Decision Optimization

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Linear objective function with nonlinear constraints

  • 1.  Linear objective function with nonlinear constraints

    Posted Thu November 10, 2016 04:36 AM

    Originally posted by: Manara


    Hello, Is it possible to solve an optimization problem that has linear objective function along with linear and nonlinear constraints?

     

    for example:

    min ax1 + bx2 + cx3 +dx4

    s.t.

    x1+x2>=0;

    x1(x3-x4)>=0


    #CPLEXOptimizers
    #DecisionOptimization


  • 2.  Re: Linear objective function with nonlinear constraints

    Posted Thu November 10, 2016 06:26 AM

    Hi,

    let me give you an example in OPL because it is simple:

    float a[i in 1..4]=0.5+i;
    dvar float x[1..4];
    minimize sum(i in 1..4) x[i]*a[i];

    subject to
    {

    x[1]+x[2]>=0;

    (x[1]>=0) && (x[3]-x[4]>=0) || (x[1]<=0) && (x[3]-x[4]<=0);
    }

    Here I used logical constraints to handle the non linear part.

    regards


    #CPLEXOptimizers
    #DecisionOptimization