Originally posted by: Atefeh alizadeh

Hello, I am solving a maximization linear program with simplex. At each iteration, cplex shows the objective value and sometimes it gets positive. but at the end when I call the objective value of my problem using my_Prob.solution.get_objective_value() it is still zero. I also printed each iteration's objective value using simplex callback and they are exactly as same as what cplex shows me at each iteration. But I cannot understand why the final objective value is zero. I am using Python 2.

it would be great if you could help me with this.

Thank you in advance.

Originally posted by: BoJensen

The simplex algorithms in CPLEX may (due to degeneracy) decide to perturb the problem, hence solve a slightly different problem. At some point the perturbations will be removed and CPLEX will reoptimize in the original space. In the log, CPLEX prints "Removing perturbations", that's why you see the (small) difference in objective.