Decision Optimization

Decision Optimization

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


#Analytics
#DecisionOptimization
#DecisionOptimization
 View Only
Expand all | Collapse all

Fix decision variables while doing the resolution c++

  • 1.  Fix decision variables while doing the resolution c++

    Posted 07/26/16 08:50 AM

    Originally posted by: mkadem


    Hello,

     

    I am using Concert for C++  and I want to fix some decision variables inside a callback.

    In fact, i'm using a method (based on a graph) that could predict  the correct values of a set of unfixed binary variables after taking into account the decisions of CPLEX (the fixed variables).

    I'm wondering if it is possible for me to use a control callback  to fix these variables, which will be  active only when processing nodes of this subtree.

     

    thank you for the help...

     

    regards,


    #CPLEXOptimizers
    #DecisionOptimization


  • 2.  Re: Fix decision variables while doing the resolution c++

    Posted 07/26/16 11:10 AM

    Two callbacks come to mind:

    1. You can add the additional fixings in a branch callback (add the fixings to each child node the callback creates).
    2. You can add the additional fixings in a lazy constraint callback as local constraints (using the callback's addLocal() method).

    #CPLEXOptimizers
    #DecisionOptimization