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  • Latest Post - ‏2013-04-05T07:52:39Z by AlexFleischer
1883 Posts

Pinned topic Objective vs. Incumbent

‏2013-04-03T16:08:44Z |

I would like to know what the difference is between Objective and Incumbent.
Is objective the lower bound on the soltion value?
My program only runs for 10 minutes (because of storage problems), therefore it not optimal and I have to know the difference between those two.

Many thanks in advance

Aurelie Bosmans
Updated on 2013-04-05T07:52:39Z at 2013-04-05T07:52:39Z by SystemAdmin
  • AlexFleischer
    3204 Posts

    Re: Objective vs. Incumbent


    let me quote the documentation:

    The incumbent solution is the current best solution, which allows CPLEX to prune from the search tree all subproblems for which the value of the objective function is no better.

    The gap is the relative difference between the integer solution found and the proven best possible objective solution value.