[英]Java Cplex Product of two Decision Variables
Is there a way to get the product of two different decision variables in cplex java and add it to an objective function? 有没有办法在cplex java中获得两个不同决策变量的乘积并将其添加到目标函数中?
Ex. 防爆。
decision variable -> x[i] 决策变量-> x [i]
decision variable -> y[j] 决策变量-> y [j]
-> x[i]*y[j] -> x [i] * y [j]
Such a multiplikation should be possible, since it is still linear right? 这样的乘法应该是可能的,因为它仍然是线性的吧?
Thanks to 谢谢
@TimChippingtonDerrick ( https://stackoverflow.com/users/2108433/timchippingtonderrick ) @TimChippingtonDerrick( https://stackoverflow.com/users/2108433/timchippingtonderrick )
and 和
@rkersh ( https://stackoverflow.com/users/1718477/rkersh ) @rkersh( https://stackoverflow.com/users/1718477/rkersh )
I have found the answer to my problem. 我已经找到问题的答案。
At first such an objective function is not linear. 首先,这样的目标函数不是线性的。 This is the reason why for example
这就是为什么例如
IloLinearNumExpr expressionName = cplex.linearNumExpr(); expressionName.addTerm(x[i],y[j]);
will not work, since such a multiplication is not being supported in a linear model. 将不起作用,因为线性模型不支持这种乘法。 Only a variable with a coefficient can be added to such a linear expression.
只能将具有系数的变量添加到这种线性表达式中。
For the second part, through the example provided by Cplex QPex1.java
对于第二部分,通过Cplex
QPex1.java
提供的QPex1.java
I could write the product of two decision variables and add them to an objective function as in the following example: 我可以编写两个决策变量的乘积,然后将它们添加到目标函数中,如以下示例所示:
IloNumExpr objective = cplex.numExpr();
for (int i = 0; i < n; i++) {
for (int j = 0; j < m; j++) {
objective = cplex.sum(objective,cplex.prod(y[i], z[j][i]));
}
}
cplex.addMinimize(objective);
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