GAMS/CPLEX vs. GAMS/Gurobi

GAMS
1

Hello all,

can someone advise me how can i tune GAMS/CPLEX parameters to give me the same solution as GAMS/GUROBI?

Thanks,

Nasir

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2

Nasir



It is probably not possible:



If you do not run to global optimality with OptCR > 0 then you will just find a ‘good’ solution and there is no reason to expect that two different solvers will do the same.



If you run to global optimality with OprCR =0.0 then you can only know that you will get the same solution if the solution is unique. Most practical models have multiple solutions and you will just get one of them.



But why do you need the same as long as the objective value is the same?



Regards



Arne


\

Arne Stolbjerg Drud

ARKI Consulting & Development A/S

Bagsvaerdvej 246A, DK-2880 Bagsvaerd, Denmark

Phone: (+45) 44 49 03 23, Fax: (+45) 44 49 03 33, email: adrud@arki.dk



From: gamsworld@googlegroups.com [mailto:gamsworld@googlegroups.com] On Behalf Of Assad Rafeal
Sent: Tuesday, February 18, 2014 1:31 PM
To: gamsworld@googlegroups.com
Subject: GAMS/CPLEX vs. GAMS/Gurobi



Hello all,



can someone advise me how can i tune GAMS/CPLEX parameters to give me the same solution as GAMS/GUROBI?



Thanks,



Nasir

–
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3

Reply-to: gamsworld@googlegroups.com

Thanks Arne,

In some instances, the difference in the objective function values is around 0.002%.

I am comparing the solution of GAMS with an algorithm coded in Matlab using Gurobi - Matlab interface. For some instances, as i mentioned, the difference is very small.

On Tuesday, February 18, 2014 5:04:59 PM UTC+4, Arne Stolbjerg Drud wrote:

Nasir



It is probably not possible:



If you do not run to global optimality with OptCR > 0 then you will just find a ‘good’ solution and there is no reason to expect that two different solvers will do the same.



If you run to global optimality with OprCR =0.0 then you can only know that you will get the same solution if the solution is unique. Most practical models have multiple solutions and you will just get one of them.



But why do you need the same as long as the objective value is the same?



Regards



Arne


\

Arne Stolbjerg Drud

ARKI Consulting & Development A/S

Bagsvaerdvej 246A, DK-2880 Bagsvaerd, Denmark

Phone: (+45) 44 49 03 23, Fax: (+45) 44 49 03 33, email: ad…@arki.dk



From: gams...@googlegroups.com [mailto:gams...@googlegroups.com] On Behalf Of Assad Rafeal
Sent: Tuesday, February 18, 2014 1:31 PM
To: gams...@googlegroups.com
Subject: GAMS/CPLEX vs. GAMS/Gurobi



Hello all,



can someone advise me how can i tune GAMS/CPLEX parameters to give me the same solution as GAMS/GUROBI?



Thanks,



Nasir

–
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