ARTICLE AD BOX
I want to implement an iterative two-stage optimization using CPLEX OPL controlled from Python. In each iteration, I want to solve the first model, write its outputs to an Excel file, read them as inputs for the second model, then write the second model’s outputs to another Excel file, which becomes the input for the next run of the first model. The process repeats until the change in objective value between successive iterations is below a tolerance. How can I do this using Python?
Is using Excel files for this data exchange a proper approach, or is there a better recommended method?
