Decision Optimization

Decision Optimization

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


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  • 1.  finding bound

    Posted 07/02/11 10:10 AM

    Originally posted by: dsfadfgfsadsQERZXC


    hi all,

    i have a small question for the general method of finding the upper bound and the lower bound. can any one please help me with this.

    Thanks in advance
    #ConstraintProgramming-General
    #DecisionOptimization


  • 2.  Re: finding bound

    Posted 10/14/11 07:19 AM

    Originally posted by: Paul Shaw


    Hello,

    Let's assume you are minimizing some integer function f of your problem P. Upper bounds
    are found by finding solutions to P. For any solution s, f(s) is an upper bound on problem P.
    The lowest upper bound is equal to f(s*), where s* is an optimal solution of P.
    One traditional way of tighening lower bounds on f is through successive proofs of
    insolubility. Suppose you have an existing lower bound l calculated through some
    naive method. This means you know that there is no solution s' with f(s') < l. To
    tighten l, you can then try to find a solution to the problem (P && f <= l). If this
    problem is insoluble, then you can tighten the lower bound to l + 1 (in the integer
    case) since you now know that no solution exists with f < l + 1.
    Regards,
    Paul
    #ConstraintProgramming-General
    #DecisionOptimization