Originally posted by: james87

Dear guys,

Im trying to write a piece of code that optimize a ratio of two decision variables. apparently the division of variables is not allowed. I tried to linearised this fractional programming problem but apparently 1/dvar is also an invalid declaration in opl. Please help! im desperate.
Heres part of the code that i had which did not work

********************************************************************************************************************
int SampleN=5;
int AssetN=3
dvar float+ xhttp://1..AssetNhttp://1..PeriodNhttp://1..SampleN; // Investment Level
dvar float+ w_endhttp://1..SampleN;
dvar float+ float Bsumhttp://1..SampleN;

Minimize
sum(k in 1..SampleN) 1/SampleN*(w_end[k]/Bsum[k]);

forall(k in 1..SampleN)
Bsum[k] == sum(i in 1..AssetN)Beta[i]*(x[i]PeriodN[k]/sum( j in 1..AssetN)x[j]PeriodN[k]);

********************************************************************************************************************
Thank you!
#DecisionOptimization
#OPLusingCPLEXOptimizer

Originally posted by: james87

didnt know why the last code turned out like that
Dear guys,

Im trying to write a piece of code that optimize a ratio of two decision variables. apparently the division of variables is not allowed. I tried to linearised this fractional programming problem but apparently 1/dvar is also an invalid declaration in opl. Please help! im desperate.
Heres part of the code that i had which did not work

********************************************************************************************************************
int SampleN=5;
int AssetN=3
dvar float+ xhttp:// 1..AssetN http:// 1..PeriodN http:// 1..SampleN ; // Investment Level
dvar float+ w_endhttp:// 1..SampleN ;
dvar float+ float Bsumhttp:// 1..SampleN ;

Minimize
sum(k in 1..SampleN) 1/SampleN*(w_end[k]/Bsum[k]);

forall(k in 1..SampleN)
Bsum[k] == sum(i in 1..AssetN)Beta[i]*(x[i] PeriodN [k]/sum( j in 1..AssetN)x[j]PeriodN[k]);

********************************************************************************************************************
Thank you!
#DecisionOptimization
#OPLusingCPLEXOptimizer

Originally posted by: james87

sorry guys, really duno how to unhyperlink the brackets, so i changed some of the [] to () instead

Im trying to write a piece of code that optimize a ratio of two decision variables. apparently the division of variables is not allowed. I tried to linearised this fractional programming problem but apparently 1/dvar is also an invalid declaration in opl. Please help! im desperate.
Heres part of the code that i had which did not work

********************************************************************************************************************
int SampleN=5;
int AssetN=3
dvar float+ x(1..AssetN)(1..PeriodN)(1..SampleN); // Investment Level
dvar float+ w_end(1..SampleN);
dvar float+ float Bsum(1..SampleN);

Minimize
sum(k in 1..SampleN) 1/SampleN*(w_end[k]/Bsum[k]);

forall(k in 1..SampleN)
Bsum[k] == sum(i in 1..AssetN)Beta[i]*(x[i](PeriodN)[k]/sum( j in 1..AssetN)x[j](PeriodN)[k]);

********************************************************************************************************************
Thank you!
#DecisionOptimization
#OPLusingCPLEXOptimizer

Originally posted by: SystemAdmin

The answer to the easy part of your post is to bracket the
code snippet with {code}

{code}
a[i]
{code}

will result in

a[i]

Hope this will help.

Regards
Norbert
#DecisionOptimization
#OPLusingCPLEXOptimizer

Originally posted by: james87

Thank nobert. i've repost the same question in a better format in a separate thread.
#DecisionOptimization
#OPLusingCPLEXOptimizer