Questions tagged [cplex]

Questions related to the commercial solver IBM ILOG CPLEX Optimization Studio.

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4
votes
1answer
195 views

CPLEX log always the same after hours (“Gap” and “Best Integer” always blanks)

I'm using the Java API of CPLEX 12.6.1 (with license) to solve a MILP (Mixed-Integer Linear Programming) maximization problem. The point is that, after 21 hours, CPLEX has consumed 32 GB of RAM and ...
4
votes
1answer
33 views

behaviour of CPXsetincumbentcallbackfunc

I am using the incumbent callback CPXsetincumbentcallbackfunc to identify integral solutions that do not satisfy nonlinear constraints that are not explicitly part of the constraint set. When such a ...
2
votes
1answer
64 views

CPLEX Indicator Constraints in Java API

I'm using the Java API of CPLEX (12.6.1 version) to solve a MILP problem. This is how I create 'normal' constraints: ...
2
votes
1answer
62 views

The precision of the decimal number of the Cplex

I have faced a little weird problem when I use Cplex to solve my test problem. Basically, some of my data are float numbers up to three decimal numbers (For instance, 0.627). But, when I print out the ...
1
vote
0answers
112 views

CPLEX ignores a feasible solution given as start one

Assume we have 100% feasible solution for the model with decision variable a[i]. Then we are changing the objective function on something similar to ...
1
vote
0answers
72 views

Implement sequential formulation in TSP (Miller, Tucker, Zemlin)

I'm trying to solve a TSP in different ways. I already did it with the formulation of Dantzig, Fulkerson and Johnson und now I want to do use the Miller, Tucker, Zemlin constraint. $$u_i-u_j+nx_{ij}\...
0
votes
1answer
37 views

ILOG CPLEX Overflow occurred

When I run my CPLEX model, under the Profiler tab I get the error Overflow occurred, please use oplrun -profile. How do I setup oplrun? I looked at the IBM website ...
1
vote
1answer
37 views

How to call Cplex.AddMIPStart method

Could you please tell where I can find a method Cplex.AddMIPStart? By that I mean in which library and how to link this library to my C# project.
1
vote
3answers
82 views

Book recommendations on OPL

Are there any good books that teach how to work with OPL in CPLEX? I searched but I didn't find any.
1
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2answers
81 views

Combinatorial Optimization Problem using IBM ILOG CPLEX

Consider the combinatorial optimization problem described as below. Let $D=(V,A)$ be a directed graph with $V$ the set of vertices and $A$ the set of arcs, i.e., $A=\{(i,j)\mid i,j\in V\}$. On each ...
2
votes
0answers
59 views

How to implement CPLEX user cuts using CPXaddusercuts in C API?

I am trying to use CPXaddusercuts to add cutting planes, which have not been violated yet but are likely to be violated as we go down the branch & bound tree, to the list (pool) of constraints. As ...
2
votes
1answer
70 views

Accessing Lagrange Multipliers in CPLEX

I want to get the lagrange multipliers for a solution from cplex. I am using it via Python. The problem is continuous with a linear objective function and elements of solution vector $x$ are ...
6
votes
4answers
420 views

How to visit a subset of network nodes in a single trip?

I have a connected network where I want to visit a set of destinations which may require visiting intermediate nodes as well because there may be no direct edge between source and destination nodes. I ...
3
votes
1answer
64 views

Obtaining linear relaxation objective value from MILP model coded in Pyomo

I would like to seek some advice on modeling the following: I am currently using Pyomo to generate my MILP model in Pyomo. It seems that it is not possible to cast the integer and binary variables to ...
3
votes
1answer
57 views

Problems with reading CPLEX LP models from file in R by package 'lpSolveAPI'

As an R user, I'm trying to read a CPLEX LP model from file by using the read.lp function from package lpSolveAPI. Here's the command line (from within RStudio): ...
2
votes
1answer
69 views

Numerical problem regarding to classical benders cut of large scale problem

I am trying to implement benders decomposition for a simple two stage unit commitment problem. I implemented the classic Benders decomposition to add feasible cut and optimal cut to relax master ...
1
vote
2answers
213 views

Avoid infeasibility in “fixed MIP problem” in CPLEX

I would like to find dual values and reduced costs after solving a MIP problem using CPLEX. IBM's solution in this case is to fix the integer variables to create a “fixed MIP problem”, then solve this ...
4
votes
2answers
173 views

Why did CPLEX jump from version 12 to version 20?

