Decision Optimization

Decision Optimization

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  • 1.  Solution pool population termination criteria

    Posted Mon August 06, 2018 06:32 PM

    Originally posted by: forhojlee


    We have a few questions regarding the CPLEX solution pool options (see the list below).

    We went through the full documentation regarding CPLEX and solution pool, but were unable to find answers to them.

    The questions are, in general, regarding termination criteria of the solution pool population process.

    1. solnpoolgap (relative tolerance for the solutions in the pool)
    • What happens if non-zero "optcr" and "solnpoolgap" are both selected (e.g. optcr = 0.05, solnpoolgap = 0.10)?
    • In this case, is it possible to terminate with solutions that are 15% (i.e. 0.05+0.10) away from the optimal solution?
    • I experienced cases where CPLEX terminates even before reaching the allowed "optcr", when non-zero "solnpoolgap" is selected.

    Can the algorithm terminate even without finding a single solution that meets the allowed "optcr"?

     

    1. Solnpoolcapacity (limits the number of solutions kept in the pool)
    • Sometimes, the algorithm terminates with less number of solutions in the pool than the set limit (we set solnpoolintensity as 4).

    This even happens in cases where there are obviously more than 10 solutions that meet the criteria.

    What other termination criteria are (most likely) triggered in these cases (assuming it didn't terminate due to resource limit or other obvious reasons)?

     

    It would be great to gain more insights on the solution pool function of CPLEX.

    Thanks!

     

     


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  • 2.  Re: Solution pool population termination criteria

    Posted Tue August 07, 2018 04:46 PM

    Originally posted by: T_O


    Concerning your second question: Have you had a look at the links on this page?

    Best regards,
    Thomas


    #CPLEXOptimizers
    #DecisionOptimization


  • 3.  Re: Solution pool population termination criteria

    Posted Mon August 13, 2018 04:05 AM

    Also for your second question: did you set the solution pool gap to 0?

    About your first question: What is "optcr"?


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    #DecisionOptimization