Originally posted by: SystemAdmin

[Selvaprabu said:]

Hi,

I'm using the relaxation iterator in OPL script. Associating a lower numerical value for a constraint preference leads to less relaxation. My question: when a constraint is relaxed using the relaxation iterator, is there any way to figure out or set the penalty that is added to the objective function?

Thanks

Selva
#DecisionOptimization
#OPLusingCPLEXOptimizer

Originally posted by: SystemAdmin

[Didier Vidal said:]

Selva,

The relaxation is performed by the feasopt function of CPLEX (you should have its documentation in the OPL documentation set).

Depending on the CPLEX parameters, the penalty can be measured in term of amount of relaxation (default), number of relaxed constraint, quadratic amount of relaxation.
From what I remember (one should carefully read the feasopt doc in the reference manual), the coefficient for each constraint's term is the inverse of the 'preference'.

Didier.
#DecisionOptimization
#OPLusingCPLEXOptimizer

Originally posted by: SystemAdmin

[Selvaprabu said:]

Thanks Didier. The CPLEX documentation cleared up many questions I had regarding OPL script capacbilities.
#DecisionOptimization
#OPLusingCPLEXOptimizer