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1500 questions
8
votes
1 answer
Can Operations Research applications scale?
What do I mean by scaling?
Let's say you developed a software for an operations research application for an industry client. Now you want to make a product out of this and sell it for other clients.
They all may share the same basic problem. However…
user3680510
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8
votes
2 answers
Linear optimization problem with user-defined cost function
I have a linear optimization problem for which I am looking for a suitable optimization solution that can fulfill my requirements. Here is an explanation of the optimization problem:
There are a number of n variables x1, x2, .., xn relevant for the…
Emma
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8
votes
1 answer
What are Operations Research applications for 'morally discussable causes'?
Out of curiosity, since I read this question What are Operations Research applications for 'good causes'? and thought it might be a good addition to it.
What are Operations Research applications, where ethical/moral stakes are involved?
I mean…
user3680510
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8
votes
1 answer
Covering problem on a network (?)
I have this problem described in natural language, and I was wondering whether it is relatable to any known problem.
I have a directed acyclic graph. Each node can host a "probe". If node $i$ hosts a probe, then node $i$ and all the nodes connected…
Libra
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8
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1 answer
Lead time longer than cycle time
I am trying to calculate the reorder point and safety stock for a pharmaceutical product. I am using this formula
$$r = \mu_{LTD} + z_\alpha\sigma_{LTD}. $$
$$SS = z_\alpha\sigma_{LTD}. $$
where,
$$\mu_{LTD} = \mu_D\mu_L$$
$$\sigma^2_{LTD} =…
Nishant Kumar Gupta
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8
votes
1 answer
Heuristic Search Planning Tree Leading to Worse TSP Solutions than Naive Greedy
I'm doing a Traveling Salesman Problem (TSP) homework for a coursera optimization course. My first attempt was a regular naive greedy approach, from each point, moving to the closest node (that hadn't yet been selected). The second algorithm I tried…
Max Power
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8
votes
2 answers
Modeling Linear Program to decide if an inequality is facet
Suppose you have a set of points $v_1,\ldots,v_n$, which are the vertices of the polytope $P=\operatorname{conv}\{v_1,\ldots,v_n\}$ and a linear inequality $a^\top v \leq b$.
What would be a linear program (or integer program if this is needed) that…
user3680510
- 3,655
- 6
- 26
8
votes
2 answers
how to penalize a shortfall of a sum of absolute values
I have a model where there is a constraint on the sum of absolute values, and I would like to add a penalty on the shortfall from the constraint. More specifically:
\begin{align*}
\text{maximize}\ & \sum a_i x_i \\
\text{subject to}\ & y_i \ge x_i…
Henry
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8
votes
1 answer
Can Gurobi or CPLEX handle nonlinearly constrained problems?
Though my title is quite general (please feel free to edit), indeed, I wonder if the following models can be solved in Gurobi or CPLEX. Model 2 is just an alternative one to Model 1. Although we discussed about an MIP reformulation applicability in…
tcokyasar
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8
votes
3 answers
Cplex 12.10: How can I solve an LP relaxation?
I have an IloCplex object which contains a MILP.
Is there a way to obtain the objective value of its LP relaxation, without having to rewrite the entire model as an LP?
k88074
- 1,661
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8
votes
3 answers
Ways to strengthen QCQP relaxations
I was wondering what types of methods can be used to strengthen QCQP relaxations.
Our solver has all the standard stuff, like constraint propagation, presolving, etc., but some QCQP problems seem to be taking forever to converge to global…
Nikos Kazazakis
- 12,121
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8
votes
1 answer
if-else condition for the objective variable using big M notation
Let $0\leq \beta\leq 1$ be an objective variable. The size of $\beta$ is $N\!\times\!N$.
Now, how can I impose the following?
if $\beta_{i,j}>0$ then $\beta_{j,i}=0$
Big M notation can be one of the possible ways, however, I am unable to…
user199
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8
votes
1 answer
Creating a Continuous Decision Variable between 0 and 1 in Python-MIP Interface
This task appears to be harder than it seems to me.
I want to create a continuous variable $x \in [0,1]$.
To test this, I did use the open-source Python-MIP interface which uses the CBC-Solver out of the box.
I wrote a simple code example to see if…
Georgios
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8
votes
1 answer
How to classify and model this problem?
I was given the task to model the following problem and find a solution for it, but as I do not have any experience in this field, I already have trouble classifying it.
There are a number of vehicles and a (possibly much greater) number of…
DocRobson
- 91
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8
votes
3 answers
Bin packing variant
I am currently struggling with a bin packing variant, where we have fuel and compartments of a tank truck. Some industry constraints apply, but the whole picture is that you must fit the total volume with the optimum way through the compartments.
I…
dimboukosis
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