Decision Optimization

Decision Optimization

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

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  • 1.  OPL Mixed Integer Programming Nonnegativity problem

    Posted Wed June 29, 2011 07:55 AM

    Originally posted by: Cagri


    Hello,

    I study on a MIP model with IBM ILOG OPL 6.3 and I define the decision variables as int+ or float+. But, still I have very small negative solution values for these decision variables. Also, when I try to change some constraints, I confronted with some relaxation values such as -33000:Infinity. But, I know that the MIP model works well and these values must be in 0:Infinity.

    Do you know, what I am supposed to do and what the problem is?

    Cagri SEL
    #DecisionOptimization
    #OPLusingCPLEXOptimizer


  • 2.  Re: OPL Mixed Integer Programming Nonnegativity problem

    Posted Thu June 30, 2011 05:39 AM
    Hi

    if you want to forbid a possible relaxation then you should write an unlabeled constraint in the subject to block.

    For example if you do not want x to be negative just write

    x>=0;
    


    in the subject to block

    regards

    Alex
    #DecisionOptimization
    #OPLusingCPLEXOptimizer


  • 3.  Re: OPL Mixed Integer Programming Nonnegativity problem

    Posted Mon July 04, 2011 04:56 AM

    Originally posted by: Cagri


    Thank you Alex. It was helpful to understand relaxation process.
    #DecisionOptimization
    #OPLusingCPLEXOptimizer


  • 4.  Re: OPL Mixed Integer Programming Nonnegativity problem

    Posted Mon July 04, 2011 04:56 AM

    Originally posted by: Cagri


    Thanks
    #DecisionOptimization
    #OPLusingCPLEXOptimizer