Community Digest

Top new questions this week:

What is the performance improvement when using semi-continuous variables instead of binary + continuous variable pair?

I have a MILP model that solves a master production schedule including capacity decisions. In the model I have a production quantity that should either be 0 or at least the amount that can be produced ...

mixed-integer-programming modeling  
asked by Andreas 6 votes
answered by 4er 8 votes

Multi-period linear dynamic programming with differing in-period dependencies and changes

I’m not sure if I’m wording this right but in a nutshell, my problem is: I’m modelling potential actions a boat owner can do to their boat. Let’s say he wants to know over the 50 year lifespan of the ...

mixed-integer-programming linear-programming scheduling dynamic-programming  
asked by dassouki 5 votes
answered by Kuifje 4 votes

Can I use 'SCIP' solver for PYOMO?

I have an MINLP problem to solve where I was initially using 'ipopt' solver but the solution was not sticking to 'binary/boolean/integer' domain type for a variable. I am not sure which free solver ...

optimization python combinatorial-optimization pyomo  
asked by nikita agrawal 4 votes
answered by Nikos Kazazakis 4 votes

How do you turn an abstract set constraint into equality constraints?

I am reading from Nonlinear Programming by Bertsekas, and in the section on ADMM, he says: Consider the problem $$\text{min} \sum _{i=1} ^ m f_i(x)$$ $$\text{s.t. }x \in \cap _{i = 1}^m X_i,$$ where $...

optimization constraint  
asked by Blue 4 votes
answered by RobPratt 4 votes

Soft OR & Problem Structuring Methods - often the first steps on an OR journey should not be missed out on this site. So what are they?

Let's make a space for ALL of OR to be discussed. I'm particularly interested in the link between OR and design, I also co-chair the PSM SIG for the OR Society. Hopefully by putting in some tags we ...

modeling soft-or soft-operations-research  
asked by DrArtAnalytics 3 votes
answered by LocalSolver 2 votes

How/when can we use MINLP engines instead of linearizing MP models?

Nowadays, mathematical programming solvers have been frequently used to solve lots of practical/academic problems. Many of these might be interpreted as a MIP or MINLP to represent a specific problem (...

optimization solver linearization  
asked by A.Omidi 3 votes
answered by Opt 4 votes

Relaxation and complexity of two formulations

I have two different MILP formulations for the same scheduling problem with the same complexity but with different running times. Why it is recommended to compare the relaxed versions of each ...

mixed-integer-programming modeling combinatorial-optimization scheduling relaxation  
asked by fathese 3 votes
answered by LocalSolver 4 votes

Greatest hits from previous weeks:

Where can I find resources to learn mathematical modelling for real life operation research problems like combinatorial optimization?

I find it hard to form math models for real life operations research problems, how can I learn this? Any books, tutorials available?

mixed-integer-programming linear-programming cplex combinatorial-optimization books  
asked by sudarsan vs 5 votes
answered by Alex Fleischer 14 votes

Find feasible point in polynomial time in linear programming

Background A while ago my team was implementing an interior point LP solver and we came across the following conundrum: Is there a polynomial-time algorithm to find a feasible starting point in ...

linear-programming feasible-points interior-point-method  
asked by Nikos Kazazakis 22 votes
answered by Paul Bouman 19 votes

How to linearize the product of two binary variables?

Suppose we have two binary variables $x$ and $y$. How can we linearize the product $xy$?

linear-programming linearization binary-variable  
asked by Michiel uit het Broek 29 votes
answered by Michiel uit het Broek 37 votes

List of Implementations for common OR problems

For the TSP there famously is the concord solver (http://www.math.uwaterloo.ca/tsp/concorde.html) which is argubly the fastest exact solver for the TSP. There are many other problems that also show ...

algorithms online-resources software vehicle-routing implementation  
asked by Luke599999 18 votes
answered by Geoffrey De Smet 14 votes

Statistical tests for benchmark comparison

Suppose that you have two algorithms for solving an optimization model, and you want to benchmark their performance over a large set of instances (with only one performance metric, for example, the ...

optimization algorithms benchmark  
asked by Borelian 26 votes
answered by Marco Lübbecke 14 votes

What are common and not so common abbreviations in Operations Research?

Many abbreviations are used in Operations Research. For example, we have abbreviations for problem classes (LP, MIP), solution methods (IPM), and specific problems (TSP, VRP). Which abbreviations are ...

terminology  
asked by Kevin Dalmeijer 34 votes
answered by Kevin Dalmeijer 49 votes

How to improve the quality of code in OR?

So I noticed, that a lot of students taking OR-classes come from non-computer science backgrounds (e.g. buissiness administration). They typically had only one other class in their first semester ...

reference-request software or-careers  
asked by Luke599999 8 votes
answered by Richard 8 votes

Can you answer these questions?

Substituting inequality by equality constraints

Let $\mathbf{A}=\left(a_{ij}\right)$ be a $n\times J$ matrix with $a_{ij}\geq 0$, $n>J$ and such that no row or column has all its entries equal to zero. Let also $\mathbf{k}=\left(k_j\right)$ be a ...

optimization  
asked by Patricio 2 votes

Appropriate Rotation Matrix in Nonconvex Optimization with Barrier

Let $ x \in \mathbb{R}^n_+$ be a variable such that $\sum_{i=1}^n x_i = 1$. In other words, $x$ is in a probability simplex. I am working on barrier-like functions in nonconvex optimization over such ...

nonconvex-programming multi-objective-optimization polyhedra barrier-functions  
asked by independentvariable 3 votes
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