Decision Optimization

Decision Optimization

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


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Does ILOG Cplex can solve Dynamic Programming problem?

  • 1.  Does ILOG Cplex can solve Dynamic Programming problem?

    Posted 07/02/09 02:45 PM

    Originally posted by: SystemAdmin


    [zxlcsit said:]

    hi,everyone:
      Recently, I am reading a book "Operations Research",in which there is a type of problem called Dynamic Programming.Dynamic Programming problem can be solved in several stages and the variables are changed with time.
      So I think that the method of solving a Dynamic Programming problem is different from the type of LP ,MPS or others.
      Who has erver solved Dynamic Programming problem in ILOG CPLEX or knows the method?
      I hope having a chance to communicate with you!
    #DecisionOptimization
    #MathematicalProgramming-General


  • 2.  Re: Does ILOG Cplex can solve Dynamic Programming problem?

    Posted 07/02/09 07:10 PM

    Originally posted by: SystemAdmin


    [prubin said:]

    You are correct that DP is fundamentally different from LP, MIP etc.  Actually, DP has more to do with the solution method than with the type of problem.

    CPLEX is not designed for dynamic programming.  It is conceivable that someone has written their own code to solve a problem using DP and used the CPLEX library to solve LP or MIP subproblems, but it is simply not suited to be a tool for solving general problems using DP.

    /Paul
    #DecisionOptimization
    #MathematicalProgramming-General


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