Most Popular
1500 questions
14
votes
5 answers
Is Hillier F. Introductory to Operations Research a good book for a data analyst interested in Operation Research field?
Is Hillier F. Introduction to Operations Research a good book for a data analyst? I was particularly interested in Operations Research especially when I was reading about the history about this area:
This field was created to the Necessity of…
rubengavidia0x
- 404
- 2
- 11
14
votes
4 answers
Good distribution assumptions for customer demand in a supply chain
Why do we normally assume normal distribution/Poisson distribution for customer demand in a supply chain? Are there other good distribution assumptions?
Yinan
- 379
- 1
- 4
14
votes
4 answers
Single reference for Mixed Integer Programming formulations to linearize, handle logical constraints and disjunctive constraints, do Big M, etc?
Is there a single crisp and accessible reference which covers how to generate Mixed Integer Programming formulations to linearize products, handle logical constraints and disjunctive constraints, do Big M, et. in optimization problems?
Are there any…
Mark L. Stone
- 13,392
- 1
- 31
- 67
14
votes
4 answers
CPLEX non-convex Quadratic Programming algorithms
CPLEX solves non-convex quadratic problems to global optimality with a global optimality option (in version 12). The relevant pages are
this and this. I benchmarked many solvers, and see that CPLEX is by far the best solver in this problem. I am…
independentvariable
- 3,980
- 10
- 36
14
votes
3 answers
How to handle an IP sub-problem with an objective function in Benders Decomposition
I have a question on Benders Decomposition (BD). Suppose I have an MILP model which can be decomposed into a master problem (MP) including integer and continuous variables and a subproblem (SP) including only integer variables. In addition, suppose…
whitepanda
- 314
- 1
- 12
14
votes
3 answers
Strategic planning based on average values
If you have strategic planning problems like hub location problems, the input data often consists of average values for shipping volumes etc.
When planning capacities, it is risky to ignore the distribution of the input data (if your hub is large…
J Fabian Meier
- 1,110
- 8
- 17
14
votes
4 answers
How would you characterize "optimization data?"
We often hear that in practice, not enough data of sufficient quality, consistency, recency, etc. is available for feeding into mathematical optimization models. Example: my university wanted to plan/optimize their weekly timetable using an integer…
Marco Lübbecke
- 5,919
- 22
- 64
14
votes
1 answer
Is the optimal objective of a linear program continuous in its right-hand-side?
Consider a linear program
$$f(b)=\min_{x}\{c^\top x: A x = b, x\geq 0\}$$
(assume it is feasible and bounded for all $b$). My understanding is that $f(b)$ is a convex piecewise linear function of $b$ (can be shown taking the dual of the LP, see…
k88074
- 1,661
- 8
- 18
14
votes
2 answers
Tips on How to Review Operations Research Literature Effectively?
As part of our department Ph.D. research methodology course, I'm going to give a short online lecture on how to review the literature effectively. As the course organizer asked us to focus on our own research experience, the focus of the talk is on…
Ehsan
- 2,463
- 10
- 26
14
votes
1 answer
How to Speed Up the subgradient optimization procedure in a Lagrangian Relaxation Scheme
I'm currently working on the following problem (a variant of maximal k-covering problem):
\begin{align}
\max&\quad z =\sum\limits_{\omega\in \Omega}x_{\omega}
\label{imbip3a} \\
\text{s.t.}&\quad
\sum\limits_{i\in \mathcal{V}}y_{i} = k…
Evren Guney
- 912
- 5
- 14
14
votes
1 answer
Sources to learn about Sample Average Approximation for practitioners
I want to start learning Stochastic Programming, beginning with SAA (Sample Average Approximation) and keeping a practitioner's perspective in mind, i.e. I would like my sources to collectively cover intuition, background theory and the topics one…
dhasson
- 1,667
- 1
- 9
- 21
14
votes
1 answer
Tools to implement branch-and-price algorithms
As far as I know, implementing a branch-and-price algorithm is a task far from trivial. However, there are tools such as SCIP or the BCP framework of COIN-OR that help implement such algorithms.
I would like to ask you two questions in this…
vulpith
- 383
- 1
- 5
14
votes
2 answers
How to choose between high number of binary variables or fewer number of integer (not only 0 and 1) variables in a IP formulation?
When I have to write the formulation of an IP, I usually have the choice between writing $i\times j$ binary variables with two indices such as $ x_{i,j} $ or, writing $j$ integer variables $x_i$.
Is it better to use only binary variables but with a…
JonathanZ
- 151
- 6
14
votes
2 answers
Obtaining optimality gaps when using hybrid exact-heuristic approaches to vehicle routing problems
I'm starting to read about column generation-based approaches to vehicle routing problems (VRP). Let's say that I want to solve very large instances of an intricate VRP, I'm not looking to always solve my problem to optimality, but I still want to…
vulpith
- 383
- 1
- 5
14
votes
1 answer
Integrality gap in bilevel binary linear programming problem
I have a bilevel max-min optimization problem over binary variables, with constraints expressed using linear inequalities. The inner (minimization) problem is
$$
\begin{alignat}2
\min\limits_x&\quad c^\top x\\
\text{s.t. }&\quad Ax\geq b\\
&\quad…
abebebebahabe
- 299
- 1
- 4