This is not a very technical question, but I'm having trouble finding any information about it. I often use CPLEX to solve my power system planning problems. I just noticed that CPLEX suddenly jumped ...
1
vote
1answer
64 views

Cplex callable library

I am trying to compile very old source code which uses cplex functions from the callable C library (cplex 4.0). Some of the functions seem to have been renamed/replaced... Can anyone tell me the ...
3
votes
2answers
300 views

How can I express this max-min in CPLEX?

Initially, I had the below objective function $\max \sum_{u=1}^{U}\sum_{c=1}^{C}x_{u,c}d_{u,c}$ where $x_{u,c}$ are optimization variables I modelled this in CPLEX as ...
4
votes
1answer
95 views

How does CPLEX handle objective estimates passed to the makeBranch method?

I want to implement a (simple) branching heuristic through a CPLEX generic callback. There are multiple overloads of the makeBranch method in CPLEX's C++ API, see here: ...
3
votes
1answer
195 views

Implementing benders decomposition using Lazy and User cuts callback of Cplex

I am trying to implement benders decomposition for a simple fixed charge transportation problem for the purpose of learning. I implemented the classic Benders decomposition successfully by adding ...
0
votes
1answer
107 views

Assignment problem with variable tasks to be done

I'm dealing with a kind of assignment problem, in which I have a set of tasks $t$ to be executed by machines $w$, but these tasks depend on the variatns $v$ of components $m$ being selected, which is ...
10
votes
2answers
630 views

Do LP solvers convert LPs to standard form?

To solve a linear program (LP) using the simplex method one first needs to bring the LP to standard form. This requires replacing every equality constraint with two inequalities and replacing every ...
1
vote
1answer
113 views

Why some decision variables don't get values in Cplex?

I use this code in the cplex and don't know why some decision variables don't get value, I attach my code below. I don't know my model is wrong or my code? I haven't error in the code but have some ...
3
votes
1answer
110 views

How to assign values to array in CPLEX with C++?

I am new to CPLEX. I am using CPLEX with Xcode in macOS. I have three arrays (known parameters used in optimisation) which I define as ...
1
vote
1answer
65 views

How define variable in CPLEX and What is diffrence between decision variables and variable in CPLEX

I want to code a problem by CPLEX, in this problem I have variables and decision variables, how define them? In this picture you can see the variables: which we have: I use these codes for variables:...
2
votes
1answer
61 views

Generating a different optimal solution from CPLEX for each run

I recently chanced upon the idea of solution diversity through the setting of random seeds within CPLEX. However, the documentation page on the settings does not shed any light with regard to the ...
1
vote
1answer
80 views

Coding the OR problem with cplex

I am new to using OPL. I wrote a CPLEX code for the vaccine distribution from a paper, it doesn't get an error, but it hasn't given the answer. I don't know its problem; please help me; I attached the ...
4
votes
2answers
273 views

Two-Objective Optimization in CPLEX

Until now, I used CPLEX to solve single-objective optimization problems only, but now I need to solve a two-objective mixed-integer linear optimization problem and I noticed that CPLEX 12.6.9 (unlike ...
2
votes
1answer
79 views

Solving multiple problems with identical constraints but different objective function using CPLEX

I am interested in solving a set of maximization problems where those problems only just differ in their objective. The objective functions are all linear and the constraints are all just affine. I ...
4
votes
1answer
90 views

Binary variables with multiple indices

I'm new to Cplex and I'm working with the python API. I have a variable $w^t_{iksm}$ and I could just find the binary_var_cube function which only accepts 3 indices. I'm then using this $w$ to define $...
2
votes
1answer
83 views

Minimizing a quadratic binary nonconvex function by CPLEX

I am using CPLEX 12.8 to minimize a quadratic binary nonconvex function, according to quadratic function by CPLEX. In particular, my function is the following: $$ \sum_{i=1}^{m-1} \sum_{f=1}^{F} \sum_{...
3
votes
2answers
73 views

