Timeline for Software for optimization problem
Current License: CC BY-SA 4.0
16 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Feb 28, 2023 at 7:34 | vote | accept | user1868607 | ||
| Feb 18, 2023 at 16:55 | comment | added | Sutanu Majumdar | Ok as I said define a new variable $z$ and for every $ x$ create 2 new constraints as in the answer. Basically you are saying that variable $z$ should be greater than every $x$ no matter $x$ is positive/negative. Then minimize z. | |
| Feb 18, 2023 at 16:06 | comment | added | user1868607 | yes, i think i know the basics of linear optimization. But it is not clear to me how to transform $\|x\|_{\infty}$ into a linear objective. | |
| Feb 18, 2023 at 14:27 | comment | added | Sutanu Majumdar | I will try & post a code using Gurobi. It will be in python, on a similar toy problem | |
| Feb 18, 2023 at 14:25 | comment | added | Sutanu Majumdar | Are you aware of objectives, constraints? There are some books like Winston's Operations Research to start with | |
| Feb 18, 2023 at 9:52 | comment | added | user1868607 | I did not understand how can I transform the problem into a linear optimization problem. Could you be more specific? | |
| Feb 17, 2023 at 17:15 | comment | added | Sutanu Majumdar | Google Colab, you can install import docplex & gurobi and may be others as well. | |
| Feb 17, 2023 at 16:55 | comment | added | user1868607 | what's the easiest way to use these? is there some online platform? | |
| Feb 17, 2023 at 16:18 | history | edited | Sutanu Majumdar | CC BY-SA 4.0 |
added 127 characters in body
|
| Feb 17, 2023 at 16:05 | comment | added | RobPratt | SAS can also automatically linearize it: go.documentation.sas.com/doc/en/pgmsascdc/v_036/casmopt/… | |
| Feb 17, 2023 at 15:52 | comment | added | Sutanu Majumdar | @joni, I admit never used IPOPT but often see it with COIN-OR Project. I get it uses Interior Points method, that facilitates solving large scale problems. But doesn't it also tackle discrete problems? | |
| Feb 17, 2023 at 15:45 | history | edited | Sutanu Majumdar | CC BY-SA 4.0 |
deleted 29 characters in body
|
| Feb 17, 2023 at 15:44 | comment | added | Sutanu Majumdar | Ok I misread the integer coeff as integer variable. I will edit it. Thanks for pointing it out. | |
| Feb 17, 2023 at 15:43 | comment | added | joni | Ipopt is a solver for large-scale (sparse) nonlinear programming, not for MIPs. | |
| Feb 17, 2023 at 15:43 | comment | added | Sune | A solver capable of solving linear programs should be enough, right? There are no integer variables in the model | |
| Feb 17, 2023 at 15:20 | history | answered | Sutanu Majumdar | CC BY-SA 4.0 |