Solver Cplex

Specific Domains Optimization (Mathematical)
1

Hi!!
Our binary programming problem has an objective function B. * x, where B is an mxn matrix and x is an mxn variable matrix.
Some of the B values will not exist in the problem to be solved.

Question: How can I assign values in B so that CPLEX understands that the corresponding variable x will be zero, that is, the non-existing value in B will not be part of the solution.?

Thanks! :slight_smile:

2

I’ve moved your post to the “Optimization (Mathematical)” category.

You’re looking for “SparseAxisArrays” Variables · JuMP
For example:

model = Model()
B = [1 nothing; nothing 2]
@variable(model, x[m = 1:2, n = 1:2; B[m, n] !== nothing], Bin)

Alternatively, you can go

model = Model()
@variable(model, x[m = 1:2, n = 1:2], Bin)
for m = 1:2
    for n = 1:2
        if B[m, n] !== nothing
            fix(x[m, n], 0)
        end
    end
end
1 Like
3

Hi!
I solved the problem using

for i = 1:size(B,1)
        for j = 1:size(B,2)
            if B[i,j] === missing
                unset_binary(x[i,j])
                JuMP.fix(x[i,j], 0; force = true)
                B[i,j] = 0
            end
        end
    end

thank you for your help!

1 Like