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maximization argument in a minimisation objective Value

  • 21 April 2022
  • 2 replies
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Hi All,

I would like to write the following equation in my objective variable in AIMMS. 

I cannot manage to insert a correct notation for the max argument that works. I want to pick the v with the highest value for Zkpv, and minimize this value. My current objective (without the max argument) variable looks like this at the moment.

Could somebody please help me?

 

Kind Regards

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Best answer by mohansx 22 April 2022, 01:08

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@samlobo , this is a minimax objective which has been discussed in section 6.2 of the AIMMS modelling guide. Based on my understanding of your question,

 

Declare a variable as

max_OrderInTry(k, p)

with a constraint, forall (k, p, v)

max_OrderInTray(k, p) >= OrderInTray(k, p, v)

Now your objective function can be:

Min sum[(k,p), MultiPlicity(k) * max_OrderInTray(k, p)]

 

max_OrderInTray(k, p) will be greater than OrderInTray(k, p, v) across all v and because you are including this term in the minimization objective, it will be equal to the maximum value in OrderInTray(k, p, v).

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@mohansx 

Thank you very much for your time and effort to explain it so clearly to me.

I just implemented your suggested changes, and it works like charm. 

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