Hi, I would like to ask about GAMSPy solutions (Cplex solver). In the GAMSPy output, some decision variables appear with values such as 0.99999 instead of exactly 1, whereas in GAMS they appear as 1. This also affects the value of the objective function. Is this behavior normal, and how should it be interpreted?
This is totally normal. All solvers work with tolerances and they usually do not impact the optimization very much. For the integrality tolerance epintyou can actually set the tolerance to 0 (see CPLEX ). You can still get different solutions (with the same objective) since there can be multiple solutions with the same objective value (primal degenerate problem).
-Michael
Thank you for your response.

