Decision Optimization

Decision Optimization

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


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  • 1.  How to represent this constraint?

    Posted 07/31/10 08:58 PM

    Originally posted by: SystemAdmin


    Hi, everyone!
    My problem is :
    X = http://x1, x2,....xn, x1 ---- xn are float variables, another binary variable y has the following relationship with X:
    if one of xn is greater than 0, then y = 1
    otherwise, y = 0, i.e., x1 = x2 =... = xn = 0;
    how to represent this in cplex?

    Thanks in advance.
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    #DecisionOptimization


  • 2.  Re: How to represent this constraint?

    Posted 07/31/10 09:02 PM

    Originally posted by: SystemAdmin


    I sorry, i made a type error! X = http:// x1, x2, .... xn
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  • 3.  Re: How to represent this constraint?

    Posted 08/01/10 03:43 AM

    Originally posted by: SystemAdmin


    Assuming you have upper bound ui on each of the xi this does what you want:
    x1 <= y * u1
      x2 <= y * u2
      ...
      xn <= y * un
    

    Moreover, y should have a positive coefficient in the objective function (assuming you problem is a minimization instance).
    Then xi>0 requires y=1 and if all xi=0 then y will be 0 in any optimal solution.
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  • 4.  Re: How to represent this constraint?

    Posted 08/01/10 10:01 AM

    Originally posted by: SystemAdmin


    > dju358 wrote:

    > ... and if all xi=0 then y will be 0 in any optimal solution

    ... provided that y is penalized (directly or indirectly) in the objective function; otherwise x1 = ... = xn = 0 and y = 1 is feasible (which is usually, but not always, harmless in models where y is not penalized).

    /Paul
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