Decision Optimization

Decision Optimization

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

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  • 1.  Penalty example

    Posted Tue February 21, 2017 05:52 AM

    Originally posted by: sandeepsinghchauhan


    Hello

    Is there any example (opl examples) which demonstrate the concept of penalty handling in opl?

    Please help!


    #DecisionOptimization
    #OPLusingCPLEXOptimizer


  • 2.  Re: Penalty example



  • 3.  Re: Penalty example

    Posted Tue February 21, 2017 07:01 AM

    Originally posted by: sandeepsinghchauhan


    Thanks for ur reply.

    If i have a constraint

     T[p]==0 || L[p] <= X[p]<= U[p];

     

    If this condition not satisfied then does opl procure any penalty to the objective?


    #DecisionOptimization
    #OPLusingCPLEXOptimizer


  • 4.  Re: Penalty example

    Posted Tue February 21, 2017 12:40 PM

    Hi,

    what you could do is use a dvar boolean b;

    and then a constraint

    b == (T[p]==0 || L[p] <= X[p]<= U[p]);

    ctB:b==1;

    and then you could relax ctB

    regards


    #DecisionOptimization
    #OPLusingCPLEXOptimizer


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