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Introductory examples Description Introductory examples from the whitepaper 'Robust Optimization with Xpress'. Topics covered by the examples:
Source Files By clicking on a file name, a preview is opened at the bottom of this page. nominalvalue_2base.mos (!****************************************************** Mosel Example Problems ====================== Example model for the Robust Optimization with Xpress white paper (c) 2014 Fair Isaac Corporation *******************************************************!) model Nominalvalues uses "mmrobust" ! Load the robust library declarations x : mpvar u : uncertain end-declarations 0 <= u u <= 1 u := 2 ! Shifts the center of the uncertain (1+u)*x <= 1 maximize(x) writeln("x = ", getsol(x)) end-model | |||||||||
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