Decision Optimization

Decision Optimization

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

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  • 1.  Starting from a feasible solution for a MIP problem

    Posted Thu December 03, 2009 02:30 PM

    Originally posted by: SystemAdmin


    Hi, there.
    I found a very interesting problem when I was trying to solve a MIP problem. I try to improve the computation by solving it from a feasible solution which is read from MST file. What is interesting is that cplex gave the message to me that so solution is refined from the MST while the MST file has the solution obtained from the exactly the same problem by only relaxing the relative gap to a larger number...
    So may anyone explain this to me? Does it matter with the inequality/equality constraints tolerance? I really appreciate for any help.
    #CPLEXOptimizers
    #DecisionOptimization


  • 2.  Re: Starting from a feasible solution for a MIP problem

    Posted Thu December 03, 2009 04:22 PM

    Originally posted by: SystemAdmin


    You should make sure that your starting solution satisfies the starting formulation. If your provided solution is infeasible, I think that CPLEX will keep it and try to repairt it.
    #CPLEXOptimizers
    #DecisionOptimization


  • 3.  Re: Starting from a feasible solution for a MIP problem

    Posted Thu December 03, 2009 04:43 PM

    Originally posted by: SystemAdmin


    Yes, I think the solution is feasible because it is obtained from exactly the same formulation.
    #CPLEXOptimizers
    #DecisionOptimization


  • 4.  Re: Starting from a feasible solution for a MIP problem

    Posted Fri December 04, 2009 03:28 PM

    Originally posted by: SystemAdmin


    This could be a numerical issue. For example, if the solution provided by CPLEX satisfies integrality only within the tolerance (default is 1e-5), and such integer variables are member of constraints with large coefficients, then it can happen that this solution is rejected as a MIP start.

    But this is pure speculation. For a better answer, I would need to get your model and your MST file.
    #CPLEXOptimizers
    #DecisionOptimization