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Can ALL Optimization Problems be Classified as "P" vs "NP"?

In the context of Computer Science and Optimization, I have heard that different problems can be classified using the "P vs NP" framework. Essentially, there is a hierarchy of problems based on the inherent complexity of the problem itself. For…
stats_noob
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7
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Is "Branch and Bound" better than Evolutionary Algorithms?

I have been trying to find examples of major research studies examining the properties and performance of the "Branch and Bound" Algorithm compared to "Evolutionary Algorithms". For instance, in terms of popular types of mixed integer programming…
stats_noob
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7
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5 answers

Fast way to repeatedly solve many similar LPs/QPs in parallel

I am running a simulation where I need to repeatedly solve a set of LPs or QPs with slightly different input parameters for a Model Predictive Control application. The problem is I need it to be fast, so exploiting some parallelization is probably…
Zach Lee
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7
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Efficiency of Forward vs. Backward Recursion in Dynamic Programming

I have a question that has been bothering me for a while: In our OR-introduction course, we introduce the concept of Dynamic Programming via backward recursion: Working backwards from a final state (at the final stage), until we have have reached a…
derhendrik
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7
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2 answers

Optimization Solution Framework

I am working through Pascal Van Hentenryck's excellent discrete optimization course on Coursera. While the course certainly touches on it in some ways, I am looking for more of a framework in terms of what kinds of solutions are likely to work well…
dkent
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7
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3 answers

Are there any parallel methods for solving multiple general nonlinear convex optimization problems?

I want to find a parallel computing method for general nonlinear convex optimization problems with constraints. A parallel method that can solve a bundle of nonlinear convex problems simultaneously, where each convex optimization problem is…
dawen
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7
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2 answers

Why most of constraint solvers do not support optional intervals?

Optional interval is a great idea of optional interval/task that can be active or inactive based on boolean variable. I found it very useful in complex scheduling problems. It was introduced in IBM Cp Optimizer more than ten years ago.…
gregy4
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7
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3 answers

Solving Logic puzzles through optimization

I have the following "logic puzzle" (I think this is considered as a "scheduling problem"): In this problem, there are 5 basketball players - provided some clues about their nicknames and heights, you are required to find the correct combinations…
stats_noob
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7
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1 answer

RAM requirement for optimization problems

I understand that RAM required for optimization problem is problem specific and some problems require much more memory. I am thinking how much RAM I need for my system and need to decide between getting 32 GB or 64 GB. The processor has 24 threads…
Jonn
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7
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1 answer

How to construct my mixed integer programming problem with constraint of minimum consecutive ones

My target is to formulate a binary sequence with fixed size $N$ = 10, such as $[1, 0, 0, 0 ,1, 1, 0, 1, 0, 0]$. However, I want to constrain this sequence so that when 1 appears, it has to appear at least three times; This is partial problem when I…
shaojie liu
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7
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2 answers

Network design problem with rounded capacity constraints

I have a network design problem with complicating capacity constraints which I'm trying to model through a Mixed Integer Programming formulation. The problem is defined on a directed, incomplete graph $G(V,A)$. A binary variable $x_{uv}^k$ defines…
Joris Kinable
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7
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3 answers

How to keep solutions stable/persistent in a problem with many equally good solutions?

Suppose we have a worker-assignment problem where we seek to assign Alice, Bob, Chris, ... to jobs A, B, C, ... subject to various constraints and some objective function based on these assignments, and with the following considerations: Many…
7
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1 answer

KKT inequality conditions

Let's say I have an objective function $$f(x_1,x_2, \cdots, x_n)$$ and $N$ constraints $$x_i \ge 0. $$ I am trying to solve it with KKT conditions. Now the objective function becomes $$f(x_1,x_2, \cdots, x_n)+ \mu_i(g_i(x)).$$ I want to solve it…
ooo
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7
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Is there any open source quadratic programming solver with C# API

I have a quadratic programming model (i.e., quadratic objective function and linear constraint) and, I want to solve it on an open-source solver. Since our project developed on C#, we also would like to use C# on this model. Does anyone have…
cyy
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7
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2 answers

Product of weighted binary variables equivalent to sum of weighted binary variables?

I'm working on an optimization problem with a non-linear objective function of the form $$\max\prod_{i=1}^{n}(1-a_{i}x_{i}).$$ The objective function represents the combined probability of success for a series of independent stochastic trials. I…
Solver Max
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