CPLEX presolve for dual bound value

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moosavi_69
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CPLEX presolve for dual bound value

Post by moosavi_69 » 9 months ago

Hello,

I have an MIP model and intend to solve it with the CPLEX solver. It happens that the CPLEX cannot find an initial solution for a few large-scale instances in a limited time. So, I would like to know whether there is any way that I can use the CPLEX presolve to report a dual bound value for the problem (if it could not find a feasible initial solution?)

Best, Amir.

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bussieck
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Re: CPLEX presolve for dual bound value

Post by bussieck » 9 months ago

Model attribute objEst (https://www.gams.com/latest/docs/UG_Gam ... MSAOobjest) gives you the dual bound even if there is no solution. Take model dice (https://www.gams.com/latest/gamslib_ml/ ... _dice.html) from the GAMS model library and modify as follows to get Cplex to terminate without a feasible integer solution:

Code: Select all

...
xdice.resLim = 20;
$onecho > cplex.opt
preind 0
heurfreq 0
rinsheur 0
nodelim 1
cutlo 22
$offecho

xdice.optfile = 1; option solver=cplex;
solve xdice using mip max wnx;
display xdice.objest;
...
After the run that terminates as follows:

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      0     0       23.2941    71                   Cuts: 101      551         
      0     0       23.2941    70                     Cuts: 5      555         
Detecting symmetries...
      0     2       23.2941    70                     23.2941      555         
Elapsed time = 0.06 sec. (83.06 ticks, tree = 0.01 MB, solutions = 0)

Flow cuts applied:  32
Mixed integer rounding cuts applied:  73
Zero-half cuts applied:  2

Root node processing (before b&c):
  Real time             =    0.06 sec. (83.06 ticks)
Sequential b&c:
  Real time             =    0.00 sec. (0.01 ticks)
                          ------------
Total (root+branch&cut) =    0.06 sec. (83.07 ticks)

--- MIP status (106): node limit exceeded, no integer solution.
--- Cplex Time: 0.06sec (det. 83.07 ticks)

CPLEX Error  1217: No solution exists.
--- Node limit exceeded, no integer solution found
--- Reading solution for model xdice
you find the dual bound displayed:

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----     77 MODEL xdice.ObjEst             =       23.294  
Hope this helps,
-Michael

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