Decision Optimization

Decision Optimization

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

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  • 1.  Reduced MIP and LP

    Posted Tue November 06, 2012 10:24 AM

    Originally posted by: SystemAdmin


    I need the problem size of the reduce MIP and LP after the presolve and probing in Cplex. Does anyone know how to do that? Which callback can I use? I would appreciated your answers. Thanks in advance.
    #CPLEXOptimizers
    #DecisionOptimization


  • 2.  Re: Reduced MIP and LP

    Posted Tue November 06, 2012 04:46 PM

    Originally posted by: SystemAdmin


    Using the callable library you can get a reference to the reduced problem via function CPXgetredlp and then query the number of rows/columns in the reduced problem.
    Another option would be assess the results of CPXgetprestat.
    #CPLEXOptimizers
    #DecisionOptimization


  • 3.  Re: Reduced MIP and LP

    Posted Wed November 07, 2012 05:26 AM

    Originally posted by: SystemAdmin


    Thanks, Daniel, but I would appreciate your further advice on the following questions:

    1. CPXgetredlp and CPXgetprestat deal with reduced LP. How about reduced MIP? BTW, it is not clear to me how presolve does to the LP relaxation in addition to MIP.

    2. sofar my c++ codes are interacting with OPL via concert library. Is there any way to access the reduced LP and MIP using the concert technology?

    3. If the callable library is the only way, how do I get the pointers env and lp as parameters to these functions? In other words, I don't know the interaction/relationship between concert and callable libraries.
    #CPLEXOptimizers
    #DecisionOptimization


  • 4.  Re: Reduced MIP and LP

    Posted Tue November 13, 2012 02:58 AM

    Originally posted by: SystemAdmin


    > VKV7_Anulark_Naber wrote:
    > Thanks, Daniel, but I would appreciate your further advice on the following questions:
    >
    > 1. CPXgetredlp and CPXgetprestat deal with reduced LP. How about reduced MIP? BTW, it is not clear to me how presolve does to the LP relaxation in addition to MIP.
    >
    The functions work for LP and MIP. The function name is misleading. If the original problem is a MIP then CPXgetredlp() will return the reduced MIP.

    > 2. sofar my c++ codes are interacting with OPL via concert library. Is there any way to access the reduced LP and MIP using the concert technology?
    >
    I don't think so. The reduced problem is in general not visible to Concert.

    > 3. If the callable library is the only way, how do I get the pointers env and lp as parameters to these functions? In other words, I don't know the interaction/relationship between concert and callable libraries.
    >
    The interaction between Concert and the callable library is not part of the public API. So there is no way to extract the env and lp pointers from Concert.
    #CPLEXOptimizers
    #DecisionOptimization


  • 5.  Re: Reduced MIP and LP

    Posted Tue November 13, 2012 03:00 AM

    Originally posted by: SystemAdmin


    By the way, if nothing else helps, it is always an (ugly) option to redirect the CPLEX log to your own stream and parse the log output (which says something like "reduced MIP has XXX rows and YYY columns").
    #CPLEXOptimizers
    #DecisionOptimization


  • 6.  Re: Reduced MIP and LP

    Posted Tue November 13, 2012 09:22 AM

    Originally posted by: SystemAdmin


    I hope that the developer would continue improving such limitation of concert technology.
    #CPLEXOptimizers
    #DecisionOptimization