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1500 questions
4
votes
2 answers
Multiple SKU forecast for Intermittent Demand
I've been tasked to generate a forecast for our newly operation business which has more than 500+ sku. Almost 90% of them are following intermittent demand pattern, with very few data points to train upon (maximum I recorded 80-90 data points for…
Dan
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4
votes
1 answer
Python library to solve nonlinear problems
What is the best python library to solve nonlinear problems? PuLP can solve only linear problems like $\max15000Z_7 + 350D_{73}Z_7 - 15000Z_8 + 350D_{86}Z_8$.
karim elwaly
- 43
- 3
4
votes
0 answers
Weighted nuclear norm minimization
The problem.
Let $X,A \in\mathbb{R}^{n\times m}$ and let $W\in\mathbb{R}^{nm\times nm}$ be a positive definite matrix. I want to know if there is a closed-form solution to this problem
$$
\min_{X} \frac{1}{2}\text{vec}(X-A)^\top W\text{vec}(X-A) +…
Apprentice
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4
votes
1 answer
How do constraints become redundant in a Big-M conjunction?
The following Big-M conjunction appears on page 14:3 of The Path&Cycle Formulation for the Hotspot Problem in Air Traffic Management:
\begin{align*}
\text{(i)} \quad t_{(g, \; s)} - t_{(f, \; s+1)} &\geq -M(1 - y^s_{fg}) \nonumber \\
…
Amateur Reader
- 43
- 4
4
votes
0 answers
Modeling question on continuous variable that dependens on binary variables
Given a model with a binary variable $b_s$ that describes whether taking an item $s$ from a set $S$ or not. Consider that some other constraint in the model depends upon whether all items of the set are taken (so to say the minimum of all…
Andreas
- 313
- 1
- 6
4
votes
1 answer
DCP formulation of sum of nonconvex and convex functions
I am trying to find a DCP formulation for the following convex objective function (using CVXPY):
Let $x$ be the $N$-dimensional vector variable on which we optimize on, $c$ be a known scalar value such that $0 < c \le 1$ and and $L$ be a known…
LowOdds
- 41
- 2
4
votes
1 answer
The difference between subtour-elimination constraints in the symmetric and asymmetric TSP
We know that there are lots of formulations for traveling salesman problem. Some of them are based on the directed graph (asymmetric) and others are based on the undirected graph (symmetric). Also, there exist two well-known subtour-elimination…
A.Omidi
- 8,832
- 2
- 13
- 49
4
votes
2 answers
Deriving order/rank variable from another decision variable
There is a decision variable $x_i$ which denotes the time when a person is allowed to do his work.
The objective function is
$\min (x_i - a_i)$
where $a_i$ is the time when the person arrives at the workplace.
Suppose after solving, the values of…
Adnan Pasha
- 41
- 2
4
votes
1 answer
Constrain Mixed-Integer problem such that a graph is fully connected
I have a problem (see my questions about Architectural layouts which poses an interesting abstract question) where there exists an implicit (symmetric) graph whose values in the adjacency matrix are implied by other constraints.
Let $A^m_{i,j}$ be…
worldsmithhelper
- 4,007
- 6
- 21
4
votes
1 answer
One-time price discount Inventory Model
I'm learning operations research and this is a question that I came across:
The monthly demand for your family is 10kg, which is bought monthly. The maximum retail price (MRP) is INR400, on which generally there is a discount of 20%. But due to a…
dismal-audience
- 43
- 3
4
votes
1 answer
Convex-Constrained Nonconvex-Nonconcave Minimax Problem
In the mathematical optimization theory, I have taken a glance at many papers which deal with the unconstrained convex-concave or nonconvex-concave minimax optimization, i.e.,
$$
\min_{x\in X}\ \max_{y\in Y}\ f(x,y),
$$
where the function $f\colon…
Keith
- 155
- 4
4
votes
3 answers
How to find the point on the exterior of a given set of points?
Suppose we do have a set of points (all on a plane ).
How to find the smallest hull containing all these points ?
How to find the points (among these given points) that are at the exterior layers of all these points ?
Is there any MILP formulation…
Optimization team
- 1,326
- 1
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- 20
4
votes
2 answers
Should all decision variables be present in Objective function?
This might be a very basic question for this community. I am reading an article and I think I have some confusion about formulating a problem. My understanding is that all decision variables should be present in the objective function. For any…
mars
- 629
- 4
- 8
4
votes
3 answers
How to install Ipopt on Google Colab for Pyomo?
I need to use Pyomo with Ipopt solver on Google-Colab.
In order to install it I did as follows:
Now I need to use it , I get the following error ?
ApplicationError: No executable found for solver 'ipopt'
How can I resolve it ?
Optimization team
- 1,326
- 1
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- 20
4
votes
2 answers
When is a formulation with min function an ILP problem?
Consider a simple formulation like the one below.
\begin{align}
\max&\quad\sum_i x_i\\
\text{s.t.}&\quad x_i \leq \underset{\forall j
Daniele Cuomo
- 561
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- 9