Decision Optimization

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MIP with non-linear constraints

  • 1.  MIP with non-linear constraints

    Posted Fri February 15, 2013 04:56 PM

    Originally posted by: TobiasUni-Hohenheim


    Hi there, I have this objective:

    Maximise sum_i sum_j (k_i * sqrt(q) - l_j * q) * x_ij

    subject to

    (1) sum_i x_ij <= K
    (2) q = argmax(k_i * sqrt(q) - l_j * q)

    and k_i, l_j integers. The x_ij in the objective function is a binary decision variable. Constraint (2) is non-linear with a (unique) solution in the range of real numbers. I am wondering if there is a way to solve this, either optimally or approximately, using cplex. Any suggestions? Thanks!
    #CPLEXOptimizers
    #DecisionOptimization


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