Originally posted by: EvolvedMicrobe

Hopefully someone can help answer this! I am running a quadratic programming optimization using CPLEX and it finds the solution with an exit flag of 6, described as:

Solution is available, but not proved optimal, due to numeric difficulties.

I really don't know how to interpret this. Could it mean that there are multiple optimal solution that are all equivalent? I would like to either be able to say that the solution is optimal or very close to what could be optimal (say 99% as good for the objective). Does this flag simply indicate a large number of nearly identical solutions?

Any help is much appreciated.
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Originally posted by: SystemAdmin

You should post your question to the CPLEX forum here : http://www.ibm.com/developerworks/forums/forum.jspa?forumID=2059
This forum is for constraint programming questions.

Regards

Philippe
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Originally posted by: EvolvedMicrobe

Thanks for the response! The QP problem I described is subject to constraints so I thought this was the right forum, but have reposted it on your suggested link. If anyone here knows though it would again be greatly appreciated and quite helpful.
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