Operations Research Stack Exchange
Operations Research Stack Exchange

Most Popular

more tags
1500 questions
6
votes
2 answers

How can I maximize the sum of norm.dist values using solver?

EDIT #2 5/17/2020: I re-phrased my question once more. My original question is still at the end. Thanks for the feedback. I want to know if it's possible to maximize the sum of cumulative distribution functions for independent normal distributions…
Jack Ries
  • 73
  • 3
6
votes
1 answer

Advanced Heuristics for MIP vehicle routing problem in PuLP

I am currently trying to speed up an MIP. An approach I was considering was to implement a cut callback heuristic with PuLP (one which rounds relaxed integer variables greater than .9 to 1). Unfortunately, I do not believe PuLP has such a function…
ctyler9
  • 63
  • 4
6
votes
1 answer

Nonsmooth constrained convex optimisation: convergence results?

I am working on a projection problem on a very large set of highly related constraints: \begin{align} \min_x & \quad\|x-x_k\|_2^2 \\ \mathrm{s.t.} & \quad\max_{T\in\mathcal{T}} \sum_i \frac{t_i}{x_i} - f(t)^2\leq0 \\ & \quad x\geq0…
dourouc05
  • 998
  • 7
  • 17
6
votes
3 answers

Scheduling problem data generation

I compare the strengths and weaknesses of paradigms and approaches within those paradigms for solving machine scheduling problems. The amount of real-world data I have is limited and (random) subsampling critically changes the characteristics of the…
Maarten
  • 295
  • 1
  • 9
6
votes
1 answer

Maximum weight b-matching with global cardinality constraint

Suppose $A$ is an $n$-by-$n$ symmetric matrix whose entries are all nonnegative. $A_{ii} = 0$ for all $i$. We want to find an $n$-by-$n$ binary ($0/1$ valued) matrix $X$ that maximizes $$\sum_{ij} A_{ij} X_{ij}$$ under the constraints that $X$ is…
user306101
  • 61
  • 3
6
votes
2 answers

IF X = 0 THEN Y = 1, IF X > 0 THEN Y => 0

I'm trying to model the following IF $tS = 0$ THEN $Y = 1$, IF $tS \gt 0$ THEN $Y \ge 0$ $tS$ is a positive real number and $Y$ is binary. I tried the following: $tS - \epsilon \ge -M Y$ but this doesn't work. The optimiser always sets $ts = …
Clement
  • 2,252
  • 7
  • 13
6
votes
0 answers

How to communicate number of integer combinations to a user

I'm working on a nifty little feature for our next release, i.e., to print the number of possible integer combinations left during branch and bound. This is really handy for the user because they can monitor improvement even if the optimality gap…
Nikos Kazazakis
  • 12,121
  • 17
  • 59
6
votes
2 answers

Existence of Optimal Solution

Assume we are solving $\min\{f(x) \ | \ x \in S \}$. If $f: \mathbb{R}^n \mapsto \mathbb{R}$ is a proper closed convex function, and $S$ is a non-empty closed convex set, does this imply that the above minimization problem has a non-empty solution…
independentvariable
  • 3,980
  • 10
  • 36
6
votes
2 answers

How can this be expressed as a MILP constraint?

I am looking for a constraint to express the following: IF W1 = 0 AND W2 = 0 THEN Y = 1 IF W1 = 0 AND W2 = 1 THEN Y = 1 IF W1 = 1 AND W2 = 0 THEN Y = 0 IF W1 = 1 AND W2 = 1 THEN Y <= 1 Variables W1, W2, Y are binaries. Y is determined by the…
Clement
  • 2,252
  • 7
  • 13
6
votes
1 answer

TSP subtour elimination by assigning distance traveled

Given a set $S$ which we need to travel following TSP rules. I was wondering if this sub tour elimination method is good enough or not? Let $b_{i,j}$ denote edge from $i$ to $j$ is taken or not and $d_{i,j} > 0$ denotes distance from $i$ to…
ooo
  • 1,589
  • 4
  • 12
6
votes
1 answer

How to run MOSEK solver in CVXOPT

I have written a small code to do a simple min variance optimisation using CVXOPT, you can see the whole code below By using solvers.qp(P, q, G, h, A, b) in CVXOPT the code runs fine and it finds a solution solvers.qp(P, q, G, h, A, b) I wanted to…
Marco_sbt
  • 173
  • 5
6
votes
3 answers

Academic Licenses of Baron & Knitro

Is there a way to obtain a free BARON or Knitro license? I am doing academic research and I really need these global optimization solvers (Knitro is not necessarily for global optimization, although it is pretty strong in many problems in global…
independentvariable
  • 3,980
  • 10
  • 36
6
votes
1 answer

Linearizing the square root of binary summations

My question is similar to this one and almost identical with this. I am so confused due to indexing and could not make sure if I could apply the solution in here to this indexed version as shown below. The Question: Let binary variables…
tcokyasar
  • 1,249
  • 5
  • 12
6
votes
4 answers

Sequential quadratic programming source

What are the good text books to learn SQP? Are there any online courses that you can suggest?
Oguz Toragay
  • 8,652
  • 2
  • 13
  • 41
6
votes
1 answer

Creating a Decision Variable in Python-MIP with Dictionaries

I have already seen in the Python-MIP documentation on how to implement a variable with multiple indices. In each example I read, this is done with the use of lists and integers as indices. This is how I implement a variable that I needed in the…
Georgios
  • 1,193
  • 5
  • 21
1 2 3
…
99 100