Decision Optimization

Decision Optimization

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


#Analytics
#DecisionOptimization
#DecisionOptimization
 View Only
  • 1.  Integrate Constraint Programming and Integer Programming

    Posted 04/07/14 10:42 PM

    Originally posted by: Shuo


    In old version of ILOG CP, there is a way to integrate constraint programming and integer programming by using the key word "with linear relaxation" in OPL.  However, this expression seems not to work any more.

    Does ILOG still support the double modeling framework (CP model and integer model) to take advantages of both techniques?

    Any suggestion is appreciated! 


    #ConstraintProgramming-General
    #DecisionOptimization


  • 2.  Re: Integrate Constraint Programming and Integer Programming

    Posted 04/08/14 08:46 AM

    Originally posted by: Philippe_Refalo


    Hi Shuo,

    This feature is no longer available in OPL nor within the CP lor CP Optimizer library. We do not support it anymore because it was a very limited way of integrating the two techniques. If you want to go in this direction, you need to integrate CPLEX optimization into a custom constraint in CP or CP Optimizer. There are some details here : https://www.ibm.com/developerworks/community/forums/html/topic?id=77777777-0000-0000-0000-000014398460&ps=25

    Regards

    Philippe

     


    #ConstraintProgramming-General
    #DecisionOptimization


  • 3.  Re: Integrate Constraint Programming and Integer Programming

    Posted 04/08/14 09:39 AM

    Originally posted by: Shuo


    Hi Philippe,

    Thank you very much for your response.  I have two simple models (integer and CP) written in OPL.  I can compare the two results and performance of the two models.  I am trying to build a hybrid model using the two techniques to see if the performance can be improved.

     

    After reading your recommendations, I don't quite understand the following:

    "in the search goal you can add constraints and you need to call CPLEX optimization."

     

    Is it possible to do the integration in OPL within the "subject to {...}" block? 

     

    Thanks a lot!

    Shuo

     

     


    #ConstraintProgramming-General
    #DecisionOptimization


  • 4.  Re: Integrate Constraint Programming and Integer Programming

    Posted 04/08/14 02:17 PM

    Originally posted by: Philippe_Refalo


    No, unfortunately it is not possible to do this with OPL. You need to be in C++ and to create your own custom constraints whose propagation consists in solving an LP model augmented with the current bounds of the variables. 

    Regards

    Philippe


    #ConstraintProgramming-General
    #DecisionOptimization


  • 5.  Re: Integrate Constraint Programming and Integer Programming

    Posted 04/08/14 02:56 PM

    Originally posted by: Shuo


    Hi Philippe,

    I see. Thank you!

    Shuo


    #ConstraintProgramming-General
    #DecisionOptimization