CODEWITHSUNDEEP
c++floating-pointdoublemathematical-optimizationcplex
jonango
jonango

Reputation: 307

Problems to parse from IloBoolVarArray to Bool in CPLEX

I have a IloBoolVarArray in a MIP problem. When the solver has finished, I parse this variables to double but sometimes I get values very small as 1.3E-008 instead 0. My question is: Why? Is it a parsing problem only? Internally the solver has used this value, so is not the result trustworthy?

Thanks a lot.

Upvotes: 1

Views: 337

Answers (1)

David Nehme
David Nehme

Reputation: 21597

CPLEX works with double precision floating point data internally. It has a tolerance parameter EpInt. If a variable x has values

0 <= x <= EpInt, or
1-EpInt <= x <= 1

Then CPLEX considers the value to be binary. The default value for EpInt is 10^-6, so your seeing solution values of 10^-8 is consistent with default behavior of CPLEX. Unless you really need exact integer values, then you should account for this when you pull solutions from CPLEX. One particularly bad thing you could do in C++ is 

IloBoolVar x(env);
// ...
cplex.solve();
int bad_value = cplex.getValue(x); // BAD
int ok_value = cplex.getValue(x) + 0.5; // OK

Here, bad_value could be set to 0 even if the CPLEX solution has an effective value of 1. That's because CPLEX could have a value of 0.999999 which would be truncated to 0. The second assignment will reliably store the solution.

In the latest version of CPLEX, you can set the EpInt to 0 which will make CPLEX only consider only 0.0 and 1.0 as binary. If you do really need exact values of 0 or 1, then you should keep in mind the domains CPLEX is designed to work. If you are trying to use it to solve cryptology problems for example, you might not get good results, even with small instances.

Upvotes: 1

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