Decision Optimization

Decision Optimization

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


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  • 1.  distributed programing; and the dual value

    Posted 11/04/10 10:06 AM

    Originally posted by: Ebisa


    I am a beginner to use the CPLEX tool. I would like to get help with the following questions:

    1)
    I want to solve an optimization problem in a distributed manner. In my problem I want to optimize an objective function for a neighborhood. To do so, I want each household to solve its part of the optimization problem in a distributed way by exchanging information with its peer households. I appreciate if some one can give me some ideas if i can do it with OPL using mp optimizer. Since I am a bigginer using this tool, I would even like if I can get sample codes.

    2. I could not understand what the dual value of a constraint is. For instance, in the code below, what exactly does ctFill[i].dual represent? Can someone help me?

    {
    ctFill:
    sum( p in Patterns )
    p.fill[i] * Cut[p] >= Amount[i];
    .
    .
    .

    Duals[i] = ctFill[i].dual;
    }

    Cheers
    #DecisionOptimization
    #OPLusingCPLEXOptimizer


  • 2.  Re: distributed programing; and the dual value

    Posted 11/09/10 04:40 AM
    For constraints, the dual variable measures the rate of change in the objective as the right hand side of the constraint changes. For example, with a capacity constraint, the dual variable measures the improvement in the objective per unit of additional capacity.

    Alex
    #DecisionOptimization
    #OPLusingCPLEXOptimizer


  • 3.  Re: distributed programing; and the dual value

    Posted 11/10/10 03:12 AM

    Originally posted by: Ebisa


    Thanks Alex,
    That was helpful.

    Cheers,
    Ebisa
    #DecisionOptimization
    #OPLusingCPLEXOptimizer