[Cmpl] Linearise nonlinear objective function (Indrajit Sen Gupta)

Wed Mar 11 20:48:10 EDT 2015

Thanks Peter,

I will look in to this and get back to you.

Regards,
Indrajit

On Mon, Mar 9, 2015 at 11:40 PM, Mike Steglich <mike.steglich at th-wildau.de>
wrote:

> Thats correct ... one note from my side ... Cmpl is able to transform
> products of variables (if at  least one variable is integer) equivalently
> into a set of linear in-equations automatically. There is a subchapter in
> the manual that describes these functionalities.
>
>
> Cheers,
>
> Mike
> > Am 09.03.2015 um 21:39 schrieb Peter Meldrum <
> peter.meldrum at googlemail.com>:
> >
> > Indrajit:
> >
> > Based on the information provided about the formulation, one simple
> option
> > you could try is substituting with another variable to represent the
> > nonlinear term:
> >
> > Z[j,k] = x[j] * x[k]
> >
> > The objective function will become linear in Z[j,k] and x[k]. Writing
> this
> > in longer form for greater clarity:
> >
> > Constant *x[k] - Constant * Z[j,k]
> >
> > Then add simple constraints to enforce the needed relationship between
> > Z[j,k] and x[j] and x[k].
> >
> > I will leave this last part for you to do as an exercise. If you're not
> sure
> > about the last part, please ask again.
> >
> > Best regards,
> > Peter
> >
> > -----Original Message-----
> > From: cmpl-bounces at list.coin-or.org [mailto:
> cmpl-bounces at list.coin-or.org]
> > On Behalf Of cmpl-request at list.coin-or.org
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> > To: cmpl at list.coin-or.org
> > Subject: Cmpl Digest, Vol 31, Issue 4
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> > Today's Topics:
> >
> >   1. Linearizing a nonlinear objective function (Indrajit Sen Gupta)
> >   2.  Benchmark / Statistics (Thorsten)
> >   3. [CMPL] Readcsv error (Thorsten)
> >
> >
> > ----------------------------------------------------------------------
> >
> > Message: 1
> > Date: Mon, 9 Mar 2015 12:05:32 +0530
> > From: Indrajit Sen Gupta <indrajitsg at gmail.com>
> > To: "cmpl at list.coin-or.org" <cmpl at list.coin-or.org>
> > Subject: [Cmpl] Linearizing a nonlinear objective function
> > Message-ID:
> >       <
> CAB-BrmcAJ_sttf_-SthBwvuorvnbPht6J_j+pu6RWYAwhaEEMA at mail.gmail.com>
> > Content-Type: text/plain; charset="utf-8"
> >
> > Hi All,
> >
> > I had a basic question regarding linearizing non-linear objective
> functions.
> > Currently the software that we have is running into issues as it does not
> > support non-linear objective function along with binary decision
> variables.
> >
> > One part of the objective function looks something like this:
> >
> > constant * (1 - x[j]) * x[k]
> >
> > where x's are binary variables (0/1). Is there a way to linearize the
> > objective function in such situations?
> >
> > Regards,
> > Indrajit
> > -------------- next part --------------
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> >
> > ------------------------------
> >
> > Message: 2
> > Date: Mon, 9 Mar 2015 10:07:01 +0100
> > From: Thorsten <thorten at hotmail.com>
> > To: "cmpl at list.coin-or.org" <cmpl at list.coin-or.org>
> > Subject: [Cmpl]  Benchmark / Statistics
> > Message-ID: <DUB123-W434C9ABE063C9057693783B11B0 at phx.gbl>
> > Content-Type: text/plain; charset="iso-8859-1"
> >
> >
> > Hi Mike,
> >
> > thank you very much indeed for the quick reply! I scanned the appendix
> for
> > CBC-Parameters but couldn't find a suitable one which enables me to get
> the
> > required information. Even increasing the log(Level) to maximum doesn't
> > provide the neccessary information. Do you possibly have a hint or idea
> in
> > mind for a CBC-Command to get me the programs lower bound and the gap?
> > Thanks for your support!
> >
> > Best regards,
> > Thorsten
> >
> > Hi Thorsten,
> >
> > You can find these information in the Cbc output. Cmpl does not provide
> > functionalities to get it directly within a Cmpl model.
> >
> > Cheers,
> >
> > Mike
> >
> >
> >
> >> Am 06.03.2015 um 16:57 schrieb Thorsten <thorten at hotmail.com>:
> >>
> >> Dear CMPL-Community,
> >>
> >> I have implemented a capacitated vehicle routing problem with time
> windows
> > in CMPL and it runs within coliop. In my thesis I want to compare the
> > performance of CMPL and the CBC-solver with the performance of Fico
> Xpress.
> > For the numerical analysis I will need some more statistics than I am
> able
> > to get so far. Besides the objective value and the running time of the
> model
> > I will need the Lower bound of the program and the gap. Can you probably
> > help me how I can have these values printed out?
> >> Thank you very much in advance,
> >> Thorsten
> > -------------- next part --------------
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> > ------------------------------
> >
> > Message: 3
> > Date: Mon, 9 Mar 2015 10:12:18 +0100
> > From: Thorsten <thorten at hotmail.com>
> > To: "cmpl at list.coin-or.org" <cmpl at list.coin-or.org>
> > Subject: [Cmpl] [CMPL] Readcsv error
> > Message-ID: <DUB123-W19BD131338FFFD8FDBF555B11B0 at phx.gbl>
> > Content-Type: text/plain; charset="iso-8859-1"
> >
> > Hi folks!
> >
> > I am trying to read parameters from a csv-file and have therefore
> > implemented the following code:
> > serv[]:=        readcsv("Dist5C.csv");
> >
> > Unfortunately I get the following error message:
> > error (input/output): file Minnertry5C.cmpl line 18: Input file
> 'Dist5C.csv'
> > not found
> >
> > The csv-file is in the same directory as the cmpl-file.
> > Does anybody have an idea what the problem could be?
> >
> > Best regards,
> > Thorsten
> >
> >
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> >
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