I am a full-time consultant and provide services related to the design, implementation and deployment of mathematical programming, optimization and data-science applications. I also teach courses and workshops. Usually I cannot blog about projects I am doing, but there are many technical notes I'd like to share. Not in the least so I have an easy way to search and find them again myself. You can reach me at firstname.lastname@example.org.
Tuesday, January 13, 2009
Modeling quadratic penalty on lateness
> I am working on a scheduling application and want to penalize
> large lateness values extra. So I want to use quadratic penalty > for this. How can I do that with Cplex?
In general you don't want to do that. A better way is to add a cost term to the objective using the MAX lateness.
Often one can use a mix of the following cost (penalty) terms:
SUM (sum of how much jobs are late)
COUNT (number of late jobs)
MAX (maximum lateness)
Changing the penalty coefficients can allow you put different weights on these criteria.
E.g. the SUM criterium may lead to many jobs just a little bit late. Adding the COUNT criterium may help prevent this. Opposed to this: adding the MAX can help prevent jobs that are very late.