(max-min) optimization
回答済みI have a LIP file. I need to run (max-min) optimization from the CMD (windows). Could you please tell me what is the exact function that I need to use?. Please note that I know how to use the max or min optimization separately.
-
正式なコメント
-
Gurobi Staff
This post is more than three years old. Some information may not be up to date. For current information, please check the Gurobi Documentation or Knowledge Base. If you need more help, please create a new post in the community forum. Or why not try our AI Gurobot?. -
-
-
Hi Hamzih,
Please have a look at the documentation of Gurobi's Command-Line Tool.
An example usage would be
C:>gurobi_cl MIPGap=0.01 TimeLimit=3600 <path_to_file>/myLP.lp
The above command makes Gurobi start an optimization run on the file \(\texttt{myLP.lp}\) with a TimeLimit of 3600 seconds and a desired MIPGap of 1%.
Best regards,
Jaromił0 -
-
Hello Jaromił,
Thank you for your answer I appreciate that.
My question not about max-min time. I want to find (maximize the minimum value (Maximin) ) not the time at Gurobi optimizer using LP format.
usually, when I want to find the maximum value I write this order ((fileID, 'Max \n');) inside the LPfile please see the image
Now I want to find maximize the minimum value (Maximin) what should I write to do this?
Thank you in advance.0 -
-
-
Hi Hamzih,
If you are trying to maximize over the minimum of a discrete number of terms, then you can use the addGenConstrMin function or apply the idea described in the mathoverflow post on max-min optimization. Note that you will have to introduce an auxiliary variable for each term in the \(\min\) function to use the addGenConstrMin feature.
If you are trying to compute the maximin in the sense of robust optimization, then this is not straightforward and you will need to implement an own algorithm to compute it, since Gurobi does not offer this feature. You would have to search for an algorithm in the literature fitting your needs.
Best regards,
Jaromił0 -
投稿コメントは受け付けていません。
コメント
4件のコメント