Decision Optimization

Decision Optimization

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


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  • 1.  Re-optimization with slack variables

    Posted 02/09/17 05:13 PM

    Originally posted by: Nasaku


    Hello;

     

    I need to do a re-optimization on my model after adding a new constraint. My problem is that I need to add a contraint that include my slacks variables.

     

    How can I do it ? in my model, i can use only normal variables (not slack variables), or may be there is a method that i don't know it.

     

    I need help, i'm stopped for one week in this point.

     

    Thanks


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  • 2.  Re: Re-optimization with slack variables

    Posted 02/10/17 02:57 AM

    For a constraint a*x<=b the slack s is defined as s=b-a*x. So when you define a constraint on s then you just have to substitute b-a*x in the constraint.


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  • 3.  Re: Re-optimization with slack variables

    Posted 02/10/17 03:19 AM

    Originally posted by: Nasaku


    Hello,

     

    Thanks for response. I have thinking in this issue, but i'm prefering to do it directely to use dual simplex after.

     

    So, if i add my constraint by replacing "s" by "b-a*x", can i guarantee to do a re-optimization from the last table of simplex and not doing a new optimization from the beginning of the problem ?

     

    Thanks for help


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    #DecisionOptimization


  • 4.  Re: Re-optimization with slack variables

    Posted 02/11/17 04:00 AM