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2
votes
0answers
23 views

partial derivative of LP solution $[x_1 , \ldots x_n]$ w.r.t. $x_i$ or $a_i$

Suppose I have an optimal solution and I want to know how the solution would (likely) change if one of the coefficients in the objective function changes, or if I add a constraint that forces $x_i$ ...
3
votes
0answers
43 views

CPLEX CP Optimizer Java API function missing

I can not seem to find the needed functions to model the following problem through the Java API (CP Optimizer): a machine that has downtime and sequence-dependent setup times, with the extra ...
3
votes
0answers
34 views

How to make constraints satisfy disciplined convex programming guidelines?

How do I turn my convex constraints (described below) into constraints that are DCP so that I can solve them in CVXPy? Is there some ``cheat sheet'' of standard tricks? I'm trying to implement the ...
7
votes
3answers
272 views

Modeling the Choose function

In statistics, one often encounters the choose function ${x \choose y}$ which encodes the number of ways of choosing $y$ items from a set of $x$ items. How would one go about modeling a choose ...
6
votes
1answer
68 views

Doubt on finding simplex's initial canonical tableau (II Phase)

Good day. Given the following notation for an initial canonical tableau for a linear program in standard form: $$ T_1 = \begin{bmatrix} I & B^{-1}N & \bar{x}_{B} \\ 0^\intercal & \hat{x}...
10
votes
0answers
59 views

What Is OR Research Like?

I am working on my MSc thesis right now which is in resource economics, but I have ended up actually operating mostly in the realm of OR and learning about programming, algorithms, optimization ...
6
votes
1answer
79 views

If-then constraints in MIP programming

For continuous variables $x$ and $y$, the constraints are: ...
5
votes
1answer
90 views

How to formulate a MIP that can minimize the costs with a combination of subsets given a set?

I am trying to solve the following problem. I have a set $\{1,2,3\}$, which gives the following subsets with its costs: $\{1\}=8$, $\{2\}=9$, $\{3\}=7$, $\{1,2\}=9$, $\{1,3\}=18$, $\{2,3\}=15$ and $\{...
7
votes
1answer
64 views

Was there something specific that caused graph cuts to lose popularity in the last 5 years?

Almost every graph-cut paper I look at seems to have exactly the same pattern of monotonic growth in citations and then monotonic decline starting around 5 years ago: For privacy I've cut the all ...
6
votes
1answer
68 views

How to tackle large nurse scheduling problem?

I have a nurse-scheduling type of problem with a time span of a year and many employees. Formulation My main variables are: \begin{align}x_{e,t} &= \begin{cases}1 \text{ if employee } e \text{ ...
10
votes
3answers
124 views

Tool/Editor to visualize optimization problem files and solutions

Is there a tool with a graphical user interface which helps to visualize optimization problem files (e.g. lp/mps) and solutions? Let's say you have an optimization problem and a solution and want to ...
5
votes
1answer
38 views

Maximize charging, minimize cost

The task pertains to choosing an algorithm based on the data, requirements and constraints. I have a number of electrical devices ($d_1,d_2,\dots,d_n$) with batteries. Throughout the day I will ...
5
votes
1answer
72 views

Logical Constraints Modelling using Big-M formulation

I am trying to model some logical constraints in ILOG. Logical constraints could be given such as: Constraint 1 or Constraint 2, Constraint 3 or Constraint 4, Constraint 5 or Constraint 6. The ...
6
votes
1answer
27 views

DOCPLEX: tips to manipulate data input (binary parameter)

I am coding a MIP problem in docplex and I would like to ask for some tips. I would like to input a binary parameter that states a compatibility relation: I have a set of characteristics $H$ to be ...
7
votes
1answer
743 views

Graphical method in linear programming

This page describes the graphical method to solve a linear program. The formulation is as follows. $$\begin{alignat}{2} \max &\quad Z = 200W + 100B\\ \text{s.t.} &\quad 1W + 0.8B &&\...
7
votes
0answers
73 views

Solving large-scale stochastic mixed integer program

What are some methods or algorithms for solving a large-scale stochastic mixed-integer optimization problem that runs on an hourly dataset for a year? Do we employ some kind of decomposition? (the ...
6
votes
0answers
66 views

Having trouble with objective function in Python: “GurobiError: Variable not in model”. What else could I try?

