Decision Optimization

Decision Optimization

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Square root of a quadratic expression in the objective using CPLEX in Java

  • 1.  Square root of a quadratic expression in the objective using CPLEX in Java

    Posted 02/01/19 07:31 PM

    Originally posted by: Mahzad


    Hello Everyone,

     

    I want to optimize a problem in which the objective function is a square root of a quadratic expression. I was wondering if anyone knows how to write this objective in Java using CPLEX.

     

    Thanks for your time,

    Mehrzad

     


    #CPLEXOptimizers
    #DecisionOptimization


  • 2.  Re: Square root of a quadratic expression in the objective using CPLEX in Java

    Posted 02/02/19 03:58 PM

    The square root function is monotonically increasing, so my advice is to omit it. Whatever maximizes (minimizes) f(x) will also maximize (minimize) sqrt(f(x)).

     


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