Originally posted by: SystemAdmin

[nibe said:]

Hi,
I need to put in a constrain a percentile calculation, that must be less then a value.
I use IloNumExpr[] array to fill with all the data (they are coming from a product of matrix x vector).
Before I try to calculate percentile, I need to order the array at runtime, and I really don't know how to do.
There is a way to do that?

thanks a lot, any good advice will be very appreciated

nibe






#CPLEXOptimizers
#DecisionOptimization

Originally posted by: SystemAdmin

[oussedik said:]

Hi,

As percentile is often not an easy to work with form for many distibutions, ideally you need to use a linear approximation of the percentile function or a linear approximation that fulfills a criteria like "linear term" always >= percentile and then use (often minimize) the linear term within your model.

Sofiane
#CPLEXOptimizers
#DecisionOptimization