Decision Optimization

Decision Optimization

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


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  • 1.  [Question] The object function: Min-Max?

    Posted 01/04/10 08:38 AM

    Originally posted by: Sufe


    There is a special object function in a paper I just red :
    ....
    dvar float R;
    Min-Max R;
    ....

    I have used the functions such as maxmize or minimize,but I've no idea about the mean of"Min-Max" and how to use it??

    Please help me and thank you very much!
    #DecisionOptimization
    #OPLusingCPLEXOptimizer


  • 2.  Re: [Question] The object function: Min-Max?

    Posted 01/13/10 05:03 PM

    Originally posted by: aguspratama


    Hi,

    I am working on the minimax problem, I think the Min-Max objective function is the one that I am looking for. minimax (min max) is basically trying to minimize the maximum possible loss.
    could you show me the correct syntax, and where do you find the documentation regarding this min-max problem, because I have searched all over the help function but I couldn't find any reference to this min-max problem

    Thanks a lot

    Agus
    #DecisionOptimization
    #OPLusingCPLEXOptimizer