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1500 questions
5
votes
1 answer
How to linearize difference of absolutes?
How to linearize difference of absolutes?
$$|a|\ge k|b|$$
where $a,b$ are variables and $k$ is a constant.
Vinay
- 203
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5
votes
1 answer
VRP benchmark instances with charging stations
Are there any benchmark instances for VRP with charging stations? I also have various delivery points with charging stations in the city(Multiple Vehicles). How can I compare my formulation?
ooo
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5
votes
1 answer
Which solver solves PSD constrained convex non-linear problem
I have a problem with a vector variable $w \in \mathbb{R}^n$ and a symmetric matrix variable $V \in \mathbb{R^{n \times n}}$. I am solving a problem which is roughly like:
\begin{align}
\begin{array}{ll}
\max & \sqrt{\operatorname{trace}(A^\top V…
independentvariable
- 3,980
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- 36
5
votes
2 answers
Meaning of Moving Average Term in ARIMA
I am working on a forecasting project and want to reaffirm my knowledge on different techniques before blindly hitting run in my Python code. I am testing several forecasting techniques such as exponential smoothing, Holt-Winters Methods, and…
Luke
- 53
- 3
5
votes
1 answer
Minimize a convex function over a sphere
Problem description
Let $\mathcal{C} = \{X \in \mathbb{R}^n \mid g(X) \leq 0\}$ with $g(X)$ a convex function. Suppose I need to solve the feasibility problem, for a given $r>0$
$$ \exists ^?X \in \mathcal{C} \cap \{ X\in \mathbb{R}^n \mid X^T \cdot…
C Marius
- 507
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- 7
5
votes
1 answer
Transforming a Quadratic constraint to SOCP
I have a problem similar to Markowitz portfolio optimization that I would like to transform into second-order cone programming. I have a linear objective function with a quadratic constraint (assuming that I can take the square on both sides of the…
Sam
- 161
- 7
5
votes
1 answer
Find the cheapest shopping cart
Given a list of items to buy on an e-commerce, generate the cheapest possible cart (which obviously includes all the items).
The items can be purchased from many sellers at different prices.
Sellers have a subset of your articles. (It's unlikely…
Daniele
- 91
- 4
5
votes
1 answer
Concavity: Definition similar to sub-modularity
We know that for $b \geq a$, and some $s \geq 0$, a concave function $f$ satisfies:
$f(a+s) - f(a) \geq f(b+s) - f(b)$.
This is not a frequent definition of concavity, but can be found, e.g., here.
My question is, what is the name of this…
independentvariable
- 3,980
- 10
- 36
5
votes
1 answer
Propagate value through a graph
Here is my question where I am propagating distance through the graph, I was wondering if it is possible to do when the graph has cycles, i.e., traveling the same node multiple time then is it possible to assign current distance traveled at each…
ooo
- 1,589
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- 12
5
votes
1 answer
Converting if else condition to MIP constraints - validation
I have an if else condition as follows: If $g \ge 0$ then $e=1$, else $e=b$.
I formulated MIP constraints using big-M as follows where I am setting $\delta=1$ if $g \ge 0$:
\begin{alignat}2g &\ge -M(1-\delta)\tag1\\g &\le M\delta\tag2\\1-M(1-\delta)…
S_Scouse
- 803
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5
votes
2 answers
How can this relationship be modelled?
I declare an array of binary variables as $y(i), i = 1, ..., N$
I would like to model the following:
If $y(i-1) + y(i) = 1$ then $y(k) = 0$ for $k < i$ and $y(m) = 1$ for $m \geq i$
To make the question clear, here is an example:
Suppose I have…
Clement
- 2,252
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5
votes
1 answer
Delayed column generation in Dantzig-Fulkerson-Johnson formulation
In TSP wiki it is said that delayed column generation method is used to solve Dantzig-Fulkerson-Johnson formulation as it has an exponential number of possible constraints. I wanted to know whether it is available in the IBM cplex tool or it is a…
ooo
- 1,589
- 4
- 12
5
votes
2 answers
How to measure model quality in OR-Tools?
After creating my model for a problem, what steps should I take to test if a change in the model is actually helpful or not?
In Python, print(solver.ResponseStats()) returns:
CpSolverResponse:
status: FEASIBLE
objective: 4661700
best_bound:…
Stradivari
- 1,414
- 6
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5
votes
1 answer
How can I deal with a possibly undefined constraint?
I have a minimization problem minimizing $d_k \geq 0$ and some other variables with all strictly positive coefficients. I leave my objective function below to better convey my goal.
$$\min_{\mathbf{d},\mathbf{y^+},\mathbf{y^-}}…
tcokyasar
- 1,249
- 5
- 12
5
votes
0 answers
Solver for Go Programming Laguage
Has anyone used MIP solvers (open source or commercial) with Go language https://golang.org/? I am looking for a solver for simple linear MIPs for network flows and set cover types of problems.
Alexey Sorokin
- 131
- 3