CODEWITHSUNDEEP
javacplex
Hendrik
Hendrik

Reputation: 153

Cplex java multidimensional decision variable, minimization

I'm using Cplex in Java and want to minimize the sum of the products of elements from two matrices (products of elements with the same index).

x[n][n] contains decisionvariables [0, 1]

cost[n][n] contains the cost for the way from i to j

I want to minimize the sum of costs x[i][j] * j[i][j] for all i..n; j..n.

I created the variables like this:

[...]
static double   lb = 0.0;
static double   ub = 1.0;
static double   cost[][] = new double[n][n];

IloNumVar[][] x = new IloNumVar[n][n];
        for(int i=0; i<n; i++){
            for(int j=0; j<n; j++){
                x[i][j] = cplex.numVar(lb, ub);
                }
        }

My Problem is that I don't know how to create the minimize part.

I found something that seems to be very similar to my problem (Cplex c++ multidimensional decision variable) but as I am not familiar to c++, I don't get any solution out of it.

Upvotes: 1

Views: 860

Answers (1)

user327301
user327301

Reputation: 2641

This should do it:

IloLinearNumExpr obj = cplex.linearNumExpr();

for (int i = 0; i < n; i++) {
  for (int j = 0; j < n; j++) {
    obj.addTerm(cost[i][j], x[i][j]);
  }
}

cplex.addMinimize(obj);

Upvotes: 2

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