Decision Optimization

Decision Optimization

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


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  • 1.  Decision variables about float

    Posted 03/07/18 09:28 PM

    Originally posted by: skyskyhuanghuang


    Hi,everyone:

       I encountered a problem. When defining the decision variables, I wrote the following form

     

    //using CP;
    int M=2;
    float H[1..M][1..M]=...;
    float B0=...;
    float n0=...;

    dvar float+ PVariety[1..M];

    maximize
    PVariety[1]*H[1][1]*H[1][1]/
      (n0+H[2][2]*H[2][2]*PVariety[2]);
    subject to
    {
    forall(i in 1..M)
    0<=PVariety[i]<=0.251;
    sum(i in 1..M)PVariety[i]<=0.502;                                                                                         
    }

    But it's wrong, how do I define the float decision variable?


    #DecisionOptimization
    #OPLusingCPLEXOptimizer


  • 2.  Re: Decision variables about float

    Posted 03/08/18 03:28 AM

    Hi,

    since you divide by PVariety this model is not linear. I d rather use CPO:

    .mod

    using CP;

    int scale=100000;
    int M=2;
    float H[1..M][1..M]=...;
    float B0=...;
    float n0=...;

    dvar int+ scalePVariety[1..M] in 0..10*scale;

    dexpr float PVariety[i in 1..M]=scalePVariety[i]/scale;

    maximize
    PVariety[1]*H[1][1]*H[1][1]/
      (n0+H[2][2]*H[2][2]*PVariety[2]);
     
     
    subject to
    {
    forall(i in 1..M)
    0<=PVariety[i]<=0.251;
    sum(i in 1..M)PVariety[i]<=0.502;                                                                                         
    }

    .dat

    H=[[5 6.1][1 2]];
    B0=1.2;
    n0=1.3;

    works fine

    regards


    #DecisionOptimization
    #OPLusingCPLEXOptimizer


  • 3.  Re: Decision variables about float

    Posted 03/08/18 09:06 PM

    Originally posted by: skyskyhuanghuang


    thank you


    #DecisionOptimization
    #OPLusingCPLEXOptimizer