Decision Optimization

Decision Optimization

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

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  • 1.  Min-max optimization

    Posted Wed May 01, 2013 01:56 PM

    Originally posted by: Aaronlidebiao


    Hi,

    I tried to do a optimization by minimizing the sum of the chebyshev distance. The chebyshev distance is the maximal absolute value of the two points' x and y coordinates.

    Assume the x[i] and y[i] are the variables, How to express the min-max.

    If I express as follow, there is a error message in Cplex.

    minimize

    max(x[i],y[i])

     

    Thanks.

    Regards,

    Aaron


    #ConstraintProgramming-General
    #DecisionOptimization


  • 2.  Re: Min-max optimization

    Posted Thu May 02, 2013 05:01 AM

    Originally posted by: Petr Vilím


    Hello,

    If I understand correctly, try to use maxl instead of max. The keyword max is reserved for a maximum over a set:

    max (i in 1..10) x[i]
    

    while maxl gives maximum from a fixed list of parameters:

    maxl(x[1], y[1])
    

    Best, Petr


    #ConstraintProgramming-General
    #DecisionOptimization


  • 3.  Re: Min-max optimization

    Posted Thu May 02, 2013 10:28 AM

    Originally posted by: Aaronlidebiao


    Thank you very much. Petr.

    Regards,

    Aaron


    #ConstraintProgramming-General
    #DecisionOptimization