Decision Optimization

Decision Optimization

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


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  • 1.  Non linear problem

    Posted 05/26/08 05:09 PM

    Originally posted by: SystemAdmin


    [a_shraideh said:]

    Hi every body,
    does cplex V9.0 able to solve Nonlinear problem??
    more exactly nonlinear constraint mixes integer problem??
    in the help file we can find that it is able to solve QLP and CQLP, but what about  nonlinear ??
    in other ords , i have linear objective function ,
    Min X+Y+Z .....
    and multiplication in the constraints
    ST

    X*Y+Z<14<br />
    best


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  • 2.  Re: Non linear problem

    Posted 06/21/08 09:47 PM

    Originally posted by: SystemAdmin


    [irv said:]

    CPLEX does not support solving problems with nonlinear objective functions or constraints.  For separable nonlinear functions, we recommend a piecewise linear approximation.  For a case like yours with a bilinear function, you could implement a form of separable linear programming on top of CPLEX.



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