Decision Optimization

Decision Optimization

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


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  • 1.  Nonlinear Programming

    Posted 08/12/08 12:43 AM

    Originally posted by: SystemAdmin


    [pmarley2 said:]

    I'm trying to solve a nonlinear payment cost minimization problem using the latest trial version of CPLEX. Small-scale examples work well, but I'm not sure if larger-scale problems will work, because this is an NP hard nonlinear problem.

    Does anyone know if CPLEX can be used to solve problems with a nonlinear objective function/constraint? All of the optimizer methods that they advertise seem to be built for linear programming models.

    Does anyone using CPLEX have background knowledge of payment or bid cost minimization?

    Thanks,
    pmarley2
    #CPLEXOptimizers
    #DecisionOptimization


  • 2.  Re: Nonlinear Programming

    Posted 08/12/08 01:22 AM

    Originally posted by: SystemAdmin


    [prubin said:]

    CPLEX will solve quadratic programs, but that's about as nonlinear as it's designed to get.

    /Paul
    #CPLEXOptimizers
    #DecisionOptimization


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