Decision Optimization

Decision Optimization

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  • 1.  Interpreting objectives returned by CPXstrongbranch

    Posted 11/19/14 09:59 AM

    Originally posted by: rocarvaj


    Dear all,
    I'm using the CPXstrongbranch() function in CPLEX 12.5 and I see in the documentation that for a particular variable...

    "If either of the fixings results in a problem which is dual unbounded (primal infeasible), the corresponding objective value is set to a large positive value for a minimization problem and a large negative value for a maximization problem. This value is system dependent, but it is usually of magnitude 1.0e+75."

    When I check the results I obtain for my particular minimization problem (using an iteration limit of 10), I get a down objective value and a up objective value of -1e+20 (yes, negative for both) for certain variables. So I have the following question:

    I've checked using the interactive optimizer and both LP's (down and up fixings) are feasible with objectives of around 1000. How do I interpret the output numbers then?

    Thanks in advance for any help,

    Rodolfo


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  • 2.  Re: Interpreting objectives returned by CPXstrongbranch

    Posted 11/28/14 02:36 AM

    Originally posted by: RWunderling


    Could it be that the variables in questions are nonbasic and/or already fixed to some value?

    Roland


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  • 3.  Re: Interpreting objectives returned by CPXstrongbranch

    Posted 12/03/14 01:37 PM

    Originally posted by: rocarvaj


    I don't think so. Actually the way I solved this was by coding my own strong branching (of course using CPLEX for solving LPs). I used CPXdualopt, CPXgetbasednorms and CPXcopybasednorms. I get numbers that are consistent with results returned by CPXstrongbranch (when it does no return -1e+20).

    Thanks!


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