Top new questions this week:
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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 ...
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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 ...
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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 ...
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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 ...
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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:...
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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 ...
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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 ...
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Greatest hits from previous weeks:
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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 ...
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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 ...
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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 ...
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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 ...
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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 ...
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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 ...
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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 ...
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Can you answer these questions?
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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 ...
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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\\
...
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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 ...
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