How to improve relative mip GAP using CPLEX in a MIP

Supose that I have an integer feasible solution for a MIP and I provide this one for CPLEX. I have tested this situation in a problem and CPLEX have reported the following: ...
3
votes
1answer
128 views

Problems finding a feasible solution in a MIP

I am using CPLEX with Julia using the package JuMP to solve a MIP problem. In a small instance, I have tested my problem but, after 10 minutes, nothing happens. I have defined the following parameters ...
3
votes
1answer
66 views

How to collect solutions within CPLEX and retrieve them from PYOMO?

I would like to seek some advice on modeling the following: I am currently to invoke solvers, CPLEX, in particular. As I am solving my problem sequentially, i.e., the top-level subproblem results are ...
5
votes
3answers
462 views

Gurobi and CPLEX cannot exploit more than 32 cores of machine

I have some attempts to solve a scheduling problem using the Gurobi and doCPLEX API in python and .NET on Ubuntu-server installed on a hyper-computing cluster with 64 physical cores. Unfortunately, ...
5
votes
1answer
68 views

GAMS: Is there a way to retrieve the gap from the final solve statement

Good evening, I am looking for a way to retrieve information from the final solve statement. Lower bound and Gap would be nice. I am working with the python api but i can only get the final obj. value ...
1
vote
2answers
123 views

GAMS default Solver doesn't use much of my RAM and CPU

I noticed that when i run solver via gams ide or python api i dont use more than ~33% of my RAM. Is there a artificial barrier which i can put up or disable?
2
votes
2answers
154 views

CPLEX output log

Whats the difference between MIP solution and Final Solve? I am trying to benchmark some solution approaches and I am not sure which of those is the more significant... sometimes they have the same ...
-1
votes
1answer
94 views

GAMS CPLEX solver solves big problem instances suspiciously fast

I am having trouble with my Problem Instances, which seem to be not "complicated" enough.. Is there a way to find out what the problem is? It is being solved in a matter of seconds even if ...
9
votes
2answers
162 views

Objective Integrality Cuts

Consider a mixed integer linear program with an objective function that includes only integer variables. Objective integrality cuts are known as a class of valid inequalities that can be added to ...
2
votes
2answers
101 views

Constraint to handle the machine-configuration's change between initial position and its first occurrence in the process

I am working with a kind of a reconfigurable process planning, meaning that the same machine can have different configurations and perform multiple operations. Each machine has an initial ...
4
votes
1answer
59 views

splittable multicommodity problem with CPLEX

I am working on a splittable multicommodity flow problem, where each commodity can be split into k orders. However, I don't know the value of k in advance. Here is my code. ...
0
votes
1answer
125 views

Solving 2d bin packing, nesting problem with Cplex

Is it possible to solve a 2d bin packing problem or nesting problem with Cplex? The solution should present the $x$ and $y$ coordinates of each item.
3
votes
1answer
86 views

Bioinformatics / Genomics Optimization Problems?

I am a third year bioinformatics student and would like to apply my knowledge from an introductory course in Optimization Methods to some problems in the field of genomics or bioinformatics. Do you ...
1
vote
1answer
40 views

Get array of sequences for array of interval arrays in OPL

So I want to define multiple sequences (an array of them). I have this: ...
6
votes
3answers
132 views

How to determine different gap rates?

I found in the literature different gaps: a gap between a random solution and an exact solution a gap between the exact solution and a lower bound a gap between the exact solution and a lower bound a ...
6
votes
1answer
176 views

Obtaining the system of irredundant inequalities from a set of inequalities using CPLEX

Given a linear system of inequalities $Ax \geq b$, I would ideally like to compute the irredundant set for those set of inequalities. I know how to do so mathematically, but I was wondering if there ...
18
votes
4answers
3k views

What are the advantages of commercial solvers like Gurobi or Xpress over open source solvers like COIN-OR or CVXPY?

I come from an ML background, and occasionally have to dive into the OR world. I am trying to figure out whether I need to purchase a commercial solver license for a certain problem set. In the ML ...