MOSEK MIP intermediate objective value

1

Once MOSEK run, it spits out BEST_INT_OBJ and BEST_RELAX_OBJ.

For example, I got BEST_INT_OBJ and BEST_RELAX_OBJ = 4.57680041e+000, Objective of best integer solution : 4.57680041e+000.

But true value seems different. It shows Optimal value (cvx_optval): +17.5811.

It seems the numbers are re-scaled.

Could you tell me how the number is re-scaled?

Or is there anyway to display the BEST_INT_OBJ and BEST_RELAX_OBJ in true value?
Thanks.

2

You really haven’t offered enough information about your model to give an answer. CVX has to transform your problem to solvable form, and sometimes that means the objective value the solver computes is different from the true objective.