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1500 questions
12
votes
1 answer
An approximate answer to the right question or an exact answer to the wrong question
There is a quote from John Tukey in one of his papers on data analysis
Far better an approximate answer to the right question, which is often
vague, than an exact answer to the wrong question, which can always be
made precise.
Does something…
user2974951
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12
votes
1 answer
What are the pros and cons of LocalSolver?
LocalSolver is a company which provides a global optimization solver, combining exact and heuristic techniques.
The benchmarks on their website are quite impressive. For example, they claim they can solve large TSPs within 10 seconds with gaps…
Kuifje
- 13,324
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12
votes
3 answers
Settings for a faster solution of a MILP (GUROBI, python)
Using GUROBI with python. When solving a MILP, I notice that the incumbent is very early (25sec) at the optimal point but the best bound is so slow to fall (maximization problem) that it takes ages (2000sec+) for reaching the optimal solution. Any…
Makis Karasavvidis
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12
votes
1 answer
Benders subproblem feasible region dependent upon solution master problem
Suppose I want to solve a naturally MINLP problem of the following form:
$$
\min_{x,y} \{c'x + y \mid Ax \leq b, Dx + Ey \leq f, G(x)y\leq g, x \in \mathbb{Z}, y \in \mathbb{R}^+\}
$$
Here $G(x)$ indicates that the matrix $G$ is dependent upon $x$.…
Albert Schrotenboer
- 1,859
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12
votes
2 answers
Is it necessary to study rigorous math courses in OR?
I am a business student with engineering background and I am studying papers published in some journals like Management Science, Operations Research, Math of OR and they use some notations and keywords which I think are related to Pure Math.
For…
Amin
- 2,150
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12
votes
1 answer
How do we call this problem in literature and how to model it?
I have a set of sources and a set of sinks.
Each source $s$ can produce a set of different products $P_s$.
The transportation inter-sources and inter-sinks are allowed.
The sources do not necessarily produce the same products, but they may have…
Antarctica
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12
votes
1 answer
When using column generation, can a sub-problem be ignored once and for all once it fails to generate a new column?
Suppose you are solving a minimization problem with a column generation procedure, and that you have $2$ sub-problems. At some point, one of the $2$ sub-problems is no longer able to generate a column with negative reduced cost.
Does this…
Kuifje
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- 56
12
votes
2 answers
Job Shop Scheduling: what objectives are harder?
It is well known that job shop scheduling problems are notoriously hard from a computational point of view. Many papers exist for the makespan objective, and some report on min sum objectives (like minimize weighted completion time, minimize…
Marco Lübbecke
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12
votes
1 answer
Improving cuts from sub-problem with problem-specific hierarchical information
I'm solving an assignment-alike problem with a Logic-based Benders decomposition-alike (LBBD) method. The master problem provides an assignment, which is checked in the sub-problem.
Define the set of binary variables $x_i \in \{ 0, 1 \}$…
Jasper
- 221
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12
votes
2 answers
Is there a known MILP to schedule routes after routes are made
I am trying to create a mixed integer model that has as an objective to schedule routes for a single vehicle within its timeline.
Let me try to elaborate.
Let's say we have a single vehicle vrp and 6 customers and these customers have time windows.…
dimboukosis
- 483
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12
votes
2 answers
Restoring a list from differences
Given a list of (absolute valued) pair differences ordered and with duplicates removed, how can we recover/reconstruct the list that generated these differences? We do not know anything about the generating list, not the individual values and not…
hakank
- 934
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12
votes
3 answers
Connection between solver and Julia's JuMP
I am looking for ways or tips to connect a solver with the JuMP package. I started reading the manual of Math Opt Interface — I don't know the right terms, but I'll call it the backend of JuMP. Also, I am trying to understand the codes of a solver…
Josa Ferreira
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12
votes
3 answers
Does it make sense to use strict equality constraints in optimization?
Once I learned from some post that the strict equality constraint in an optimization problem does not make much sense. We should always use $\le$ constraint. How much truth is in this?
If I must have a strict equality constraint, should I use both…
KGM
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12
votes
3 answers
How to handle real-world (soft) constraints in an optimization problem?
Cross-posted at Stats.SE (aka Cross Validated)
I am working on a problem which involves optimizing for minimum power consumption in a large compressor network interconnected through pipelines (think of a connected graph with nodes as compressors and…
chupa_kabra
- 1,485
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12
votes
2 answers
Can Tuning Knitro Solver Considerably Make A Difference?
I have an NLP that I am hoping to solve with Knitro and I am aware of a multitude of different settings that you can "tune" in order to improve solution performance. I am not familiar with optimization solvers and the various settings, and so what I…
GrayLiterature
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