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use cplex for mixed integer problem but get non-integer output

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Lou
Lou 2015-8-26
回答： Alan Weiss 2015-8-26
Hello, i use cplex in my madlab code to solve a mixed integer problem. So I use the function cplexmilp(fu,Aineq,bineq,Aeq,beq,sostype,sosind,soswt,lb,ub,ctype), which should produce integer solutions because ctype only contains I and B. Most of the time it works fine but every now and then I get an "optimal solution" containing entries like -0.0000 or 1.0000 and the rest of my program breaks or gives the wrong output. Do you have any idea where my mistake might be? Thank you

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Alan Weiss
Alan Weiss 2015-8-26
Nearly any MILP solver uses floating point arithmetic internally, and uses tolerances to decide whether a number is "integer enough."
If you need really integer values for some variables, round them. If intcon is the vector of indices of the integer variables, execute
x(intcon) = round(x(intcon));
or some such thing. See Some Integer Solutions Are Not Integers for a brief discussion of this issue related to the MATLAB intlinprog solver.
Alan Weiss
MATLAB mathematical toolbox documentation

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