Decision Optimization

Decision Optimization

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


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  • 1.  User Supplied Cuts in OPL

    Posted 12/14/18 02:45 PM

    Originally posted by: SharabhShukla


    Hi,

     

    I have an MIP problem that requires bound tightening, I am thinking about user supplied cuts/Lazy Constraints to tighten the model bounds, so as to improve on the performance.

     

    I have two questions

    (1) Is my understanding of the problem and the solution correct ? Please see the log file attached for more details

    (2) Is it possible to write LazyConstraintCallBacks in OPL. Can somebody point me to some of the links or literature/examples/manuals?


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  • 2.  Re: User Supplied Cuts in OPL

    Posted 12/18/18 05:47 AM

    The answer to your question (2) is at http://www-01.ibm.com/support/docview.wss?uid=swg21681643: yes, you can add lazy constraints using external Java calls.


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