Decision Optimization

Decision Optimization

Delivers prescriptive analytics capabilities and decision intelligence to improve decision-making.


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  • 1.  Reduce time

    Posted 09/12/15 03:13 PM

    Originally posted by: geffer


    For example, there is three binary variable  X1, X2,X3,  and we set X3=0; and 

    do set certain constraints on X1 and X2.

    Compared to only generate two variable  X1, X2, what's the difference in computational time?

    Does that exactly the same?


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  • 2.  Re: Reduce time

    Posted 09/13/15 02:32 PM

    If you set X3=0 either by setting that as an explicit constraint or by setting the upper bound of X3 to 0, the preprocessor should eliminate X3 from the model passed to the solver. So I think there will be a tiny (but likely negligible) increase in preprocessing time compared to the second approach (omitting X3), and a tiny (likely negligible) increase in the time to report/export the solution (since the zero value for X3 has to be incorporated), but no time difference in the solution stage (where all the work is done).


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  • 3.  Re: Reduce time

    Posted 09/13/15 08:19 PM

    Originally posted by: geffer


    Hi Rubin

    During the column generation process, in order to accelerate the speed of LP solution time, I plan to disable certain variable.

    Compared to set variable to 0,  use method romove() to disable a variable is faster or slower?

     

    Thanks

    Keji


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  • 4.  Re: Reduce time

    Posted 09/13/15 09:55 PM

    Originally posted by: Laci Ladanyi


    Paul is right, in theory there should be no difference. However, in practice there might be... The reason is that while it's true that cplex will eliminate the variable set to 0, but that work counts towards the number of deterministic ticks. Since cplex occasionally makes decisions based on the current deterministic tick count, that tiny change in the count may steer cplex onto a different path. It is very unlikely that such a miniscule change will cause a change in how the search tree is explored, but it is possible. However, it is completely unpredictable which search path will be better if there is a change in the path. Therefore from the performance point of view you are free to do as you wish. If I were you I would just set the variable to 0 as it is much simpler to do.


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  • 5.  Re: Reduce time

    Posted 09/13/15 10:10 PM

    Originally posted by: geffer


    Thanks Laci and Paul

    In that case, it's much better if we can enumerate different method to test it.

    You are right, any tiny change could lead to totally different LOP methed which have different solution time and search Path.

     

    Thanks

     


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