Decision Optimization

Decision Optimization

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  • 1.  Incumbent solution!!

    Posted 04/24/11 02:29 PM

    Originally posted by: Yasmine_Hal


    Dear all,

    After reading my problem in cplex and then optimizing it, when I want to display solution variables they are displayed but then cplex writes incumbent solution!!
    So, what does it mean and why does it show??

    Thanks in advance.
    #CPLEXOptimizers
    #DecisionOptimization


  • 2.  Re: Incumbent solution!!

    Posted 04/25/11 03:05 AM

    Originally posted by: SystemAdmin


    Could you please tell us what version and API of CPLEX you are using and could you please show us the exact output you are observing?
    #CPLEXOptimizers
    #DecisionOptimization


  • 3.  Re: Incumbent solution!!

    Posted 04/25/11 05:53 AM

    Originally posted by: Yasmine_Hal


    I had a problem with row c11: (Infeasibility row 'c11': 0 >= 1.) so I deleted the constraint from my problem and run it again through cplex. And when I did so, the problem was optimized but I get incumbent solution!!

    I am using cplex interactive optimizer 11.2.0 .

    This is the output (and I attached the problem if you would like to take a look at it):

    Problem 'CPLEX_6000_UPDATED.txt' read.
    Read time = 0.03 sec.
    Tried aggregator 2 times.
    MIP Presolve eliminated 12522 rows and 5567 columns.
    MIP Presolve modified 10 coefficients.
    Aggregator did 711 substitutions.
    Reduced MIP has 84 rows, 92 columns, and 311 nonzeros.
    Reduced MIP has 92 binaries, 0 generals, 0 SOSs, and 0 indicators.
    Presolve time = 0.03 sec.
    Clique table members: 48.
    MIP emphasis: balance optimality and feasibility.
    MIP search method: dynamic search.
    Parallel mode: none, using 1 thread.
    Root relaxation solution time = -0.00 sec.

    Nodes Cuts/
    Node Left Objective IInf Best Integer Best Node ItCnt Gap

    • 0+ 0 2600.0000 0 ---
    0 0 666.6667 18 2600.0000 666.6667 26 74.36%
    • 0+ 0 680.0000 666.6667 26 1.96%
    0 0 cutoff 680.0000 666.6667 26 1.96%

    Solution pool: 2 solutions saved.

    MIP - Integer optimal solution: Objective = 6.8000000000e+002
    Solution time = 0.05 sec. Iterations = 26 Nodes = 0
    #CPLEXOptimizers
    #DecisionOptimization


  • 4.  Re: Incumbent solution!!

    Posted 04/25/11 05:56 AM

    Originally posted by: Yasmine_Hal


    Problem 'CPLEX_6000_UPDATED.txt' read.
    Read time = 0.05 sec.
    Tried aggregator 2 times.
    MIP Presolve eliminated 12522 rows and 5567 columns.
    MIP Presolve modified 10 coefficients.
    Aggregator did 711 substitutions.
    Reduced MIP has 84 rows, 92 columns, and 311 nonzeros.
    Reduced MIP has 92 binaries, 0 generals, 0 SOSs, and 0 indicators.
    Presolve time = 0.03 sec.
    Clique table members: 48.
    MIP emphasis: balance optimality and feasibility.
    MIP search method: dynamic search.
    Parallel mode: none, using 1 thread.
    Root relaxation solution time = -0.00 sec.

    Nodes Cuts/
    Node Left Objective IInf Best Integer Best Node ItCnt Gap

    • 0+ 0 2600.0000 0 ---
    0 0 666.6667 18 2600.0000 666.6667 26 74.36%
    • 0+ 0 680.0000 666.6667 26 1.96%
    0 0 cutoff 680.0000 666.6667 26 1.96%

    Solution pool: 2 solutions saved.

    MIP - Integer optimal solution: Objective = 6.8000000000e+002
    Solution time = 0.05 sec. Iterations = 26 Nodes = 0
    Incumbent solution
    Variable Name Solution Value
    x2 1.000000
    x3 1.000000
    x9 1.000000
    All other variables in the range 1-11 are 0.