I am trying to figure out how I can write this objective function into python using Gurobi. I have to minimize the sum of the product of three dictionary's values. The reason I am confused is that ...
9
votes
4answers
2k views

Where to search for PhD level jobs in OR?

I started hunting for jobs and I'm not sure what are good websites I should be keeping an eye on. I'm interested mainly in Europe.
5
votes
2answers
111 views

Conditions for minima in calculus of variations

In the calculus of variations (unconstrained), one applies a first-order variation on a general functional of the form $$\int_{a}^{b}F(x,y,y')\,dx$$ to obtain the first-order necessary condition for ...
7
votes
2answers
673 views

How can I add this conditional constraint to my model in Python?

I am creating an optimization model with 2 sets of binary decision variables. The first, site, is regarding which of 380 cities to place manufacturing sites in, and ...
7
votes
2answers
45 views

Buyback policy in a supply chain

Consider a three level supply chain consisting of a manufacturer, a wholesaler and a retailer. Suppose I wish to include a buyback contract to this network. Then am I right when I say that wholesaler ...
10
votes
3answers
659 views

Holding cost vs carrying cost vs storage cost

I was reading an article on supply chain management and encountered a number of inventory costs like ordering, carrying, shortage, holding, storage costs. I cannot understand the difference between ...
12
votes
2answers
842 views

Is This Constraint Convex?

I have a constraint that I believe to be convex and not affine which I think means that I can implement a relaxation. I will first define the full constraint, and then build up my (informal) reasoning ...
7
votes
3answers
286 views

Linearization of a scheduling objective function

I am trying to maximize the workload per employee. An example: $e$ the index of an employee $j$ the index of a project decision variable: $x_{e,j} \in \mathbb{Z}$ and $0 \leq x_{e,j} \leq 100$ ...
5
votes
0answers
24 views

In a binary logistic regression context, how to introduce a constraint to model the dependency between consecutive samples

Imagine we are running a logistic regression to identify opportunities for car sale promotion, using previous promotion campaign's result. Each $y$ is the increase of car sale after the promotion. ...
14
votes
1answer
308 views

Duality in mixed integer linear programs

I know that the standard duality theory for the linear programming problem does not hold for mixed integer linear programming problems. I was wondering why an integer program does not have a dual ...
10
votes
2answers
66 views

In portfolio optimization, how do we estimate the variance of a new asset?

Say I want to do Portfolio Optimization using the mean-variance approach (i.e Markowitz model), but that some of my assets are new with no returns history. I can use a judgmental (expert knowledge, ...
-2
votes
0answers
67 views

How to use the principle of duality to solve this linear program?

$$\begin{array}{ll} \text{minimize} & 2x + 3y + 3z\\ \text{subject to} & 2x + 3y + 4z \geq 20\\ & 4x + 2y + 2z \geq 10\\ & x,y,z \ge 0\end{array}$$
11
votes
1answer
369 views

Solvers and saddle points

It seems like most solvers that can tackle nonlinear nonconvex optimization problems (e.g. IPOPT) operate on ultimately solving for the first-order optimality conditions. Can it therefore be assumed ...
4
votes
1answer
46 views

Question about a queueing problem

Arrivals at a telephone booth are considered to be Poisson with an average time of 10 minutes between one arrival and the next. The length of phone calls is assumed to be distributed exponentially, ...
7
votes
1answer
73 views

Count this to the family of Job Shop Problem?

I will explain the problem in a simplified version. Three Tasks: $T_1, T_2, T_3$ Four Machines: $M_1, M_2, M_3, M_4$ The machines $M_2$ and $M_3$ make the same processing, so they are parallel. ...
6
votes
1answer
54 views

Optimal resource allocation - 3 step process

I have a 3 step process. Step A takes 20 min, Step B : 60 min, Step C : 20 min Steps in production of output "news nuggets" is as below: Step A : Do Secondary Research Step B : Analyse the data, ...
9
votes
2answers
235 views

Convexity of a QP

In quadratic programming (QP), you encounter an objective of the following form: $$x^TQx + c^Tx$$ and often it's desirable to know if the QP is convex. One method to check for convexity is by ...
9
votes
3answers
113 views

Parallel nonlinear solvers

I've noticed that parallel (CPU or GPU) nonlinear programming solvers are few and far between. It seems that if any parallelization is involved at all, it generally applies to solving the underlying ...
8
votes
4answers
651 views

Modeling the Round (Nearest Integer) function

Modeling various non-differentiable functions is quite common knowledge including $\operatorname{abs}$, $\min$ and $\max$ functions. How would one go about modeling the nearest integer function, say ...
7
votes
1answer
162 views

Do the KKT conditions hold for mixed integer nonlinear problems?

