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1500 questions
9
votes
3 answers

Open source MILP solver for quick “good enough” solution

I have a problem that I have already posted elsewhere in OR.stack, but the question is focused around a large binary MILP (about 1 million decision variables). Ultimately, I am more time constrained than optimality constrained. I have an academic…
S moran
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9
votes
3 answers

LP dependent on the ordering of the data

This is a rather simple question. Can a solution to a linear programming problem be dependent on the order in which the data is read/presented/stored? I know, that the time it takes to solve the problem can depend heavily on the ordering of the…
Djames
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9
votes
5 answers

How to model a TSP where the salesman can choose between flight, train and bus for every single connection?

I want to model a multiobjective TSP where the salesman can choose between a flight, train and bus to go from city $i$ to city $j$. The aim of this multiobjective optimization problem is to minimize the cost (ticket prices), travel time and carbon…
Kevin G
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9
votes
3 answers

Is there a better way to formulate this constraint?

Let $x_{r}^{j}=1\iff$ the machine schedules job $j$ using resource $r$. My constraint says that: a resource cannot be used twice, i.e., if $x_{r}^{j}=1$, then $x_{r}^{j'}=0$ for $j'\neq j$. I write this as: $$x_{r}^{j}+x_{r}^{j'}\leq1,\forall j\neq…
zdm
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9
votes
2 answers

Which MiniZinc-compatible solvers are best suited for floating decision variables and non-linear constraints?

We are working on a production scheduling problem that has both discrete ("how much to produce from good x and where") and continuous elements ("keep the workload of a production site below 0.7"), and also non-linear constraints, MIP is not…
ks.and1
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9
votes
1 answer

Operations Research Apps for everyday use

Since I am confined and I have some free time, I am looking for ideas of OR applications in everyday life. What I've seen so far are apps like solving VRP, Production planning etc. that are mostly used in business/industry. Any ideas of everyday…
Antarctica
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9
votes
1 answer

Compute the distance from a point inside a convex set to the boundary of the set

Problem Let $\mathcal C = \{ X \in \mathbb{R}^n \mid g(X) \leq 0\}$ where $g$ is convex, and let $X_c \in \mathcal{C}$. Is there any algorithm to compute the distance from $X_c$ to the boundary of $\mathcal{C}$ ? This can be formulated like the…
C Marius
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9
votes
2 answers

Is there a way to view added constraints in Gurobi (Python)?

I should note that I am very new to Gurobi so apologies if this is obvious. I am working on a project for a class to maximize profit on a theoretical flight network by deciding which routes to fly at what time and with what type of plane using a…
Noah M
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9
votes
1 answer

Scheduling events in order to maximize preparation time

Problem statement I'm given a set of events $E$, and $\forall e \in E$ also: a set of plausible dates on which the event can happen $D_e$ importance (weight) $w_e$ ideal preparation time duration $i_e$ I define preparation time for an event to be…
Eugleo
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9
votes
3 answers

CPLEX, number of threads and solving time

Using CPLEX via its Python API, I encountered a "weird" behavior. For some instances, with a limited number of threads (10 in my tests), the instances cannot be solved after 10 days (afterwards, the memory is full). However, when relaunching the…
Olf
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9
votes
1 answer

Check which constraints are violated (Concert - Cplex Studio 12.10 - C++)

Currently, I am working on the implementation of a formulation for an optimization problem, at the moment I already have the MIP formulation implemented in C++ using Cplex studio 12.10 with the Concert technology. However, for a given instance, the…
9
votes
4 answers

Open Source MILP software for Python with user-friendly API to define the optimization problem

Following the accepted answer to Assignment problem where assignments must be done sequentially I would like to write a Python script which can solve the problem defined there. It's a Mixed Integer Linear Programming problem, thus I need an Open…
DeltaIV
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9
votes
1 answer

Complexity comparision between purely BLP and MILP problems?

Could someone please comment and answer on the complexity of purely binary linear programming (BLP) and mixed-integer linear programming (MILP)? In MILP, we have both binary and continuous variables while in BLP we have only binary variables. From…
KGM
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9
votes
1 answer

Problem solvable $\Rightarrow$ subproblems solvable if feasible region closed, convex?

Let $c \in \mathbb{R}^n$, $M \subseteq \mathbb{R}^n$ such that the problem \begin{align}P:\quad\min_{x \in \mathbb{R}^n}&\quad c^\intercal x\\\textrm{s.t.}&\quad x \in M\end{align} is solvable. If a subset $X \subseteq M$ is nonempty, closed and…
zxmkn
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9
votes
0 answers

Adjusting duals heuristically

I am solving a scheduling problem-to find shifts and task schedules- using column generation. In essence, it is a set covering problem with additional constraints. The problem seems to be that the duals used to find task schedule columns do not…