Decision Optimization

Decision Optimization

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


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minimizing the maximum difference between decision variables

  • 1.  minimizing the maximum difference between decision variables

    Posted 02/19/13 01:24 AM

    Originally posted by: SystemAdmin


    Hi all,

    I have a 2-dimension array of decision variable. I would like to find the max and min of the sum of columns per row and then minimize the difference between the max and min. How do I do that in ILOG?

    so to further elaborate, the 2-D array are dvar int of 0..1, so it might look like,
    0 0 0 0 1 0
    0 0 1 0 0 0
    0 1 1 0 1 0
    1 0 0 0 0 0
    0 0 0 1 0 0
    0 0 0 0 0 1

    therefore, summing across the columns, each row will sum to,
    0 0 0 0 1 0 = 1
    0 0 1 0 0 0 = 1
    0 1 1 0 1 0 = 3
    1 0 0 0 0 0 = 1
    0 0 0 1 0 0 = 1
    0 0 0 0 0 1 = 1

    Hence, the max = 3 and min = 1. I would like to minimize the difference between the max and min.

    How do I do it in ILOG?

    Thanks.
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    #DecisionOptimization


  • 2.  Re: minimizing the maximum difference between decision variables

    Posted 02/19/13 05:47 PM

    Originally posted by: SystemAdmin


    If s_i is the sum of row i, you want to introduce a new decision variable z (the maximum difference) and minimize z subject to the constraints s_i - s_j <= z for all i != j. (Note that each (i,j) pair will occur in two constraints, such as s_3 - s_7 <= z and s_7 - s_3 <= z.)

    Paul

    Mathematicians are like Frenchmen: whenever you say something to them, they translate it into their own language, and at once it is something entirely different. (Goethe)
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