Decision Optimization

Decision Optimization

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


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  • 1.  How to express the non-zero minimum of an IloNumExprArray...

    Posted 04/23/13 10:09 AM

    Originally posted by: dapao12345


    Hi

    I have an IloNumArray D, an IloBoolVarArray B, and an IloNumExprArray E (where E[i] = D[i] * B[i] ).

    I need find a way to express the non-zero mininum of E, and put it in a constrain.

    However, since there are zeros in E, the 'IloMin()' function always takes zero as the minimum, which makes my problem insolvable .

    I am wondering how to get the non-zero mininum from E.

    Please help me out,  I am stuck here...
     

    Thank you very much!!


    #CPLEXOptimizers
    #DecisionOptimization


  • 2.  Re: How to express the non-zero minimum of an IloNumExprArray...

    Posted 04/23/13 08:47 PM

    Originally posted by: dapao12345


    Can any body help me please, thanks.


    #CPLEXOptimizers
    #DecisionOptimization


  • 3.  Re: How to express the non-zero minimum of an IloNumExprArray...

    Posted 05/06/13 03:26 AM

    If at least one of the variables in B is guaranteed to be non-zero then you could use

      min(D[0]*B[0], K * (1-B[0]), ..., D[n]*B[n], K * (1-B[n]))

    where K is some large constant. This way B[i]=0 will contribute K to the minimum instead of 0.


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    #DecisionOptimization