Decision Optimization

Decision Optimization

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


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  • 1.  How to use sqrt in objective function

    Posted 01/14/16 07:25 PM

    Originally posted by: ThienNguyenVN


    hello everyone , i'am a new user cplex . I don't know how to use SQRT function in my objective function . I attach my mod file below , thanks for your help . 


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    #DecisionOptimization


  • 2.  Re: How to use sqrt in objective function

    Posted 01/15/16 01:36 AM

    Since your question is related to modeling in OPL you should ask it on the OPL Forum.

    In any case, the square root function is neither linear nor quadratic, hence it cannot be used. What you can try is to reformulate. For example,

    dexpr float d= sqrt(d1+d2+d3);
    minimize d;
    

    is equivalent to

    dvar float+ sqrtd;
    minimize sqrtd;
    subject to {
        sqrtd^2 >= d1 + d2 + d3;
        ...
    }
    

    However, this turns out to be a non-convex quadratic constraint in your case, which CPLEX cannot handle either.

    Maybe you can find another way to reformulate your model?


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    #DecisionOptimization


  • 3.  Re: How to use sqrt in objective function

    Posted 01/19/16 06:17 AM

    Originally posted by: ThienNguyenVN


    Thank you very much . 


    #CPLEXOptimizers
    #DecisionOptimization