Kim Lai wrote: > hi, I found a strange behavior about the big-M constraints in eplex. > Two code snippet with the same logic result in different opt solution. > For code 1: > => [A1, A2, A3] = [0, 0.2, 0] , Cost = 2.5 > For code 2: > => [A1, A2, A3] = [ 0, 0.1, 2.6], Cost = 3.9 ... > > Is there any thing that I misunderstand or need to set up ? > I am not really an expert on linear programming, but I think the problem you are seeing is due to scaling -- the value you have chosen for the Big-M, 10000000, is too big. In the branch-and-bound performed by a MIP solver, when the relaxed solution value of an integer variable is `close to' an integer, it is considered an integer. So in the case of your 0/1 B variables, a value of 0 may actually be a very small value, e.g. 1x10e-6. However, 1x10e-6*1000000 is not 0, and in fact is bigger than the range of numbers you are working with. I think the general recommendation for `Big-M' is that it should be just `big enought', to avoid these sort of numeric problems. In your problem, even 10 is sufficient. I tried your problem with M = 1000, and the two problem you sent gave the same answer (2.5). Cheers, Kish Kim Lai wrote: > hi, I found a strange behavior about the big-M constraints in eplex. > Two code snippet with the same logic result in different opt solution. > For code 1: > => [A1, A2, A3] = [0, 0.2, 0] , Cost = 2.5 > For code 2: > => [A1, A2, A3] = [ 0, 0.1, 2.6], Cost = 3.9 > --------- code 1----------------- > :- lib(eplex). > > > solve(Vars, Cost) :- > > model(Vars, Obj), > > eplex_solver_setup(min(Obj)), > > eplex_solve(Cost). > > > model(Vars, Obj) :- > > Vars = [A1, A2, A3 ], > > Vars $:: 0..inf, > > M = 10000000, > > B = [B1, B2], > B :: 0..1, > integers(B), > > Obj $>= A1 + 1.2, > > Obj $>= A2 + 2.3, > > Obj $>= A3 + 1.3, > > > A2 - A1 $=< -2.2 + (1-B1)*M, > A2 - A1 + B1*M $>= 0.1, > > > > A3 - A2 $=< -0.2 + B2*M, > > A3 - A2 + (1-B2)*M $>= 2.5. > ------------code 2---------------------------------------- > :- lib(eplex). > > > solve(Vars, Cost) :- > > model(Vars, Obj), > > eplex_solver_setup(min(Obj)), > > eplex_solve(Cost). > > > model(Vars, Obj) :- > > Vars = [A1, A2, A3 ], > > Vars $:: 0..inf, > > M = 10000000, > > B = [B1, B2], > B :: 0..1, > integers(B), > > Obj $>= A1 + 1.2, > > Obj $>= A2 + 2.3, > > Obj $>= A3 + 1.3, > > > A2 - A1 $=< -2.2 + (1-B1)*M, > A2 - A1 + B1*M $>= 0.1, > > > > A3 - A2 $=< -0.2 + (1-B2)*M, > > A3 - A2 + B2*M $>= 2.5. > -------------------------------------------------------------------- > > Is there any thing that I misunderstand or need to set up ? > > ps. > thanks for point out my wrong usage of "porting". It should be "embedded > with C++" ? > > > On Fri, Apr 25, 2008 at 7:26 AM, Kish Shen <kisshen_at_cisco.com > <mailto:kisshen_at_cisco.com>> wrote: > > Kim Lai wrote: > > hi, your reply is a great help for me. thanks. > I use lib(eplex) to reformulate my problem as follow. and it > really got a solution. > But after I port the following code to C++. I'm getting trouble > with ""How to extract the variables result"". > A result like this "A2{0.0 .. 1.7976931348623157e+308 @ > 1.1999999992549422}" > I'd like to extract A2=1.199 = 1.2 > But it's not even a string... > in C++: I usually use "EC_word(Vars[i]).is_double(&d) == EC_succeed" > to get a double or long int .....And this didn't work.. > ------------eclipse code------------------------ > > > Your specific problem is that when a problem is solved by eplex, the > problem variables are not instantiated. This allows you to modify > the problem and resolve it. eplex_var_get/3 allows you to extract > the solution value from the variable, e.g. for the variable A2 above, > > .... > eplex_var_get(A2, solution, A2Sol), > > > will instantiate A2Sol to the solution value of A2 > > So you should exract the solution values, and pass these to C++. > > A more general point: I am not quite sure what you mean exactly by > `porting to C++' - you seem to want to pass solution values from a > ECLiPSe program to C++. This is probably the best way to use ECLiPSe > as a constraint solver when you are using ECLiPSe with other > languages -- but I would not call this `porting', but interfacing. > > Cheers, > > Kish > > > > > -- > ....Best Regards > by Kim Lai, 賴廣甫 > Welcome to visit http://kimklai.blogspot.comReceived on Fri Apr 25 2008 - 03:15:57 CEST
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