I have a problem for solving MIQCP in docplex.
The solver does not explore even though there is a better solution.
It seems to be a tolerance problem of integer optimal solution.
For example, there is an integer variable A(which is only 0 or 1, binary).
A should be 1 for minimizing the objective function, but the solution gets 0.
If A goes to 1, the objective value can be reduced by 0.027 out of 15.585.
I resolve a similar problem by setting parameters using the command,
opt_mod.parameters.mip.tolerances.mipgap = 1e-100
opt_mod.parameters.mip.tolerances.absmipgap = 1e-100
opt_mod.parameters.simplex.tolerances.optimality = 1e-9
But now, the same problem has emerged again in a different situation.
What else can I adjust to solve this problem?
Now, the solve_details of my problem is like this:
status = integer optimal solution
time = 11.094 s.
problem = MIQCP
gap = 0%
Thanks for your advice,
sincerely