Decision Optimization

Decision Optimization

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


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  • 1.  solving LP problems with the same structure repeatedly

    Posted 11/10/12 11:31 AM

    Originally posted by: SystemAdmin


    I have many LP problems with the same structure, only one vector is different, namely bineq. (The RHS of inequality constraints.)
    I am currently using CPLEX 12.4 in MATLAB. How can I avoid reconstructing the problem every time?

    I guess I can use the CPLEX class somehow, but in the CPLEX class, how can I change the bineq vector only?
    #CPLEXOptimizers
    #DecisionOptimization


  • 2.  Re: solving LP problems with the same structure repeatedly

    Posted 11/11/12 09:16 AM

    Originally posted by: John Cui


    Some code like this:

    cplex=Cplex();
    cplex.addCols(...);
    cplex.addRows(lhs,A,rhs);
     
    for i = 1:10
       cplex.Model.rhs(1)= i;
       cplex.solve();
    end
    

    John Cui
    #CPLEXOptimizers
    #DecisionOptimization