Solving an MILP (MIP) problem within MIP problem

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parag_patil
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Solving an MILP (MIP) problem within MIP problem

Post by parag_patil » 1 month ago

Dear all ,

I have following doubt:

My problem is roughly of following nature:

Code: Select all

sets 
	it "iter" /it1*it10/
;
variables x(it) ,y(it)
loop
(it,
MIP_problem(it)
)
For each iteration above, I solve MIP problem to get x(it) and y(it)

Now, I have to solve another MIP problem, which should be as follows:

Code: Select all

variables xsum , ysum

equations
y_eqn;
y_eqn..
ysum = sum(it,y(it))
;

model eqn/y_eqn/

solve eqn minimizing ysum using MIP
Now since ysum depends on y(it), it should also start solving the loop again such that the ysum will be minimum. Is it even doable? Can I invoke an MILP problem from another ?

Thanks

ZenSchmitt
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Re: Solving an MILP (MIP) problem within MIP problem

Post by ZenSchmitt » 2 weeks ago

Are you referring to bilevel optimisation?

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