Decision Optimization

Decision Optimization

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


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Iterative Method- Creating sub problem from scratch

  • 1.  Iterative Method- Creating sub problem from scratch

    Posted 08/08/18 01:23 PM

    Originally posted by: open_ball


    Hi,

     

    I am sending two parameters to the subproblem at each iteration and the rest of the parameters, the objective function as well as the constraints remain as they are throughout the solution process. That is why I do not want to create the subproblem from scratch at each iteration.  

     

    What is the best way to do so? The reason for asking is that it takes around 1.5 minutes to generate the subproblem at each iteration and my purpose is to enhance the solution time. 

     

    Thanks in advance for any help and suggestion.

     

     


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  • 2.  Re: Iterative Method- Creating sub problem from scratch