For a minimization problem, I want to set an upper bound. How to do that?
How did Cplex handle this? Add obj <= ub? as a constraint?
If the the upper bound was set to tight, the feasible problem can be wrongly claimed to be infeasible.
What will the message CPLEX outputs? Infeasible problems?
I understand users can feed any feasible solutions into Cplex from any heuristics but here I am considering arbitrary global upper bound.
Thanks
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 20130107T04:21:37Z by Uonly
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Pinned topic setting upper bound for MIP
20130105T07:40:36Z

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Updated on 20130107T04:21:37Z at 20130107T04:21:37Z by Uonly

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Re: setting upper bound for MIP
20130106T17:53:27Z in response to Uonly> Uonly wrote:
> For a minimization problem, I want to set an upper bound. How to do that?
> How did Cplex handle this? Add obj <= ub? as a constraint?
>
This bound can be set using parameter CPX_PARAM_CUTUP.
CPLEX will cut off all nodes for which the node's objective function value exceeds this cutoff.
> If the the upper bound was set to tight, the feasible problem can be wrongly claimed to be infeasible.
>
Correct.
> What will the message CPLEX outputs? Infeasible problems?
>
Yes, CPLEX will report the problem infeasible (since no feasible solution was found).
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Re: setting upper bound for MIP
20130107T04:21:37Z in response to SystemAdminthanks Daniels
