: ILOG-CPLEX still running for two days

    Posted 03/31/08 03:31 PM

    Originally posted by: SystemAdmin


    [aroso said:]

    Where can I find the mipex4 example?
    #CPLEXOptimizers
    #DecisionOptimization


  • 4.  Re: ILOG-CPLEX still running for two days

    Posted 03/31/08 09:08 PM

    Originally posted by: SystemAdmin


    [MaryFenelon said:]

    The mipex4, etc. examples are in the CPLEX 11 distribution in the examples/src directory.
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  • 5.  Re: ILOG-CPLEX still running for two days

    Posted 03/31/08 09:41 PM

    Originally posted by: SystemAdmin


    [cplex_ma said:]

    Hi,

    I tried to run MIPex4.java to try its callback logging. When I look at the method "LogCallback", it seems like it can output the value of variables

    for (int j = 0; j < n; j++) {<br />                  System.out.println("Variable " + j + ": = " + x[j]);
    }

    But when I ran this java code, I can not see the values of variables to be printed out.

    Why there is such a case?

    I ran the java code by this command: MIPex4 lpq.lp l

    where lpq.lp is the input lp file.

    Any ideas is appreciated.
    #CPLEXOptimizers
    #DecisionOptimization