Operations Research Stack Exchange
Operations Research Stack Exchange

Most Popular

more tags
1500 questions
20
votes
3 answers

Solving a knapsack problem with a lot of items

I am wondering what are the fastest ways(faster than classical dynamic programming) to solve the knapsack problem (to optimality) with $n$ items when $n$ is nearly equal to $10000$ ? Apart from classic local search, is there any heuristics that are…
Joffrey L.
  • 963
  • 6
  • 14
20
votes
1 answer

Usages of logarithmic mean in optimization

I have recently learned about the logarithmic mean $$\frac{x-y}{\ln(x)-\ln(y)},\quad x,y > 0.$$ It is used a lot in chemical engineering optimization models e.g. see slide 15 of Developing spatial branch & bound solvers. But I wonder if anyone else…
ErlingMOSEK
  • 3,166
  • 10
  • 21
20
votes
1 answer

What's the difference between Lagrangian relaxation and Lagrangian decomposition?

What is the difference between Lagrangian relaxation and Lagrangian decomposition? Are they the same thing?
LarrySnyder610
  • 13,141
  • 3
  • 41
  • 105
20
votes
2 answers

Reference for "expectation preserves convexity"

It is well known that expectation preserves convexity: If $f(x)$ is convex and $Y$ is a random variable, then $\mathbb E[f(x-Y)]$ is convex. This property arises in, for example, inventory theory. I have not been able to find a good source to cite…
LarrySnyder610
  • 13,141
  • 3
  • 41
  • 105
19
votes
4 answers

How to evaluate the performance of open source solver?

I am looking for a reliable open source solver to solve LP and MILP (with a few thousand variables). How can I evaluate the performance of a given solver for a particular use case?
Rajasekhar Kadambur
  • 433
  • 4
  • 9
19
votes
3 answers

The curse of the benchmark instances

Many problem areas (like vehicle routing, hub location, ...) have certain "classic" benchmark instances that are used heavily in the literature to compare the numerical strength of optimisation algorithms. While this increases comparability of…
J Fabian Meier
  • 1,110
  • 8
  • 17
19
votes
2 answers

Is Linear Programming as Useful as it was 50 Years Ago?

Based on the plethora of advancements in optimization algorithms and computer technology that has occurred in the past 50 years - is Linear Programming today as "Powerful" and "Indispensable" as it was in the past? Are there still some problems that…
stats_noob
  • 1,831
  • 7
  • 30
19
votes
6 answers

Breakthroughs in Operations Research since 2010

Recently I saw the following question Breakthroughs in mathematics in 2021 by Johnny Cage on mathoverflow, which inspired me to ask the following question: "As specialised operations researchers we usually miss important results outside our area of…
Sune
  • 6,457
  • 2
  • 17
  • 31
19
votes
5 answers

Ordered list of OR journals

Is there any compact resource that includes a list of all academic journals in the OR/MS space, ranked by journal importance? Although there are some helpful features offered by publisher websites such as Elsevier journal finder, I think it would be…
Oguz Toragay
  • 8,652
  • 2
  • 13
  • 41
19
votes
1 answer

Deep Reinforcement Learning for General Purpose Optimization

Recently, I attended a very nice talk given by someone at the place I work about applying Deep Reinforcement Learning (DRL) for a design optimization problem. It was particularly interesting to me because I was not aware about this domain in…
chupa_kabra
  • 1,485
  • 6
  • 20
19
votes
2 answers

Automating the column generation decomposition process

When trying a decomposition technique such as column generation, most of the times my approach is to look at the problem and then: Decide what a column should represent Write the Master Problem Write the expression of the reduced cost, the…
abc
  • 293
  • 1
  • 8
19
votes
6 answers

Classics in Operations Research from around WW II?

Once I found a site on the web containing some classic, original material from around the WW II. One of the topics covered was submarine hunting. But I cannot find that again now ... So the question is: Where can I find original documents,…
kjetil b halvorsen
  • 718
  • 1
  • 7
  • 24
19
votes
1 answer

Combinatorial Optimization: Metaheuristics, CP, IP -- "versus" or "and"?

"Recently" someone asked on Twitter whether "people still use genetic algorithms for integer programs". The "majority answer", i.e., 1 out of 1, was: "Yes" . So, my follow-up question is: With all the (A) progress in computer hardware, solver…
fbahr
  • 1,026
  • 8
  • 16
19
votes
4 answers

PhD-level textbooks on linear programming

My graduate Linear Programming class uses Bertsimas & Tsitsiklis's Introduction to Linear Optimization. Are there any alternative texts that I could use to supplement this textbook (mainly the content of Chapter 2 of Bertsimas & Tsitsiklis: extreme…
tiger123
  • 191
  • 4
19
votes
2 answers

How do we decide/plan an SLA for an NP-hard optimization process running in production?

How do you decide or plan an SLA (Service Level Agreement) for an application that depends on an optimization process when the problems you deal with are NP-hard? That is, if you are developing an optimization application that is integrated with…
Skander H.
  • 2,139
  • 2
  • 11
  • 21
1 2 3
…
99 100