Decision Optimization

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Optimal solutions with big gaps in CPLEX

  • 1.  Optimal solutions with big gaps in CPLEX

    Posted Mon February 08, 2021 02:36 PM

    I want to solve an optimization problem with CPLEX and another commercial solvers. The result is that both provide the same optimal objective value but CPLEX reaches the time limit and gap = 91%. How is it possible? If I set longer time limits, CPLEX still provides the same objective function values and the gap is reduced. Does it depend on the search method of the solver?






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  • 2.  RE: Optimal solutions with big gaps in CPLEX

    Posted Sat February 13, 2021 12:03 AM

    Your observation means CPLEX have found a very good quality solution. But CPLEX hasn't proven the solution is optimal. Here is a quick guide regarding CPLEX parameter tuning

    https://www.ibm.com/support/pages/cplex-performance-tuning-mixed-integer-programs

    If you need further discussion, please open a case if you are entitled. Otherwise, please discuss your question in Data Science Community https://community.ibm.com/community/user/datascience/communities/community-home/digestviewer?communitykey=ab7de0fd-6f43-47a9-8261-33578a231bb7&tab=digestviewer






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