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Heuristic methods for optimising complex black box function over permutations/ranks?

Suppose I have a set $S=\{1,2,\dots,500\}$ and some function $f(\sigma)$ from the permutations $\operatorname{Perm}(S) \rightarrow \mathbb{R}$ to be minimized. The function is complex (simulation based), black box, non-smooth, and since dealing with…
Brendan Hill
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Finding the linear functions defining a polyhedron through integer data?

Let's say I have a bunch of linear functions $f_1,\cdots,f_n$ in $k$ variables; then $f_1,\cdots, f_n\le0$ defines a polyhedron $P$ in the $k$-dimensional space. What I'm looking for is going the other way: given data points inside a polyhedron…
user12005284
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Specify the sense of a constraint in CPLEX

I am writing a small wrapper around Gurobi and Cplex so that the models I write are solver independent. I'm very familiar with Gurobi but I'm very new to Cplex and I'm having trouble replicating certain api calls that I use very…
Connor
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Decision Variable Value from a Set (Gurobi)

Is there a way to set a decision variable to take values from a set? Example: decision variable $x \in \{0,50,100\}$ So this variable can only take one of these three values and not more. I have found a documentation online which unfortunately does…
Georgios
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What's the use case of commercial optimizer when we have Tensorflow?

Not sure if this question is appropriate here. I used to run customized spline fitting with commercial package such as mosek and gurobi. Since beginning of this year, I tried to migrate to open source packages like tensorflow. I am surprised that…
eight3
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The departure process of an $\rm M/M/\infty$ queue

Burke's theorem says that the output process of an $\rm M/M/1$, an $\rm M/M/C$, and a $\rm M/M/\infty$ queue with arrival rate $\lambda$ and service rate $\mu$ follows a Poisson with parameter $\lambda$. I was able to derive the proof for the $\rm…
Pedro Gerum
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Is the "reverse search" algorithm of David Avis the state-of-the-art method for finding discrete solutions to a system of linear inequalities?

Is the "reverse search" algorithm of David Avis the state-of-the-art method for finding discrete solutions to a system of linear inequalities? If it is not, then what is? For $m$ inequalities in $d$ dimensions, the most expensive part of Avis's…
Nike Dattani
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Approaches for choosing a "risk" factor in an Inventory Optimization problem?

I'm working on an Inventory Optimization (Allocation) problem. The decision variable is the amount of inventory budget to allocate for each product, from a set of products. My objective is to maximize my profit. My constraint is a total budget…
Skander H.
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Is there a canonical name for Score Folding (multiplying a priority soft constraint by a big weight)?

I've regularly encountered that there are too many constraints to categorize into just hard and soft constraints. For example: Physical constraints (very hard), e.g. 1 person can only be at 1 spot at the same time Legal constraints (hard), e.g. 1…
Geoffrey De Smet
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What is the standard practice in Constraint Programming modeling?

I know some general concepts regarding Constraint Programming (e.g., the ones explained in this answer). I am interested in learning how to formulate a combinatorial optimisation problem as a constraint programming model. What steps should be taken…
rasul
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DOCplex adding columns

When using DOCplex to implement column generation, is it possible to add columns as an object, as opposed to creating a variable and then modifying the coefficients in the constraints? Edit: In gurobi one can add a column creating the object Column…
Daniel Duque
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How to get solver time from CPLEX when using the NEOS server through Pyomo?

I've been using CPLEX on the NEOS server, via Pyomo, to solve a binary program I'm working on. NEOS is amazing, but the documentation is somewhat lacking on the Pyomo side, so I haven't been able to find out how I can access the solve time for an…
domdomdom
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Geometric programming: Why are the constraints defined to be less than/equal to 1?

In a simple convex optimisation problem, the standard form is given by \begin{align}\min_{\bf x}&\qquad f({\bf x})\\\text{s.t.}&\qquad g_i({\bf x})\le 0,\quad i=1,\cdots,m\\&\qquad h_j({\bf x})=0,\quad j=1,\cdots,p\end{align} with ${\bf x}\in\Bbb…
ə̷̶̸͇̘̜́̍͗̂̄︣͟
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How to get GAMS's solvers to work from Pyomo?

I want to run a model written in Pyomo language with CPLEX solver of GAMS. However I get the following error: "No 'gams' command found on system PATH - GAMS shell" NameError: No 'gams' command found on system PATH - GAMS shell solver functionality…
rgholizadehr
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Running a linear programming model to maximize binned predictions

I have a dataframe like: >>> df [Output]: day spent_amount location prediction 1 10 US '0-2' 1 20 US '3-5' 1 30 US '3-5' 2 10 …
realkes
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