Originally posted by: aliv87

Hello,

I am trying to implement the Lagrangian Relaxation method to solve a simple problem (attached) using CPLEX. Let's assume a step size equal to 0.5.
 

First, is it possible to code it all in ILOG CPLEX Optimization Studio? If yes, could you please advise how to do it?

Second, if it is not possible, how can I code it in MATLAB so that it calls and uses the CPLEX solver?

Thanks,

Ali

Yes, it is possible to code that in ILOG CPLEX Optimization Studio (I guess by this you mean OPL). It is also possible to code this in matlab.

In order to get started you may want to take a look at the various examples that ship with CPLEX, in particular at examples/opl/LagrangianRelaxation.

Originally posted by: aliv87

Thank you very much Daniel. I found it.

Ali

Originally posted by: aliv87

Where can I find the description of the location-transportation problem? What do "send", "request", and "build_limit" parameters represent?

Thanks,

Ali

Originally posted by: aliv87

Hello Daniel,

The Lagrangain Relaxation example in CPLEX is too complicated. It has four model files and three data files that feed to each other.

My problem (attached in my previous post) is much simpler. I'd really appreciate it if you could just advise how I can experiment with the two Lagrangian multipliers (associated with each constraint) to obtain the best upper bound for my problem. For example if you can send me some sample lines of code that I can actually use?

Best,

Ali

Originally posted by: aliv87

Where can I find the description of the location-transportation problem? What do "send", "request", and "build_limit" parameters represent?

Thanks,

Ali