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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
We have written the model in the C# BCL libraries, and without changing the underlying data or structure of the program, iterative runs return not only different final solutions, but the simplex results also vary by upwards of 0.1%. When our solution accuracy is attempting to be 0.0001% the initial delta seems to be causing large swings in the final solution. I have attached some images that show the different solutions
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