    Incumbent solution
    Variable Name Solution Value
    y2 1.000000
    y9 1.000000
    y10 1.000000
    y12 1.000000
    y13 1.000000
    y20 1.000000
    All other variables in the range 12-31 are 0.
    #CPLEXOptimizers
    #DecisionOptimization


  • 5.  Re: Incumbent solution!!

    Posted 04/26/11 06:40 AM

    Originally posted by: SystemAdmin


    I guess you are confused by the term "incumbent solution". During the search process CPLEX keeps around the best currently known feasible solution. This is called the current "incumbent solution". When a better solution is found, the incumbent is updated to be the new solution. When the solving process finishes, then the "incumbent solution" is an optimal solution of your problem. If the solving process is terminated prematurely (for example because of a time limit), then the "incumbent solution" is not necessarily optimal. It is just the best solution that CPLEX could find.
    In any case, the "display solution var -" command that you are apparently using displays the "incumbent solution" to the screen. If the solving process finished, this is just an optimal solution.

    Tobias
    #CPLEXOptimizers
    #DecisionOptimization


  • 6.  Re: Incumbent solution!!

    Posted 04/26/11 12:13 PM

    Originally posted by: Yasmine_Hal


    Dear Tobias,

    I'm solving BS and RS allocation problem. The constraints written in the project are supposed to ensure for us 100% coverage for the area of interest, but after getting the solution from cplex I noticed that the area was not 100% covered -----> so the solution provided by cplex was not the optimal but still the best that cplex can find,, does it mean not all the constraints were satisfied??
    Another thing, you said something about a time limit,, in the problem formulation I have nothing that indicates to having a specific running time,, so please can you elaborate more about what did you really mean? Is there something I can write in cplex to indicate that if the solving process finished or not??

    Thanks a lot in advance.
    #CPLEXOptimizers
    #DecisionOptimization


  • 7.  Re: Incumbent solution!!

    Posted 04/26/11 12:23 PM

    Originally posted by: SystemAdmin


    The time limit is a parameter you can set to restrict the total run-time. For example, use
    set time 3600
    

    to restrict the run to one hour.

    The incumbent solution will always be feasible, i.e., it should satisfy all constraints. It is not necessarily optimal, i.e., there might be a different feasible solution with better objective value. But if CPLEX finishes with an optimal status, then the incumbent is indeed optimal.

    I don't understand your log output, actually. When I read in your problem, solve it, and display the solution using
    read CPLEX_6000_UPDATED.lp
    opt
    display sol var -
    

    then I get:
    ...
            Nodes                                         Cuts/ 
       Node  Left     Objective  IInf  Best Integer     Best Node    ItCnt     Gap
     
    *     0+    0                         1560.0000                     26     --- 
    *     0+    0                          680.0000                     26     --- 
          0     0      666.6667    10      680.0000      666.6667       26    1.96%
          0     0        cutoff            680.0000      666.6667       26    1.96%
    Elapsed real time =   0.05 sec. (tree size =  0.00 MB, solutions = 2)          
     
    Root node processing (before b&c):
      Real time             =    0.03 
    Parallel b&c, 2 threads:          
      Real time             =    0.00 
      Sync time (average)   =    0.00 
      Wait time (average)   =    0.00 
                              ------- 
    Total (root+branch&cut) =    0.03 sec.
     
    Solution pool: 2 solutions saved.
     
    MIP - Integer optimal solution:  Objective =  6.8000000000e+02
    Solution time =    0.05 sec.  Iterations = 26  Nodes = 0      
     
