Decision Optimization

Decision Optimization

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


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  • 1.  Hybrid optimizers

    Posted 02/12/08 10:28 PM

    Originally posted by: SystemAdmin


    [Sylvain said:]

    I read in the documentation that there exists a "ILOG Hybrid Cooperating Optimizers library".
    Where can I find more information about this library ?
    #CPOptimizer
    #DecisionOptimization


  • 2.  Re: Hybrid optimizers

    Posted 02/13/08 05:07 PM

    Originally posted by: SystemAdmin


    [Philippe Refalo said:]

    Hi Sylvain,

    Hybrid optimizer was a library that permitted to use ILOG CPLEX and Ilog Solver
    together. CPLEX was handled as a global constraint of Solver.

    The last time we released this library was for Solver 6.0 and CPLEX 9.0.
    We no longer deliver it so any reference to it in the doumentation
    of ILOG CP 1.x is a mistake.

    Philippe

    #CPOptimizer
    #DecisionOptimization


  • 3.  Re: Hybrid optimizers

    Posted 02/13/08 07:39 PM

    Originally posted by: SystemAdmin


    [Sylvain said:]

    Thanks for the answer.

    What is the recommended way of doing hybrid optimization with Cplex 10/11 and CP 1.x ?
    From Cplex, using CP inside callbacks or goals ?
    or from CP, using Cplex inside goals ?
    #CPOptimizer
    #DecisionOptimization


  • 4.  Re: Hybrid optimizers

    Posted 02/17/08 12:39 AM

    Originally posted by: SystemAdmin


    [Sylvain said:]

    To follow-up on the subject, I would like to know what is the best way to solve linear relaxation at each node when using Ilog Solver.
    Should I write a specific constraint to handle the linear system (knowing that I would like to add cuts to the linear system) ?
    Or should I use a IloGoal ?
    #CPOptimizer
    #DecisionOptimization


  • 5.  Re: Hybrid optimizers

    Posted 02/18/08 04:36 PM

    Originally posted by: SystemAdmin


    [Philippe Refalo said:]

    Sylvain,

    The way I would recommend in your case is to begin with a CP application
    of you problem and then to modify it the following way.

    First create a CPLEX instance that you fill with the initial model (a relaxation
    for instance). Then, in the search goal you can add constraints and you need
    to call CPLEX optimization. The result is used to fail or succeed. The important
    feature to code is the removal of localy valid constraints. For this you need
    to set up a reversible action when adding the constraints that need to be
    removed at backtracking.

    Be aware that this requires quite a good knowledge of both CP and CPLEX.

    Philippe



    #CPOptimizer
    #DecisionOptimization


  • 6.  Re: Hybrid optimizers

    Posted 02/19/08 07:08 PM

    Originally posted by: SystemAdmin


    [Sylvain said:]

    Thanks again.

    Now I have another question.
    Is it possible to perform a "branch & bound" type search using a node selection rule based on the objective function estimation ?

    Sylvain
    #CPOptimizer
    #DecisionOptimization


  • 7.  Re: Hybrid optimizers

    Posted 02/26/08 06:37 PM

    Originally posted by: SystemAdmin


    [Philippe Refalo said:]

    Sylvain,

    You can select the next node to be searched by using IlcApply and
    IlcNodeSelector. Have a look at the reference manual for more details
    on these functions.

    Used in conjunction with linear relaxations, this approach can be difficult
    to master and requires a detailed knowledge of CPLEX. The main reason is
    that to be efficient you will probably have to restart from an advanced basis
    to add and remove constraints. Therefore, CPLEX will not be in the exact
    same state when jumping back to a node while Solver will.

    Philippe


    #CPOptimizer
    #DecisionOptimization