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1500 questions
9
votes
3 answers

Google - OR tools for workforce scheduling problems

Has anyone used the google OR tools in python to solve the workforce scheduling problem. Can you please let me know Advantages and Disadvantages Any issues faced during usage and implementation
9
votes
1 answer

Static stochastic knapsack problem: unbounded version

In the static stochastic knapsack problem (SSKP) the weights $w_i$ of the items are distributed according to a probability distribution. Each item $i \in I$ can be selected at most once. So, considering a binary variable $x_i \in \{0, 1\}$ and a…
Libra
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9
votes
2 answers

Warm-start SCIP with a solution

I am trying to solve a MIP using SCIP. I let my solver run for some initial time-bound - let's say 10min. After 10min, I check if the problem is solved to optimality or 1% gap. If not, then I would like to start solving the problem again, but warm…
Rahul Patel
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9
votes
1 answer

Two-commodity flow formulation for an asymmetric cost VRP

The two-commodity flow formulation is introduced by Baldacci et al. (2004). It is known for its good performance and providing a tight lower bound. I searched the literature, but couldn't find any study that expands this formulation on asymmetric…
Mehdi
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9
votes
1 answer

How to get bounds on ILP optimal solution quality

Often, ILP formulations are just too complicated to solve optimally in reasonable time. In those cases, you can still run a solver for some fixed time and simply take the best solution that the solver found. However, I want to obtain upper bounds…
Discrete lizard
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9
votes
1 answer

Structural Optimization

Currently, I am working on a problem in which I need to use MILP to model equilibrium equations in a lightweight structure. Although this is an application based question, I wondered if there is a good reference in the literature discussing the…
Oguz Toragay
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8
votes
1 answer

Disciplined convex programming representation of $x\cdot\min x$

How can I reformat the problem below to follow DCP rules? DCP rules are Disciplined Convex Programming Rules that allow convex programs to be solved. DCP Is there a way to reformat the problem below so that I can solve it with any solver? I'm…
David
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8
votes
1 answer

References for "metric" network flow problems

Network flow problems are very well studied in the literature (e.g., see the Network Flows book), and the first DIMACS challenge was dedicated to these problems. Very efficient implementation of state-of-the-art algorithms are available, for…
Stefano Gualandi
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8
votes
2 answers

Linear facility location problem for large size problems (police station)

Considering a set of $m$ existing weighted demand points (very large) and $n$ different-sized facilities, what is the best approach for locating new facilities to maximise coverage? I have used the Weber problem, which is non-linear (quadratic). I…
Sean
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8
votes
1 answer

Good references for reduced cost fixing?

Reduced cost fixing is a technique used by mixed integer programming (MIP) solvers to safely fix variables to certain values. While this technique is well-known among the MIP community, I don't know of any standard/definitive references on it. For…
Austin Buchanan
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8
votes
0 answers

Examples for a kind of "set family hitting" problem

Given a ground set, say $[n]=\{1,2,\dots,n\}$, and a collection of subset families $\mathcal F_i\subseteq 2^{[n]}$, $i=1,2,\dots,m$, I want to select $m$ sets $B_i\in\mathcal F_i$ such that the cardinality of the union $B_1\cup B_2\cup\dots\cup B_m$…
8
votes
1 answer

Column generation: decreasing value of restricted master problem

I am using column generation to solve a minimization problem. At a given iteration, my subproblem finds a column with reduced cost $-1$, and in the following restricted master problem, this new column takes value $13$, so I would expect the…
user123456
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8
votes
2 answers

Status of reinforcement learning for (mixed) integer programming?

I'm curious whether Reinforcement Learning is or will become the state of the art solution for (mixed) integer programming. I imagine that this would fall under the umbrella of heuristics. Companies like Amazon have hundreds of thousands of vehicles…
jbuddy_13
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8
votes
1 answer

Solving maximization problem with linear-fractional sum

I want to solve this problem : Maximize \begin{equation} \sum_{i=1}^{n} \frac{x_i}{a_ix_i + b_i}\end{equation} with the constraints \begin{equation}\sum_{i=1}^{n}x_i = S \ , \ x_i \geq 0 \ \forall \ i \end{equation} where $ a_1 , ... , a_n , b_1 ,…
ghiloka
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8
votes
1 answer

What is the Bound Flipping Ratio test?

The bound flipping ratio test (BFRT) appears to be an important feature of modern Simplex implementations. What is it, and how does it work?
Michael Feldmeier
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