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5 replies Latest Post - ‏2011-07-06T06:14:43Z by SystemAdmin
melike
melike
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Pinned topic finding first integer feasible solution to integer programming model

‏2011-01-05T16:24:28Z |
Hi,

I have an integer programming model to solve with CPLEX 10.1 Callable Library. I know that Cplex wastes lots of time to prove optimality of a solution. When i put a time limit to Cplex and solve the model, it gives optimal solution within time limit or hits time and gives integer feasible solution. In the second case, we can think that Cplex may find a good integer feasible solution using less time and it struggles to prove optimality by turning around the same integer feasible solution or make little deviation from the feasible solution for additional time. I want to learn how behave objective function with increasing time for the second case!

I want to obtain first integer feasible solution (of course, not trivial solution) or other feasible integer solutions within the time limit. Because additional time may not be meaningful to impose for finding better solution within high computational time limit.

Is there any suggestion, solution pooling or stg by using Cplex Callable Library?

thanks
melike
Updated on 2011-07-06T06:14:43Z at 2011-07-06T06:14:43Z by SystemAdmin
  • SystemAdmin
    SystemAdmin
    7929 Posts
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    Re: finding first integer feasible solution to integer programming model

    ‏2011-01-05T20:16:08Z  in response to melike
    Not sure what you are trying to do. Do you just want to stop at the first feasible solution? Then set parameter CPX_PARAM_INTSOLLIM to 1.
    Or do you want to do something else?
    • melike
      melike
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      Re: finding first integer feasible solution to integer programming model

      ‏2011-01-06T07:01:47Z  in response to SystemAdmin
      Yes, I just want to stop at the first feasible solution!

      Also, whether i can understand the behaviour of objective function versus time. I mean in the case that the model can't reach optimal solution,i want to keep feasible integer solutions within the time limit. If it is possible!

      Cplex may find a good solution within less time and make little improvement on objective function by adding high computational time. Wasting lots of time may be meaningless in this situation.

      Thanks
      melike
      • SystemAdmin
        SystemAdmin
        7929 Posts
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        Re: finding first integer feasible solution to integer programming model

        ‏2011-01-06T09:30:21Z  in response to melike
        In order to stop at the first feasible solution that CPLEX finds just set CPX_PARAM_INTSOLLIM to 1. Note that once stopped you can continue the solve to stop at the next solution if there is time left. I.e. you can invoke CPXmipopt() in a loop, always stopping at the next integral solution found until you reach some kind of a time limit.

        In order to store or query all the solutions CPLEX has found so far use the solution pool (see manual or reference documentation).
        • NitishGargIITM
          NitishGargIITM
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          Re: finding first integer feasible solution to integer programming model

          ‏2011-07-05T18:07:24Z  in response to SystemAdmin
          Hi,

          I have a question,
          does IntSolLim() gives the number of times Cplex finds an integer solution or the number of times it updates the incumbent solution ?

          thanx
          nitish
          • SystemAdmin
            SystemAdmin
            7929 Posts
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            Re: finding first integer feasible solution to integer programming model

            ‏2011-07-06T06:14:43Z  in response to NitishGargIITM
            The IntSolLim parameter applies to the number of incumbents CPLEX finds.