Decision Optimization

Decision Optimization

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


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  • 1.  fixing variables to a constant

    Posted 12/25/07 11:51 AM

    Originally posted by: SystemAdmin


    [e129377 said:]

    [i]Hi,

    I am solving two different model consecutively. According to the solution of the first model, I need to fix some of the decision variables to a constant in the second model. To save execution time I don't want to add constraint as X[i][j]=1.[i] I am sure but I may need to convert a decision variable to a parameter.[/i] Do you have any idea?

    Thanks in advance.  [/i]
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  • 2.  Re: fixing variables to a constant

    Posted 12/26/07 03:21 PM

    Originally posted by: SystemAdmin


    [amarO said:]

    If you are using CPLEX callable libraries, I would suggest CPXchgbds which will simply fix the variables to whatever value you want in the variable declaration section. If there is any faster way to do it, I would be glad to know it.

    I hope this will help.

    Amar
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  • 3.  Re: fixing variables to a constant

    Posted 12/27/07 10:44 AM

    Originally posted by: SystemAdmin


    [e129377 said:]

    I have tried both changing the boundries, as Amar suggested, and adding cuts (not constraints). In both case, execution time is the same. Thanks Amar.

    Guvenc
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