Solving an MILP (MIP) problem within MIP problem
Posted: Mon Jun 07, 2021 7:33 pm
Dear all ,
I have following doubt:
My problem is roughly of following nature:
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:
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
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)
)
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
Thanks