Decision Optimization

Decision Optimization

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  • 1.  Stochastic Optimization through CP Optimizer

    Posted Sun November 11, 2018 10:15 PM

    Originally posted by: Nomykan


    Hi Everyone,

      Is there any example of two stage stochastic optimization using CP optimizer. Any help will be appreciated. Thanks 

     


    #ConstraintProgramming-General
    #DecisionOptimization


  • 2.  Re: Stochastic Optimization through CP Optimizer

    Posted Mon November 12, 2018 03:41 AM

    Hi

    have you had a look at

    CPLEX_Studio128\opl\examples\opl\sched_stochastic_jobshop

    or

    sched_stochastic_jobshop.cpp in CPLEX_Studio128\cpoptimizer\examples\src\cpp

    ?

    regards


    #ConstraintProgramming-General
    #DecisionOptimization


  • 3.  Re: Stochastic Optimization through CP Optimizer

    Posted Mon November 12, 2018 08:02 AM

    Originally posted by: Nomykan


    Hi Alex, Thanks for your quick response. actually i have gone through the examples that you have listed in the forums like yield management, scheduled job shop, scheduled stochastic job shop and the examples that you posted in the forum. I am trying to solve a power system problem for minimizing the power generation cost using stochastic unit commitment but i am confused which one will be better to use OPL CPLEX or constraint programming  (CP Optimizer) for solving the problem. can you help me figure out which option will be better for getting optimal solution in minimal time with less complexity in model. Thanks again for such a quick response. 


    #ConstraintProgramming-General
    #DecisionOptimization


  • 4.  Re: Stochastic Optimization through CP Optimizer



  • 5.  Re: Stochastic Optimization through CP Optimizer

    Posted Mon November 12, 2018 10:02 PM

    Originally posted by: Nomykan


    Hi Alex, 

    Thanks a lot .. i think this will make my work easy ... 


    #ConstraintProgramming-General
    #DecisionOptimization


  • 6.  Re: Stochastic Optimization through CP Optimizer

    Posted Sun November 18, 2018 09:59 PM

    Originally posted by: Nomykan


    Hi Alex, 

     i got the problem solved but now the problem is that i got too many warnings in the solution. i solved the problem for small network but if i do it for large network i think it will be too much time consuming. help regarding this issue is required. for simplicity i have a network consisting of nodes and lines. each line has a starting node and an ending node. like L1= from node 1 to 2 and so on. i declared in my model as 

    range nodes=1..n;

    float line[nodes][nodes]=...;

    this works fines but as many of the configurations of the nodes are not used so i got too many warnings. i have attached the simple example here with this post. help in this regard will be appreciated. Thanks


    #ConstraintProgramming-General
    #DecisionOptimization


  • 7.  Re: Stochastic Optimization through CP Optimizer

    Posted Fri November 23, 2018 01:15 PM

    Originally posted by: Petr Vilím


    Hello,

    I see this question marked as answered, but there is actually another question. Could you please specify what kind of warnings you get?

    Thanks, Petr


    #ConstraintProgramming-General
    #DecisionOptimization


  • 8.  Re: Stochastic Optimization through CP Optimizer

    Posted Tue November 27, 2018 10:24 PM

    Originally posted by: Nomykan


    hi, 

    actually these warnings have nothing with the solution but because there were too redundant variables which were not used by Cplex engine. so i was afraid if there is any way to make things more easy. using tuples instead of arrays is a better option. i have attached here with this the screenshot of the warnings that i get while using arrays. after using tuples it solved the problem. 


    #ConstraintProgramming-General
    #DecisionOptimization