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

I'm not sure, but I doubt it has to do with multiple optima. More likely your model has some numerical instability, and CPLEX is saying that it has a solution that it is fairly certain is feasible, but numerical accuracy problems keep it from being sure the solution is optimal.

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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