Originally posted by: Uonly

For a minimization problem, I want to set an upper bound. How to do that?

How did Cplex handle this? Add obj <= ub? as a constraint?

If the the upper bound was set to tight, the feasible problem can be wrongly claimed to be infeasible.

What will the message CPLEX outputs? Infeasible problems?

I understand users can feed any feasible solutions into Cplex from any heuristics but here I am considering arbitrary global upper bound.

Thanks
#CPLEXOptimizers
#DecisionOptimization

Originally posted by: SystemAdmin

> Uonly wrote:
> For a minimization problem, I want to set an upper bound. How to do that?
> How did Cplex handle this? Add obj <= ub? as a constraint?
>
This bound can be set using parameter CPX_PARAM_CUTUP.
CPLEX will cut off all nodes for which the node's objective function value exceeds this cutoff.

> If the the upper bound was set to tight, the feasible problem can be wrongly claimed to be infeasible.
>
Correct.

> What will the message CPLEX outputs? Infeasible problems?
>
Yes, CPLEX will report the problem infeasible (since no feasible solution was found).
#CPLEXOptimizers
#DecisionOptimization

Originally posted by: Uonly

thanks Daniels
#CPLEXOptimizers
#DecisionOptimization