Decision Optimization

Decision Optimization

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

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  • 1.  fixing variables while running

    Posted Wed February 25, 2009 04:39 AM

    Originally posted by: SystemAdmin


    [daniel said:]

    I'm coding a simple heuristic to solve a large MIP. I first solve the relaxed model (all real variables). I then identify the variable with the highest fractal value and fix it to 1. I solve the model again. I keep going like this until all relaxed binary variables are either set to 1 or 0.

    I can't figure out how to identify the variable with the highest fractal value. I tried "maxl" but it's not valid in a script. How can I get it.

    Thanks

    Daniel
    #DecisionOptimization
    #MathematicalProgramming-General


  • 2.  Re: fixing variables while running

    Posted Wed March 04, 2009 04:44 PM

    Originally posted by: SystemAdmin


    [daniel said:]

    I would really appreciate some help on this one

    Daniel
    #DecisionOptimization
    #MathematicalProgramming-General


  • 3.  Re: fixing variables while running

    Posted Wed March 04, 2009 07:32 PM

    Originally posted by: SystemAdmin


    [prubin said:]

    You haven't identified what program you are using.  If it's OPL (I'm speculating, based on your use of the word "script"), you might want to try posting it on the OPL forum.
    #DecisionOptimization
    #MathematicalProgramming-General


  • 4.  Re: fixing variables while running

    Posted Mon March 16, 2009 07:13 PM

    Originally posted by: SystemAdmin


    [afleischer said:]

    I think this thread is the same as
    http://forums.ilog.com/optimization/index.php?topic=998.0

    #DecisionOptimization
    #MathematicalProgramming-General