Decision Optimization

Originally posted by: SystemAdmin

Hi:

I am trying to define a decision variable :

{string} HELOS= ...;
dvar int+ PEN[i1 in HELOS, i2 in HELOS];

How can i filter the dvar such that it is defined only on the combinations of i1 and i2

it is achieved by an ampl code :

var PEN{i1 in HELOS, i2 in HELOS: i2 > i1} >= 0;

• in OPL currently i am doing it as: *

tuple HeloPair{
        string i1;
        string i2;
  }
 
{HeloPair} HeloPairs={<i,j> | i in HELOS,j in HELOS: ord(HELOS,j) < ord(HELOS,i)};
dvar int+ Pen[HeloPairs];

can it be written in a simple manner in OPL as in AMPL ?

Thanks for help
v/r
Mandar
#DecisionOptimization
#OPLusingCPLEXOptimizer

Hi,

you should use the keyword ordered

Let me give you an example:

se being a set of integers such as {int} se={3,2,1};
int s = sum(ordered i,j in se) i div j;
is equivalent to
int s = sum(i,j in se: ord(se,i)<ord(se,j)) i div j;

Alex
#DecisionOptimization
#OPLusingCPLEXOptimizer

Originally posted by: SystemAdmin

Thanks for reply, Alex

i tried but please note in my case i have decision variables and not parameters. Does OPL allow filtering on Decisioin variables? I got errors when i tried something similar to AMPL.

I am trying avoid creation of unnecessary decision variables.
Thanks,
Mandar
#DecisionOptimization
#OPLusingCPLEXOptimizer

Hi

so if I adapt my example to your case, it becomes:

tuple HeloPair{
        string i1;
        string i2;
  }
  
  {string} HELOS={"A","B","C"};
 
{HeloPair} HeloPairs={ <i,j> | ordered i,j in HELOS};
dvar int+ Pen[HeloPairs] in 0..2;
 
subject to
{
  
}
 
execute
{
  writeln(Pen);
}

which gives

[0 0 0]

Regards
#DecisionOptimization
#OPLusingCPLEXOptimizer