Decision Optimization

Decision Optimization

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


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  • 1.  Second degree equation solver - cplex

    Posted 07/30/12 07:58 AM

    Originally posted by: SoumyaJ


    Hi,
    I have installed cplex124 linux version.
    I want to solve equations which has multiplication both in constraints and in objective function.
    But it is not supporting second order equations.
    Is there any separate file format for multiplication to use in CPLEX?
    I read that the version of cplex iam using supports quadratic equations.
    But not sure how to use it.
    Please help me
    Thank you.
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    #MathematicalProgramming-General


  • 2.  Re: Second degree equation solver - cplex

    Posted 07/30/12 08:33 AM

    Originally posted by: chintasunny


    What kind of error are you seeing? CPLEX does not support all kinds of second order terms. It only supports convex functions.
    Thanks
    Sunil
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  • 3.  Re: Second degree equation solver - cplex

    Posted 08/01/12 12:42 AM

    Originally posted by: SoumyaJ


    Thanks for your quick reply...
    The error is
    Expected + or - but found *
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  • 4.  Re: Second degree equation solver - cplex

    Posted 08/01/12 02:30 AM

    Originally posted by: chintasunny


    This error clearly indicates that QP conventions are not followed properly. As Daniel suggested, you can go through the qp examples that comes with CPLEX. Alternatively you can also send the .lp file to this group.
    Quick check:
    The objective function in the lp file format should be in the following fashion:
    Obj: a + b +a^2 + 4 a * b + 7 b^2/2
    All the quadratic terms including asterisk (*) should be within square bracketrs. See if you are missing square brackets for quadratic function

    Thanks
    Sunil
    #DecisionOptimization
    #MathematicalProgramming-General


  • 5.  Re: Second degree equation solver - cplex

    Posted 07/31/12 05:33 AM

    Originally posted by: SystemAdmin


    You may want to take a look at one of the following examples that are shipped with CPLEX: qcpex1.c, xqcpex1.c, iloqcpex1.cpp, qcpex1.m, QCPex1.java, QCPex1.cs. They all illustrate how to create a problem with quadratic constraints in memory. They also write out the problem to a file so that you can learn the file format from that file.
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