CPLEX if-then constraint with decision variables
Matthew Tsang
Hello,
I have made the following if-then constraint to my objective function. The constraint aims to keep S1, a binary decision variable, to stay on the same value for 2 continuous iterations throughout the run. However, cplex does not allow a decision variable to be involved in such a circumstance (possibly in a if-then statement). I wonder if there is any alternative way to code this.
Thank you for your time in advnace!
forall(t in 3..NumIteration)
{
if(S1[t-2] != S1[t-1])
{
S1[t] == S1[t-1];
}
}
Robert Fourer
Optimization models make a distinction between the objective, which is a function of the variables that is to be minimized, and the constraints, which are restrictions on the values of the variables. What you have written looks like a collection of constraints that have the form:
S1[t-2] != S1[t-1] implies S1[t] == S1[t-1]
In other words the patterns 0 1 0 and 1 0 1 must be disallowed. This can be specified by two linear constraints:
(1-S1[t-2]) + S1[t-1] + (1-S1[t]) <= 2
S1[t-2] + (1-S1[t-1]) + S1[t] <= 2
In AMPL the first would be written as
subj to Stay1 {t in 3..NumIteration}:
(1-S1[t-2]) + S1[t-1] + (1-S1[t]) <= 2;
and the second similarly.
Bob Fourer
From: am...@googlegroups.com [mailto:am...@googlegroups.com]
On Behalf Of Matthew Tsang
Sent: Wednesday, July 3, 2013 11:34 AM
To: am...@googlegroups.com
Subject: [AMPL 7226] CPLEX if-then constraint with decision variables
I have made the following if-then constraint to my objective function. The constraint aims to keep S1, a binary decision variable, to stay on the same value for 2 continuous iterations throughout the run. However, cplex does not allow a decision variable to be involved in such a circumstance (possibly in a if-then statement). I wonder if there is any alternative way to code this.
forall(t in 3..NumIteration)