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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_rule2.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 ! Real valued coefficients declarations x : mpvar r : real end-declarations r := 3 C1 := (1+r)*x <= 1 r := 5 maximize(x) writeln("x = ", getsol(x)) sethidden(C1, true) ! Make the existing constraint hidden ! Uncertain coefficients declarations y : mpvar u : uncertain end-declarations u := 3 (1+u)*y <= 1 u := 5 maximize(XPRS_NOMINAL, y) writeln("y = ", getsol(y)) end-model | |||||||||
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