Mathematical Optimization, Discrete-Event Simulation, and OR

Operations Research topics: SAS/OR,
SAS Optimization, and SAS Simulation Studio
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deleted_user
Not applicable
Hi all,
I’m having some problems with two models and their relationship.
In the first model I solved a minimization MILP problem with binary variables and I obtained a result for the objective function of 111.621.939.

Then I ran the same model ignoring the binary variables (forcing them to be equal to the result of the first model), and I obtained a result of the Objective function 109.429.436. I don’t understand why the two results are different when I was expecting to be the same.

I appreciate any help on the understanding of this issue.

Thanks

LEQ
1 REPLY 1
AmarNarisetty
SAS Employee
Hi Luis,
Can you please clarify if the objecitve function value obtained in the second model solve include the objective constant obtained by fixing binary variables to solution of first solve. If it includes the constant then the objective function value of the second model should be equal to that of the first. If not can you please open a technical support request here http://support.sas.com/ctx/supportform/createForm
with the data and I can look into it.
Thanks and Regards,
Amar