Originally posted by: MooseGreen

Hi,

I have an MIP model in OPL that is quite simple. However, I noticed the solution sub-optimal, depending on how I set one of the parameters in the model.

In short, I am using parameter TranCost to suppress the number of transactions, with the help of binary variable BinSDeliver.

Below are my test scenarios:

Scenario 1: TranCost = 0. The result is optimal, with the number of transaction equal 4.
Scenario 2: TranCost = 0.5. The result is optimal, but with fewer transactions (3 to be exact). The objective function (excluding the transaction cost) is 11953.4035833763
Scenario 3: TranCost = 1. The number of transactions is still 3, but it is now with a suboptimal result. The objective function (excluding the transaction cost) is 11953.6701255976. At least one better solution is available, where the allocation is the same as when TranCost = 0.5.

Why would CPLEX not find the global minimum for such a simple problem, when TranCost = 1?

Have attached the model and data file. Would appreciate any input.

Moose

Hi,

this looks like tolerance matter.

Can you try with

execute PARAMS {
  cplex.epgap = 1e-8;
 
}

regards

Originally posted by: MooseGreen

Hi Alex,

Thanks for the suggestion. I tried that, but it gave the exact same results as 1e-5. I have also tried as small a value as 1e-19, but it didn't change anything. 

I have also tried to set repeatpresolve = 0, but it also didn't change anything.

Hi

have you replaced or added the new setting ?

Which version do you use ?

regards

Originally posted by: MooseGreen

Hi,

I use 12.6.0.0.

I have added the below to my .mod.

execute PARAMS {
  cplex.epagap = 1e-19;
  cplex.repeatpresolve = 0;
}

Hi,

I suggested epgap. But you seem to use epagap.

CPLEX 12.6.3 is the latest version

regards

Originally posted by: MooseGreen

Hi,

That works! Sorry I mistook epagap for epgap...

Many thanks for your help, Alex!

You re welcome.

https://twitter.com/alexfleischer1/status/679235342025781248