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1500 questions
17
votes
1 answer
The difference between max-min and min-max
I am solving two-stage optimization problems in the form of
$$\max_{x \in X}\min_{y \in Y} f(x,y),$$
where $f(x,y)$ is the solution of a mixed integer linear program (MIP). As the constraints of the MIP link the $x$ and $y$ elements, it is clear…
Albert Schrotenboer
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17
votes
3 answers
Customer clustering to solve very large-scale VRPs
I am looking for references that used customer aggregation to solve large-scale Vehicle Routing Problems. By aggregation, I mean clustering the customers together and representing them with one node in the network. I found some related studies but…
Mehdi
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17
votes
2 answers
Dual bounds of integer programming problems
I often read in papers when branch-and-X algorithms are used to solve mixed integer programming problems, that the lower bound (in the minimization case) obtained from solving a linear programming relaxation at each branching node, is called a dual…
Djames
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17
votes
1 answer
Was there something specific that caused graph cuts to lose popularity in the last 5 years?
Almost every graph-cut paper I look at seems to have exactly the same pattern of monotonic growth in citations and then monotonic decline starting around 5 years ago:
For privacy I've cut the all author names out, but it seems that the people…
Nike Dattani
- 1,278
- 6
- 32
17
votes
4 answers
Tool/Editor to visualize optimization problem files and solutions
Is there a tool with a graphical user interface which helps to visualize optimization problem files (e.g. lp/mps) and solutions?
Let's say you have an optimization problem and a solution and want to be able to track individual variables, solution…
JaBe
- 491
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17
votes
1 answer
Duality in mixed integer linear programs
I know that the standard duality theory for the linear programming problem does not hold for mixed integer linear programming problems. I was wondering why an integer program does not have a dual problem and whether this extends to any integer…
rasul
- 2,140
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17
votes
2 answers
Tool to get dual problem from any linear optimization problem (.lp)
Is there a tool that reads any linear optimization problem (for example an .lp or .mps file), converts it to the dual problem and prints the dual problem?
JaBe
- 491
- 3
- 11
17
votes
5 answers
How to find an internship in OR/Optimization?
I am a master student in operations research with a specialization in operations research. To get my degree, I need to have a 6-month internship (from March to September).
I am preparing my CV and I am browsing some offers in websites like glassdoor…
Antarctica
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17
votes
5 answers
Presolve is cutting down a lot of binary variables. Should I rethink my formulation?
I built my model on Python and am passing it to Gurobi to solve the problem. The presolve phase of Gurobi cuts down ~80% of the integer/binary variables and I am wondering if I should rethink my formulation.
Abhishiekh Ramesh
- 171
- 8
17
votes
5 answers
Linear Programming with additional "if-then"/"Default to zero" constraints?
What approaches can I use for a Linear Programming problem with the additional constraint that if a decision variable falls below a certain threshold, then it should just be forced to 0.
I'm thinking about the following business scenario: My…
Skander H.
- 2,139
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17
votes
2 answers
Are there any real-world problems where quadratization helps to solve something that couldn't have been solved without quadratization?
The closest thing I know is the computer vision problem, in which an image is de-blurred and/or de-noised by quadratizing a quartic problem into a quadratic optimization problem (QUBO) and then the QUBO is solved. However it seems that deep neural…
Nike Dattani
- 1,278
- 6
- 32
17
votes
1 answer
What is the "big-M" method? And are there two of them?
I’ve seen the "big-$M$ method" referred to in different ways. What is the "big-$M$ method" and why does it seem to mean two different things?
LarrySnyder610
- 13,141
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16
votes
1 answer
When is the McCormick envelope exact?
I know that given $S$ of the form
$$
S = \{ (x,y,z) \in \mathbb R^3: \ell_x \leq x \leq u_x; \ell_y \leq y \leq u_y; z = xy\}
$$
with finite lower and upper bounds, the McCormick envelope of $S$ gives the convex hull of $S$.
Are there other such…
Sriram Sankaranarayanan
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16
votes
3 answers
Bin Packing with Relational Penalization
There are $ N $ bins with equal capacity $ C $. In addition, there are $ N $ objects $x_1, x_2, \dots, x_N $ that need to be accommodated using the least amount of bins. Each object $x_i$ has a volume $ v_i < C $. However, there is a penalization $…
Duns
- 303
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16
votes
4 answers
Beginner friendly open source projects in O.R
The title says it all: Are there any open source projects, that are open to new contributers?
If not, should there be?
If yes, what are they and what is the best way to get involved?
PSLP
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