Decision Optimization

Decision Optimization

Delivers prescriptive analytics capabilities and decision intelligence to improve decision-making.


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  • 1.  MIPStart objective value

    Posted 02/08/14 04:56 AM

    Originally posted by: Zacharie_ALES


    Hello,

    I add a MIPStart to cplex which sets all the variables of my problem. This MIPStart is feasible so it should be converted into an incumbent solution. I would like to get the objective value which corresponds to this incumbent solution (in a variable not just display it like cplex output do). Is it possible?

    Thanks !

     


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  • 2.  Re: MIPStart objective value

    Posted 02/10/14 03:43 AM

    There is no API to query that information as this would require an additional explicit callback. You can use an incumbent or info callback to keep track of the current best known incumbent (which at some point in time will be your MIP start).

    If your MIP starts sets all variables then why not just compute the objective function value yourself? That should be pretty easy by just plugging the MIP start values into the objective function.


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  • 3.  Re: MIPStart objective value

    Posted 02/10/14 05:16 AM

    Originally posted by: Zacharie_ALES


    Indeed, it won't be to hard. Thanks.


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    #DecisionOptimization


  • 4.  Re: MIPStart objective value

    Posted 02/10/14 05:42 AM

    Originally posted by: Zacharie_ALES


    Indeed, it won't be to hard. Thanks.


    #CPLEXOptimizers
    #DecisionOptimization