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functioncplexlogarithm

Can cplex solve problems with logarithmic objective fucntions?

can CPLEX, e.g., in python API, solve a problem like max( Sum(log(x)) )? Basically i have a problem with logarithmic ( as simple as log(x) ) objective and linear constraints.

best, Pavlos

Solution

  • then you could use CPOptimizer:

    In OPL the following code works fine

    using CP;

dvar int x in 0..100000;
dvar int y in 0..100000;

dexpr float ax=1+x/1000;
dexpr float ay=1+y/1000;

minimize log(ax-ay);
subject to
{
  abs(ax-ay)>=1;
}

    and with python docplex you can write

    from docplex.cp.model import CpoModel

mdl = CpoModel(name='buses')
x = mdl.integer_var(0,100000,name='x')
y = mdl.integer_var(0,100000,name='y')
mdl.add(mdl.abs(x/1000-y/1000)>=1);
mdl.minimize(mdl.log(mdl.abs(x/1000-y/1000)))

msol=mdl.solve()

print("x=",msol[x])
print("y=",msol[y])