Decision Optimization

Decision Optimization

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


#Analytics
#DecisionOptimization
#DecisionOptimization
 View Only
  • 1.  Using C# to solve a MIP problem

    Posted 12/12/07 05:46 PM

    Originally posted by: SystemAdmin


    [Francois van Staden said:]

    Hay!

    I would like to know what instruction to use to solve a MIP problem.  I already created the LP in c# using the C libraries and now have to solve the problem.  When I use the instruction:

        int initialStatus = CplexI.CPXmipopt(env, lp);

    it works fine for small LP's that have an optimal solution.  The problem comes in when you have a large problem.  Then CPLEX finds a suboptimal solution and stores it in the solution pool.  I want to start solving the problem and stop immediately after a solution have been saved in the solution pool.

    Can anyone help me please!!!!

    #CPLEXOptimizers
    #DecisionOptimization


  • 2.  Re: Using C# to solve a MIP problem

    Posted 12/12/07 07:45 PM

    Originally posted by: SystemAdmin


    [dgravot@noos.fr said:]

    I'm not that familiar with the CplexI mode (Callable Library), but roughly you have to set the parameter CPX_PARAM_INTSOLLIM to 1 to stop at the first solution

    In the C# API , one would use more directly :
    myCplex.SetParam(Cplex.IntParam.IntSolLim,1);//where myCplex is a Cplex instance

    Hope this helps

    David Gravot
    #CPLEXOptimizers
    #DecisionOptimization