Operations Research Stack Exchange
Operations Research Stack Exchange

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1500 questions
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How to linearize a constraint with a maximum of binary variables times some coefficient in the right-hand-side

I have the following constraint that I'd like to linearize: $P$ is a given set $b_p \in \{0,1\} , \forall p \in P$ a binary variable associated with each element of $P$ $c_p \in \mathbb{R}^+$, a coefficient associated with each element of $P$ $l \in…
Renaud M.
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How can I do the jump from academia to industry?

While looking through the job offerings, I noticed that everybody seems to be looking for experienced professionals, senior engineers, or at least three years of industry experience. Was this just a bad sample, or is there a trick to getting your…
PSLP
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Recommendations for OR video channels (YouTube etc.)

The other day someone asked about recommended blogs to follow. The older generation tends to prefer blog posts, but the newer generations tend to watch videos instead. And we want to help the newer generations find their way to Operations Research,…
Geoffrey De Smet
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Do LP solvers convert LPs to standard form?

To solve a linear program (LP) using the simplex method one first needs to bring the LP to standard form. This requires replacing every equality constraint with two inequalities and replacing every free variable with two non-negative variables. I…
Rolf van Lieshout
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Trustful Nonlinear Programming

Is it possible for an NLP solver to claim that a knowingly feasible problem is infeasible? Shouldn't the solver be able to provide a solution (of course not necessarily the global optimum but a feasible one)? Is a wrongly claimed infeasibility a…
Clement
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Are there explainability approaches in optimization?

In the machine learning community there is the big topic of explainability, where you want to make the solution of ML models explainable or derive explainable models. This is also interesting for optimization, because the stakeholders sometimes want…
user3680510
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How is optimization under uncertainty done in real world applications?

In this post What is robust optimization? there is a nice introduction to robust optimization. There are many concept for uncertainty in optimization problems like robust optimization stochastic optimization distributionally robust…
user3680510
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Families of methods to deal with criterion uncertainties in multicriteria decision analysis

In MCDA, which family methods deal with uncertain criterion-specific values? What is MCDA? Multiple-criteria decision analysis, refereed as MCDA, is a sub-field of Operations Research for aiding in decision making when several objectives have to be…
JKHA
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How to read open-source code of a solver (Or-tools, OptaPlanner, Minotaur, etc.)?

I want to learn more about solvers by reading the code of some open-source projects such as MINOTAUR, Optaplanner and OR-Tools. However, I am struggling. I don't know where to start from there are a lot of repositories and files with no high-level…
Best_fit
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Finding primal feasible solution from optimal dual

I'm reading Boyd's notes on forming the dual problem in order to decompose the primal problem. On page 4, right before the start of the next section, he talks about how given the optimal dual solution, finding the optimal primal solution is…
George Chang
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How to fit a Beta distribution to three estimates from an "expert"?

I'm modeling a process time, $X$, for a simulation study and have an "expert" estimate of the minimum, $\hat a$, the most likely (mode), $\hat m$, and the maximum, $\hat b$. I'd prefer to avoid the possibly unrealistic use of the Triangular…
SecretAgentMan
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Can presolve reductions change the value of the linear programming relaxation?

For integer programs solvers (like Gurobi, Cplex, ...) report the value of the linear programming relaxation for integer programs, i.e. Root relaxation: objective 2.648400e+02, 233 iterations, 0.01 seconds Is this value independent of the presolve…
user3680510
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Neigbourhoods in Large Neighbourhood Search (LNS) algorithms

I have been trying to implement a variant of LNS on a graph for TSP. One of the ways that I can define a neighborhood for TSP is to find $k$-shortest path between two nodes. But the choice of these nodes are random. I have two questions: Are there…
GGJON
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How do OR researchers choose which journal to submit and what are the differences between them?

I am a PhD student now and I have been curious about this question since I was an undergraduate student. How do researchers choose which journals to submit if your work do not have an obvious fit to a specific one? After reading some papers, I now…
ORrookie9
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Linear programming: objective function with "buckets"

I had a linear programming problem with the following objective function $$f(x) = \sum_{j}x_jq_jp_j - \sum_{i}\left(\sum_{j}x_jq_jC_{ij} \right) c_i$$ Where $q, p, C, c$ are known. This problem was easily solvable using linear programming, because…
BarkingCat
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