Operations Research Stack Exchange
Operations Research Stack Exchange

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Is using gradient descent for MIP a good idea?

I'm researching ways of solving constrained optimization problems on a cloud platform. I stumbled across this: https://cloud.google.com/blog/products/data-analytics/distributed-optimization-with-cloud-dataflow Where they claim that gradient descent…
Skander H.
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Linearisation techniques for MINLPs

I am wondering what kinds of linearisations people do for MINLPs outside my field of expertise. I work in global optimisation, so by "linearisation" we would typically mean one of the following: Exact linearisations, i.e., to reformulate a…
Nikos Kazazakis
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When does Gurobi add cuts from callback

A while ago I used Gurobi and I added user cuts from within a callback. However, I got the feeling that my user cuts were not directly added to the model. Is it right that Gurobi can decide to postpone adding my inequalities? If yes, is there a way…
Michiel uit het Broek
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Number of aircraft to operate in an airline company

Suppose that an airline company has X planes, in general the companies keep a number of these aircraft (say 80% of X) in reserve in case of hazards. My question is how the airline companies compute the number of aircraft to operate and the ones to…
user109284
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Convex vs Strictly Quasiconvex Functions in Optimization

I have read/heard quite a few time that in the old days, it was considered that linear programs constitute the class of optimization problems that can be solved efficiently in practice (as a rule of thumb) and that nowadays it's not that way…
user2316602
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Model or State Uncertainty in Queueing Model due to uncertain arrival rate

Introduction I am currently modelling a scenario where two queues need to be served by a single server in a non preemptive discipline. I am quite sorted on generating the optimal policy via Value or Policy Iteration when given the arrival and…
Dylan Solms
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Expressing an implication as ILP where each implication term comprises a chain of boolean ORs

Consider an implication of the form $A \implies B$ where both $A, B$ comprises a chain of Boolean OR variables. For example, $(a_1 \lor a_2 \lor a_3) \implies (b_1 \lor b_2 \lor b_3)$. How can this be expressed as an ILP? All variables are…
ephemeral
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How to choose an architecture for an OR web app and how to learn the tech stack associated?

After carefully reading the answers to my previous post I decided to opt for developing and deploying an app as a web service. I watched a talk on optimization apps. It suggests using the following architecture to build a Cutting Stock app - you…
Best_fit
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Expressing a chain of boolean ORs using ILP

How to express a chain of OR operations in an ILP in which each expression is a less than or equal constraint and the left hand side variable in all inequalities is always the same? All the variables are binary. For example, I would like to express…
ephemeral
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Convex Maximization with Linear Constraints

I am doing active research in convex maximization w.r.t. linear constraints. There are many cases which can be efficiently approximately solved, e.g., convex quadratic maximization, log-sum-exp maximization. I am quite sunk in the theory but want to…
independentvariable
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Generating all extreme rays

I am trying to understand a problem and would like to generate all extreme rays for a given set of linear constraints. With the Python interface of CPLEX, I was able to generate a single ray (not sure if it is guaranteed to be extreme) but is there…
Florian Pommerening
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Is there a way to proportionalize fixed costs in a MILP?

So assume we have a MILP (e.g. inventory or capacity planning) and the objective is to minimize total costs (inventory costs, set-up costs, backorder costs, production costs etc.). The production of a product $x_{tp}$ must meet demand $D_{tp}$. Most…
Paroth
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Mixed-Integer Linear Programming (Capacity Planning)

I'm currently developing a small capacity planning problem and right now I am struggling with the "activation" of a subset. Needless to say I am not an expert in this kind of things. I have a set of $i\in I$ products. Each product $i$ can be…
Paroth
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Performance of a branch and bound algorithm VS branch-cut-heuristics

I was trying to solve a moderate scheduling model using an open-source solver. I did two different ways. A) using pure branch and bound algorithm (disable all options). B) using the default setting of the solver option (activating pre-solving,…
A.Omidi
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Run repeatable numerical tests in the cloud

In numerical tests of optimization algorithms, one often reads "We used a XY computer with X GB RAM for the experiments". Usually, when I want to compare my results with theirs, I do not have an XY computer, but a YZ computer. And rerunning the…
J Fabian Meier
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