Decision Optimization

Decision Optimization

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

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  • 1.  WarmStart in CPLEX or CP

    Posted Thu January 22, 2015 08:32 AM

    Originally posted by: Rajasekhar_Kadambur


    Hi,

     

    I am trying to work on a bilinear problem which taking longer time. What i am thing is to solve the LP without bilinear constraint in the CPLEX and pass the decision variables as a warm start for the CP with bilinear Constraint or vice versa. 

    Could someone suggest the best way to work on CPLEX to CP or linking CP to CPLEX. Please explain the pros and cons of each approach. 

    Thanks in advance.


    #DecisionOptimization
    #OPLusingCPLEXOptimizer


  • 2.  Re: WarmStart in CPLEX or CP

    Posted Thu January 22, 2015 03:41 PM


  • 3.  Re: WarmStart in CPLEX or CP

    Posted Tue January 27, 2015 03:49 AM

    Originally posted by: Rajasekhar_Kadambur


    Hi,

    Yes my decision variables are binaries and integers and one of my constraint is bilinear.

     

    suggest a way to decompose the model, either CPLEX to CP or CP to CPLEX

     


    #DecisionOptimization
    #OPLusingCPLEXOptimizer


  • 4.  Re: WarmStart in CPLEX or CP

    Posted Tue January 27, 2015 04:38 AM

    Hi,

    if your decision variables are binary, you can rewrite

    
    x*y = z
    
    

    into something like

    
    z<=x
    z<=y
    z>=x+y-1
    
    

    You may also use logical constraints :

    dvar int x;
    dvar boolean b;
    dvar int bx;

    subject to
    {
    (b==0) == (bx==0);
    (b==1) == (bx==x);
    }

    And then eveything will work fine both with CPLEX and CPO

     

    regards


    #DecisionOptimization
    #OPLusingCPLEXOptimizer