Decision Optimization

Decision Optimization

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


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  • 1.  Using CPLEX to Solve a well-known MIP problem

    Posted 11/04/08 08:14 AM

    Originally posted by: SystemAdmin


    [pmarley2 said:]

    Dear all,

    Currently I am working on a MIP program written in CPLEX and I have run into some problems. The problem is a well-known constraint programming problem, called 'payment cost minimization.'

    In this problem, I have a set of energy suppliers, all of which together supply energy to a large geographic area that has some amount of energy demand. Each supplier submits a bid for its own price and startup cost, and a governmental organization tries to select which suppliers are selected at various times. Not all suppliers need be selected, but each one has certain capacity constraints. The governmental organization then endeavors to minimize the total cost of the startup costs and prices of all the suppliers together so as to minimize the final payment that the consumers in the geographic area have to pay.

    I have run programs that try to solve this problem with small examples - CPLEX did, for example, give the correct results (objective) for examples with four suppliers over up to 5 hours. It provides this result quite quickly, within two seconds. However, when I increase the number of hours, the solve time is extremely long. For instance, for an example with three suppliers over 24 hours, CPLEX took over ten minutes to find the objective.

    Given the problem that I am trying to solve, is there some way that CPLEX can solve the problem faster than ten minutes? As you can see from the model in the attachment, I have not used any CPLEX-built-in functions in particular. If there is one that you can think of that would make this program run faster, please let me know.

    Also, I actually wish to eventually be able to find the objective for a very large problem, with about 200 suppliers over 24 hours. I did try an example with 25 suppliers over 24 hours, and I let the solver run for about an hour, but unfortunately the objective only climbed from 0 to 10^(-5), when in fact the final result should be in the order of 10^(+7). After watching it for that long, I stopped the solver.

    I appreciate any help you can give me. If you'd like to see my code, just let me know.

    Thanks,
    pmarley2

    <pmarley2@yahoo.com>
    #CPLEXOptimizers
    #DecisionOptimization


  • 2.  Re: Using CPLEX to Solve a well-known MIP problem

    Posted 11/04/08 07:51 PM

    Originally posted by: SystemAdmin


    [prubin said:]

    [quote author=pmarley2 link=topic=661.msg2014#msg2014 date=1225775663]
    As you can see from the model in the attachment ...


    I'm not seeing any attachment.  In fact, I'm not aware of the forum allowing attachments.  If you have the attachment posted somewhere, though, you can insert a hyperlink to it.

    /Paul
    #CPLEXOptimizers
    #DecisionOptimization


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