Decision Optimization

Originally posted by: SystemAdmin

[nibe said:]

Hi ,
I'm trying to write a constraint that follow this function x*(x-|x|)/2x. Where x is my decision variable.
I don't know exactly how to make the math division in a IloNumExpr.


Anybody can please help me?
thanks a lot for any useful comment and advice

nibe
#CPLEXOptimizers
#DecisionOptimization

Originally posted by: SystemAdmin

[alain.chabrier said:]

Hi,

In Concert, you can use IloAbs() for absolute value, and simply * and /. 

So it would be something like :

IloNumExpr e = x*(x-IloAbs(x))/(2*x);

However, I think,  CPLEX will not be able to extract (i.e. interpret) and solve this non linear function.


Alain
#CPLEXOptimizers
#DecisionOptimization