Most Popular
1500 questions
5
votes
2 answers
How to establish constraint between variables with multiple indexes using CPLEX in Python
I am new in CPLEX and I am using docplex in Python to solve an ILP.
I would like to translate the following constraint in docplex:
$$\sum_{c}(X_p{_w}_{cj}+X_{p+1}{_{w'}}_{cj+1})\leqslant T_w{_{w'}}_{,jj+1} + 1$$
Knowing that the binary variables…
campioni
- 1,133
- 5
- 13
5
votes
3 answers
Trouble with scheduling problem assumptions
Reading the famous book by Pinedo, I came across :
Usually, the subscript $j$ refers to a job while the subscript $i$
refers to a machine. If a job requires a number of processing steps or
operations then the pair $(i,j)$ refers to the…
Antarctica
- 2,917
- 15
- 34
5
votes
2 answers
Funding sources in the US for applied OR projects
What types of organizations/sponsors in the US support applied OR research? I'm familiar with NSF and NIH.
E. Tucker
- 1,317
- 8
- 22
5
votes
2 answers
Linear and Integer programming materials
I was wondering if you could refer me to some online video/text resources to learn linear and integer programming. I am intending to work in the field of data science. I greatly appreciate your kind help. Have a good evening!
Hasibul
- 67
- 2
5
votes
2 answers
Bridge the gap between theory and practice in Integer Programming
I've finished Wolsey's book on Integer programming. It's a theoretic book.
I aim to learn how the ideas presented in the book can be applied to solve real-world non-academic problems.
I am looking for examples (codes, papers, etc.), any resource…
Best_fit
- 77
- 2
5
votes
1 answer
What is delayed column generation?
I came across the term "Delayed Column Generation" yesterday and am wondering how this differs from classic Column Generation, or whether the terms are used synonymously.
marvelfab12
- 69
- 6
5
votes
2 answers
Global optimizers handling minimization of expressions like $\log{v}+\frac{1}{v}$
Consider the simple problem of maximum likelihood estimation of the variance of a mean zero normal distribution. The expression to be minimised is:
$$N \log{v}+\frac{1}{v}\sum_{n=1}^N{b_n^2},$$
where $v$ is the unknown variance, and $b_1,\dots,b_N$…
cfp
- 259
- 1
- 8
5
votes
3 answers
How to handle many time series?
At first, I should apologize if this question is not relevant to this website, but since there are some researchers from the management science community, I ask the question here.
I have data for the demand of 1200 products for 25 periods. That is,…
Amin
- 2,150
- 7
- 20
5
votes
3 answers
Algorithm needed to find optimum area of 2-dimensional data set
The python script depicted below generates the following toy data set.
I need to determine the values for $x_{min}$, $x_{max}$, $y_{min}$, $y_{max}$ describing a rectangular area where the sum over all $z$s in that area is maximized. In other words:…
7824238
- 151
- 2
5
votes
2 answers
How to combine MIP solver with a CP one?
I am working on the scheduling problem in the class of parallel resource scheduling models. When I have studied some papers regarding that, I see the method that combines an MIP with a CP. The proposed procedure was:
The formulation was divided into…
A.Omidi
- 8,832
- 2
- 13
- 49
5
votes
1 answer
How to identify constraints that are good candidates for being lazy constraints?
I am working on reducing the solving time of the optimization problem I am working on. One of the ideas I am exploring is the usage of Lazy constraints. As solver, I am using Gurobi, so both pre-enumerated and callback lazy constraints are…
cholo14
- 233
- 1
- 5
5
votes
0 answers
How to write this objective in CVXPY for quasiconvex programming?
I have the following objective that I want to maximize:
\begin{equation}
\max_{U_T\in \mathbb{R}, x\in\mathbb{R}^T} J_\alpha(U_T) = \frac{\alpha}{\alpha-1}\log\left(\frac{\cosh(U_T)}{\cosh(\alpha U_T)^\frac{1}{\alpha}}\right) \,,\qquad \text{s.t:}…
Uomond
- 86
- 4
5
votes
1 answer
Numerically stable way to optimize a lexicographical preference between two objective functions?
I am solving a mixed-integer program whose decision variables are $x \in \{0, 1\}^n$ and $y \in \mathbb{R}^m$, where $0 \leq y_j \leq u_j$ for constant upper bounds.
My primary objective function is of the form
$$
\text{minimize } \sum_{i=1}^n c_i…
Max
- 544
- 2
- 8
5
votes
3 answers
Randomly constructing a bounded ellipsoid
In a project, I am working with constraints of the following type
$$ \frac{1}{2}{x}^\top Q x + q^\top x + q_0 \leq 0 $$
where I randomly generate the data by (randn stands for random standard normal sampling)
q = randn(n)
Q = randn(n,n); Q =…
independentvariable
- 3,980
- 10
- 36
5
votes
2 answers
What are best practices for translating of non-monetary goals to € in the objective function?
How to translate a non-monetary objectives like satisfaction maximization, co2- reduction, puncuality, on time delivery, .... to € to compare solutions?
Example:
Lets consider for example a production planning problem, where we produce end products…
user3680510
- 3,655
- 6
- 26