Operations Research Stack Exchange
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Benchmark problems for combinatorial multi-objective optimisation

Does anyone know of any good benchmark problems for combinatorial multi-objective optimisation? Something where pareto frontiers are known for example would be very useful.
domdomdom
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Pricing of blends/mixtures across multiple timesteps

I have a simple blending problem, where each final product is a blend or mixture of several raw materials, and want to calculate the price per unit of weight for each of the products. So for a given product, the price $P$ per unit weight is given…
TimChippingtonDerrick
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which method has been used to automatically reformulate logical constraints in a standard MIP solver?

There are many of the formulations to linearize logical constraints by introducing new auxiliary binary or any appropriate variables and adding the corresponding constraints to the model. It can be found by a simple search on the community or other…
A.Omidi
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Dividing machines into groups of equal sizes so that each group has approximately same productivity

I have set of machines with varying productivity. I want put the machines in different groups so that the groups have approximately equal productivity. Lets say, we have $M$ machines. and we want to divide them into $G$ groups of equal size. Size of…
KGM
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In an integer program, how can I “activate” a constraint only if a decision variable has a certain value?

Suppose we have the constraint $$a_1x_1 + \cdots + a_nx_n \gtreqless b,$$ where $a_i$ and $b$ are constants and $x_i$ are decision variables. Suppose also that we want the constraint to hold if $y=1$ (where $y$ is a binary decision variable), and we…
LarrySnyder610
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QA techniques for optimization problem coding

I often spend much, much, more time QAing and debugging my code than I do actually writing the optimization problem or shaping my data. Are there any tools or techniques to make it easier? I am asking specifically about the challenges operations…
Zohar Strinka
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When is the original BFGS algorithm still better than the Limited-Memory version?

I have been going through Andrew NG's original data science course on Coursera. I learned the BFGS algorithm at some point in my OR education, but not the Limited Memory version that Andrew NG focuses on. From a practical point of view, are there…
Zohar Strinka
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How to linearize membership in a finite set

Given finite set $S$ and variable $x$, how do I linearize the set membership constraint $x\in S$?
RobPratt
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2 stage stochastic programming to approximate many stage problems

There are many naturally multi-stage (i.e., more than two) stochastic programming problems that are approximated by a two-stage stochastic programming model due to the complete intractability of the 'real' model. For example, consider a 10 period…
Albert Schrotenboer
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4 answers

Recommendations for OM blogs

Could someone suggest good blogs to follow for researchers in Operations Management/ Supply Chain Management /Operations Research?
Sreekz
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Computational complexity to compute an IIS

How hard is it to compute an irreducible infeasible subset (IIS) for a linear program? What about an integer program (e.g., removing the integrality constraint on a single variable may be enough to render the problem feasible, but this seems rather…
David M.
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Unpopular/Obscure solvers/algorithms that you used

There are many (numeric) optimizers which solve some subset of the set of multi-objective, black-or-grey-or-white box, robust, stochastic, mixed-integer, non-linear, non-smooth, manifold-constrained programming problems. Some of them are well known.…
worldsmithhelper
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Open source Markov decision process solvers

Which sources are out there that provide reliable and fast MDP solvers? I prefer that the library is callable from C++ but other languages are fine too. There is indeed an abundance of repositories on github that at first seem to be appropriate for…
Michiel uit het Broek
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How to find all vertices of a polyhedron

I have a convex polyhedron given by a set of linear inequalities, for example: $$ x_1 \geq 0,~~ x_2 \geq 0, ~~x_3\geq 0 \\ x_1+x_2\leq 1,~~ x_2+x_3\leq 1,~~ x_3+x_1\leq 1 $$ I want to list all the extreme points of the polyhedron. In this case,…
Erel Segal-Halevi
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Meta papers on operations research

Some time ago, I wrote this answer: https://or.stackexchange.com/a/3323/405 to a question here on this stack exchange. I've had similar discussions with colleges, but I never found anything written down on "meta topics". So I thought, probably…
PSLP
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