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  • Latest Post - ‏2013-09-05T08:24:55Z by DanielJunglas
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Pinned topic How to model iterative process?

‏2013-09-04T11:36:27Z |

Hello, all

I need to model a multi-period problem. In every period, I should judge whether the increasing(decreasing) ratio between two periods is beyond a given threshold or not.

For instance, cost(t) and  cost(t-1) are the cost of current and previous periods, respectively. The condition is: [cost(t)-cost(t-1)]/cost(t-1) <=10%?

I refer to the model "mulprod" for flow control.



if (Math.abs(cplex.getObjValue() - 393.5)>=0.01) {

status = -1;





But how can I express this condition in an math model?

Can this be included in a constraint?

  • DanielJunglas
    170 Posts

    Re: How to model iterative process?


    Sorry, I am not exactly clear what you are trying to do. Do you want to have the condition '[cost(t)-cost(t-1)]/cost(t-1) <=10%' as sort of constraint in your model and add some restrictions if that condition is met (or not met)? In that case I think you can use the implication operator (see also "logical constraints" in the user manual):

    (cost(t)-cost(t-1) <= 0.1*cost(t-1)) => ... // additional constraint here

    Is that what you are looking for?