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1500 questions
10
votes
3 answers

Python API and CPLEX

Note: See the EDIT below for one possible solution. I apologize if this is not appropriate but I don't really have anywhere else to turn. I was hoping that someone would be able to post how they would install CPLEX with the Python API. I have tried…
GrayLiterature
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10
votes
1 answer

What are good reference books for introduction to operations research?

The reference books should cover the wide range of problem-solving techniques and methods.
10
votes
1 answer

Sensitivity analysis of QP

Given a quadratic program $$ f^* \equiv x^\top Q x + b^\top x \\ x \geq 0 \\ A^\top x = d \\ x \in \mathbb{R}^n $$ I would like to analyze the sensitivity of the solution $x^*$ to perturbations in $Q$ and $b$. Could anything be said regarding…
ntrstd11
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10
votes
1 answer

Integer column generation without branch & price

Consider the following situation. I have an integer program which I want to solve using column generation. After a suitable decomposition, the master problem has decision variables that select the columns to use in order to satisfy some constraint.…
pele
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10
votes
2 answers

Many-to-many Breadth First Search

There is a directed social network with large number of nodes and arcs and there are many instances of the network (nodes are same but arcs change in each instance). You can think of it as a stochastic network with probabilities on the arcs, so that…
Evren Guney
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10
votes
2 answers

Infinite horizon versus finite horizon MDP

When can we approximate a finite horizon MDP with infinite horizon? Can we use infinite horizon stochastic shortest path problem on a directed acyclic graph?
David xuang
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10
votes
2 answers

The First Ever Linear Programming Problems

I have heard that Linear Programming was first used by: Dantzig to solve problems involving US military logistics in the Second World War Kantorovich to solve problems involving transportation of goods and soldiers in the Second World War I am…
stats_noob
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10
votes
1 answer

No "not equals" constraint in Gurobi

I'm using Gurobi and trying to set a constraint that two variables A, B are not equal model.addConstr(A != B) and seems like there isn't a not equal sign in Gurobi library. Is there any mathematical intuition that why we can't perform not equal in…
pigsun
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10
votes
3 answers

Are Metaheuristics and Evolutionary Algorithms the "Gold Standard" for the Traveling Salesman Problem?

Are Metaheuristics and Evolutionary Algorithms the "Gold Standard" for the Traveling Salesman Problem? I am interested in learning more about how we have been able to solve the (famous) Traveling Salesman Problem for more and more cities as new…
stats_noob
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10
votes
1 answer

How do I access the value of a variable in PuLP?

In Python's PuLP package, how can I get the value of a decision variable? For example, if I declare a variable— x = LpVariable('x_var', cat=LpContinuous) —then solve the problem, then use print(x) Python just outputs: x_var How can I get the…
LarrySnyder610
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10
votes
3 answers

Graph problems as integer programs

Suppose I give a solver (CPLEX, Gurobi, SCIP or anything else) an IP which is a reformulation of a stable set problem (or vertex cover problem or coloring problem) of some graph, is there a way I can tell the solver that it is a stable set or vertex…
10
votes
2 answers

Global optimality condition of non-convex quadratic programs

We know that a convex quadratic maximization (not minimization!) on a polyhedron has its global optimal value on a vertex. Also, I have read in some papers that checking whether a vertex is globally optimal or not reduces to a simple condition. I…
independentvariable
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10
votes
5 answers

What is the state-of-art (in industry and academy) of this scheduling + routing problem?

I have a startup idea and I am coming from a CS background. The startup tries to solve the following problem. A company having a set of employees that needs to visit several "customers" each day. The employees' mission consist of charge vending…
BloodyOrange
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10
votes
2 answers

Significant bias introduced into simple simulation

This question has been asked on Cross Validated Introduction Service is allocated to an infinite source of customers i.e. there is always a service in progress. The duration of the $i^{th}$ service is generally distributed $\Delta_i \sim…
Dylan Solms
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10
votes
3 answers

What industries and applications are chronically underoptimized?

What are examples of industries or applications, which would greatly benefit from using OR, but it is not standard or common to use these technologies there?
user3680510
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