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How to implement a "generic" solver for scheduling problems?

I have been accepted for an internship for 6 months. The aim of this internship is to implement a "generic" solver for scheduling/production planning problems. This solver will bill a small prototype for a saas product. I am aware that there is a…
Antarctica
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Queuing Theory with Learning Perspective

I am willing to work on queuing models but in classical queuing models, it is assumed the probability distributions of arrival and service are known or at least the rate is known. However, I am willing to work on the case when there is not complete…
Amin
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CPLEX allows manually inserted solutions to violate lazy constraints

I am using CPLEX 12.9 to solve a mixed integer linear programming problem. Some of my constraints are enforced through a legacy LazyConstraintCallback. Heuristic solutions are inserted through a legacy HeuristicCallback. My implementation is in…
Kevin Dalmeijer
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11
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1 answer

k-means/k-medoids Clustering Implementation in CPLEX Java

I am trying to model a grouping algorithm as k-means clustering problem, by referring to the general definition as mentioned in Wikipedia. In my system, I have $N$ nodes that I want to group in $m$ groups, based on the peer-to-peer distance…
Betty
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1 answer

Metaheuristic to solve general MIPs

Many papers formulate their (NP-hard) problem as ILP or MILP and then show Cplex/Gurobi are unable to solve instances of a certain size. Then they introduce a meta-heuristic solution approach to solve these large instances. My question is: have…
PSLP
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Minimize number of pieces required to cover distances, with overlap

The specific optimization problem I'm trying to solve is this: Find the minimum integer number of $2$m pieces required to cover $2$ or $4$ distances of length $D$ given that adjacent pieces must have an overlap of $50$mm. Pieces may be cut and…
Martin Stålberg
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11
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1 answer

Automatic detection of SOS variables and constraints

We've been working on a new feature for Octeract Engine, namely to automatically extract SOS structure from a model and then exploit it. While the literature is quite rich on what to do with SOS once we have them, I couldn't find any work on how to…
Nikos Kazazakis
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1 answer

Why is the sample variance of a Sample Average Approximation calculated in this way?

I am going through the great tutorial on Stochastic Programming by Shapiro and Philpott. When talking about Monte Carlo techniques, I get confused by the way they calculate the sample variance (page 13, equation (2.8)). In short: Given a solution…
k88074
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1 answer

Armijo Line Search Parameters

I am trying to compare many unconstrained optimization algorithms like gradient method, Newton method with line search, Polak-Ribiere algorithm, Broyden-Fletcher-Goldfarb-Shanno algorithm, so on so forth. For these methods, I use Armijo line search…
independentvariable
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Is there any relationship between KKT and duality?

I noticed the similarities between KKT and complementary slackness, but I do not fully understand it.
Amos
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11
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1 answer

Suggested Resources for Non-Linear Optimization

I recently completed an undergraduate course in Linear Programming and Operations Research. I am willing to look into advanced concepts and Non-Linear Optimization algorithms and also, their method of implementation using a programming…
Subhas Nandy
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11
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2 answers

CPLEX Auto-Benders: How do I get the number of optimality and feasibility cuts?

I am using CPLEX's 12.9 auto-Benders decomposition feature (from the CPLEX Java API). Following the documentation I let CPLEX decide the decomposition strategy as // model is an IloCplex object and is currently modeling a MIP problem. // The…
k88074
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11
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1 answer

What to do with cuts (constraints) when a fixation is contrary to a RHS in a ILP / LP relaxation?

I am trying to understand an algorithm in a paper by Crévits et al. (2012)1 (see algorithm 2, the cuts I'm referring to are from the reduced costs). It uses a series of successive cuts on a linear relaxation of a problem. But it also uses a…
gornvix
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1 answer

Looking for books in the same style as Hans Kellerer 2004, Knapsack Problems

I really enjoyed reading Hans Kellerer, David Pisinger, Ulrich Pferschy 2004 book Knapsack Problems. Can anybody recommend books in a similar style, about some other classes of problems / optimisation?
gornvix
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11
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2 answers

Is a "multistep" or "multiphase" Newsvendor model possible?

I'm trying to address the question of how many times should I order a product from my supplier, assuming highly stochastic demand. In my mind there would be something like the Newsvendor model, but would not only provide me with an optimal buy…
Skander H.
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