Decision Optimization

Decision Optimization

Delivers prescriptive analytics capabilities and decision intelligence to improve decision-making.


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  • 1.  belonging in interval modeling

    Posted 07/28/16 01:14 PM

    Originally posted by: FiFila


    Hi

    I want to code the following equation but I do not know how to implement them. Would you please help me? 

     (1) (2)

     

    (3)

     (4)

     

    (5)

    Best


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  • 2.  Re: belonging in interval modeling

    Posted 07/29/16 03:01 AM

    Originally posted by: PhilippeLaborie


    Are the l' and u' fixed in advance? Are they related with the l and u, and if yes, how? What are the decision variables in this problem? The x'_j ?


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  • 3.  Re: belonging in interval modeling

    Posted 07/29/16 09:09 AM

    Originally posted by: FiFila


    Thanks Philippe;

    "L""U" are fixed but " L'  " U' '" are not fixed. X'j are decision variables (at first) 

    "L" and"u" are lower bound and upper bound of "xj". These are two problems. In the equations (1)(3)(4) says that each Pj (boolean variables) takes value 1 if xj variables satisfy the conditions and y (the last xj=xn) mathces the predicted class. qj are different intervals in the probelm.  but in equation (5) this is vice versa. The "xj" are between two amounts (l and u) but the first formula in equation (5) state that xj (symbolic variable) can take the value "v" only if there is at least one "i" such that D(Pi) contains the value 1 and v is part of the set Si,j. Also, for the second formula in equation (5) state that each numerix xi (numeric variable) can take a value in the k-th itnerval only if there is at least one "i" such that D(Pi) contains the value 1, and it covers the interval.

    Best


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