Forum Discussion
FICO
2 years agoCommunity Manager
Is it possible to configure the linear relaxation simplex solve of an MIP problem?
I have created a complex MIP program and during testing I have noticed that the final solution does not always converge to the same answer after several tests. I understand that simplex algorithms ar...
FICO
2 years agoCommunity Manager
Our implementation of the simplex algorithm is fully deterministic, meaning that if you run it on the same problem twice, you'll always get the same answer.
However, if the problem changes, even if the change is trivial, such as a reordering of constraints, then you will typically get a different (but equally optimal) solution.
So, what kind of nondeterminism are you experiencing?
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