Decision Optimization

Decision Optimization

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


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#DecisionOptimization
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  • 1.  Solution output

    Posted 08/29/08 08:56 PM

    Originally posted by: SystemAdmin


    [Boon said:]

    Hi there,

    After the model was solved, I looked at the Statistics tab and it said that

    Statistic                              Value
    Cplex                                  solution(integer optimal, tolerance)
    ------------------


    what is the meaning of "Solution (integer optimal, tolerance)"?

    Thanks,

    #DecisionOptimization
    #OPLusingCPLEXOptimizer


  • 2.  Re: Solution output

    Posted 09/13/08 04:52 AM

    Originally posted by: SystemAdmin


    [MaryFenelon said:]

    This status means that there are still unexplored nodes in the branch and cut tree, but the gap between the best integer solution objective value and the best objective value of all the remaining nodes has fallen beneath either the relative or absolute gap tolerances.  These tolerances are 0.0001 and 0.0 by default and are controlled by the EpGap and EpAGap parameters.  The relative gap is computed by the formula: (best integer - best node ) * objsen / (abs (best integer) + 1e-10).
    #DecisionOptimization
    #OPLusingCPLEXOptimizer


  • 3.  Re: Solution output

    Posted 09/13/08 04:55 AM

    Originally posted by: SystemAdmin


    [MaryFenelon said:]

    Should have checked the Parameter Reference Manual before hitting send...

    The default value of EpAGap is 1e-6.
    #DecisionOptimization
    #OPLusingCPLEXOptimizer