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CPLEX's LP and MIP solvers and linprog and intlinprog solvers of MATLAB - comparison - Reg

조회 수: 12(최근 30일)
Kallam Haranadha Reddy
댓글: Matt J 5 Jan 2019
I solved a linear programming problem by modeling in GAMS modeling language and used CPLEX's lp and MIP solvers. This problem has around 1800 variables.
The same problem i modelled in MATLAB and used linprog and intlinprog solvers.
There is lot of variation in the results obtained from the two modelling environments ( GAMS and MATLAB with CPLEX and MATLAB solvers).
I want to know the reason.

  댓글 수: 3

Matt J
Matt J 27 Jan 2018
Maybe there are simply multiple solutions. How much variation is there in the final objectve value? What happens if you initialize the MATLAB solvers with the solutions of the other solvers (and vice versa)?
Kallam Haranadha Reddy
sir my problem has around 2500 variables. can i use the active-set algorithm for the linprog solver to initialize the initial point in matlab. i think that only active-set algorithms can only accept initial point.
Matt J
Matt J 5 Jan 2019
Never mind my previous suggestion. I forgot that this was linprog. But you can still compare the objective function difference
>> dot(f,x1-x2)

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