Decision Optimization

Decision Optimization

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


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  • 1.  Linearizing a ratio based objective function

    Posted 09/05/12 02:32 PM

    Originally posted by: enthuTyro


    Hi,

    I am having an objective function of the form:

    sum(i in iterator) ROI(i)*binary(i)/sum(i in iterator) cost(i)*binary(i)

    Aforementioned constraint is a non-linear one with binary(i) being the decision variable. I am looking forward for linearising this constraint. Any help will be appreciated.

    Regards,
    Abhi
    #CPLEXOptimizers
    #DecisionOptimization


  • 2.  Re: Linearizing a ratio based objective function

    Posted 09/05/12 06:20 PM

    Originally posted by: SystemAdmin


    Also asked (and answered) on OR Exchange.
    #CPLEXOptimizers
    #DecisionOptimization


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