Decision Optimization

Decision Optimization

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  • 1.  Multiple optimal solutions

    Posted Wed March 27, 2019 09:43 AM

    Originally posted by: Devin063


    Greetings,

     

    Currently, I am using Cplex to solve linear programming problem. There are multiple optimal solutions for the current LP problem.

     

    Is it possible to to use CPLEX find all alternative optimal solutions? Or I need to build my own LP solver?

     

    Thank you


    #CPLEXOptimizers
    #DecisionOptimization


  • 2.  Re: Multiple optimal solutions

    Posted Wed March 27, 2019 01:48 PM

    This has been discussed several times on this forums. You may search for old threads talking about that.

    One question you will have to answer: what if there are infinitely many optimal solutions?


    #CPLEXOptimizers
    #DecisionOptimization


  • 3.  Re: Multiple optimal solutions

    Posted Wed March 27, 2019 02:03 PM

    Originally posted by: Devin063


    Daniel, thank you for your help!

     

    One more question, is is possible to print the last tableau of simplex method?


    #CPLEXOptimizers
    #DecisionOptimization


  • 4.  Re: Multiple optimal solutions

    Posted Thu March 28, 2019 04:08 AM

    Originally posted by: T_O


    In the C-API, you can use CPXXbinvarow to calculate a row of the tableau.

    Best regards,
    Thomas


    #CPLEXOptimizers
    #DecisionOptimization


  • 5.  Re: Multiple optimal solutions

    Posted Sat March 30, 2019 10:57 PM

    Originally posted by: Devin063


    Hi Danie

     

    It is a very good question.

     

    Is it possible to get all alternative basic solutions (all vertex points on optimal hyper-plane) by CPLEX? 


    #CPLEXOptimizers
    #DecisionOptimization


  • 6.  Re: Multiple optimal solutions

    Posted Mon April 15, 2019 03:58 AM

    Getting alternate basic solutions has been discussed on this forum before. See for example here. There may be more threads discussion this.


    #CPLEXOptimizers
    #DecisionOptimization


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