Decision Optimization

Decision Optimization

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  • 1.  Can Cplex solve the optimization that has high-power variables

    Posted 08/22/12 09:44 PM

    Originally posted by: hzy_cims


    My optimization problem has high-power variables, such as the fourth power of x (power(x,4)), both in obj and constraints. So can Cplex solve this kind of problem ? Or is there any way to transform the optimization to make it interpreted by Cplex expression.
    Thanks !
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    #DecisionOptimization


  • 2.  Re: Can Cplex solve the optimization that has high-power variables

    Posted 08/23/12 05:55 PM

    Originally posted by: SystemAdmin


    > hzy_cims wrote:
    > My optimization problem has high-power variables, such as the fourth power of x (power(x,4)), both in obj and constraints. So can Cplex solve this kind of problem ?

    In general, no.

    > Or is there any way to transform the optimization to make it interpreted by Cplex expression.

    I think that under certain circumstances you can substitute variables in a way that reduces all expression to quadratics of the correct form (second order cone constraints, I suppose). There is no general recipe for reformulating a model with higher-than-quadratic polynomials into something CPLEX is built to handle.

    Paul

    Mathematicians are like Frenchmen: whenever you say something to them, they translate it into their own language, and at once it is something entirely different. (Goethe)
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  • 3.  Re: Can Cplex solve the optimization that has high-power variables

    Posted 08/26/12 09:36 PM

    Originally posted by: hzy_cims


    Thank you for your kindly help, I'll transform variables into no higher than quadratic.
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    #DecisionOptimization