Decision Optimization

Decision Optimization

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


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  • 1.  How to generate random variate in cplex

    Posted 02/14/19 05:40 AM

    Originally posted by: ithu95


    I had modelled an evacuation chain. The model is designed for the transportation of people from disaster-affected areas to evacuation camps using 3 modes of transportation. The value of E in the data file has to be a random variate. How it can be included in the model. I repeat E is to be a random variate, not random numbers. I also attach my entire model and data file as text file. Please help urgent...


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  • 2.  Re: How to generate random variate in cplex

    Posted 02/18/19 03:49 AM

    So if I understand correctly then what you want to optimize is the expected value of something?

    I'm afraid this is not possible with solvers like CPLEX. What you could do instead is the following:

    1. Generate a number of realizations of your random variable (these realizations are called "scenarios") by repeatedly picking random values for your random variable.
    2. Set up a model that optimizes the camps for all scenarios simultaneously.

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  • 3.  Re: How to generate random variate in cplex

    Posted 02/27/19 12:25 AM

    Originally posted by: ithu95


    I had generated the random variates using curve fitting distribution in excel. So that problem is solved. Thank you!!!!

    I would like you to code the same problem in MATLAB using a genetic algorithm, but haven't had any idea about how to code it. Is there any possible ways to code the same problem in MATLAB to obtain solutions for larger problem size.


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  • 4.  Re: How to generate random variate in cplex

    Posted 03/10/19 01:52 AM

    Well, I think this is completely unrelated to CPLEX, right? For help with coding up a generic algorithm in matlab I suggest to ask on a matlab forum.


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