how to check if global optimal solution was obtained

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convex_optimization

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Feb 20, 2015, 4:46:51 AM2/20/15
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I am using the following for cplex solver:

   ops=sdpsettings('solver',Solver, 'savesolveroutput',2, 'verbose',0, 'debug',1, 'cplex.solutiontarget',3);

'cplex.solutiontarget',3  is used to force towards global optimal solution.
After solution is obtained, how do we check whether  global optimal was achieved?

Johan Löfberg

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Feb 20, 2015, 4:54:32 AM2/20/15
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It is just as hard to check if a solution is globally optimal, as actually solving the problem

Your only option is thus to look at the various diagnostics supplied by cplex (termination strings etc)
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