Decision Optimization

Decision Optimization

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Non anticipativity constraint

  • 1.  Non anticipativity constraint

    Posted 03/14/17 01:43 PM

    Originally posted by: pieterce


    Hi everyone

     

    I have programmed my IP in CPLEX and wanted to include the non-anticipativity constraints for certain scenarios at certain time periods. However, it does not yield the desired result as for some reason my decision variables (DV = dvar int+ Q[I][T][S];) are zero while they should be equal to the other decision variables' values.

    My code looks like this:

     forall (i in I, t in 1..3)
         {
               Q[i][t][1] == Q[i][t][2] == Q[i][t][3] == Q[i][t][4] == Q[i][t][5];   
               Q[i][t][6] == Q[i][t][7] == Q[i][t][8] == Q[i][t][9] == Q[i][t][10];  
               Q[i][t][11] == Q[i][t][12] == Q[i][t][13] == Q[i][t][14] == Q[i][t][15];  
               Q[i][t][16] == Q[i][t][17] == Q[i][t][18] == Q[i][t][19] == Q[i][t][20];  
               Q[i][t][21] == Q[i][t][22] == Q[i][t][23] == Q[i][t][24] == Q[i][t][25];    
         }

    but my output at time t=1 is like this: [5 5 5 5 0 5 5 5 5 0 5 5 5 5 0 5 5 5 5 0 5 5 5 5 0] for every i

    I don't understand why there are zeros at s=5, s= 10, s=15, s=20 and s=25 while I request them to be equal to value for the other s (5 in this case).

    Anyone has any idea of why this happens? Looking forward to hearing back from you soon!

     

    Kindest regards

    Pieter


    #DecisionOptimization
    #OPLusingCPLEXOptimizer


  • 2.  Re: Non anticipativity constraint

    Posted 03/14/17 02:39 PM

    Hi

    instead of

    Q[i][t][1] == Q[i][t][2] == Q[i][t][3] == Q[i][t][4] == Q[i][t][5];   

    can you write 4 equality constraints such as

    Q[i][t][1] == Q[i][t][2]

    Q[i][t][2] == Q[i][t][3]

    and so on

    regards

     


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