Decision Optimization

Decision Optimization

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


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  • 1.  Wrong optimal value?

    Posted 05/07/18 10:40 AM

    Originally posted by: Ccl_


    Hello,

    I am using Concert (12.8) with the C++ API.

    I have an IloModel to be solved by Cplex (without any callback).

    I notice that when I remove a constraint from my model, the optimal value returned by Cplex is higher than before (which should not happen as this is a minimization problem!).

    But if I use Cplex 12.6 instead of Cplex 12.8 to solve this relaxed model I get another optimal value (which is then lower than the optimal value of the original model).

    Did I miss something or is this a bug?

    Thanks!

     

     

     

     


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  • 2.  Re: Wrong optimal value?

    Posted 05/07/18 10:45 AM

    What are the actual objective values you observe? Could it be that CPLEX just prematurely because it hits some stopping criterion like a time limit or a gap? Depending on your settings CPLEX may stop with a slightly non-optimal solution and then your situation can certainly happen (and is expected).
    Does the problem persist of you set parameter IloCplex::EpGap to 0?


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