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1500 questions
6
votes
1 answer
GUROBI Re-optimize a model
(For Linear Programming) I am aware of CPLEX's reoptimize methods. If I am not wrong, if you solve a problem and after that you add a new constraint, then you can call the reoptimize method for not to start a whole solution from the beginning.
These…
independentvariable
- 3,980
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- 36
6
votes
1 answer
Interface for Cbc - COIN-OR
I would like to code some IP/MIP models in python and test them with an open-source solver. As of now, I only know the Cbc - COIN-OR open-source solver.
I have already tried the or-tools interface, unfortunately, its capabilities are restricted…
Georgios
- 1,193
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- 21
6
votes
0 answers
Cplex is stuck after root node relaxation solution
I am solving an MIP through Benders decomposition (coded both generic and legacy callback versions), by employing Java with Cplex 12.9. For some of the instances, Cplex is stuck for two hours (time limit is two hours) after solving root node…
Vedat BAYRAM
- 61
- 2
6
votes
1 answer
When does the Junction Tree Algorithm work better than Variable Elimination?
Compared with the Variable Elimination algorithm, when does the Junction Tree algorithm work better? For what kind of graph structures? Size of the problem? Sparsity of the network?
Emily Johnson
- 77
- 1
6
votes
1 answer
Constraint Programming OR-Tools finding Matrix Combinations
As a similar post of mine Find all Combinations of a Matrix I am trying to find matrix combinations with entries $>0$ meaning for a matrix
\begin{bmatrix}
0 & 1 & 3 \\
5 & 2 & 1 \\
0 & 0 & 10
\end{bmatrix}
The following combinations: $(5,1,3);…
Georgios
- 1,193
- 5
- 21
6
votes
1 answer
Issue interpreting sets of constraints in AMPL
I'm new to AMPL and am trying to model the following constraints.
\begin{align}y_{ij3}&\le\sum_\ell X_{j\ell2}\quad(m=2,k=3)\\y_{ijk}&\le\sum_\ell\sum_mx_{j\ell m},\quad\forall i\in I,\forall j\in J,k=1,2.\end{align}
I'm not sure if I am on the…
george
- 135
- 4
6
votes
1 answer
Integer programming example clarification
There is an explanation in my book for an integer programming example, which goes like this:
A company is considering manufacturing three types of autos: compact, midsize, and large. The resources required, and the profits yielded, by each type of…
Slim Shady
- 107
- 14
6
votes
0 answers
Minimization of car cost during 4 years problem
I am going to buy a family car at the beginning of the New Year. I am going to stay in the UK for the next 4 years. I am considering the possibility of being a customer of company A which sells BMW models. Not only I can buy a car from this company…
Slim Shady
- 107
- 14
6
votes
1 answer
Dynamic programming problem with machines
A company will be using a new technology for 5 years. For this purpose a specialized machine is required. The company currently has one, which will be 2-year old at the beginning of next year. The cost of a new machine is £6,000. The profit that…
Slim Shady
- 107
- 14
6
votes
2 answers
A heuristic approach to solve a MILP problem?
I have the following optimization problem which is a MILP. I can solve it with a MILP solver. This one I posted here Is there a heuristic approach to the MILP problem?
Since I have an additional but very important constraint, I am putting it as a…
KGM
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6
votes
1 answer
MPS file generation
I have a code in MATLAB which uses YALMIP to structure my optimization model and solve it via a solver. I would like to obtain a .mps file out of my model, apparently, YALMIP does not produce this if I am not mistaken. I would like to obtain a .mps…
independentvariable
- 3,980
- 10
- 36
6
votes
2 answers
Solving an exponential utility function
I have a utility function $u(x) = a - b e^{-x/20\,000}$ and it is given that $u(0)=0$ and $u(100\,000)=1$.
I am trying to show that $a = 1.0067837$ and $b = 1.0067837$. Here is what I tried:
\begin{align}u(0) &= a - b e^{-0/20\,000} = 0 &\implies…
Mark K
- 429
- 2
- 10
6
votes
0 answers
DOE Output Versus Testing Against Baseline
I am doing some output analysis on a discrete event simulation model and trying to interpret the results. My first step was to run the baseline model to get the response variable, let's say it's 10 with a 95% confidence interval(CI) of 8-12.
I then…
Yolo_chicken
- 161
- 2
6
votes
0 answers
How to make constraints satisfy disciplined convex programming guidelines?
How do I turn my convex constraints (described below) into constraints that are DCP so that I can solve them in CVXPy? Is there some ``cheat sheet'' of standard tricks?
I'm trying to implement the convex program highlighted in section 3.2 of the…
Dupin
- 61
- 2
6
votes
1 answer
Optimal resource allocation - 3 step process
I have a 3 step process. Step A takes 20 min, Step B : 60 min, Step C : 20 min
Steps in production of output "news nuggets" is as below:
Step A : Do Secondary Research
Step B : Analyse the data, Generate Insights, Arrange Information
Step C : Check…
Gupta
- 161
- 3