    CPLEX> disp sol var -
    Incumbent solution   
    Variable Name           Solution Value
    x2                            1.000000
    x3                            1.000000
    x9                            1.000000
    y2                            1.000000
    y5                            1.000000
    y8                            1.000000
    y12                           1.000000
    y13                           1.000000
    y19                           1.000000
    y21                           1.000000
    y22                           1.000000
    z12                           1.000000
    z22                           1.000000
    z32                           1.000000
    z42                           1.000000
    z59                           1.000000
    z69                           1.000000
    z79                           1.000000
    z89                           1.000000
    v82                           1.000000
    v92                           1.000000
    v102                          1.000000
    z122                          1.000000
    z132                          1.000000
    z142                          1.000000
    z152                          1.000000
    z169                          1.000000
    z179                          1.000000
    z189                          1.000000
    z199                          1.000000
    v192                          1.000000
    v1913                         1.000000
    v202                          1.000000
    v2013                         1.000000
    v2113                         1.000000
    v2213                         1.000000
    z232                          1.000000
    z242                          1.000000
    z252                          1.000000
    z262                          1.000000
    z279                          1.000000
    z289                          1.000000
    z299                          1.000000
    z309                          1.000000
    v3013                         1.000000
    v3113                         1.000000
    v3213                         1.000000
    v3313                         1.000000
    z342                          1.000000
    z352                          1.000000
    z362                          1.000000
    z372                          1.000000
    z389                          1.000000
    v3812                         1.000000
    z399                          1.000000
    v3912                         1.000000
    z409                          1.000000
    v4012                         1.000000
    z419                          1.000000
    v4113                         1.000000
    v4213                         1.000000
    v4313                         1.000000
    v4413                         1.000000
    v4522                         1.000000
    v4622                         1.000000
    v4722                         1.000000
    v4812                         1.000000
    v4912                         1.000000
    z509                          1.000000
    v5012                         1.000000
    z519                          1.000000
    v5112                         1.000000
    v5212                         1.000000
    v5313                         1.000000
    v545                          1.000000
    v5413                         1.000000
    v555                          1.000000
    v5513                         1.000000
    v5622                         1.000000
    v5722                         1.000000
    v5822                         1.000000
    v5912                         1.000000
    v5922                         1.000000
    v6012                         1.000000
    v6112                         1.000000
    v6212                         1.000000
    v6312                         1.000000
    v645                          1.000000
    v655                          1.000000
    v665                          1.000000
    v6722                         1.000000
    v6822                         1.000000
    v6922                         1.000000
    v7012                         1.000000
    v7022                         1.000000
    v7112                         1.000000
    v7212                         1.000000
    v7312                         1.000000
    v7412                         1.000000
    v755                          1.000000
    v765                          1.000000
    v775                          1.000000
    v7822                         1.000000
    v7922                         1.000000
    v8021                         1.000000
    v8022                         1.000000
    v8121                         1.000000
    v8212                         1.000000
    v8312                         1.000000
    v848                          1.000000
    v8412                         1.000000
    v858                          1.000000
    v865                          1.000000
    v875                          1.000000
    v885                          1.000000
    v8919                         1.000000
    v9019                         1.000000
    v9021                         1.000000
    v9022                         1.000000
    v9119                         1.000000
    v9121                         1.000000
    v9221                         1.000000
    v9321                         1.000000
    v948                          1.000000
    v958                          1.000000
    v968                          1.000000
    z973                          1.000000
    v978                          1.000000
    z983                          1.000000
    z993                          1.000000
    v10019                        1.000000
    v10119                        1.000000
    v10121                        1.000000
    v10219                        1.000000
    v10221                        1.000000
    v10319                        1.000000
    v10321                        1.000000
    v1048                         1.000000
    v10421                        1.000000
    v1058                         1.000000
    v10521                        1.000000
    v1068                         1.000000
    z1073                         1.000000
    v1078                         1.000000
    z1083                         1.000000
    v1088                         1.000000
    z1093                         1.000000
    z1103                         1.000000
    v1115                         1.000000
    v11119                        1.000000
    v1125                         1.000000
    v11219                        1.000000
    v11221                        1.000000
    v11319                        1.000000
    v11321                        1.000000
    v11419                        1.000000
    v11421                        1.000000
    v1158                         1.000000
    v11521                        1.000000
    v1168                         1.000000
    v11621                        1.000000
    v1178                         1.000000
    z1183                         1.000000
    v1188                         1.000000
    z1193                         1.000000
    z1203                         1.000000
    z1213                         1.000000
    w22                           1.000000
    w52                           1.000000
    w82                           1.000000
    w122                          1.000000
    w132                          1.000000
    w192                          1.000000
    w212                          1.000000
    w222                          1.000000
    All other variables in the range 1-6370 are 0.
    

    #CPLEXOptimizers
    #DecisionOptimization