Decision Optimization

Decision Optimization

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

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  • 1.  Inequality constraints in the Cplex class API

    Posted Thu November 08, 2012 02:29 PM

    Originally posted by: SystemAdmin


    I am solving a mixed integer optimization problem with both equality and inequality constraints, i.e. I have Aeq*x=beq and Aineq*x<=bineq as constraints. I want to use Cplex.Model() to set up the problem. Cplex.Model() has a single constraint matrix input parameter A. How do I include both equality and inequality constraints in this matrix and how do I specify whether a particular row is an equality or inequality constraint?
    #CPLEXOptimizers
    #DecisionOptimization


  • 2.  Re: Inequality constraints in the Cplex class API

    Posted Thu November 08, 2012 08:18 PM

    Originally posted by: John Cui


    I suggest you use Cplex class's addRows method to add equal or inequal constraints.

    Please refer to our examples in the installed package.

    John Cui
    #CPLEXOptimizers
    #DecisionOptimization


  • 3.  Re: Inequality constraints in the Cplex class API

    Posted Sat November 10, 2012 02:53 PM

    Originally posted by: SystemAdmin


    What do lhs and rhs mean in addRows? Do they mean that lhs<=A*x<=rhs?
    #CPLEXOptimizers
    #DecisionOptimization


  • 4.  Re: Inequality constraints in the Cplex class API

    Posted Sun November 11, 2012 09:07 AM

    Originally posted by: John Cui


    Yes.

    John Cui
    #CPLEXOptimizers
    #DecisionOptimization