Decision Optimization

Decision Optimization

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

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  • 1.  Question on adding cuts that involve new variables

    Posted Thu February 09, 2012 12:29 PM

    Originally posted by: kilos


    Hi all,

    I was wondering if anyone could help me with adding cuts that involve new variables (using C++)? I have tried addUserCuts() and cutCallback, both of which cannot handle this issue and will throw an exception. I have searched the forum but didn't see anything similar posts. Any idea on how to circumvent this situation?

    Many thanks!
    #CPLEXOptimizers
    #DecisionOptimization


  • 2.  Re: Question on adding cuts that involve new variables

    Posted Thu February 09, 2012 01:04 PM

    Originally posted by: amindehghanian


    I don't know exactly what you are implementing. But, if you want to add a new variable in branch and cut tree, AFAIK, it is impossible in CPLEX.
    #CPLEXOptimizers
    #DecisionOptimization


  • 3.  Re: Question on adding cuts that involve new variables

    Posted Thu February 09, 2012 01:07 PM

    Originally posted by: SystemAdmin


    In a callback you can definitely not create new variables.
    If you add the cuts before you invoke solve() then it may help to explicitly IloModel::add() the variables before you start the solve. Or include the variables in some dummy constraints like
    model.add(x.getLB() <= x);
    

    #CPLEXOptimizers
    #DecisionOptimization


  • 4.  Re: Question on adding cuts that involve new variables

    Posted Sat February 11, 2012 11:09 AM

    Originally posted by: kilos


    Thanks Daniel and amindehghanian, I think I'll take a look at my model again..
    #CPLEXOptimizers
    #DecisionOptimization