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1500 questions
12
votes
1 answer
How to reduce recursion when using Gomory cutting planes to solve an integer program?
Consider the following simple integer program
$$\begin{array}{ll} \text{maximize} & 3 x_1 - x_2\\ \text{subject to}
& 3x_1 - x_2 \leqslant 3 \\ & -5x_1 - 4x_2 \leqslant -10 \\ & 2x_1 + x_2 \leqslant 5 \\ & x_1, x_2 \geqslant 0 \\ & x_1, x_2 \in…
iBug
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12
votes
2 answers
Debugging cplex model
I implemented a cplex model and I am convinced that the model should allow a better solution on a specific instance. However, when I impose the variable values of the solution onto the model, it returns no solution.
Is there a simple way to find…
PSLP
- 2,401
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12
votes
2 answers
MILP: is it NP-complete or NP-hard?
The pieces of information I get online are sometimes confusing. Someone says MILP problems are NP-hard, and somewhere else I found the claim that MILP problems are NP-complete. Can someone please clarify it?
KGM
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12
votes
1 answer
Two-stage $k$-means clustering
The problem I am facing is clustering problem, needed for a Vehicular Routing Problem (VRP) I'm tackling. It is a heterogeneous VRP with Time Window (TW) and a capacity utilization constraint, i.e. a truck can be routed only if its loading factor is…
Dimitris Boukosis
- 137
- 4
12
votes
1 answer
Example satisfying Mangasarian-Fromovitz CQ but not LICQ
On Wikipedia's page for the KKT conditions, it is stated that Mangasarian-Fromovitz constraint qualification (MFCQ) is weaker than linear independent constraint qualification (LICQ). What is a counter-example to the claim MFCQ $\Rightarrow$ LICQ?
Tim
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12
votes
2 answers
How difficult is it to understand a Machine Learning method based on integer optimization?
I'm trying to understand a paper called "Supersparse Linear Integer Models for Predictive Scoring Systems" by Ustun, Tracà and Rudin, who introduce a really interesting method for generating an understandable classification system that actually…
user2627
- 129
- 2
12
votes
1 answer
Is there a library of infeasible MINLP problems?
We have a number of test libraries to test solver performance like MINLPLIB, QPLIB, etc., but the problems in all libraries I know are overwhelmingly on the feasible side.
Is there a library to test a solver's ability to prove infeasibility?
Nikos Kazazakis
- 12,121
- 17
- 59
12
votes
1 answer
Which ML algorithms work by solving constrained optimization problems?
As far as I know, most machine learning algorithms solve unconstrained optimization problems, i.e., if we were to unroll all the neurons into symbolic expressions we would end up with a massive objective function and no constraints.
I read somewhere…
Nikos Kazazakis
- 12,121
- 17
- 59
12
votes
1 answer
If-then constraints in MIP programming
For continuous variables $x$ and $y$, the constraints are:
if x >= 0 and x < 1 then y <= 10 and
if x >= 1 and x < 2 then y <= 5 and
(up to the ten lines of inequalities)
if x >= 2 then y <= 2
The problem is on modeling nonlinear behaviour of gas…
Qbik
- 221
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12
votes
4 answers
Where to search for PhD level jobs in OR?
I started hunting for jobs and I'm not sure what are good websites I should be keeping an eye on.
I'm interested mainly in Europe.
Rostov
- 221
- 1
- 4
12
votes
1 answer
Stabilization techniques in column generation when subproblems are not solved optimally
Which stabilization techniques in column generation, like penalty function approaches and dual price smoothing, can be used when subproblems are not solved optimally? (I am particularly interested in the parameter-less dual price smoothing approach…
German Velasquez Diaz
- 213
- 1
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12
votes
2 answers
Dedicated solver for convex problems
Are you aware of a fast solver (open source or commercial) for convex NLPs that is faster than IPOPT? I'm interested in problems in the 50K+ variable range, both dense and sparse. Ideally, it would be a solver dedicated to solving convex NLPs.
Nikos Kazazakis
- 12,121
- 17
- 59
12
votes
4 answers
Citing CPLEX 12.9
Simple question, but very hard to find an answer.
How can I cite version 12.9 of CPLEX? Shall I cite the very first CPLEX and indicate that I am using the version 12.9 of this, or shall I cite the new release's handbook? If you suggest the latter…
independentvariable
- 3,980
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12
votes
3 answers
Are fuzzy sets appreciated by OR community?
I may not be correct but it seems that the leading operations research and management science journals (Informs OR and MS) do not publish any works on fuzzy logic or fuzzy sets. I could find only three papers in MS and zero papers in OR that have…
Evike
- 182
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12
votes
4 answers
What do solvers like Gurobi and CPLEX do when they run into hard instances of MIP?
MIP is NP-Hard, so it is possible that an instance is very difficult and has multiple local minima that the search can get stuck in.
With a Metaheuristic Algorithm, the stochastic and approximate nature of the algorithm means that that is a risk we…
Skander H.
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