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1500 questions
4
votes
2 answers
How to fix unbalanced multi-commodity network flow with equal supply and demand?
I have a fairly large network with eleven commodities and arc capacities that are commodity-dependent (i.e. an arc may have a higher capacity for one commodity than another). I'm solving a protection-interdiction-restoration problem using Benders'…
Emma Kuttler
- 109
- 3
4
votes
1 answer
Can we reformulate a min-max nonlinear integer programming problem with the same optimal solution?
I'm trying to solve the below min-max nonlinear integer programming problem with the following objective functions:
$$\min_{x_i,y_i} \max_i \left\{\frac{x_i}{2+3y_i} + \frac{2x_i}{4+7y_i}\right\} \\ \text{subject to some linear and non-linear…
Sourav Mondal
- 95
- 3
4
votes
1 answer
Binary decision variable to indicate whether an inequality is satisfied or not
I have a problem where I have a continuous decision variable (let's call it $m$) that is bounded between $(0, T]$ where $T>0$ is a predefined parameter. I also have another binary decision variable (let's call it $x$) that I want to use to…
A. H
- 147
- 2
4
votes
1 answer
Modeling $x=1$ iff $y\leq D$ and $x=0$ otherwise (either-or-constraints)
We have decision variables $x\in\{0,1\}$ and $y>0$. We know that $x=1$ if and only if $y\leq D$ and $x=0$ iff $y>D$. $D>0$ is a model parameter.
How I modeled these constraints is
\begin{align*}
xy&\leq D\\
y&>D(1-x)
\end{align*}
But there are two…
user9659
4
votes
2 answers
Reformulate CPLEX optimization model of Warehouse Product Allocation
I am trying to optimize the allocation of of products inside a fictive warehouse, having a predefined number of aisles (3 in the example code below) where products can be placed. For now, the only optimization criterion that I would like to impose…
GuglielmoSanchini
- 63
- 7
4
votes
0 answers
When to use Tabu Search or Genetic Algorithms and when not?
Are there any rules of thumb about when to implement which? For example, I am trying to solve OR scheduling problems. I see that majority of people have implemented Genetic Algorithms. However, more recently, several people have implemented Tabu…
Amogh Bhosekar
- 331
- 1
- 5
4
votes
0 answers
Stochastic optimization for inventory management
The deterministic problem is to minimize operational cost subject to constraints in demand, supply and capacity. The ordering policy is periodic review, order-up-to.
The stochastic version of the model is to optimize the parameters for the…
anerjee
- 119
- 2
4
votes
2 answers
How to optimize such that the optimal value do not fall in range and is also as away from the range possible
The range that optimal value needs to avoid is taken as infeasible region through defining it as constraints but how to simultaneously optimize it such that its as far as possible?
almostKapil
- 69
- 2
4
votes
1 answer
Why does some solvers can only solve conic optimization problems?
Famous solvers like sedumi, sdpt3, mosek can solve conic optimization, but not more general convex optimization. Why? I know many convex problems can be formulated as conic, but still confused.
Tim
- 43
- 3
4
votes
0 answers
Does knowing the "correct multipliers" for globally optimal first-order critical points help you algorithmically?
Consider the following nonlinear optimization problem:
\begin{align*}
&\min f(x) \\
\text{such that } &h_1(x) = 0, \\
&h_2(x) = 0, \\
& \vdots \\
& h_m(x) = 0,
\end{align*}
where $x \in \mathbb{R}^n$. Suppose that the linear independence constraint…
lubob73
- 41
- 1
4
votes
1 answer
Optimization Problems vs Optimization Sub Problems
Especially in the case of Discrete and Combinatorial Optimization Problems - I am trying to better understand the the idea of "subproblems" within the "main problem":
At a very superficial level, I can understand the idea of a "subproblem" : A…
stats_noob
- 1,831
- 7
- 30
4
votes
1 answer
Minimum up time for a machine in a linear program?
If we let $x_i$ = 1 if a machine is on during hour $i$, and 0 if the machine is off, how would we enforce a constraint that requires the machine to be “on” for a minimum of at least $M$ hours?
For example, if a machine turns on at hour 5, then that…
Mason
- 515
- 4
- 8
4
votes
2 answers
Python Pulp - LpMinimize Not Returning Expected Output - Scheduling Problem
I'm working on my first pulp model and something isn't going quite right. It looks like it's close, but for some reason it is not respecting one of my constraints...
It's a scheduling problem and I am trying to minimize the number of labor hours…
t25
- 63
- 9
4
votes
0 answers
Understanding Optimal Transport Problems
I am trying to better understand the origins of Optimal Transport Problems such as Monge's Problem.
For instance, I came across the following references:
https://www.math.ucdavis.edu/~qlxia/Research/monge.pdf ,…
stats_noob
- 1,831
- 7
- 30
4
votes
2 answers
Compute Irreducible Infeasible Set (IIS) in Pyomo
I am using Pyomo together with Gurobi (and other solvers such as cbc). I am trying to compute an Irreducible Infeasible Set (ISS).
In Pyomo documentation, get_model_attr takes an attribute, among which 'IISMinimal'. On the other hand Gurobi…
Meth
- 424
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- 17