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1500 questions
13
votes
7 answers
Are there reusable formulations/heuristics shared with the community?
There aren't many examples of reusable functionality shared as a result of research or commercial software development.
Has anyone come across any?
Here is one I just learned of:
https://github.com/grid-parity-exchange/Egret
fhk
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13
votes
3 answers
How can I estimate the monetary savings of a operation research application?
Developing operation research applications for industry clients is often very costly since it is in my experience often a custom special development for the client. The cost of developing a running system is often far beyond 100k $/€/... and then…
user3680510
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13
votes
2 answers
Sensible and realistic way to model truck based transport costs depending on amount
Different kinds of problems involve transporting an amount $x$ from A to B which results in a cost $c(x)$ in the objective function.
Traditionally, often linearized costs are used to get an easy, linear model. This might lead to unrealistic…
J Fabian Meier
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13
votes
2 answers
"Out of the box" Mixed Integer Programming Heuristics
I currently have a complex Mixed Integer Program (a sort of vehicle routing problem variant, with multiple vehicle types and without assigned pickup -> delivery routes, among other complications) implemented in PuLP, which is taking far too long for…
blahblah4252
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13
votes
3 answers
Can operations research be used for protein folding?
I understand from this active COVID-19 question: Are there any COVID-19 (coronavirus) related optimization problems with input datasets that we can "crowd solve"? that the protein folding problem is very important in the fight against COVID-19.…
kur ag
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13
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3 answers
On using correct notation in research papers
This question is about using correct notation while writing a research paper. Say I have a directed graph $G$, partitioned into $T$ layers. Denote the set of nodes in layer $t$ by $V_t$. Suppose, I wanted to write some constraint, one for each node…
batwing
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13
votes
2 answers
What is the difference between optimization software APIs based on performance and speed?
The state-of-art solvers like CPLEX or Gurobi and some of the open-source solvers have had the different APIs (like Python, C/C++, Java, etc.) in which users could write their MP model in own favourite programming language.
AFAIK, the core of the…
A.Omidi
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13
votes
1 answer
Re-calculating shortest path in slightly altered graph
I was wondering if someone has come across this before and/or has a smart idea for the following:
I have a directed graph $G$ with costs $c$ associated with the arcs, and I know the shortest path $P^G_{st} = \{s,\dots,i,j,\dots,t\}$ in $G$ between…
Martim Joyce-Moniz
- 133
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13
votes
2 answers
How fair is limit solver threads when publishing?
Reading gurobi reference manual I found this:
We have also found that certain classes of MIP models benefit from reducing the thread count, often all the way down to one thread. Starting multiple threads introduces contention for machine resources.…
seimetz
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13
votes
4 answers
Implementation gap in logistics
Typically OR-projects steps are: observing a situation, modeling it, solving the model, implementing the solution, and evaluating the situation.
In the area of production and logistics, the models are typically NP-hard combinatorial optimization…
PSLP
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13
votes
1 answer
Difference between lazy callbacks and using lazy constraints directly
I'm trying to use lazy constraints to solve an optimization problem. In some software such as CPLEX or GUROBI, they have some tools to handle them directly (in the original model) or using callback functions.
I was wondering what is the difference…
A.Omidi
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13
votes
1 answer
LP how to sum up positive free variables and negative free variables separately?
For an LP problem where $x_1,\dots,x_n$ are free variables (which may take positive or negative values), I want to bound the sums of $a_i\cdot x_i$ where $x_i>0$, and where $x_i<0$.
I suspect this requires MIP with a sign variable for each…
Henry
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13
votes
1 answer
Linearization of the product of two real valued variables - Binary expansion approach
I want to minimize the following objective function:
\begin{align}\min &\quad x\cdot y\\\text{s.t.}&\quad2 \le x \le 5\\&\quad5 \le y \le 10.\end{align}
Since the objective function is a product of two real-valued variables, I am taking the…
S_Scouse
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13
votes
1 answer
McCormick envelopes and nonlinear constraints
I have a problem with a nonlinear constraint. The non-linearity stems from a term of the form $xb$, where $x \in \mathbb{R}^+$, $x < M$ and $b \in \{0, 1\}$. I am able to remove this non-linearity by using McCormick envelopes.
If I solve the problem…
Wilmer E. Henao
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13
votes
2 answers
Black-box optimization with linear programming?
In my research, I do a black-box optimization based on a simulation model with nonlinear properties. The simulation model gets an operation plan for a time period and then returns a time series, which is evaluated in the fitness function of the…
Emma
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