Decision Optimization

Decision Optimization

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

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  • 1.  Objective function declaration

    Posted Thu March 21, 2013 04:13 AM

    Originally posted by: SystemAdmin


    Hi guys!
    I am solving my problem using column generation method and program in C++ collaborate with CPLEX.
    I posted my code and solution below. It looks something wrong with my code... If use the variable value to calculate the objective value, it should be 0(zero) but the solver get objective 15...

    Code
    IloObjective ReducedCost = IloAdd(MyOpt, IloMaximize(env,0));
    ReducedCost.setLinearCoefs(VarsInSubObj, ParametersInSub);
    cout<<ReducedCost<<endl;
    MySolver.solve();
    cout<<"Var "<<Ai[i].getName()<<MySolver.getValue(Ai[i])<<endl;
    cout<<"Problem "<<argv[1]<<" Reduced cost is "<<MySolver.getObjValue()<<"============================"<<endl;

    Output
    obj23 = (-10 * A(1) + -5 * A(2) + -5 * A(3) + -5 * A(4) + 10 * A(1) + 5 * A(2) , IloObjective, Maximize);
    Var A(0)1
    Var A(1)1
    Var A(2)1
    Var A(3)0
    Var A(4)0
    Var A(5)1
    Problem p1.2.c.txt Reduced cost is 15============================
    R there anyone has any idea?
    Thank you!
    Tracy
    #CPLEXOptimizers
    #DecisionOptimization


  • 2.  Re: Objective function declaration

    Posted Thu March 21, 2013 09:21 AM

    Originally posted by: SystemAdmin


    I fixed the problem by define new variables for objective function.

    Thank you all,
    Tracy
    #CPLEXOptimizers
    #DecisionOptimization