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3
votes
0answers
23 views

Convexity of the projection of a convex set

Question: A set $S \subset \mathbb{R}^m \times \mathbb{R}^n$ is convex. Using the fact that affine maps preserves convexity prove that $S(y) = \{x \in \mathbb{R}^m\mid (x,y)\in S \}$ and $\hat{S} = ...
5
votes
1answer
28 views

Queuing Theory with Learning Perspective

I am willing to work on queuing models but in classical queuing models, it is assumed the probability distributions of arrival and service are known or at least the rate is known. However, I am ...
4
votes
1answer
39 views

Expressing a chain of boolean if-then with logical ANDs using MIP

How to express a chain of boolean If-then as MIP such as: If $(x_{10} \ge b_1$ and $x_{11} \le b_1)$ AND $(x_{20} \ge b_2$ and $x_{21} \le b_2)$... AND... then $y_1 = 1$ else $y_1 = 0$. So basically,...
9
votes
2answers
789 views

How fair is limit solver threads when publishing?

Reading gurobi reference manual I found this: We have also found that certain classes of MIP models benefit from reducing the thread count, often all the way down to one thread. Starting multiple ...
4
votes
1answer
54 views

Cumulative Constraint OR-Tools

I'm trying to solve an rcpsp model. I can't find documentation for the AddCumulative function of OR-Tools. How should this function be used? I want to write this ...
5
votes
1answer
66 views

Precedence Constraint in OR-Tools

I'm trying to write this constraint in C++ and add it to my model (addLessOrEqual): $$\text{start}_{i}+\text{duration}_{i}\le\text{start}_{j}$$ for an $(i,j)$ arc ...
6
votes
2answers
1k views

Operations Research books by world-famous authors made available on the web, despite not being “completed”

Are there any books on Operations Research subjects by world-famous authors which have been made available for free access on the web, despite never having been "completed" to the standard to which ...
4
votes
1answer
131 views

How to model shipment size constraint?

I am working on an LP problem where I have to model a constraint as: "The total number of units of product A and B should be shipped in multiples of $1200$" e.g. $700\text{(product A)} + 500\text{(...
7
votes
2answers
109 views

Convex Optimization: Separation of Cones

I am trying to solve Exercise 2.39 at Boyd and Vandenberghe's Convex Optimization book. In one source, the answer is given as: 2.39 Separation of cones. Let $K$ and $\tilde K$ be two convex cones ...
4
votes
0answers
53 views

Gurobi stuck at start - 16GB RAM exhausted

I'm solving a large instance using Gurobi 7.0, 64-bit version on machine with 16GB of RAM. Gurobi is stuck at the start and all the memory is exhausted. Here is the output: ...
5
votes
0answers
46 views

Data Formulation for Mixed-Integer-Programming Models

Until now, I have used the Gurobi, CPLEX and OR-Tools (GCO) interface to formulate mixed-integer-programming models. Recently, I have discovered MiniZinc and want to utilize it to formulate big ...
10
votes
0answers
81 views

Restoring a list from differences

Given a list of (absolute valued) pair differences ordered and with duplicates removed, how can we recover/reconstruct the list that generated these differences? We do not know anything about the ...
8
votes
0answers
49 views

Column generation for TSP

For teaching purposes, I would like to solve the Travelling Salesman Problem with a column generation approach. In the academic literature, an approach is proposed (for example here), where columns ...
4
votes
0answers
127 views

Publishing paper that uses LP solver to solve equation

I was reading this paper by Cerna et al. (2018)1. In the paper there are only CPLEX-solvable equations given by the authors and the results. How valuable is this paper, and what is its quality? Can ...
4
votes
4answers
172 views

MIP for similar production percentages in production planning

As a task, I want to produce three products $x,y,z$ in different quantities $a,b,c>0$ respectively. It is not always possible to produce the full amount of each product, because of a lack of ...
4
votes
2answers
70 views

What is the technique of branch-and-bound used in Knitro to solve MINLP?

I am using Knitro to solve an MINLP using branch-and-bound and I want to know about the reference or technique they are adopting to code their algorithm. I know that there are many applications of ...
5
votes
0answers
37 views

Demonstrating a given solution is basic for a MCFP?

