|
|
| (2 intermediate revisions by 2 users not shown) |
| Line 1: |
Line 1: |
| | {{Part Of Manual|title=the CPLEX Manual|link=[[CPLEX|CPLEX]]}} |
| ==Purpose== | | ==Purpose== |
|
| |
|
| Line 25: |
Line 26: |
| |1||Solution objective value | | |1||Solution objective value |
| |- | | |- |
| |2||(MIP) The currently best known bound on the optimal solution value of a MIP prob- lem. When a problem has been solved to optimality, this value matches the optimal solution value. Otherwise, this value is computed for a minimization (maximiza- tion) problem as the minimum (maximum) objective function value of all remaining unexplored nodes. | | |2||(MIP) The currently best known bound on the optimal solution value of a MIP problem. When a problem has been solved to optimality, this value matches the optimal solution value. Otherwise, this value is computed for a minimization (maximization) problem as the minimum (maximum) objective function value of all remaining unexplored nodes. |
| |- | | |- |
| |3||(MIP) The MIP cutoff value being used during mixed integer optimization. The cutoff is updated with the objective function value, each time an integer solution is found during branch and cut. | | |3||(MIP) The MIP cutoff value being used during mixed integer optimization. The cutoff is updated with the objective function value, each time an integer solution is found during branch and cut. |
| Line 95: |
Line 96: |
| |38||(S,B) The sum of the absolute values of the dual residual vector for the scaled problem. | | |38||(S,B) The sum of the absolute values of the dual residual vector for the scaled problem. |
| |- | | |- |
| |39||(B) The maximum violation of the complementary slackness conditions for the un- scaled problem. | | |39||(B) The maximum violation of the complementary slackness conditions for the unscaled problem. |
| |- | | |- |
| |41||(B) The sum of the violations of the complementary slackness conditions for the unscaled problem. | | |41||(B) The sum of the violations of the complementary slackness conditions for the unscaled problem. |
| Line 103: |
Line 104: |
| |44||The maximum absolute value in the primal solution vector for the scaled problem. | | |44||The maximum absolute value in the primal solution vector for the scaled problem. |
| |- | | |- |
| |45||(S,B) The maximum absolute value in the dual solution vector for the unscaled prob- lem. | | |45||(S,B) The maximum absolute value in the dual solution vector for the unscaled problem. |
| |- | | |- |
| |46||(S,B) The maximum absolute value in the dual solution vector for the scaled problem. | | |46||(S,B) The maximum absolute value in the dual solution vector for the scaled problem. |
| Line 138: |
Line 139: |
| |- | | |- |
| |62||(B) The objective value relative to the primal barrier solution. | | |62||(B) The objective value relative to the primal barrier solution. |
| | |- |
| | |81||(MIP) The relative objective gap for a MIP optimization. |
| |} | | |} |
|
| |
|
| Line 151: |
Line 154: |
| |66||(S,B) the lowest index where the maximum dual infeasibility occurs for the scaled problem. | | |66||(S,B) the lowest index where the maximum dual infeasibility occurs for the scaled problem. |
| |- | | |- |
| |67||(MIP) The lowest index where the maximum integer infeasibility occurs for the un- scaled problem. | | |67||(MIP) The lowest index where the maximum integer infeasibility occurs for the unscaled problem. |
| |- | | |- |
| |68||(MIP) The lowest index where the maximum primal residual occurs for the unscaled problem. | | |68||(MIP) The lowest index where the maximum primal residual occurs for the unscaled problem. |
| Line 178: |
Line 181: |
| |- | | |- |
| |80||(S,B) The lowest index where the maximum reduced cost value occurs for the scaled problem. | | |80||(S,B) The lowest index where the maximum reduced cost value occurs for the scaled problem. |
| |-
| |
| |81||(MIP) The relative objective gap for a MIP optimization.
| |
| |} | | |} |
|
|
This page is part of the CPLEX Manual. See CPLEX.
|
Purpose
cpxRetVec is a global variable that CPLEX can write more detailed solution information to. For all fields, the default value is NaN and appears whenever the element in question is not available/not applicable for the problem type.
