Community Digest

Top new questions this week:

Do you know production deployments of multi-objective optimization?

In mathematical optimization software, defining the weight and level (hard/soft) of each of the objectives/constraints is often difficult for the business people at software development time, due to ...

multi-objective-optimization  
asked by Geoffrey De Smet 8 votes
answered by A.Omidi 5 votes

Product of weighted binary variables equivalent to sum of weighted binary variables?

I'm working on an optimization problem with a non-linear objective function of the form $$\max\prod_{i=1}^{n}(1-a_{i}x_{i}).$$ The objective function represents the combined probability of success for ...

optimization mixed-integer-programming linearization  
asked by Solver Max 7 votes
answered by Gabriel Gouvine 5 votes

Name for this ILP problem type

I am considering automating testing of down-stream testing of packages that depend on other packages. There are test sets $T_1,\ ..., T_n$ which can be tested or not tested, which each have a time ...

mixed-integer-programming terminology packing  
asked by worldsmithhelper 7 votes
answered by RobPratt 10 votes

How to modelize a non-overlap constraint between 2 groups of tasks?

Let us consider the following problem : Let $T$ be a set of tasks. Each task $t \in T$ has a duration $d_t$. Let $T_1 \subset T$ and $T_2 \subset T$ such as $T_1 \cap T_2 = \emptyset $ How can I ...

modeling constraint scheduling  
asked by LouisPopovic 7 votes
answered by Alex Fleischer 7 votes

Are simulations a form of multi-objective optimization?

Where is the line when an approach is called multi-objective optimization? For example: Problem Presume I want to optimize an optimization problem, for example nurse rostering, with 2 soft constraints:...

multi-objective-optimization  
asked by Geoffrey De Smet 7 votes
answered by prubin 8 votes

Practical open source LP solvers for large linear programming problem with $10^7$ parameters

I have an LP problem of the form $\min\ c^Tx$ subject to $Ax\leq b$ where $x$ consists of 30 million parameters and $A$ is a very very sparse matrix of size 30M by 30M (with only 3 ones per row). I ...

mixed-integer-programming linear-programming convex-optimization cvxpy interior-point-method  
asked by vkmv 5 votes
answered by prubin 4 votes

If continuous variable < constant then same variable = 0

When I come across with a situation needs an if-then constraints I visit Larry's post. I am a bit confused with the titled constraint this time because I am not trying to set $y$ based on $x$ but ...

mixed-integer-programming linear-programming linearization  
asked by tcokyasar 5 votes

Greatest hits from previous weeks:

Solving a knapsack problem with a lot of items

I am wondering what are the fastest ways(faster than classical dynamic programming) to solve the knapsack problem (to optimality) with $n$ items when $n$ is nearly equal to $10000$ ? Apart from ...

dynamic-programming knapsack  
asked by Joffrey L. 18 votes
answered by Ruslan Sadykov 18 votes

How to innovate in OR

I am a graduate student in OR and I want to build one or two independent projects that go beyond academic projects in my university. I would like to target average people and/or those in the industry ...

applications  
asked by Antarctica 20 votes
answered by Michael Lindahl 23 votes

Great Unsolved Problems in O.R

More than 10 years ago, there was during an INFORMS annual meeting a session dedicated to “Great Unsolved Problems in O.R.” (you can find a small report of that session on this webpage). Which are ...

open-problems  
asked by Stefano Gualandi 49 votes
answered by Michael Feldmeier 26 votes

How to represent an integer variable via binary variables?

Suppose we have a model with $N$ integer variables, i.e. $x \in \mathbb{Z}^{N}$ with $L \leq x \leq U$. How can we represent the integer variables via binary variables? Or in other words: how can we ...

mixed-integer-programming modeling binary-variable  
asked by Ronaldinho 5 votes
answered by joni 11 votes

Is it necessary to study rigorous math courses in OR?

I am a business student with engineering background and I am studying papers published in some journals like Management Science, Operations Research, Math of OR and they use some notations and ...

optimization reference-request probability-theory  
asked by Katatonia 11 votes
answered by prubin 14 votes

Linear Optimization Library for C++ with GPU Support

Does anyone know any linear optimization libraries for C++ supporting GPUs for parallelization? If multiple, which do you recommend? The GPU support is important to me since I am dealing with large ...

optimization linear-programming c++ parallel-computing  
asked by Daneshvar Amrollahi 10 votes
answered by mtanneau 18 votes

Is there a SQL/English like language that lets you define formulations given some data?

It would be very useful for beginning and non technical users to be able to define models in a way that was natural for them. Further this could perhaps assist generating some kind of generic ...

mixed-integer-programming applications modeling  
asked by fhk 13 votes
answered by Budd 11 votes

Can you answer these questions?

Building model takes so much time in Cplex

I am a beginner in CPLEX. I have a model with about 1 million constants and 800k rows and 1.6 million columns. I implemented in both GAMS and CPLEX (C# as the platform). The final solution for both is ...

optimization cplex gams c#  
asked by pouria arsalani 2 votes

Polynomial Time Solution For a Mixed-Integer Linear Programming Specific Case

Consider the following mixed-integer linear programming (MILP): \begin{equation*} \begin{array}{ll@{}ll} \text{maximize} & 1 & \\ \text{subject to}& x_{i} \geq 0, &i=1 ,\dots, m\\ ...

mixed-integer-programming linear-programming integer-programming algorithms computational-complexity  
asked by Samuel Bismuth 2 votes

Can we take the constraints from one model and plug them into the other model in pyomo?

I am implementing data-driven robust optimization methodology introduced in this article in python. Somewhere of the method, I need to use pyomo for each constraint whose parameters are uncertain to ...

python constraint pyomo robust-optimization  
asked by Sik Sik 2 votes
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