Decision Optimization

Decision Optimization

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


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  • 1.  some questions about backtrack tolerence

    Posted 10/19/16 04:21 PM

    Originally posted by: srinit34


    the help pages for backtracking tolerance say this:

    If a cutoff tolerance (upper cutoff or lower cutoff) has been set by the user, then that value is used as the incumbent until an integer feasible solution is found.

     

    Question - Does this mean that any solution found overrides the cutoff, or that the solution found will override the cutoff only if the solution is better than the cutoff? I think the latter.

     

    Also, the best node is defined like this:

    the best remaining objective function value of any unexplored node (best node);

    Question - Is this referring to the LP relaxation value of the node? I think so.

     

     


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  • 2.  Re: some questions about backtrack tolerence

    Posted 10/21/16 01:25 AM

    By definition (in CPLEX) a "solution" is a vector that satisfies the cutoff. So yes, a solution will overwrite the cutoff, but something that is worse than the cutoff will never be considered a solution. So CPLEX is doing what you expected.

    For the second question: yes, this refers to the LP relaxation.


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