Originally posted by: SystemAdmin

Hi,

I am wondering if it is possible to use a user defined function in the mathematical model definition,
Let say we have a very simple function:

execute{

function test(a) {
return 100
}

}

and I want to use this function in my objective such as:

minimize
sum(j in Metals) test(1)*CostMetal[j] * p[j]
How can I use this kind of user defined function in model formulation. I do need that as I need many calculations to obtain values and using functions is more efficient than calculating all values.

regards.
#DecisionOptimization
#OPLusingCPLEXOptimizer

Hi,

what you can do is to use an array

float testResults[-1000..1000];

in OPL and then in the execute block you compute the values.
In the subject to part, instead of

test(1)

you will write

testResults[1]

Regards
#DecisionOptimization
#OPLusingCPLEXOptimizer

Originally posted by: SystemAdmin

Thank you so much,

This works, but I have two problems with this method,
First, this method is not dynamic, I have to calculate all of test results and store them in an array and use them after, However, Let say I want to use column generation, when I am adding new variables and parameters are changing I have to do all calculations again

Second is that, if I have an array with large number of numbers, I have to calculate all of them, however, with function I do just calculate what I need. Specially in the column generation, I have to recalculate so many times.

So, If it could be a way to directly use functions in the objective function and constraints, It could be more efficient,

Regards,
Morad.
#DecisionOptimization
#OPLusingCPLEXOptimizer

Hi,

sometimes you can also use dexpr as a function like in

dexpr int x[a in 0..100]= 100*a;
 
 dvar int y;
 
 
 subject to
 {
  x[10]==y; 
 }

regards
#DecisionOptimization
#OPLusingCPLEXOptimizer

Originally posted by: mkc_cup

Hello, are you get the answer now?

Could you please tell me is there a method to use a user defined function in the mathematical model definition.

regards

#DecisionOptimization
#OPLusingCPLEXOptimizer

Hi,

as said already you may use arrays or dexpr.

You may also have a look at external java calls : http://www.ibm.com/support/knowledgecenter/SSSA5P_12.2.0/ilog.odms.ide.help/Content/Optimization/Documentation/OPL_Studio/_pubskel/globals/eclipse_and_xplatform/ps_opl477.html

regards

#DecisionOptimization
#OPLusingCPLEXOptimizer

Originally posted by: mkc_cup

Thank you!

We can indeed use java code in OPL code by java call.

However, the class IloOplCallJava can only be used in execute block.

I still cannot put java call in  objective function or constraints.

It would be perfect if it's possible to use functions in objective function and constraints.

regards

#DecisionOptimization
#OPLusingCPLEXOptimizer

Hi,

can t you fill some arrays with that external function and then use the array in your objective and  constraints ?

regards

#DecisionOptimization
#OPLusingCPLEXOptimizer