Decision Optimization

Decision Optimization

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How to model iterative process?

  • 1.  How to model iterative process?

    Posted 09/04/13 09:55 PM

    Originally posted by: LindaKing


    Hello, all

    I need to model a multi-period problem. In every period, I should judge whether the increasing(decreasing) ratio between two periods is beyond a given threshold or not.

    For instance, cost(t) and  cost(t-1) are the cost of current and previous periods, respectively. The condition is: [cost(t)-cost(t-1)]/cost(t-1) <=10%?

    I refer to the model "mulprod" for flow control.

    main{

    ...

    if (Math.abs(cplex.getObjValue() - 393.5)>=0.01) {

    status = -1;

    }

    ...

    }

     

    But how can I express this condition in an math model?

    Can this be included in a constraint?


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