ExpressionBased model initial solution

[andreasdahlberg01]

I am using ojAlgo (version 51.4.1, last one supporting java 8) to solve an integer problem. As far as I know, the ExpressionBasedModel can't take an initial solution but IntegerSolver can. So I am solving the optimization problem as:

val result = IntegerSolver.make(expressionModel).solve(initialSolution)
I get strange behavior since the optimisationSense is null but in earlier versions it was minimize by default. Also, in this version it is not possible to set the optimisationSense.

Any help is appreciated

[apete]

When you call model.minimise() or model.maximise() an initial solution is derived from the model (variables) and supplied to the solver.

If you do variable.setValue(...) that's the value that will be used and you are effectively setting the initial solution.

[andreasdahlberg01]

Ah right, thanks!

Another question: what is the preferred way to extract the best solution? I am currently using result.doubleValue(index) where result is the return from model.maximise(), but is it also possible to use variable.getValue() after having called maximise()?

[apete]

Yes, using model.minimise() or model.maximise() the solution is written to the variable instances - converted to BigDecimal and rounded/enforced using the options.solution NumberContext.

[andreasdahlberg01]

Another unrelated question: In this newer version the solver sometimes prints error messages (I think when generating cuts)

Obviously infeasible value 167: 0 <= 1.0640204985170896 <= 1 @ 0 (0) -1=NaN NaN ....

Is this a bug in the solver or is it expected to happen? Is there any way to turn off error messages like that one?

[apete]

It's the MIP solver validating the LP node-solution and finding that it failed in a way it shouldn't. The fact that the LP fails that way is a problem, but the MIP usually deals with it. If you get a lot of them you should try to investigate further.

[andreasdahlberg01]

I don't get them often but it is annoying to see error messages in the logs. Any pointers on what I can do (settings etc) to prevent this from happening?

[apete]

You can't get rid of them without changing the code.