Decision Optimization

Decision Optimization

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


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  • 1.  variables deduction from reduced costs

    Posted 12/24/12 06:20 AM

    Originally posted by: SystemAdmin


    Hello,

    Why the new versions of CPLEX don't include the rcfixind parameter (see http://classnotes.aaec.vt.edu/aaec5024/gamsmanual/solver/cplex6.pdf)
    Is it activated by default ? if not how to activate the reduced cost method to deduce variables ?

    regards,
    Sohaib
    #CPLEXOptimizers
    #DecisionOptimization


  • 2.  Re: variables deduction from reduced costs

    Posted 12/25/12 01:14 PM

    Originally posted by: Eumpfenbach


    CPLEX applies reduced cost fixing automatically at every node.

    As far as I know, you can only query the reduced cost information at the nodes in the C or Python APIs, because you need to access the node's LP relaxation through the method CPXgetcallbacknodelp().

    Tobias

    From this thread:

    http://www.ibm.com/developerworks/forums/thread.jspa?messageID=14448039
    #CPLEXOptimizers
    #DecisionOptimization


  • 3.  Re: variables deduction from reduced costs

    Posted 12/27/12 04:50 AM

    Originally posted by: SystemAdmin


    Thank you
    #CPLEXOptimizers
    #DecisionOptimization


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