How to control the constraint tolerance?

GAMS
1

Hi,

I faced a problem by using CPLEX/GAMS to solve a MILP problem.

I set optcr=0.0 for this MILP and the GAMS gives me a feasible solution, but it seems that the constraint in the last line as below is violated:

LOWER LEVEL UPPER
iter4 .S1 0.1559 0.1559 +INF
iter5 .S2 0.1559 0.1559 +INF
iter6 .S1 950961.0228 950960.6346 +INF

Actually, I try to exclude this solution by scaling the constraint parameter, but it seems that CPLEX uses relative tolerance for the feasibility, is it true? How can I fix it? Is there a way to set the absolute tolerance of the constraint? Thanks a lot!

Regards,

Yu

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2

Hi Yu, why do you say that the constraint is violated ? Have you checked with your variables values ?

Regards
Claudio


On Fri, Feb 21, 2014 at 12:56 PM, wrote:

Hi,

I faced a problem by using CPLEX/GAMS to solve a MILP problem.

I set optcr=0.0 for this MILP and the GAMS gives me a feasible solution, but it seems that the constraint in the last line as below is violated:

LOWER LEVEL UPPER
iter4 .S1 0.1559 0.1559 +INF
iter5 .S2 0.1559 0.1559 +INF
iter6 .S1 950961.0228 950960.6346 +INF

Actually, I try to exclude this solution by scaling the constraint parameter, but it seems that CPLEX uses relative tolerance for the feasibility, is it true? How can I fix it? Is there a way to set the absolute tolerance of the constraint? Thanks a lot!

Regards,

Yu

–
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