CODEWITHSUNDEEP
matlaboptimizationlinear-programmingcplex
shin
shin

Reputation: 1

How to add constraint x∈{a,b} using cplex in Matlab?

I am trying to get solution for variable x using cplex in Matlab , but I'm confused how to write the syntax since I wanna the solution x∈{a,b}.

For example, assume that I have this LP problem:

Maximize  x1 + 2 x2 + 3 x3
     Subject to
        - x1 +   x2 + x3 <= 20
          x1 - 3 x2 + x3 <= 30
     Bounds
         0 <= x1 <= 40
         0 <= x2
         0 <= x3

Retrieved from: http://www-01.ibm.com/support/knowledgecenter/SSSA5P_12.6.3/ilog.odms.cplex.help/CPLEX/MATLAB/topics/example_cplexlpex.html

But, in this problem, I wanna add the constraint x∈{20,30} s.t solution values are 20 or 30. How could I write the syntax for this additional constraint? I wanna use ctype, but ctype can only be used for 'I,B,S,N,C'.

Upvotes: 0

Views: 150

Answers (1)

Koen Peters
Koen Peters

Reputation: 336

I'm not overly familiar with the capabilities cplex in Matlab, but if all else fails you can always define 

x = 20 + 10*B,

where B is a binary variable. That way x can only take 2 values. This approach gets messy when you want more options though, such as 

x \in {20, 23, 30, 103}.

Then you would have to define 

x = 20*B_1 + 23*B_2 etc  
sum_i (B_i) = 1.

It works, but your solution speed would deteriorate fast.

Upvotes: 1

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