Decision Optimization

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The difference between set upper bound and give its corresponding solution to a subproblem.

  • 1.  The difference between set upper bound and give its corresponding solution to a subproblem.

    Posted 05/29/15 09:05 AM

    Originally posted by: Itherain


    Hi all,

      I need to solve a lots subproblems in my algorithm. I set the best upper bound to the subproblem and I use the parameter CPX_PARAM_CUTUP to cut some useless nodes. However, I have no ides about the difference between give an upper bound (objective value) and give its corresponding solution.

    Thanks for any reply.


    #CPLEXOptimizers
    #DecisionOptimization


  • 2.  Re: The difference between set upper bound and give its corresponding solution to a subproblem.

    Posted 06/02/15 07:37 AM

    With CPX_PARAM_CUTUP you basically promise that the optimal solution is better than that value. CPLEX does not verify that information, it just trusts you.

    Instead of using CPX_PARAM_CUTUP you could also provide your solution as a MIP start. That incurs a little more overhead but has some advantages:

    • CPLEX actually has a feasible solution with the specified value, so you can be sure that you don't cut anything wrong
    • CPLEX also checks your solution for feasibility, so you can recognize any errors
    • CPLEX can run improvement heuristics on that solution, this may potentially speed up the solution process

    #CPLEXOptimizers
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