How to read an intlinprog output
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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
1 commentaire
Torsten
le 23 Jan 2018
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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