Operations Research Stack Exchange
Operations Research Stack Exchange

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1500 questions
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votes
4 answers

YALMIP-like modeling environment in Python

What are the handiest optimization parsers out there? Is COIN-OR's PyPy being used actively? I am currently trying to do an optimization project in Python, but I am used to using MATLAB + YALMIP combination, so I need some advice!
independentvariable
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4 answers

Use of machine learning techniques to determine parameter values

It is quite frequent that optimization algorithms have quite some parameters controlling their behavior (cooling schedule of a Simulated Annealing, length of the tabu list for a Tabu Search, population size for a Genetic Algorithm, etc...). One will…
Renaud M.
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3 answers

When should I use dual Simplex over primal Simplex?

In Gurobi the user can change the method parameter in order to force Gurobi to use a particular method for solving MIPs. The user can, amongst others, choose between primal and dual simplex (not changing the parameter will result in Gurobi picking…
YukiJ
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4 answers

Does this $0-1$ integer program have any speciality?

Given matrix $A \in \{0,1\}^{m \times n}$ and vector $b \in (\mathbb{Z^+})^m$, where $\mathbb{Z^+}$ is the set of positive integers, $$\begin{array}{ll} \text{maximize} & c^\top x\\ \text{subject to} & Ax \leq b\\ & x \geq 0\\ & x \in…
worldterminator
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1 answer

Robust counterpart: why is dual reformulation not working?

I am trying to solve robust optimisation problems, but I am getting nonsensical solutions most of the time… Here is a very simplified example: \begin{alignat}{2}\max&\quad x+z&\\\text{s.t.}&\quad\alpha x + \beta z& \leq 2&, \quad\forall (\alpha,…
dourouc05
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3 answers

Bibliographic databases/search engines

Despite the -- or: due to the -- plethora of alternatives, I still haven't figured out which bibliographic database/search engine (Scopus, zbMATH, Google Scholar, ProQuest, EBSCO, JSTOR, etc.) offers the best coverage of OR/MS publications. Also,…
fbahr
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In the context of LASSO regression, how to introduce a constraint for max number of selected betas?

In lasso, we have a regularization term in the loss function: $$\sum \|y-\hat{y}\|_{2} + \lambda \sum\|\beta\|_{1}$$ As the loss function is minimized, some $\beta$'s will become zero. That's what people refer to as 'sparsity' My question is : how…
eight3
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4 answers

Model conversion as fast as gurobipy and solved by open source solvers

Gurobipy is a fast solver and can convert a mathematical programming model to its underneath language very fast compared to some open source wrappers (e.g., PuLP, OR-tools, etc.). However, a commercial license is a big issue in some cases. Is there…
Yihe Zhuo
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14
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2 answers

OR Software Forums

A list of OR Software forums would be nice. Can someone import the list of OR Software forums from the (now) read-only OR Exchange at https://www.or-exchange.org/questions/9068/or-software-forums ? Can you please delete extinct software, add…
Mark L. Stone
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2 answers

How to implement a custom global constraint in IBM's ILOG CP optimizer

How do you implement a custom, global constraint in CP Optimizer? This is not a trivial thing to do, as CP Optimizer does not ship any examples of a custom constraint, and the documentation is very limited. I will post a complete example of a custom…
Joris Kinable
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2 answers

How can I approximate a chance constraint in a computationally tractable way?

I want to solve an optimization model that contains a constraint like $$ \Pr[F(x,\xi)\leq0]\geq1-\varepsilon $$ where $x$ are my decision variables, $\xi$ is a random vector, and $\varepsilon\in(0,1)$ is some tolerance that measures how certain I…
David M.
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3 answers

Using CPLEX "solution pool" to count feasible points

Some problems call for a count of the number of integer "lattice" points contained in a feasible region (rather than for locating the minimum or maximum objective function value in that region). See for example the SO Question "Counting solutions…
hardmath
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How is the field of operations research evolving?

I am interested in applying to some OR faculty positions this academic cycle and I am hoping to get a better understanding of the field. For context, I come from an (electrical) engineering background, specifically control systems. Classically, it…
Erik M
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4 answers

How to progress with CPLEX/Gurobi

I've been learning and playing with CPLEX/Gurobi for a year using C++/Python API. I know some basic stuff like writing a model, callbacks, basic playing with solvers' parameters. I am wondering what are the most important steps you recommend to…
Antarctica
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Online Education for OR and Developing Decision Support Systems

I am looking for educational programmes which can be conducted online, such as full MSc., degree certificates, postgraduate courses/modules, MOOCs. Topics I am looking for are on advanced optimization such as column generation,…
Aks
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