Originally posted by: W0M5_lei_cong

Thanks for your time! I am a freshman in cplex.

First , I use IloNumVarArray to represent the decision variables in a model.
How can I use another variable to get the maximum in the IloNumVarArray?
May I add an obj to minimize the maximum in the IloNumVarArray ?
#CPLEXOptimizers
#DecisionOptimization

Originally posted by: SystemAdmin

In order to minimize the maximum in an array you can

• create a new variable x,
• add constraints that require the new variable to be as large as any variable in the array,
• minimize x

Code for this may look like (untested):

IloNumVarArray array(env, ...);
... // Setup 'array' here.
IloNumVar x(env);
for (IloInt i = 0; i < array.getSize(); ++i)
   model.add(x >= array[i]);
model.add(IloMinimize(env, x));

#CPLEXOptimizers
#DecisionOptimization

Originally posted by: W0M5_lei_cong

Hi Junglas, thanks for your help! I did what you told but the problem remains.
Actually my problem is a little bit complicated. Maybe I didn't explain well.

First I use a 3D IloNumVarArray X and a 2D IloNumVarArray Y to represent the
decision variables like this:
typedef IloArray<IloNumVarArray> NumVarMatrix2;
typedef IloArray<NumVarMatrix2> NumVarMatrix3;

By calculate the X and Y, I get another 2D IloNumVarArray like NumVarMatrix2 Z[i][j],
then I want to get the Maximum of each Z[i] and minimize their sum. How can I do?
#CPLEXOptimizers
#DecisionOptimization

Originally posted by: W0M5_lei_cong

Hi Junglas, thanks for your help! I did what you told but the problem remains.
Actually my problem is a little bit complicated. Maybe I didn't explain well.

First I use a 3D IloNumVarArray X and a 2D IloNumVarArray Y to represent the
decision variables like this:
typedef IloArray<IloNumVarArray> NumVarMatrix2;
typedef IloArray<NumVarMatrix2> NumVarMatrix3;

By calculate the X and Y, I get another 2D IloNumVarArray like NumVarMatrix2 Z[i][j],
then I want to get the Maxinum of each Z[i] and minimize their sum. How can I do?
#CPLEXOptimizers
#DecisionOptimization

Originally posted by: SystemAdmin

You need to introduce a new variable for each element in Z that gives the maximum of the variables in Z and then minimize the sum of these new variables:

IloNumVarArray maxVal(env, Z.getSize(), 0.0, IloInfinity, ILOFLOAT);
IloExpr sum(env);
for (IloInt i = 0; i < Z.getSize(); ++i) {
   // Add a constraint that maxVal[i] is at least as large as
   // every element in Z[i]. If we minimize maxVal[i] then this
   // guarantees that maxVal[i] is the maximum of all Z[i].
   for (IloInt j = 0; j < Z[i].getSize(); ++j)
      model.add(maxVal[i] >= Z[i][j]);
   // Add maxVal[i] to the sum used in the objective function.
   sum += maxVal[i];
}
// Minimize the sum of the maximum values.
model.add(IloMinimize(env, sum));

#CPLEXOptimizers
#DecisionOptimization