Originally posted by: Iannis

Dear All,

I am using concert technology to model and solve small MIPs.

When I use the

getObjValue()

function I get a rounding error.
Specifically:

SPsol[ js].solve();              // SPsol is IloArray<IloCplex>, js is double.
oval = SPsol[ js].getObjValue(); // oval is IloNum
env.out() << " subproblem objective: " << oval << endl;

The output of this is as follows:

Tried aggregator 2 times.
MIP Presolve eliminated 3 rows and 4 columns.
MIP Presolve modified 1 coefficients.
Aggregator did 3 substitutions.
Reduced MIP has 8 rows, 12 columns, and 22 nonzeros.
Reduced MIP has 5 binaries, 0 generals, 0 SOSs, and 0 indicators.
Probing time =    0.00 sec.
Tried aggregator 1 time.
Presolve time =    0.01 sec.
Found feasible solution after 0.01 sec.  Objective = 368246.1571
Probing time =    0.00 sec.
MIP emphasis: balance optimality and feasibility.
MIP search method: dynamic search.
Parallel mode: deterministic, using up to 2 threads.
Root relaxation solution time =    0.00 sec.
 
        Nodes                                         Cuts/ 
   Node  Left     Objective  IInf  Best Integer     Best Node    ItCnt     Gap
 
*     0+    0                       368246.1571                      2     --- 
*     0+    0                       -79693.0000                      2     --- 
      0     0  -287553.2524     2   -79693.0000  -287553.2524        2  260.83%
*     0+    0                      -275644.5000  -280015.1250        3    1.59%
      0     0        cutoff        -275644.5000                      4    0.00%
Elapsed real time =   0.01 sec. (tree size =  0.00 MB, solutions = 3)
 
Implied bound cuts applied:  1
Flow cuts applied:  1
 
Root node processing (before b&c):
  Real time             =    0.00
Parallel b&c, 2 threads:
  Real time             =    0.00
  Sync time (average)   =    0.00
  Wait time (average)   =    0.00
                          -------
Total (root+branch&cut) =    0.00 sec.
 
 subproblem objective: -275645

So CPLEX finds the right value, but when I use

getObjValue()

I take a rounded version. This is because in other MIPS it rounds down when the decimal digit is less than .5.
Do I need to change the output format?

Thank you in advance.
#CPLEXOptimizers
#DecisionOptimization

Originally posted by: SystemAdmin

Try putting a format specifier in the cout line, telling C++ to give you a couple of decimal places. I think that will do it. If not, try declaring oval as double rather than IloNum. The getObjValue method is not doing the rounding.

Paul

Mathematicians are like Frenchmen: whenever you say something to them, they translate it into their own language, and at once it is something entirely different. (Goethe)
#CPLEXOptimizers
#DecisionOptimization

Originally posted by: Iannis

Thank you Paul! It did the job.
#CPLEXOptimizers
#DecisionOptimization