How to avoid unnecessary optimvar variable declarations in Problem Based Optimization Models?

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Hi, I have the following piece of code:
X = optimvar('X',{Nodes,Nodes,Trees},'LowerBound',0,'UpperBound',1,'Type','integer');
Y = optimvar('Y',{Nodes,Trees},'LowerBound',0,'UpperBound',1,'Type','integer');
for k = 1:K
for i = 1:n
X(i,i,k).UpperBound = 0;
for j = i + 1:n
X(j,i,k).UpperBound = 0;
end
end
end
I want the decision variable X(i,j,k) be created only for i < j for example. Or some parameter C(i,j) > 0. What is the best way to do that in order to avoid loops.
Best Regards Ramiro
  1 个评论
Matt J
Matt J 2018-2-23
I would hope that you don't have to care. There's a chance that the problem-based optimization engine is smart enough to pre-detect extra variables for which LowerBound=UpperBound and do the appropriate problem simplification for you internally.

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回答(1 个)

Matt J
Matt J 2018-2-23
编辑:Matt J 2018-2-23
Or some parameter C(i,j) > 0.
X = optimvar('X',[1,nnz(C>0)], 'LowerBound',0,'UpperBound',1,'Type','integer')
but you would have to reformulate the objective and other constraints to accomodate the linear indexing.

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