Questions tagged [cplex]
Questions related to the commercial solver IBM ILOG CPLEX Optimization Studio.
186
questions
2
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1
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views
Coding some parameters with index zero in Julia
As part of our constraints, we have
\begin{align*}
&\sum_{i=1}^{I}c_ix_i\ge y, \\
&\sum_{i=1}^{I}c_{i-1}x_i\le y,
\end{align*}
where $y\ge0,x_i\in\{0,1\}, \forall i$.
I am trying to code ...
4
votes
0
answers
63
views
CPLEX Python: Current subproblem model in branch and bound
I have an MILP problem and use CPLEX (Python interface). I am working on user heuristics for branching in the branch-and-bound procedure. With HSCallback I managed to get the information about the ...
- 201
2
votes
3
answers
149
views
How to use condition in cplex?
I want to use conditions to my variable.
dvar boolean x[I][J][K][L]
dvar in h[i]
my code is
...
- 21
2
votes
1
answer
85
views
Strong branching
Within B&B when it comes to select variables to branch on, I can use the concept of "strong branching". The optimizer, in my case CPLEX, then performs branching on variables it selects.
...
- 1,936
0
votes
1
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54
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Cplex 12.10 and python
Does cplex 12.10 support python 3.8? I cannot install setup.py file. I think only 3.7 and 3.6 are supported.
- 149
7
votes
1
answer
116
views
Translate LP format to Numpy matrices
We have a large-scale optimization problem (~10K vars and ~10K constraints) in the form of LP format file (generated using Cplex ...
- 430
2
votes
1
answer
141
views
Can docplex solve a mixed integer quadratic programming (MIQP) problem?
I am trying to solve a mixed integer quadratic programming (MIQP) problem.
The objective function contains the product of two continuous decision variables, some of constraints are non-linear too. I ...
- 149
4
votes
2
answers
167
views
Reformulate CPLEX optimization model of Warehouse Product Allocation
I am trying to optimize the allocation of of products inside a fictive warehouse, having a predefined number of aisles (3 in the example code below) where products ...
2
votes
0
answers
59
views
Achieve true determinism in CPLEX
I'm unable to achieve true determinism in CPLEX (I'm using the DOCplex python API).
Even if the best integer optimal solution is found without going to timeout (so it is expected to be unique), two ...
- 81
5
votes
1
answer
137
views
Lazy-Constraints for modelling soft-constraints (CPLEX + rejectCandidate semantics)
I basically have a (somewhat bloated) assignment-problem on a boolean-matrix: (N_WORKERS, N_TASKS). Let's assume, we only look at one specific worker and therefore we have a 1d boolean assignment-...
- 213
2
votes
0
answers
42
views
Making multiple branches in make_branch function of Cplex
In my current python code, I have used MyBranch call back of Cplex to make 2 branches and solve my model.
However, I now need to generate 4 branches after the first incumbent is generated. I need ...
- 21
2
votes
0
answers
88
views
Pyomo + Cplex - OSError: [Errno 22] Invalid argument
I am trying to get Cplex working with pyomo.
I have followed Cplex installation instructions has explained here: Downloading and setting up CPLEX for Pyomo
However when calling Cplex via pyomo I get ...
- 414
7
votes
5
answers
695
views
Fast way to repeatedly solve many similar LPs/QPs in parallel
I am running a simulation where I need to repeatedly solve a set of LPs or QPs with slightly different input parameters for a Model Predictive Control application. The problem is I need it to be fast, ...
- 131
0
votes
0
answers
114
views
CPLEX returns no solution with deterministic time limit
I'm working with CPLEX using the python API (Docplex).
If I set the time limit in seconds with model.set_time_limit(60) the solver returns the best integer feasible ...
- 81
5
votes
1
answer
333
views
CPLEX gives different solutions of MILP every run
I am solving a mixed-integer (binary) linear problem using CPLEX as a solver (branch-and-bound method). But I encountered the following issue. Each run I get a different solution at a different node ...
1
vote
1
answer
117
views
Tuples OPL in VRP
I am trying to build a constraint of the form x[i j] +x[j i] <y[i][j] where x is a decision variable if arc ...
- 21
3
votes
1
answer
165
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CPLEX oplrun says the problem size has exceeded, but then proceeds to solve the problem anyway
I have downloaded and installed the CPLEX Studio Community Edition 20.1.0.0 on my Linux machine (KUbuntu). I want to use the oplrun tool directly from the terminal. ...
- 141
2
votes
1
answer
226
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CPLEX solver for quadratic problems with barrier algorithm
I'm writing a convex minimization model with a quadratic objective function and linear constraints in C#.
I set CPLEX to solve the problem with the barrier algorithm. The interesting thing is when I ...
- 45
2
votes
1
answer
56
views
How to model a cumulative resource constraint with same family condition?
Assume that we have 3 tasks to schedule : $x_{a1}, x_{a2}, x_{b3}$. They all use the same cumulative resource : $r_1$. Each activity increases $r_1$ by $1$ at it starts time and decreases $r_1$ by $1$ ...
- 93
3
votes
1
answer
119
views
Conditional constraint with a strict inequality
It's almost this question: Formulating the conditional constraint
But there they have non-strict inequality. I have $x_i$ a boolean decision var and $Q_i$ as a nonnegative integer decision variable ...
