Originally posted by: SystemAdmin

[xuh08002 said:]

Hi,

I run a small MIP problem with CPLEX and the following is the log:

MIP emphasis: balance optimality and feasibility.
MIP search method: traditional branch-and-cut.
Parallel mode: none, using 1 thread.
Root relaxation solution time =    0.00 sec.

        Nodes                                                    Cuts/
  Node  Left    Objective  IInf  Best Integer    Best Node    ItCnt    Gap        Variable B NodeID Parent  Depth

      0      0      960.9375    1                          960.9375        4       
*    0+    0                              2000.0000        960.9375      4    51.95%
      0      0      1012.5000    1    2000.0000      Fract: 1        5    49.37%
      0      0      1012.5000    1    2000.0000      1012.5000      5    49.37%                        0            0

My question is why CPLEX stops with a huge gap 49.37%?  In this small problem, the branch and cut method can only find a lower bound 960.9375.  I can calculate by exhaustive search that 2000 is the best integer solution, but how can CPLEX prove its optimality?  What is the method CPLEX is using?

Thanks.
#DecisionOptimization
#OPLusingCPLEXOptimizer

Originally posted by: SystemAdmin

[alain.chabrier said:]

May be you could get more reaction by posting this to the pure CPLEX part of the forum.

my 2 cents,

Alain
#DecisionOptimization
#OPLusingCPLEXOptimizer