计算精度c ++ Cplex

Question

I implemented my mathematical model using Ilog Cplex with c++. Most of my decision variables have fractional values in the optimal solutions. Some of them are very small that cplex outputs them as 0. Is there a way to increase the precision so that I can still see the values of such variables?

Also, when I use cplex.getBestObjValue() , it gives me "-Inf". (This is a maximization problem.)

Answer 1

Having values for integer variables that are close to (but not exactly) integer values is quite normal. CPLEX has an integrality tolerance so that these values are accepted as close enough to the correct integer values. Just use standard C++ output functions to output these values to whatever precision you want.

Mostly this is not a problem, but you can set the integrality tolerance to a smaller value if necessary. I normally round these values to the nearest integer value and use that as my solution. You can also try re-solving your model with those decision variables fixed to their rounded integer values to be sure the solution really is valid. If you are not sure that is sufficient, try Alex's suggestion for numerical precision emphasis too.

Answer 2

you could try to use the setting IloCplex::Param::Emphasis::Numerical

Emphasizes precision in numerically unstable or difficult problems. This parameter lets you specify to CPLEX that it should emphasize precision in numerically difficult or unstable problems, with consequent performance trade-offs in time and memory.

About your second question, is your model a LP ?

regards