Originally posted by: gargius

Hallo,

I have following question:

I try to calculate an average value in the objective function. The numerator consists of 2 decision variables and the denominator consists of a number which is not known before optimization, so it is a decision variable too.

(sum(<i,q,group1,group2> in Cars)
                (Procurement[<i,q,group1,group2>]+Procurement[<i,q,group1,group2>]))
            /
            (sum(<i,q,group1,group2> in Cars,<i,q,k,c,t,group1,group2> in Alloc) Allocations[<i,q,k,c,t,group1,group2>] )

CPLEX states the error "IloAlgorithm cannot extract extractable".

I think this occurs because of the quadratic nature of this term. But I think the wish to calculate an average value is nothing which is uncommon. Has anybody an idea too solve this problem?

Thanks in advance

Regards

Originally posted by: baudolino

Yes, you are right, it is a common trick (it happens a lot in DEA models, for example). It's easier to point out a reference, rather than write it down, so here it is:

Look at section 6.3, pages 67-68 in the following document:

http://www.aimms.com/aimms/download/manuals/aimms3om_linearprogrammingtricks.pdf

Originally posted by: Beni1989

Hi everybody

I'm using CPLEX for excel and need to multiply two decision variables in the objective function, but it doesn't work (failed to optimize).

How can I solve this problem?

Thanks in advance!

Hi,

you could have a look at the OPL example in opl\examples\opl\qcpex1

You will see

maximize
  x[0] + 2 * x[1] + 3 * x[2]
  - 0.5 * ( 33 * x[0]^2 + 22 * x[1]^2 + 11 * x[2]^2
          - 12 * x[0] * x[1] - 23 *x [1] * x[2] );

 

regards

Originally posted by: Beni1989

thank you Alex

I tried to transfer the logic to my problem but CPLEX still failed to optimize:-/

I'm a new user, so there is a high probability that I enter something wrong...

Originally posted by: G.B.

Hello,

Multiplying two variables in your objective function makes the problem non-linear.

I hope this helps.