Decision Optimization

Decision Optimization

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


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  • 1.  Starting from initial solution not integer

    Posted 12/28/08 04:38 AM

    Originally posted by: SystemAdmin


    [miretama said:]

    Someone can help us to solve a problem LP starting from a initial solution?
    We need an example about the way to set to cplex a initial solution using, for example, cplex.setVectors.

    first of all, we established the next code before cplex.solve() sentence.

    cplex.setParam(IloCplex::AdvInd, 1);

    then we make a IloNumArray and set the initial solution. then put in the code:

    cplex.setVectors(prop,0,var,0,0,0);

    where prop is a IloNumArray and var is a IloNumVarArray from the models.

    Is right this way or lack of anything?

    thanks.
    #CPLEXOptimizers
    #DecisionOptimization


  • 2.  Re: Starting from initial solution not integer

    Posted 01/08/09 12:58 AM

    Originally posted by: SystemAdmin


    [MaryFenelon said:]

    Since you are only providing primal information to CPLEX, you must tell CPLEX to use primal.  Do this with

        cplex.setParam(IloCplex::RootAlg, IloCplex::Primal)

    Note that the primal simplex algorithm guesses a basis from the primal values you provide and often this is not a very good guess.  Starting without a solution and using the default algorithm (dual simplex) might be faster.

    #CPLEXOptimizers
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