Given a minimum-cost flow problem, how could I go about demonstrating that a specific solution (as sets of basic and non-basic (!) arcs that build a rooted spanning tree for a given graph) is basic ...
5
votes
1answer
116 views
+100

Custom Nurse Rostering Problem

I've asked this question also on Math Stack Exchange. It's a custom nurse rostering problem: $N$ is a set of nurses; $S$ is the set of shift-type (morning, afternoon, night, rest) $n_\mathrm{...
7
votes
1answer
138 views

Why is there a constant in the objective function of the *best subset selection problem*?

This article presents the following formulation of the best subset selection problem $$\min_{\|\beta\|_0\leq k}\frac{1}{2}\|y-X\beta\|^2_2$$ I wonder where the $1/2$ comes from. Help appreciated.
5
votes
1answer
172 views

How to express this constraint?

I have the constraint \begin{align}\max&\quad\gamma\\\text{s.t.}&\quad a\ge\gamma b\\&\quad\gamma\le 1\end{align} where $\gamma$ is an optimization variable and $a$ is a function of some ...
3
votes
0answers
71 views

Power of variable or tools

I'm working with OR Tools in Python and I need to define the objective function an expression of the variables. In particular, the objective function is $$\frac{c_j}{1.7^{s_j}}$$ with $c_j$ ...
10
votes
1answer
75 views

CPLEX allows manually inserted solutions to violate lazy constraints

I am using CPLEX 12.9 to solve a mixed integer linear programming problem. Some of my constraints are enforced through a legacy LazyConstraintCallback. Heuristic solutions are inserted through a ...
7
votes
1answer
149 views

Floating points in ORtools

I'm trying to solve an RCPSPDc model (maximizing the net present value instead of a makespan). The objective function is: $\sum\limits_{j \in \text{Tasks}} e^{-\theta\cdot s_{j}}\cdot p_{j}$, where $...
8
votes
2answers
284 views

Current Issues of Interest

What are some current issue of interest in Operations Research? I am interested in current topics that experts in the field are interested in researching.
5
votes
0answers
70 views

GUROBI Re-optimize a model

(For Linear Programming) I am aware of CPLEX's reoptimize methods. If I am not wrong, if you solve a problem and after that you add a new constraint, then you can call the reoptimize method for not to ...
10
votes
1answer
110 views

k-means/k-medoids Clustering Implementation in CPLEX Java

I am trying to model a grouping algorithm as k-means clustering problem, by referring to the general definition as mentioned in Wikipedia. In my system, I have $N$ nodes that I want to group in $m$ ...
8
votes
0answers
50 views

Which Constraint solver is extensible to CSP algorithms?

I am novice to constraint programming and I need to implement the following algorithms. Backtacking Conflict-based backjumping AC partial lookahead MAC Forward checking Forward checking + dom ...
14
votes
2answers
164 views

Customer clustering to solve very large-scale VRPs

I am looking for references that used customer aggregation to solve large-scale Vehicle Routing Problems. By aggregation, I mean clustering the customers together and representing them with one node ...
10
votes
1answer
95 views

RCPSP minizinc model

I'm working on a resource‐constrained project scheduling problem (RCPSP) in Minizinc but I have problems with the running times when the dataset is big (like 400 jobs, 2 resources, 1,000 precedences, ...
7
votes
1answer
70 views

Variant of job shop scheduling problem

I'm looking to identify a problem in the literature that I'm currently solving. I have a set of jobs each having a set of operations. Each operation has a duration. An operation may be done by a ...
8
votes
1answer
79 views

Complexity comparision between purely BLP and MILP problems?

Could someone please comment and answer on the complexity of purely binary linear programming (BLP) and mixed-integer linear programming (MILP)? In MILP, we have both binary and continuous variables ...
8
votes
1answer
78 views

How to remove or replace sub tour elimination constraints in the VRP variant models?

