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1500 questions
7
votes
2 answers
Can a generic ILP solver find graph matchings as fast as a specialized algorithm?
Finding a maximum matching, or a maximum-weight matching, is a well-known problem, which has polynomial-time combinatorial algorithms.
It can also be formulated as an integer linear program.
In general, an integer linear program might require…
Erel Segal-Halevi
- 989
- 5
- 18
7
votes
3 answers
Modelling precedence relations
I have two tasks $i$ and $k$ with durations $d_i$ and $d_k$, where $d_i$ and $d_k$ are nonnegative variables.
I would like to model that $i$ may precede $k$ or $k$ may precede $i$ and that they may not overlap.
So, with $t_i$ and $t_k$ denoting the…
Clement
- 2,252
- 7
- 13
7
votes
2 answers
Mixed-integer optimization with bilinear constraint
So I have an optimization problem of the following form:
\begin{aligned}
\max_{x,y} \quad & \sum_i x_i \\
\text{s.t.} \quad & \sum_i x_iy_i \leq a \\
\quad & x_{\min} \leq x \leq x_{\max} \\
\end{aligned}
where $x$ is a vector of real (positive)…
Johnny
- 293
- 1
- 7
7
votes
2 answers
Index of element in MILP vector decision variable that equals 1
Consider a decision variable in a MILP constrained:
$$\sum_i p_i = 1$$
$$p_i\ \in \{0, 1\}$$
Obviously one element in $p$ is 1 and all others are 0. How can I set a decision variable to the index i of the element $p_i$ = 1?
I think I can do this by…
davidconf
- 71
- 1
7
votes
4 answers
What's the name of a finite-capacity bin packing problem trying to minimize the weight of the heaviest bin?
I have a fixed number of bins which are themselves weightless. Each bin can hold only a fixed amount of weight. Not all bins have the same capacity.
I also have a fixed number of objects each of which has a weight. Not all objects have the same…
Richard
- 543
- 2
- 13
7
votes
3 answers
Textbook recommendation for linear programming decomposition fundamentals
I am looking for a textbook on linear programming decomposition fundamentals.
The book should be clear and easy-to-follow for self study and should include examples to illustrate the concepts.
DSPinfinity
- 409
- 2
- 12
7
votes
3 answers
How do Quadratic Programming solvers handle variables without bounds?
Solvers for non-convex QPs generally do the McCormick relaxation of the term $xy=z$ and then do spatial branch and bound.
This requires that $x$ and $y$ have given bounds, how do they handle the case when the variables are unbounded?
user3680510
- 3,655
- 6
- 26
7
votes
2 answers
How to learn about some general Issues related to solvers?
I have found the following slides of talks:
Consistency in solvers
Performance variability in mixed integer programming
I am looking for similar resource (slides, videos, articles, etc.) that treats issues and subjects (numerical issues,…
Leo_Divrik
- 71
- 2
7
votes
1 answer
Square packing variant
I saw the following problem and was looking for references about the problem. The problem is stated as
“The green field is the empty area, the dark green 2x2 blocks are
trees and the grey area is the off area. I’m wondering how to place
the blocks…
Ryan Howe
- 309
- 1
- 7
7
votes
2 answers
Measuring performance of Genetic Algorithms
I'm looking for information concerning Genetic Algorithm (GA) outputs reliability.
I've found some papers applying metaheuristics that have run their algorithms 30 times and got the best solution among them. However, I did not find a consistent…
campioni
- 1,133
- 5
- 13
7
votes
1 answer
Classical Benders decomposition algorithm implementation details
Given the following problem:
\begin{align}
P: \min_{x,y}&\quad c^\top x+f^\top y\\
\text{s.t.}&\quad Ax+By=b\\
&\quad y\in Y\\
&\quad x\geq 0
\end{align}
Problem $P$ is equivalent to:
\begin{align}
P': \min_{y}&\quad f^\top…
Joris Kinable
- 3,451
- 8
- 19
7
votes
0 answers
Estimate lagrangian multiplier based on instance characteristics
Assume we have a simple resource allocation problem, where all players have the same cost, but a different utility $a_s$. The resources assigned to a certain player must be between $L$ and $M$. Moreover, we add a proportion constraint. That is, each…
Pete S
- 123
- 4
7
votes
1 answer
How to check whether two formulations are equivalent?
I am given two formulations, that is, two integer programs
$ (IP1)\quad \min \{c^tx \mid Ax\geq a, x\in Z^n\} $
and
$ (IP2)\quad \min \{d^ty \mid By\geq b, y\in Z^m\} $
and I wish to check whether they describe the same problem. That is, I wish to…
Marco Lübbecke
- 5,919
- 22
- 64
7
votes
1 answer
Is the solution of a convex combination of the objective in simple problems a convex combination of the solutions of the same problems?
Let $\mathbf{A}=\left(a_{ij}\right)$ be a $n\times J$ matrix with $a_{ij}\geq 0$, $n>J$ and such that no row has all its entries equal to zero, and each column has at most one zero. Let also $\mathbf{q}=\left(q_i\right)$ a $n\times 1$ vector of…
Patricio
- 591
- 3
- 9
7
votes
1 answer
MILP formulation for minimum set Vertex cover problem
I’m sorry to bother you with this simple question. I would like to model a simple model of the minimum cover vertex set problem. I believe that the original problem is such as
$$
\min \quad \sum_{v\in V} x_v
$$
subject to
$$
x_u + x_v \ge 1 \quad…
Amedeo
- 443
- 3
- 8