Originally posted by: Ketov

Dear colleagues,

I am using Concert C++ API and after a decomposition a an optimization problem I have solved several subproblems als cplex instances. I would now like to write a function which will put these solutions into one single IloCplex Instance in order to use the existing readout. I tried to do this through the setVectors functionality in the cplex instances (there without the decomposition)

        //Put all IloNumVar Instanzes into ArrayDecisionvariables and values into ArrayValues

        /* */

        cplex_master.setVectors(ArrayValues, 0, ArrayDecisionvariables, 0, 0, 0);
        cplex_master.setParam(IloCplex::TreLim ,0);
        cplex_master.setParam(IloCplex::TiLim, 0);
        cplex_master.solve();

I do not want to execute the optimization, but without the cplex instance cannot be used for a readout with IloCplex::getValue(). Is there any better way to do this? This approch leads to errors because obviously cplex cannot find the solution.

Thank you very much!

Ketov

The easiest way to get the solution is to fix the variables to the values in the solution and then call solve:

for (IloInt i = 0; i < ArrayValues.getSize(); ++i)
   ArrayDecisionvariables[i].setBounds(ArrayValues[i], ArrayValues[i]);
cplex_master.solve();

This should produce the solution you expect. If not all integer variables are fixed by the above loop then maybe consider IloCplex::IntSolLim=1 to stop at the first feasible solution.

Originally posted by: Ketov

Great, thank you Daniel!