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1500 questions
4
votes
1 answer
Can sensitivity analysis and limits report be done on an BILP problem?
I am not that experienced with Operations Research yet. I have become familiar with what Sensitivity Analysis and Limits Reports are in general and through the use of Excel.
I know that they can only be performed by Excel on non integer variable…
Tita
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4
votes
1 answer
How can I transform this logical if-then constraint?
I want to know how to transform this logical if-then constraint? If $B=1$,then $A \ge C$, else $A=0$, where $A$ and $B$ are decision variables and $C$ are constants. $B$ is binary variable and $A\ge 0$.
Alan Zhang
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4
votes
2 answers
XPRESS variables as indices for mixed integer linear programming
Can XPRESS variables not be used as indices to retrieve other XPRESS variables. In Python, for example, say that I have a list of XPRESS variables, each which can take on values (0->24). I'd like to use these values as indices to retrieve other…
jbuddy_13
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4
votes
1 answer
Help me reproduce this tableau from the 'Integer Programming' book
From the Integer Programming book by Conforti et al, I've sniped the image below. At the bottom of this image there is the remnants of a tableau, presumably from several iterations of the simplex algorithm. I cannot reproduce their numbers. It may…
Brannon
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4
votes
1 answer
How to find the vectors to be added as the columns in the master problem of Dantzig-Wolfe Decomposition?
I have a Dantzig-Wolfe decomposition question with the following questions
\begin{align}
&Maximize: 2x_1 +3x_2+4x_3+2x_4 \\
s.t. \quad & x_1 +x_2+2x_3+x_4 \le 15\\
& x_1 +x_2+2x_3+x_4 \le 10\\
&x_1 +2x_2 \le 8\\
&x_1 \le 3\\
…
Romio Rodriguez
- 41
- 2
4
votes
2 answers
What happens to the dual and primal feasibility when a constraint is removed after finding an optimal solution?
Assuming I had solved the a problem to optimality, I want to remove a constraint.
What happens to primal feasibility?
What happens to dual feasibility?
How to solve this new problem efficiently?
My understanding is that the primal feasibility is…
Morpheus
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4
votes
0 answers
Google-OR tools vs Pyomo and other commercial Solvers for solving a simple maximum flow problem
I have implemented a Pyomo model for solving maximum flow problem as a subroutine of an algorithm. However, the approach does not scale very well because Pyomo does not provide a very good way to re-optimize the computation based on previous…
Pia MiA
- 392
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- 10
4
votes
3 answers
Existence of extreme points in primal and dual LP
If the nonempty feasible set of a primal LP has extreme points does its dual also have extreme points? I know that a standard form LP (nonempty) always has extreme points. But I am not sure if we can say anything about dual having extreme points or…
Krypt
- 77
- 4
4
votes
2 answers
A sum with a product-penalty
Let us consider the following optimization-problem: For a given set of tuples $T=(a_1,b_1),\dots,(a_n,b_n)$ and integers $k,C$. The task is to
\begin{align}
\max \quad & \sum_{i=1}^n x_i \cdot a_i - C \cdot \prod_{i=1}^n (1 - x_i \cdot (1 - b_i))…
xtyner
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4
votes
0 answers
How to linearize or convexify a constraint with a square root of sum of two variables?
Here is the constraint:
$$\text{Pa} + \text{Pb}=a + b \sqrt{\text{Ir}^2 +\text{Ii}^2} + c (\text{Ir}^2 +\text{Ii}^2)$$
Here $\text{Pa}, \text{Pb}, \text{Ir},$ and $\text{Ii}$ are variables. $a, b, c$ are given parameters.
$\text{Pa} >0$,…
Ghulam Mohy-ud-din
- 69
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4
votes
0 answers
Best Case Optimization, which is sort of the opposite of Robust Optimization
TLDR: If George Costanza was supposed to do Robust Optimization, he would instead do Best Case Optimization, which is (sort of) the opposite of Robust Optimization.
Is there a literature or problem nomenclature associated with the concept of…
Mark L. Stone
- 13,392
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4
votes
3 answers
How to transform a logical constraint with integer variables?
Consider the binary variables $x_1, x_2 \in \{0,1\}$ and the integer variable $y \in \mathbb{Z}$ with $0 \leq y \leq 3$.
I'd like to formulate the following logical constraint:
$$
x_1 = 1 \wedge y \geq 2 \implies x_2 = 1
$$
and I don't have access…
Ronaldinho
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4
votes
1 answer
Another difficult constraint for an ILP
How can I add to this ILP with all binary variables (again related to this question):
$$\min \sum_{1\leq i
Fabius Wiesner
- 393
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- 7
4
votes
1 answer
Difficult linearization of a constraint
My previous question was about this ILP with all binary variables:
$$\min \sum_{1\leq i
Fabius Wiesner
- 393
- 1
- 7
4
votes
2 answers
Expected ILP solving time and how to improve speed
I am trying to solve this ILP with all binary variables:
$$\min \sum_{1\leq i
Fabius Wiesner
- 393
- 1
- 7