Decision Optimization

Decision Optimization

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


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  • 1.  Objective vs. Incumbent

    Posted 04/03/13 12:09 PM

    Originally posted by: SystemAdmin


    Hi,

    I would like to know what the difference is between Objective and Incumbent.
    Is objective the lower bound on the soltion value?
    My program only runs for 10 minutes (because of storage problems), therefore it not optimal and I have to know the difference between those two.

    Many thanks in advance

    Aurelie Bosmans
    #DecisionOptimization
    #OPLusingCPLEXOptimizer


  • 2.  Re: Objective vs. Incumbent

    Posted 04/05/13 03:53 AM
    Hi,

    let me quote the documentation:

    The incumbent solution is the current best solution, which allows CPLEX to prune from the search tree all subproblems for which the value of the objective function is no better.

    The gap is the relative difference between the integer solution found and the proven best possible objective solution value.

    regards
    #DecisionOptimization
    #OPLusingCPLEXOptimizer