Decision Optimization

Decision Optimization

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Manipulating a quadtratic objective function in the Concert Technology

  • 1.  Manipulating a quadtratic objective function in the Concert Technology

    Posted 10/19/11 01:06 PM

    Originally posted by: SystemAdmin


    Hi everybody,
    I have a quadratic integer progamming model and I want to solve it by a local algorithm. The objective function of the model has some quadratic terms and some linear terms. During the resolution by the local approach, the coefficients of the linear part have to be changed. I would like to know whether or not the use of IloObjective::setLinearCoefs() will influence the coefficients of the quadtraic terms (in the objective function)? If yes, is there any other more appropriate function to do such changes? I tried to use the model.remove(objective) (in order to construct the objective function from scratch) but I encoutered some problems. Cplex gives me some errors.
    Thank you in advance.
    #CPLEXOptimizers
    #DecisionOptimization


  • 2.  Re: Manipulating a quadtratic objective function in the Concert Technology

    Posted 10/19/11 04:03 PM

    Originally posted by: SystemAdmin


    As I know, use of IloObjective::setLinearCoefs() will not influence the coefficients of the quadtraic terms in the objective function (the same should hold for constraints as well). Current version of Cplex only implements linear iterators. Quadratic iterators for modifying coefficients of the quadratic matrices are not available in Cplex (Concert) yet. But as I understand, you only need to modify linear terms, so current Cplex functionality is more than enough.
    #CPLEXOptimizers
    #DecisionOptimization