Decision Optimization

Decision Optimization

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  • 1.  Re-order the optimal basis

    Posted 06/21/11 12:46 PM

    Originally posted by: SystemAdmin


    Hi all

    This is related to a previous question:
    https://www.ibm.com/developerworks/forums/thread.jspa?messageID=14619622&#14619622

    I have a standard form LP. It is solved successfully and has a finite objective value. I want to obtain an optimal basis WITH NO ARTIFICIAL VARIABLES.

    Using CPXgetbase, rstat has nonzero entries, indicating artificial variables are in the basis.

    Using CPXpivot, I can only remove some artificial variables. Theoretically, I should be able to remove all artificial variables.

    In a basic linear programming text, there is a method to drive out the artificial variables, but this relies on the fact that the artificial variables are the LAST elements of the basis- that is, the last entries of the header as returned by CPXgetbhead should be negative.

    In CPLEX 12.1, this is not always the case.
    So, I wonder if there is a routine that can reorder the elements of the basis- or permute the rows of the basis matrix.

    Any thoughts are appreciated.
    #CPLEXOptimizers
    #DecisionOptimization


  • 2.  Re: Re-order the optimal basis

    Posted 06/21/11 05:24 PM

    Originally posted by: SystemAdmin


    Scratch that. The method in the book I was thinking about is easily generalized to an "unordered" basis header.
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