Questions tagged [algorithms]

For questions related to the design or implementation of algorithms (exact or heuristic) for solving optimization problems.

9 questions with no upvoted or accepted answers
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11
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Armijo Line Search Parameters

I am trying to compare many unconstrained optimization algorithms like gradient method, Newton method with line search, Polak-Ribiere algorithm, Broyden-Fletcher-Goldfarb-Shanno algorithm, so on so ...
10
votes
0answers
148 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
73 views

What are the top three applications (in terms of number of citations) of the “reverse search” algorithm of David Avis?

I can see that this algorithm is quite popular, and that one of the original papers now has 820 citations on Google Scholar. However, what are the most highly cited applications of it? If in Google ...
5
votes
0answers
74 views

Column generation approach for CVRP

I want to use a column generation based heuristic to solve a capacitated Vehicle Routing Problem. I know the basics of the algorithm but I don't have much experience in coding. is there any code about ...
5
votes
0answers
38 views

Relative Weakness of Rolling Horizon Optimization

I am running a fairly complex and dynamic(multi-period) model, and as a result of the complexity, solvers are not able to solve the problem in a reasonable time frame. I have since discovered the ...
4
votes
0answers
99 views

Does anyone have the criss cross algorithm programming code to solve linear programming problems?

I have a project that requires programming code for the simplex algorithm and criss-cross algorithm. The purpose of this project is to compare the two methods. I've tried to find it, but the ...
2
votes
0answers
31 views

Algorithms for finding step sizes which satisfy the Wolfe conditions?

I am a student studying optimization, and I am interested in algorithms which finds step sizes satisfying the Wolfe (or strong Wolfe) conditions. I do know of one book which provides such an algorithm:...
2
votes
0answers
42 views

Decision-making algorithm for dynamic load balancing

I'm researching a subject of balancing the load between two black-box systems (with some twists). I thought that I could record latest response time log from each of those systems and process such a ...
1
vote
0answers
47 views

Rolling Horizon in Pyomo

I am trying to figure out how one could write a rolling horizon algorithm in PYOMO to speed up the solution of a model that I am building. My understanding of the Rolling Horizon Algorithm is that you ...