Note about integer and double quality values:
Some quality values are present in both the integer and double lists. This is because these quality identifiers have a meaning both as double and integer qualities. Example: The double interpretation is normally the largest (absolute) value of the variables, while the integer interpretation is the first index where that value occurs.
Calling Syntax
global cpxRetVec
% Call cplex by tomRun or directly
CPLEX functions or parameter names in cpxRetVec
| The following outputs are created:
|
| Index |
Result of CPLEX run. (S=Simplex, B=Barrier, MIP=Mixed-Integer)
| 20 |
(S,B) Solver method (1 = Primal, 2 = Dual, 4 = Barrier)
|
| 1 |
Solution objective value
|
| 2 |
(MIP) The currently best known bound on the optimal solution value of a MIP problem. When a problem has been solved to optimality, this value matches the optimal solution value. Otherwise, this value is computed for a minimization (maximization) problem as the minimum (maximum) objective function value of all remaining unexplored nodes.
|
| 3 |
(MIP) The MIP cutoff value being used during mixed integer optimization. The cutoff is updated with the objective function value, each time an integer solution is found during branch and cut.
|
| 4 |
(MIP) The node number of the best known integer solution.
|
| 7 |
(MIP) The cumulative number of simplex iterations used to solve a mixed integer problem.
|
| 8 |
(MIP) The number of nodes used to solve a mixed integer problem.
|
| 9 |
(MIP) The number of unexplored nodes left in the branch and cut tree.
|
| 5 |
(S) The total number of simplex iterations to solve an LP problem, or the number of crossover iterations in the case that the barrier optimizer is used.
|
| 10 |
(S,MIP) The number of dual super-basic variables in the current solution.
|
| 15 |
(S,MIP) The number of primal super-basic variables in the current solution.
|
| 6 |
(B) The total number of Barrier iterations to solve an LP problem.
|
| 16 |
(B) The number of dual exchange iterations in the crossover method. An exchange occurs when a nonbasic variable is forced to enter the basis as it is pushed toward a bound.
|
| 17 |
(B) The number of dual push iterations in the crossover method. A push occurs when a nonbasic variable switches bounds and does not enter the basis.
|
| 18 |
(B) The number of primal exchange iterations in the crossover method. An exchange occurs when a nonbasic variable is forced to enter the basis as it is pushed toward a bound.
|
| 19 |
(B) The number of primal push iterations in the crossover method. A push occurs when a nonbasic variable switches bounds and does not enter the basis.
|
| 12 |
(S) The number of Phase I iterations to solve a problem using the primal or dual simplex method.
|
Double-type quality values:
| 21 |
The maximum primal infeasibility or, equivalently, the maximum bound violation including slacks for the unscaled problem.
|
| 22 |
The maximum primal infeasibility or, equivalently, the maximum bound violation including slacks for the scaled problem.
|
| 23 |
The sum of primal infeasibilities or, equivalently, the sum of bound violations for the unscaled problem.
|
| 24 |
The sum of primal infeasibilities or, equivalently, the sum of bound violations for the scaled problem.
|
| 25 |
(S,B) The maximum of dual infeasibility or, equivalently, the maximum reduced-cost infeasibility for the unscaled problem.
|
| 26 |
(S,B) The maximum of dual infeasibility or, equivalently, the maximum reduced-cost infeasibility for the scaled problem.
|
| 27 |
(S,B) The sum of dual infeasibilities or, equivalently, the sum of reduced-cost bound violations for the unscaled problem .
|
| 28 |
(S,B) The sum of dual infeasibilities or, equivalently, the sum of reduced-cost bound violations for the scaled problem .
|
| 29 |
(MIP) The maximum of integer infeasibility for the unscaled problem.
|
| 30 |
(MIP) The sum of integer infeasibilities for the unscaled problem.
|
| 31 |
Ax - b\| for the unscaled problem.
|
| 32 |
Ax - b\| for the scaled problem.
|
| 33 |
Ax - b\| for the unscaled problem.
|
| 34 |
Ax - b\| for the unscaled problem.
|
| 35 |
(S,B) The maximum dual residual value. For a simplex solution, this is the maximum of the vector -c-B'pi-, and for a barrier solution, it is the maximum of the vector -A'pi+rc-c- for the unscaled problem.
