Decision Optimization

Decision Optimization

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


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  • 1.  extra variable in the objective function

    Posted 03/26/14 05:30 PM

    Originally posted by: anabil


    Hi,

    I am using Microsoft Visual Studio and cplex to build a model and solve for an MILP problem. The model is generated correctly but it always has an extra variable in the objective function when i export the mode to .lp file and the value of  this extra variable id set to 0 in the "Bounds" section.

    Could you please tell me how to get rid of this extra variable?

    Thanks  a lot,


    #CPLEXOptimizers
    #DecisionOptimization


  • 2.  Re: extra variable in the objective function

    Posted 03/26/14 05:53 PM

    This extra variable is used to account for constant terms in objective functions. The LP file format does not allow constant expressions in the objective, so an extra variable is required to emulate constant terms. The extra variable is always fixed to the constant term in the objective, in your case 0.


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  • 3.  Re: extra variable in the objective function

    Posted 03/26/14 06:07 PM

    Originally posted by: T_O


    Daniel,

    this has been a little annoying for many years now. Maybe, you could ommit this variable if there is no constant term (which is often the case for many users). Or just make it optional.

    Best regards,
    Thomas


    #CPLEXOptimizers
    #DecisionOptimization


  • 4.  Re: extra variable in the objective function

    Posted 03/28/14 02:47 AM

    Can you please file an RFE here (Brand="B2B & Commerce", Product="CPLEX Optimization Studio")? This will help us to keep track of this wish and allocate resources for actually implementing it. Thanks!


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    #DecisionOptimization


  • 5.  Re: extra variable in the objective function

    Posted 03/28/14 04:00 AM

    Originally posted by: T_O


    Thanks, Daniel!

    I didn't know about this page. I opened a request.

    Best regards,
    Thomas


    #CPLEXOptimizers
    #DecisionOptimization