Decision Optimization

Decision Optimization

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  • 1.  Unable to generate binary solution using MIQP

    Posted 10/28/11 03:49 PM

    Originally posted by: Md96


    Hello all,
    I am using cplex 12.3 for matlab 7.9. My operating system is WINDOWS 7.

    Pattern of my problem is:

    %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%

    ctype='BBBBBBBBBBBB...BBB';

    x=cplexmiqp(H,f,],[,Aq,bq,],[,[],ctype);
    %% H is +ve definite matrix, f is a vector, Aq is a matrix, bq is vector

    %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%

    According to cplex description for miqp, x will be a vector with binary elements.

    Unfortunately, I do not get binary result!!

    Even none of the elements is binary and it returns the same result as continuous optimization problems.

    Anybody can help me???

    MM
    #CPLEXOptimizers
    #DecisionOptimization


  • 2.  Re: Unable to generate binary solution using MIQP

    Posted 10/28/11 06:24 PM

    Originally posted by: SystemAdmin


    Is the solution that you get "almost binary" (i.e., solution values that are at most 1e-5 away from 0 or 1), or is it clearly fractional?
    #CPLEXOptimizers
    #DecisionOptimization