In many of vehicle routing problems variant (VRP), which can be formulated using MIPs, to avoid creating sub tour, we need to use sub tour elimination constraints (SEC). One of the known SEC is (I ...
4
votes
1answer
101 views

CPLEX Python API

I am trying to run the following optimization problem at Python by using the CPLEX API: $$\min \{x_1 + x_2\ | \ x_1 \geq 3, x_2 \geq 2, 2x_1 + x_2 \geq 9\} $$ I just want to give a matrix of ...
5
votes
1answer
56 views

Interface for Cbc - COIN-OR

I would like to code some IP/MIP models in python and test them with an open-source solver. As of now, I only know the Cbc - COIN-OR open-source solver. I have already tried the or-tools interface, ...
7
votes
1answer
84 views

Design choices on how to implement several algorithms for the same problem

When one is interested in solving a problem but considering different objective functions the choice is easy, a class for problem, a class for solution and a class by algorithm then in the main ...
3
votes
2answers
126 views

Problem with big-M in CPLEX OPL

I have a model for the no-wait flow shop scheduling problem, that utilizes the linear ordering variables, and there is a constraint with big-M. When I implement the model in ...
9
votes
0answers
77 views

Sources to learn about Sample Average Approximation for practitioners

I want to start learning Stochastic Programming, beginning with SAA (Sample Average Approximation) and keeping a practitioner's perspective in mind, i.e. I would like my sources to collectively cover ...
11
votes
1answer
256 views

Metaheuristic to solve general MIPs

Many papers formulate their (NP-hard) problem as ILP or MILP and then show Cplex/Gurobi are unable to solve instances of a certain size. Then they introduce a meta-heuristic solution approach to solve ...
14
votes
3answers
906 views

Branch and Bound Implementation

Branch and Bound (B&B) is a general solution approach to solve combinatorial optimisation problems. I was wondering how B&B is implemented in practice. Although it may be relevant, but I am ...
7
votes
1answer
224 views

Finding the optimal, spatially compact set of grid cells

I have a regular grid of cells, maybe square, maybe hexagonal. Each cell has a numeric value associated with it. How can I find a subset of cells that are: a connected, compact set and have an ...
2
votes
0answers
68 views

Branch and Cut algorithm

Could someone please explain what is the point of this added cut? Also how was it deduced? Could someone please give some examples of this sort? As I've been searching for such examples but did not ...
-6
votes
0answers
88 views

Branch and Bound question

1) In question (b)(2), is the answer supposed to be $[0,14400]$? Since $0$ is the minimum of the function $\max z= 3100x_1 +2600x_2 +3500 x_3+2800x_4 +2400x_5$ where $x$ is $0$ or $1$ depending on ...
7
votes
0answers
87 views

Connection between solver and Julia's JuMP Package

I'm looking for ways or tips to connect a solver with the JuMP Package. I started reading the manual of Math Opt Interface (I don't know the right terms, but I'll call it the Backend of the JuMP), ...
5
votes
1answer
127 views

VRP package for R

I work almost exclusively in R and Rstudio, and have found it to be an excellent ecosystem for data analysis and OR, including discrete event simulation, Monte Carlo simulation, MILP, and the ...
8
votes
1answer
79 views

Problem solvable $\Rightarrow$ subproblems solvable if feasible region closed, convex?

Let $c \in \mathbb{R}^n$, $M \subseteq \mathbb{R}^n$ such that the problem \begin{align}P:\quad\min_{x \in \mathbb{R}^n}&\quad c^\intercal x\\\textrm{s.t.}&\quad x \in M\end{align} is solvable....
8
votes
1answer
52 views

Speed of convergence for minimizing Rosenbrock's function

I am minimizing $f(x_1,x_2) = 100(x_2-x_1^2)^2 + (1-x_1)^2$, where I try many algorithms to compare with each other. All of the algorithms find the optimal solution $(1,1)$ quickly, so I am not ...
8
votes
0answers
61 views

Adjusting duals heuristically

I am solving a scheduling problem-to find shifts and task schedules- using column generation. In essence, it is a set covering problem with additional constraints. The problem seems to be that the ...
26
votes
3answers
333 views

What are best practices to make optimization user interfaces intuitive for the user?

For many operations research applications a user will often be in charge of making the final decision and will use the optimization algorithms software as a part of their planning flow. Therefore, ...
5
votes
1answer
368 views

Single KKT solution for a simple problem: proof of being minimizer

I have a very simple problem: $$ \begin{align*} \begin{array}{ll} \min\limits_{x_1,x_2} & -x_1x_2 \\ \text{s.t.} & x_1 + x_2 - 2 = 0. \end{array} \end{align*} $$ The KKT system gives me $x_1^*...
8
votes
1answer
99 views

Why isn't $x_2+x_3+x_4\le 2$ a cutting plane?

In my textbook, to generate cutting planes, they tell you to proceed as follows: A procedure for generating cutting planes: Select a ($\le$) constraint that has only nonnegative coefficients. ...

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