Decision Optimization

Decision Optimization

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


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  • 1.  Using Multiobjective Optimization with Distinct KPIs

    Posted 11/04/20 01:13 PM
    I'm trying to implement multiobjective decision optimization in CPLEX version 12.10 in the OPL IDE using the staticLexFull objective function. I have 12 decision expressions that I've included in an array of KPIs to be passed as the first argument to staticLexFull. Although I can't share the production code, in essence it looks like this:

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    Theodore
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  • 2.  RE: Using Multiobjective Optimization with Distinct KPIs
    Best Answer

    Posted 11/04/20 01:29 PM
    Hi

    same question in https://stackoverflow.com/questions/64684683/opl-cplex-using-multiobjective-optimization-with-distinct-kpis/64685346#64685346


    can you rewrite your kpis into

    dexpr float kpis[i in 1..4] = (i==1)?a:((i==2)?b:((i==3)?c:d));

    ?

    dvar int a;
    dvar int b;
    dvar int c;
    dvar int d;

    dexpr float kpis[i in 1..4] = (i==1)?a:((i==2)?b:((i==3)?c:d));

    float weights[i in 1..4] = 1;
    int priorities[1..4] = [1,2,3,3];
    float abstol[i in 1..4] = 0.001;
    float reltol[i in 1..4] = 0.001;

    minimize staticLexFull(kpis,weights,priorities,abstol,reltol);;
    subject to
    {

    }

    works fine


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    ALEX FLEISCHER
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