Operations Research Stack Exchange
Operations Research Stack Exchange

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Multiple shipments with FILO order

I am trying to solve a problem statement with the help of jsprit. There is a depot. Identical items need to be delivered or picked up. An item can have two states: Bad or good. Bad items need to be collected from different locations and they end up…
Aman Kumar
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For subset selection regression as a mixed integer program, how tightly should the bounding box be set?

When solving best subset regression as a mixed integer program, how do you decide how tightly to bound the range of values of the $X$ values? When the box is tight, the solver finds a solution quickly, but potential solutions are ignored. How…
Charles Fox
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Python does not identify the academic version of CPLEX

Python does not identify the academic version of CPLEX. I am using Linux, Ubuntu. I have Python 3.6. I installed CPLEX studio 12.9 (academic version installed via the file cplex_studio129.linux-x86-64.bin that I downloaded from ibm.biz/CPLEXonAI)…
Mostafa
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Convexity/Concavity of Average Number of Jobs in M/M/1 Queue?

I am working on a problem involving the average number of jobs $L$ in an M/M/1 queue with arrival rate $\lambda$, service rate $\mu$. For traffic intensity $\rho = \frac{\lambda}{\mu}$, $$ L = \frac{\rho}{1 - \rho} = \frac{\lambda}{\mu -…
brentertainer
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GLPK: meaning of the "marginal' column in the solution output

I'm using GLPK to solve an LP. I use it through its standalone solver, that I call with the glpsol command, and I get the solution detail written in a file using the -o/--output option. I have no problem parsing the file to recover the actual…
m.raynal
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O.R. Brainteasers

In finance, they have lots of books and sources for interview questions. Especially, 'brainteasers' are pretty famous. A brainteaser can be logical deduction questions or questions like 'when does the hour and minute hands of a wall-clock are…
independentvariable
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Can I use an MDP for a stochastic inventory model when my demand distribution is non-stationary?

Most formulations of Markov Decision Processes for stochastic inventory models I've come across assume a fixed demand distribution. But in my case I have a time series forecast with a non stationary distribution and seasonal behavior. Is it still…
Skander H.
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Is there a greedy heuristic approach to the MILP problem?

I have the following optimization problem which is an MILP. I can solve it with an MILP solver. \begin{alignat}{1}\max_{x_n,t}\,&\quad t\quad\\\text{s.t.}&\quad\sum_{n=1}^{N} x_n \,&= M\\&\quad\qquad\!s_c&\ge t…
KGM
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Minizinc: How to use a predicate in an assert statement?

Trying to use minizinc builtins to do some basic validation of data inputs but I get a type error MiniZinc: type error: no function or predicate with this signature found: 'assert(var bool,string)' Is this because I'm using a predicate and not a…
Eugene
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How to linearize the multiplication of an integer and a binary integer variable?

I have the following constraints \begin{align}\sum_{i=1}^{N}{x_it_i}&= M\\\sum_{i=1}^{N}{t_i}&\le S\end{align} where $x_i\ge 0$ is an integer variable, $t_i\in\{0,1\}$ is a binary variable and $M,S$ are known numbers. How can I linearize this?
KGM
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Conditions for minima in calculus of variations

In the calculus of variations (unconstrained), one applies a first-order variation on a general functional of the form $$\int_{a}^{b}F(x,y,y')\,dx$$ to obtain the first-order necessary condition for optimality as expressed by the Euler-Lagrange…
Josh Allen
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How can I add this conditional constraint to my model in Python?

I am creating an optimization model with 2 sets of binary decision variables. The first, site, is regarding which of 380 cities to place manufacturing sites in, and the second, ASSG is regarding which of 12 cities each manufacturing site will be…
Jacob Myer
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Buyback policy in a supply chain

Consider a three level supply chain consisting of a manufacturer, a wholesaler and a retailer. Suppose I wish to include a buyback contract to this network. Then am I right when I say that wholesaler buys unsold items from the retailer at a specific…
Harry
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Linearization of a scheduling objective function

I am trying to maximize the workload per employee. An example: $e$ the index of an employee $j$ the index of a project decision variable: $x_{e,j} \in \mathbb{Z}$ and $0 \leq x_{e,j} \leq 100$ deciding with how much percent an employee may work on…
Georgios
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Modeling the Round (Nearest Integer) function

Modeling various non-differentiable functions is quite common knowledge including $\operatorname{abs}$, $\min$ and $\max$ functions. How would one go about modeling the nearest integer function, say in an inequality constraint $\lfloor{x}\rceil \leq…
Josh Allen
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