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1500 questions
8
votes
6 answers
Cannot Get Optimal Solution with 16 nodes of VRP with Time Windows
I have been wondering if my code is wrong or something. But why can't I get the optimality with only 16 nodes (I have clustered it so the max now becomes 16 from a total of 54 nodes)? My model was based on VRP Time Windows by Paschos 2014. I've…
overboxed
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8
votes
1 answer
Maximize correlation subject to nonconvex correlation constraints
Let $r, z$ and each of $u_i$ be a length $n$ vector. I’d like to maximize the correlation between $z$ and $r$ (when that correlation is positive) while keeping $z$ “away” from $u_i$’s. Formally,
\begin{align}
\max_z &\quad \text{corr}^+(z,r)…
boombeach
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8
votes
4 answers
Common problems/puzzles that can creatively be solved with linear programming?
I am interested in common problems/puzzles that have a clear set of rules/constraints and objective that lends itself to modeled and solved with a linear program. Especially for people new to LPs, I think that translating a tangible problem into a…
Mason
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8
votes
1 answer
Why is the tailing off effect only a problem in column generation?
Why is the tailing off effect only a problem in column generation? If all columns were pregenerated, and one used the simplex method, wouldn't one see the tailing off effect?
Is it simply not an issue because each iteration is so quick that it does…
gmn
- 666
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8
votes
4 answers
Detect Numerical Instability with Large-scale optimization problems
We run large-scale optimization problems regularly. They have thousand of variables and tens of thousands of constraints.
Those optimization problems often get numerically instable. In those cases, we fail to pin-point what exactly causes numerical…
pqrz
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8
votes
2 answers
MILP Penalty Function Only for Negative Values
This is (hopefully) an easy answer but I haven't dealt with this before.
I have a MILP which includes an unbounded, continuous decision variable. However, I generally don't want this decision variable to take negative values, so I want to include a…
Ralph Asher
- 763
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8
votes
3 answers
How to tackle this VRP variant?
I am currently working on the following problem, which is a variation of a vehicle routing problem. I am looking for different ideas to tackle it.
Problem description
A set of nodes with a given demand must be visited. The driver uses his vehicle…
Kuifje
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8
votes
1 answer
Distributed optimization problem
Consider the following optimization problem:
\begin{equation}
\label{eq:1}
\min_{x\in\mathcal X} \max_{i\in\mathcal I}\sum_{j\in\mathcal J} f_i(x_{(j)}),
\end{equation}
where $\mathcal{I}$ and $\mathcal{J}$ are discrete and finite sets, $\mathcal…
Apprentice
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8
votes
1 answer
Translate LP format to Numpy matrices
We have a large-scale optimization problem (~10K vars and ~10K constraints) in the form of LP format file (generated using Cplex library).
We wanted to solve that problem file using Cvxpy (with Gurobi solver - Note: Cvxpy is unavoidable), which…
pqrz
- 470
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8
votes
3 answers
Order in which you Stack Groceries in your Car's Trunk : An Optimization Problem?
A situation that we are all familiar with : How do you decide which order to place groceries in your car or which order to place food in your fridge?
At first glance, it appears that the "order" in which you place items might be important. For…
stats_noob
- 1,831
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8
votes
2 answers
Can the (famous) "Problem of Apollonius" be Considered as a "Constraint Optimization" Problem?
In the famous "Problem of Apollonius" (https://en.wikipedia.org/wiki/Problem_of_Apollonius), the goal is to draw three circles that are tangential to another circle:
Algebraically, we can write this problem as a system of…
stats_noob
- 1,831
- 7
- 30
8
votes
3 answers
Difference between "Online Optimization" and "Stochastic Optimization"/"Robust Optimization"?
I just came across the notion of Online optimization (I got a look on Wikipedia page and some other webpages), but it was not enough for me and I am looking for a more elaborated comparison, namely in terms of the modelling and solving strategies.
I…
Betty
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8
votes
1 answer
Read an LP/MPS file in the PuLP
I was trying to read a MPS file by using the PuLP package in the Python, but I can't find any related documents on it. Does anybody know, is there any way to read an LP/MPS file on the PuLP?
A.Omidi
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8
votes
1 answer
Name for this ILP problem type
I am considering automating testing of down-stream testing of packages that depend on other packages. There are test sets $T_1,\ ..., T_n$ which can be tested or not tested, which each have a time cost $c_1, ... , c_n$ and might invoke a certain…
worldsmithhelper
- 4,007
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8
votes
3 answers
How to model a non-overlap constraint between 2 groups of tasks?
Let $T$ be a set of tasks. Each task $t \in T$ has a duration $d_t$.
Let $T_1 \subset T$ and $T_2 \subset T$ such as $T_1 \cap T_2 = \emptyset $
How can I model the following constraint : all tasks from $T_1$ cannot overlap all tasks of $T_2$ and…
LouisPopovic
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