Decision Optimization

Decision Optimization

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


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  • 1.  Mixed Integer Linear Problrm and OPL

    Posted 06/22/11 05:15 AM

    Originally posted by: quawarty


    Hi,
    I am trying to solve my MIP (Mixed Integer Linear Problem)model.
    I need some clarifications please for these three things:

    First, after running the model, the software shows me in Journal script
    some things like that
    / solution (feasible relaxed sum of infeasibilities) with objective 97
    // Quality Incumbent solution:
    // MILP objective 2.9230000000e+003
    // MILP solution norm |x| (Total, Max) 9.61000e+003 1.52400e+003
    // MILP solution error (Ax=b) (Total, Max) 3.92930e-012 2.27374e-013
    // MILP x bound error (Total, Max) 9.70000e+001 9.70000e+001
    // MILP x integrality error (Total, Max) 3.33955e-013 1.27898e-013
    // MILP slack bound error (Total, Max) 0.00000e+000 0.00000e+000
    //
    I would like to know what is the value of the solution. Is it 97 ?

    Second,, how can I check if the software has used an MILP solver?
    Third, how can I know the computational time of the MILP solver to solve my model?

    Thank you very much.

    Best regards
    #DecisionOptimization
    #OPLusingCPLEXOptimizer


  • 2.  Re: Mixed Integer Linear Problrm and OPL

    Posted 06/22/11 09:21 AM
    Hello,

    solution (feasible relaxed sum of infeasibilities) means that your model was unfeasible and was then relaxed

    97 is the sum of the relaxations

    For example

    dvar int y in -2..2;
    dvar int x in 5..100;
     
    minimize 2* x +y+4;
    subject to
    {
     
    ct:x<=-3;
    }
    


    gives

    // solution (feasible relaxed sum of infeasibilities) with objective 8
    // Quality Incumbent solution:
    // MILP objective 4.0000000000e+000
    // MILP solution norm |x| (Total, Max) 4.00000e+000 4.00000e+000
    // MILP solution error (Ax=b) (Total, Max) 0.00000e+000 0.00000e+000
    // MILP x bound error (Total, Max) 5.00000e+000 5.00000e+000
    // MILP x integrality error (Total, Max) 0.00000e+000 0.00000e+000
    // MILP slack bound error (Total, Max) 3.00000e+000 3.00000e+000
    //

    x = 0;
    y = 0;

    You can check that MIP was used in the engine log tab

    Finally you can get the computation time in the profiler tab

    Regards
    #DecisionOptimization
    #OPLusingCPLEXOptimizer


  • 3.  Re: Mixed Integer Linear Problrm and OPL

    Posted 08/27/16 05:12 PM

    Originally posted by: khadeejah


    how can i fix that the solution is (feasible relaxed sum of in feasibilities)? i want a feasible solution 


    #DecisionOptimization
    #OPLusingCPLEXOptimizer


  • 4.  Re: Mixed Integer Linear Problrm and OPL

    Posted 03/28/17 01:49 PM

    Originally posted by: a_amay


    I wonder if you figure out this problem, because I have the same problem.


    #DecisionOptimization
    #OPLusingCPLEXOptimizer