LP convergence plot using CPLEX

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LP convergence plot using CPLEX

Post by bigakrim » 1 week ago

Hi everyone
I have been requested for my paper to add the convergence diagram of the resolution of my LP optimization model. I wonder how to process.
My first thought is to plot how the solver got to the optimal value. Hence I will need objective function values in terms of iterations but also
I don't know how to save such data while solving the model.
please give me some orientations

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Re: LP convergence plot using CPLEX

Post by bussieck » 1 week ago

You truly need this for LP? Makes little to no sense to me. For MIP this makes some sense. GAMS has the solveTrace facility to capture the primal and dual bounds for a MI(NL)P, see https://www.gams.com/36/docs/UG_SolverU ... SOLVETRACE.


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