Decision Optimization

Decision Optimization

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

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  • 1.  Dynamic or stochastic programming

    Posted Mon July 31, 2017 09:39 AM

    Originally posted by: sandeepsinghchauhan


    Can we do dynamic or stochastic programming with the help of opl? Please help


    #DecisionOptimization
    #OPLusingCPLEXOptimizer


  • 2.  Re: Dynamic or stochastic programming

    Posted Mon July 31, 2017 11:42 AM

    Hi,

    both.

    For dynamic programming, if you can write the subproblem in OPL, you could do the loop in scripting

    For stochastic programming,  see the example in CPLEX_Studio127\opl\examples\opl\models\YieldStochastic

    Yield management

    This model implements the example of Yield Management from Model Building in Mathematical Programming, by H. Paul Williams.

    regards


    #DecisionOptimization
    #OPLusingCPLEXOptimizer


  • 3.  Re: Dynamic or stochastic programming

    Posted Mon July 31, 2017 11:50 AM

    Originally posted by: sandeepsinghchauhan


    Thanks for your reply. Any example regarding dynamic programming. Or can you please demonstrate an example for better understanding the concept? Please help


    #DecisionOptimization
    #OPLusingCPLEXOptimizer


  • 4.  Re: Dynamic or stochastic programming

    Posted Sat August 05, 2017 08:29 AM

    Originally posted by: sandeepsinghchauhan


    Is the solution reported by cplex are similar as solutions reported in the book  "Model Building in Mathematical Programming, by H. Paul Williams." I think No.

    Please help!


    #DecisionOptimization
    #OPLusingCPLEXOptimizer


  • 5.  Re: Dynamic or stochastic programming

    Posted Thu August 03, 2017 07:57 AM

    Originally posted by: sandeepsinghchauhan


    Any other example for stochastic programming which show two stage prograaming.


    #DecisionOptimization
    #OPLusingCPLEXOptimizer


  • 6.  Re: Dynamic or stochastic programming

    Posted Thu August 03, 2017 08:54 AM

    Hi,

    have you had a look at the example in CPLEX_Studio1271\opl\examples\opl\sched_stochastic_jobshop

    ?

    regards


    #DecisionOptimization
    #OPLusingCPLEXOptimizer


  • 7.  Re: Dynamic or stochastic programming

    Posted Fri November 02, 2018 01:31 PM

    Originally posted by: JamesGordon16549879


    Hello ,

     

    in  CPLEX_Studio1271\opl\examples\opl\sched_stochastic_jobshop  ranges of the arrays are the same for all the sceanrii , how if the ranges of arays are differents ...  

    thanks ! 

    regards 


    #DecisionOptimization
    #OPLusingCPLEXOptimizer