CPLEX's LP and MIP solvers and linprog and intlinprog solvers of MATLAB - comparison - Reg

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Kallam Haranadha Reddy
评论： Matt J 2019-1-5
I solved a linear programming problem by modeling in GAMS modeling language and used CPLEX's lp and MIP solvers. This problem has around 1800 variables.
The same problem i modelled in MATLAB and used linprog and intlinprog solvers.
There is lot of variation in the results obtained from the two modelling environments ( GAMS and MATLAB with CPLEX and MATLAB solvers).
I want to know the reason.
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Kallam Haranadha Reddy
Kallam Haranadha Reddy 2019-1-5
sir my problem has around 2500 variables. can i use the active-set algorithm for the linprog solver to initialize the initial point in matlab. i think that only active-set algorithms can only accept initial point.
Matt J
Matt J 2019-1-5
Never mind my previous suggestion. I forgot that this was linprog. But you can still compare the objective function difference
>> dot(f,x1-x2)

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