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1500 questions
19
votes
6 answers

When to use indicator constraints versus big-M approaches in solving (mixed-)integer programs

Various optimization modeling languages and solvers allow for both indicator constraints (see for example here, here and here) and traditional binary variable and big-M approaches can be used to model whether a linear constraint such as $a'x \le b$…
AndyT
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19
votes
7 answers

Are programming languages necessary/useful for operations research practitioner?

This semester I will start teaching Programming in Python to Master students in Supply Chain Management. I would like to start the first lesson with "Why learning programming languages will be useful to them". But when I search about this term in…
Atilla Ozgur
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19
votes
1 answer

Optimality in a simultaneous column and row generation procedure

What is the optimality argument in a simultaneous column and row generation procedure? By column and row generation procedure I mean a procedure in which every time a column in generated, several constraints need to be added to the master program.
Daniel Duque
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19
votes
3 answers

Column generation stabilisation

Has anyone performed a benchmark of the various stabilisation techniques in column generation? Which ones perform better for set pack/partition/cover problems like VRP? And are there theoretical reasons for their performance (e.g. tighter dual…
Edward Lam
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19
votes
1 answer

Interview Questions and Answers

I have seen a lot of interview questions and answers for Software Engineering, Data Science and Machine Learning roles. I haven't found many interviews Questions for Operations Research. Can someone recommend a comprehensive way to prepare for…
Arpit Rana
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19
votes
4 answers

NLP solvers in pyomo other than ipopt?

I am solving a highly constrained (large number of constraints and large number of variables, but small degree of freedom) NLP problem, and for start, I was using Matlab's fmincon - SQP algorithms. This works wonders, and in $95\%$ of the cases…
Stanny_boy
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19
votes
3 answers

AI gets a lot of attention these days. Does constraint optimization get more attention, too? Why (not)?

Looking at the news as well as at content of tech conferences, I think it is fair to say that AI is getting a lot of attention -- one might even call it an AI hype (like in the 80's). Plenty of articles describe how CEO's and CIO's are either…
Geoffrey De Smet
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18
votes
2 answers

Mathematically creating the 'perfect' permutation for reservations in a hostel

I am working at a hostel which uses a reservation system for each room and the beds in the room (e.g. $14$ beds in one room, bed numbers $1-14$.) When we get bookings for multiple people, we assign beds as available, which can cause problems in the…
JRogers97
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18
votes
3 answers

What are some real-world applications of QUBO?

QUBO (Quadratic Unconstrained Binary Optimization) is the minimization of a quadratic function of binary variables. It has been used for computer vision, Ramsey numbers, factoring numbers, the integer partitioning problem, the MaxCut problem, and…
Nike Dattani
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18
votes
8 answers

Are metaheuristics ever practical for continuous optimization?

All of the applications of metaheuristics that I can think of are for discrete optimization (usually combinatorial optimization) problems. Are metaheuristics ever practical tools for continuous optimization problems? I searched a bit on the web for…
LarrySnyder610
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18
votes
3 answers

Application of complex numbers in Linear Programming?

The theory surrounding Linear Programming is based on variables, bounds and coefficients that take on values in $\mathbb R$, the set of real numbers. I have long wondered whether there might be serious application possibilities by applying LP theory…
Mark H
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18
votes
3 answers

What is the connection of Operations Research and Reinforcement Learning?

I know that Markov Chains and Markov Decision Processes have been studied in the OR community too. But, I was wondering what is the relationship of Operations Research (OR) and Reinforcement Learning (RL)? Does any other sub-field of OR (e.g.,…
Afshin Oroojlooy
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18
votes
4 answers

Relationship between Benders decomposition and Dantzig-Wolfe decomposition

It’s often said that “Benders decomposition is Dantzig-Wolfe applied to the dual”. How can this statement be made precise? I know that in Dantzig-Wolfe, cuts are added in one-to-one correspondence with the extreme points of the primal feasible…
David M.
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18
votes
5 answers

Which Python package is suitable for multiobjective optimization

I would like to start using Python for modelling and solving optimization problems. I would like to use both single-objective problems and multi-objective problems with a multidimensional objective space. For the multiobjective problems I'd like to…
PeterBe
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18
votes
2 answers

Guidelines for Linear Optimization approaches?

When solving a Linear Optimization model (or Linear Program), there are a lot of solution approaches. Just to name a few: Primal Simplex Dual Simplex Ellipsoid Method (as if) Interior Point Method When should I use the Interior…
SecretAgentMan
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