- 143
2
votes
1
answer
55
views
Constraint raises DCP Error
I have defined a problem which will minimize the cost of to run a pump. That is defined as the objective of the problem.
...
- 141
0
votes
0
answers
27
views
Add bunch of constraints using IRange and add to Model in Cplex C#
I am new in C#-CPLEX. In public samples, the constraints are added one by one as follows:
...
- 11
2
votes
0
answers
95
views
Building model takes so much time in Cplex
I am a beginner in CPLEX. I have a model with about 1 million constants and 800k rows and 1.6 million columns. I implemented in both GAMS and CPLEX (C# as the platform). The final solution for both is ...
3
votes
1
answer
408
views
How to compare the optimality gaps between a commercial solver and Benders
Suppose I have a mixed-integer-linear programming model where the objective is maximization. I solve my model in two different ways. First, I call CPLEX (a commercial solver), and then implement ...
- 287
3
votes
1
answer
119
views
Standard Form for LP and MPS
Is there any way I could have Gurobi/CPLEX or any other package write/export MPS and LP files in the standard LP construct loaded with slack variables and transformations required for unsigned vars?
...
- 374
1
vote
1
answer
144
views
Operator error in operating cost model constraint
I have built a model to minimize the operating cost and when I coded a model in CPLEX, it gave an error at Cons09: ...
- 29
2
votes
2
answers
82
views
How to use `cplexAPI` to solve quadratic programs/quadratically constrained linear programs?
I am trying to use cplexAPI to solve quadratic programs or quadratically constrained linear program.
While it seems to be pretty straightforward to use ...
- 21
5
votes
1
answer
254
views
Why does one objective function prove feasibility faster than another?
I recently ran a MIP model with cplex specifying it should stop solving when integer feasibility was proven (mipsolutions=1).
...
- 217
4
votes
1
answer
200
views
LP solver CPLEX is 'optimal with unscaled infeasabilities'?
The problem being solved is finding the truss with the least weight, exactly done as on this website: https://www.layopt.com/truss/. This method is also called the ground structure method. I am aiming ...
- 43
2
votes
1
answer
163
views
How to code this with Cplex?
I have an optimization problem as below.
For $g\in G$, let $\mathcal{N}_g$ be the nodes in group $g$, and let binary variable $u_g$ indicate whether group $g$ is used. The problem has this following ...
- 2,149
2
votes
1
answer
43
views
ILOG CPOptimizer soft constraints (multiple solves reusing searched space)
I'm trying to feed information retrieved from my neural network to my CP model to help narrow down the search on big instances of my problem. However, I also want to remove the additional imposed ...
- 121
4
votes
2
answers
264
views
Any transformation of constraints during Cplex's LP problem export?
We are exporting a optimization problem from matrices to LP format using Cplex.
...
- 430
21
votes
3
answers
2k
views
Using Neural Networks For Solving Optimization Problems
Recently, I came across the below paper and found it very interesting.
Solving Mixed Integer Programs Using Neural Networks; https://arxiv.org/abs/2012.13349
The idea is to use (train with neural ...
- 355
3
votes
1
answer
214
views
The optimum is achieved only by forced "solution polishing"
I have the behavior of CPLEX during a MIP search, when it finds the optimal solution in a reasonable time during a forced "solution polishing" phase only. Otherwise, if you do not switch the ...
- 83
6
votes
1
answer
203
views
Why does CPLEX continue solving after finding the optimal solution?
I ran a MIP model with a max solving time of 1800 seconds. CPLEX found the optimal solution (0.00 % MIP gap) after 710 seconds, but continued processing until it was stopped by the 1800 second limit.
...
- 217
1
vote
0
answers
103
views
CPLEX callback in pyomo
I am trying to figure out what is the correct use of cplex callbacks in pyomo. In particular I am looking for the translation of the following example from gurobi to cplex:
...
- 59
2
votes
1
answer
162
views
Benders decompositions: Number of iterations does not remain the same
I am solving an LP (i.e 118-bus system economic dispatch for 130% loading) using Benders decomposition. The problem takes 26 iterations to converge. This means that the process adds 25 cuts to the ...
- 21
3
votes
1
answer
150
views
Extracting CNF representation of my problem from SAT solver
As I know, any SAT solver such as or-tools or cplex cp optimizer converts a given problem to CNF form in the first place. Is it possible to extract the resulting CNF representation from or-tools or ...
- 39
6
votes
1
answer
164
views
Upper and lower bounds of a variable equal
I'm working on a MILP (Mixed-Integer Linear Programming) problem with the Java API of Cplex.
In order to easily exclude some variables from my problem I thought about setting both their lower and ...
- 307
4
votes
1
answer
311
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 ...
- 307
4
votes
1
answer
36
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 ...
- 43
2
votes
1
answer
108
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:
...
- 307
2
votes
1
answer
180
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 ...
- 59
1
vote
0
answers
171
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 ...
- 83
1
vote
0
answers
143
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}\...
- 659
0
votes
1
answer
82
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 ...
- 21
1
vote
1
answer
66
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.
- 83
3
votes
4
answers
289
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.
- 141
1
vote
2
answers
213
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 ...
- 21
2
votes
0
answers
68
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 ...
