Originally posted by: jamedadi

Hi

I want to get the best answer when solving the MIP problem, and the time complexity is not a concern at all. Which option is useful for this aim?
CPX_MIPEMPHASIS_BALANCED = Balance optimality and feasibility; default

CPX_MIPEMPHASIS_FEASIBILITY = Emphasize feasibility over optimality

CPX_MIPEMPHASIS_OPTIMALITY = Emphasize optimality over feasibility

CPX_MIPEMPHASIS_BESTBOUND = Emphasize moving best bound

CPX_MIPEMPHASIS_HIDDENFEAS = Emphasize finding hidden feasible solutions

Thanks
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Originally posted by: SystemAdmin

By "best" you mean optimal objective value? Assuming that the problem is feasible and bounded, and that you do not run out of memory or hit a time or node limit, CPLEX will find the optimal solution using any combination of parameter settings, and in particular using any MIP emphasis. I generally stick with the default.

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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Originally posted by: Eumpfenbach

Just to add slightly to what Paul said, set the absolute and relative mipgap tolerances to zero. This will search for the absolute best optimal solution (as opposed to stopping when one that is within .01% or so of the best bound is found).
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