|
| 36 |
(S,B) The maximum dual residual value for the scaled problem.
|
| 37 |
(S,B) The sum of the absolute values of the dual residual vector for the unscaled problem.
|
| 38 |
(S,B) The sum of the absolute values of the dual residual vector for the scaled problem.
|
| 39 |
(B) The maximum violation of the complementary slackness conditions for the unscaled problem.
|
| 41 |
(B) The sum of the violations of the complementary slackness conditions for the unscaled problem.
|
| 43 |
The maximum absolute value in the primal solution vector for the unscaled problem.
|
| 44 |
The maximum absolute value in the primal solution vector for the scaled problem.
|
| 45 |
(S,B) The maximum absolute value in the dual solution vector for the unscaled problem.
|
| 46 |
(S,B) The maximum absolute value in the dual solution vector for the scaled problem.
|
| 47 |
The maximum absolute slack value for the unscaled problem.
|
| 48 |
The maximum absolute slack value for the scaled problem.
|
| 49 |
(S,B) The maximum absolute reduced cost value for the unscaled problem.
|
| 50 |
(S,B) The maximum absolute reduced cost value for the scaled problem.
|
| 51 |
The sum of the absolute values in the primal solution vector for the unscaled problem.
|
| 52 |
The sum of the absolute values in the primal solution vector for the scaled problem.
|
| 53 |
(S,B) The sum of the absolute values in the dual solution vector for the unscaled problem.
|
| 54 |
(S,B) The sum of the absolute values in the dual solution vector for the scaled problem.
|
| 55 |
The sum of the absolute slack values for the unscaled problem.
|
| 56 |
The sum of the absolute slack values for the scaled problem.
|
| 57 |
(S,B) The sum of the absolute reduced cost values for the unscaled problem.
|
| 58 |
(S,B) The sum of the absolute reduced cost values for the unscaled problem.
|
| 59 |
(S) The estimated condition number of the scaled basis matrix.
|
| 60 |
(B) The objective value gap between the primal and dual objective value solution.
|
| 61 |
(B) The objective value relative to the dual barrier solution.
|
| 62 |
(B) The objective value relative to the primal barrier solution.
|
| 81 |
(MIP) The relative objective gap for a MIP optimization.
|
Integer-type quality values:
| 63 |
The lowest index of a column or row where the maximum primal infeasibility occurs for the unscaled problem.
|
| 64 |
The lowest index of a column or row where the maximum primal infeasibility occurs for the scaled problem.
|
| 65 |
(S,B) The lowest index where the maximum dual infeasibility occurs for the unscaled problem.
|
| 66 |
(S,B) the lowest index where the maximum dual infeasibility occurs for the scaled problem.
|
| 67 |
(MIP) The lowest index where the maximum integer infeasibility occurs for the unscaled problem.
|
| 68 |
(MIP) The lowest index where the maximum primal residual occurs for the unscaled problem.
|
| 69 |
(MIP) The lowest index where the maximum primal residual occurs for the scaled problem.
|
| 70 |
(S,B) The lowest index where the maximum dual residual occurs for the unscaled problem.
|
| 71 |
(S,B) The lowest index where the maximum dual residual occurs for the scaled problem
|
| 72 |
(B) The lowest index of a row or column with the largest violation of the complementary slackness conditions.
|
| 73 |
The lowest index where the maximum x value occurs for the unscaled problem.
|
| 74 |
The lowest index where the maximum x value occurs for the scaled problem.
|
| 75 |
(S,B) The lowest index where the maximum pi value occurs for the unscaled problem.
|
| 76 |
(S,B) The lowest index where the maximum pi value occurs for the scaled problem.
|
| 77 |
The lowest index where the maximum slack value occurs for the unscaled problem.
|
| 78 |
The lowest index where the maximum slack value occurs for the scaled problem.
|
| 79 |
(S,B) The lowest index where the maximum reduced cost value occurs for the unscaled problem.
|
| 80 |
(S,B) The lowest index where the maximum reduced cost value occurs for the scaled problem.
|
|