Decision Optimization

Decision Optimization

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


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  • 1.  Constraints of Cplex Java LP

    Posted 10/05/15 12:19 PM

    Originally posted by: Abousedera


    I would like to define constraints to select combination of 2 cloud providers from this matrix. The red numbers in the matrix represent the cheapest values of the products for relevant providers.

    Can some one help with the formula of constraints or the .lp file for this?

    The answer of the problem is Cloud Provider 2 and Cloud Provider 3, since combining the values together results the cheapest value.

     

    The mathematical formula could be something like this:

     


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  • 2.  Re: Constraints of Cplex Java LP

    Posted 10/05/15 01:22 PM

    Originally posted by: RWunderling


    You introduce indicator variables y_p which tell you if you are using provider p or not: 
     
    sum_{r \in R} x_{r,p} <= |R| * y_p for all p \in P 
     
    The y_p are also binary.   Now you can specify to use at most 2 providers: 
     
    sum_{p \in P} y_p <= 2 

     

    To understand the y_p's consider y_p = 0. Then if follows that all x_{r,p} must be 0 as well, i.e. if y_p = 0, then provider p cannot be used for any product. If y_p = 1, then up to |R| variables x_{r,p} can be 1, i.e. you can choose provider p for up to |R| products. 


     
    This is known as the big-M formulation of indicator variables. CPLEX also offeres indicator constraints that allow you to specify indicator variables more directly. Please read up on this in the documentation. 

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  • 3.  Re: Constraints of Cplex Java LP

    Posted 11/04/15 09:00 AM

    Originally posted by: Abousedera


    Thank you Roland.

     

    The new model will look like that? right?


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