CPLEX non-convex quadratic optimization get lower-upper bounds

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AS95

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Apr 8, 2020, 1:37:27 PM4/8/20
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Dear YALMIP community,

I have a non-convex quadratic optimization problem with linear constraints. CPLEX can solve these problems to optimality with a Branch & Bound kind of solver with some relaxation based on McCormick Envelopes. 

I had been in some talks about these solvers (also for GUROBI) and I think these solvers produce upper/lower bounds at each step. However, when I run:
%Some problem setup before
P = optimize(Constraints,Objective,sdpsettings('solver','cplex', 'cplex.optimalitytarget',3, 'savesolveroutput',1));
P.solveroutput

I don't see such an option. Is there a way to retrieve this?

Johan Löfberg

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Apr 8, 2020, 1:40:33 PM4/8/20
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what option? You've found the optimalitytarget option already

AS95

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Apr 8, 2020, 2:29:13 PM4/8/20
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Thanks for your reply. 
I want to see the upper-lower bounds at each iteration. Sometimes I give time limit and the solver gives me a poor solution. I would be interested in the upper bound at that time as well. 

Johan Löfberg

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Apr 8, 2020, 2:32:25 PM4/8/20
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if it's not in the solveroutput, the solver does not output it, and you will have to use the display log

AS95

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Apr 8, 2020, 2:33:25 PM4/8/20
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Do you mean ('verbose', 1) by display log, or should I save that?

Johan Löfberg

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Apr 8, 2020, 2:49:32 PM4/8/20
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yes, standard display, that's all you've got . you can of course pipe it to a txt file and analyze automatically or what ever you wish to do

AS95

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Apr 8, 2020, 2:50:19 PM4/8/20
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thank you!


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