Originally posted by: SystemAdmin

Hi all,

I am using cplex concert tech in a c++ program to solve a convex optimization problem with a quadratic objective. I am fairly new to cplex and dunno how to write the objective function in a compact way as there are over a hundred variables. The way the users manual put as below is surely not gonna work out.

IloObjective obj(env, 1*x[1] + 2*x[2] + 3*x[3], IloObjective::Minimize);

should I replace "1*x[1] + 2*x[2] + 3*x[3]" with IloExpr expr(env)?

Thanks for your help!
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#DecisionOptimization

Originally posted by: SystemAdmin

Yes. Declare an instance of IloExpr, build up the objective expression in a loop, then use the IloExpr as an argument to IloMinimize. CPLEX ships with examples; the iloqpex3.cpp file builds a quadratic objective in a loop.

Paul

Mathematicians are like Frenchmen: whenever you say something to them, they translate it into their own language, and at once it is something entirely different. (Goethe)
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#DecisionOptimization

Originally posted by: SystemAdmin

Thanks, PaulRubin!;)
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