How to read an intlinprog output

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Gratitude Kim 2018 年 1 月 23 日

コメント済み: Torsten 2018 年 1 月 23 日

LP: Optimal objective value is 15.640000.

Cut Generation: Applied 12 Gomory cuts, 8 clique cuts, 4 cover cuts, and 3 strong CG cuts. Lower bound is 16.195000. Relative gap is 0.00%.

Optimal solution found.

fval =

16.1950

I will like to ask how to understand this as the LP optimal objective value is 15.64 whereas fval is 16.195. By right, shouldn't it be the same?

Thanks

Torsten 2018 年 1 月 23 日

Maybe without and with integer constraint ?

Try what you get if you constrain no variable to be an integer.

Best wishes

Torsten.

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