Forum Discussion
Xpress solver claims suboptimal solution to be optimal
Hi, I'm working on a inventory assignment problem with future arrival assignment as well. Basically, there are: a constant onhand value, and constant known demand[S, L, T] for sku S at location L...
In general I think your observation is not too surprising: by default Xpress is allowed to stop if a solution is "optimal within tolerances". In particular, there are tolerances mipabsstop and miprelstop that allow Xpress to stop with a non-zero gap. You even set miprelstop=0.05 and the relative difference of the two solutions is below that limit. Does the problem persist if you set both of these controls to 0?
What is strange in your case is that the second solution (5.277916666666666e-03) is better than the best dual bound in the first run (5.350416666665202e-03). That should not be since it indeed means that the first run missed a solution.
On the other hand, you are explicitly setting the feasibility tolerance to 1e-5 while you have coefficients of 1e-7. Does the problem persist if you tighten the feasibility tolerance?
Also, you are using a rather old version of Xpress. Does the problem persist if you switch to a newer/the most recent version?
If you post further logs, could you please post the full log? The full log should display Xpress version number as well as non-default parameter settings at the beginning. This is important information when trying to investigate potential issues.
