Decision Optimization

Decision Optimization

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how to programme an objective function and constraints

  • 1.  how to programme an objective function and constraints

    Posted 05/18/13 01:20 PM

    Originally posted by: tchesa17


     

    Hello, 

    It's my first time working with CPLEX studio IDE and I need your help with an objective function and one constraint.

    Could please tell how we write these two in CPLEX 

    Minimize (∑(i=1 to m) max{Wi-(1+β) W ,(1+β) W -Wi,0 }) / W 

    subject to 

    ⌈(∑(p=1 to v)∑(j=1 to n) Xikpj)/(Nsk )⌉=Yik      i∈I,k∈Z    \  with  Yik = the  upper integer  part of the result 

    Thank you


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  • 2.  Re: how to programme an objective function and constraints

    Posted 05/20/13 06:17 PM

    First, when you say "write these two in CPLEX", do you mean in OPL (the modeling language that ships with the IDE), or do you mean write them in a form that you can type into the interactive optimizer, or do you mean write them in C/C++/Java/Python/MATLAB using the Concert interface? (I'm guessing you meant OPL, but the question is ambiguous, as CPLEX is not a language.)

    Second, which symbols are variables and which are parameters?

    Third, which if any variables are restricted to integers (may make a difference in how the constraint is written)?

    Paul


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