Originally posted by: Rym

Hi

I want to chnage some paramters of CPLEX. For example for the "cplex.mipemphasis" parameter, there are a   choice between speed,feasibility and optimality of the solution.

What is the impact on the objective function with each one "speed,feasibility and optimality".

I can't understand the difference between feasibility and optimality

Thanks

With "feasibility" CPLEX puts more effort on finding feasible solutions early in the solution process. This is done for example by running heuristics more frequently. The "feasiblity" emphasis is useful if it is hard for CPLEX to find feasible solutions to your problem.

With "optimality" CPLEX puts more effort on proving the optimality on the feasible solution it finds. This is useful if finding feasible solutions is relatively simple but proving their optimality looks hard.

In short terms, "feasibility" focuses on improving the primal bound while "optimality" focuses on improving the dual bound.