Decision Optimization

Decision Optimization

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


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  • 1.  cplex constraints only involving continous variables

    Posted 07/03/20 06:45 PM
    Edited by System Admin 01/20/23 04:24 PM
    hi

    in case a quadratic constraint only includes continuous variables, how is it linearized

    example x1*x2 = x3 , where all xvariables are continuous

    ------------------------------
    srinivas tamvada
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    #DecisionOptimization


  • 2.  RE: cplex constraints only involving continous variables

    Posted 07/04/20 11:00 AM
    Hi,
    in
    https://www.linkedin.com/pulse/how-opl-alex-fleischer/
    could How to multiply two float decision variables ?
    help ?

    regards

    ------------------------------
    ALEX FLEISCHER
    ------------------------------



  • 3.  RE: cplex constraints only involving continous variables

    Posted 07/04/20 12:40 PM
    The fact that your constraint is an equation will make the feasible region nonconvex. You can approximate it within a MILP, but to get the exact relationship would require a nonlinear solver.

    ------------------------------
    Paul Rubin
    Professor Emeritus
    Michigan State University
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