I was wondering if the KKT conditions are applicable for for MINLPs, and if not, why not? What about the case when the integer variables are modeled using constraints involving just continuous ...
-5
votes
0answers
49 views

What Improvements to make in resume , looking for Operations Research Analyst and Similar Positions? [closed]

I am an Industrial Engineering Master's Student, specializing in operations research, searching for full-time positions. Need suggestions/feedbacks over the resume so that, I can atleast land ...
7
votes
1answer
133 views

Shipments consolidation - how to model mutually exclusive items with OR-Tools CP Solver in Python (multi-knapsack, updated)

I am implementing a solution for packages consolidation (basing on Nurse Problem solution) with OR-Tools CP Solver. There is a factory that manufactures some small Packages that need to be ...
5
votes
2answers
53 views

How to establish constraint between variables with multiple indexes using CPLEX in Python

I am new in CPLEX and I am using docplex in Python to solve an ILP. I would like to translate the following constraint in docplex: $$\sum_{c}(X_p{_w}_{cj}+X_{p+1}{_{w'}}_{cj+1})\leqslant T_w{_{w'}}...
9
votes
3answers
371 views

Examples of problems with non-convex constraint functions but convex feasible region

I'm looking for examples of (classes of) problems with a non-convex, non-linear formulation, but convex feasible region. That is, a problem of the sort: $$ \begin{array}{lll} \text{minimize} & ...
6
votes
0answers
71 views

Help in solving resource allocation optimization problem

I've been pondering on this question for some work optimization, and I need some help in being directed to the right direction. I have multiple customers that require an amount of $X$, $Y$ and $Z$ ...
14
votes
4answers
149 views

Does this $0-1$ integer program have any speciality?

Given matrix $A \in \{0,1\}^{m \times n}$ and vector $b \in (\mathbb{Z^+})^m$, where $\mathbb{Z^+}$ is the set of positive integers, $$\begin{array}{ll} \text{maximize} & c^\top x\\ \text{subject ...
6
votes
1answer
119 views

Network flow model - How can I turn this diagram into a matrix that when converted to RREF solves for max flow?

I have the following network flow model diagram and I have already calculated maximum flow using the R package igraph to be 28. However, what I would like to know ...
10
votes
1answer
63 views

Stabilization techniques in column generation when subproblems are not solved optimally

Which stabilization techniques in column generation, like penalty function approaches and dual price smoothing, can be used when subproblems are not solved optimally? (I am particularly interested in ...
6
votes
1answer
99 views

How To Linearize $X = \max\{x_1,x_2\}$

I am new to thinking about math programming and I have a particular constraint I am hoping to reformulate, I just don't know the proper mathematical translation for what I am hoping to do. Enforcing ...
8
votes
1answer
84 views

Constraint to state the relation between 2 binary variables

I'm trying to deal with a process planning and machine layout allocation simultaneously. I have the following variables: $X_p{_w}_{cj}=1$ if an operation $p$ is done by a machine $w$ with a ...
8
votes
1answer
173 views

Standard cumulative distribution function with optimization model variable

We all know that expressions in mathematical optimization models can't contain "black boxes" around a decision variable since everything has to be written using mathematical expressions. For example, "...
9
votes
2answers
140 views

Optimal set order to maximize stochastic reward

You have a ticket allowing you to visit up to $n$ of $M$ carnival booths offering games of chance. At each booth you have probability $p_{i}$ of winning a reward with average value $r_{i}$. Each booth ...
9
votes
2answers
69 views

Heuristic methods for optimising complex black box function over permutations/ranks?

Suppose I have a set $S=\{1,2,\dots,500\}$ and some function $f(\sigma)$ from the permutations $\operatorname{Perm}(S) \rightarrow \mathbb{R}$ to be minimized. The function is complex (simulation ...
9
votes
2answers
133 views

Reading an LP/MPS file using Pyomo software

I would like to know is it possible to read an LP/MPS file into the Pyomo software and solve the problem? If so, how can I do that?

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