Questions tagged [combinatorial-optimization]

For questions about optimization over a discrete solution space.

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8
votes
3answers
455 views

Equipment replacement problem

I have a question on the Equipment Replacement Problem, where the following is taken (with some syntactic modifications) from IB2070 Mathematical Programming II (MP2), Warwick Business School. ...
7
votes
1answer
121 views

How to convert 3D bin packing problem to 2D bin packing approximation?

I'm trying to approximately solve a 3D container loading problem. Is it possible to use 2D bin packing algorithms? If so, how do we make the transformation? What are the conditions needed to make the ...
13
votes
1answer
247 views

Two-stage $k$-means clustering

The problem I am facing is clustering problem, needed for a Vehicular Routing Problem (VRP) I'm tackling. It is a heterogeneous VRP with Time Window (TW) and a capacity utilization constraint, i.e. a ...
8
votes
2answers
408 views

Is there a greedy heuristic approach to the MILP problem?

I have the following optimization problem which is an MILP. I can solve it with an MILP solver. \begin{alignat}{1}\max_{x_n,t}\,&\quad t\quad\\\text{s.t.}&\quad\sum_{n=1}^{N} x_n \,&= M\\...
9
votes
3answers
703 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 ...
9
votes
2answers
188 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 $\{...
15
votes
1answer
481 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
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2answers
171 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 ...
10
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2answers
88 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 ...
17
votes
3answers
700 views

Variable fixing based on a good feasible solution

Suppose you have a combinatorial optimization problem that is formulated as a mixed integer linear program (minimization). The problem size is denoted $n$ and the expected $n$ is around $100$. The ...
9
votes
2answers
415 views

What is the difference between job shop scheduling and resource constrained project scheduling?

I read here https://slideplayer.com/slide/3353960/ that RCPS is a generalized version of job shop scheduling. I'm new to this area and I'm trying to classify a specific variation of these types of ...
9
votes
2answers
133 views

CVRP With Unconstrained Fleet Size: Upper Bound on Optimal Fleet Size

Given a CVRP where the number of trucks is not constrained, is there an upper bound on the number of trucks used in an optimal solution in terms of number of customers, some distances, capacities, and ...
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 ...
14
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2answers
825 views

State-of-the-art algorithms for solving linear programs

Průša and Werner (2019) show that the general linear programming problem reduces in nearly linear time to the LP relaxations of many classical NP-hard problems (assuming sparse encoding of instances)....
9
votes
1answer
240 views

How to get solver time from CPLEX when using the NEOS server through Pyomo?

I've been using CPLEX on the NEOS server, via Pyomo, to solve a binary program I'm working on. NEOS is amazing, but the documentation is somewhat lacking on the Pyomo side, so I haven't been able to ...
13
votes
7answers
849 views

What are the examples (applications) of the MIPs in which the objective function has nonzero coefficients for only continuous variables?

I'm specifically looking for real applications of the following form of MIP: $$\max\,Cx$$ subject to: \begin{align}Ax +By &= D\\Ax &= E\\By &= F\\ x &\ge 0\\ y &\in \mathbb{...
8
votes
1answer
102 views

What class of scheduling problem models jobs which require multiple machines simultaneously?

In the Flow/Job Shop problems, and other related scheduling problems, a common assumption is that at any given time, a particular job will be being processed on at most one machine (usually... none). ...
6
votes
2answers
478 views

How to modify EMSR when capacity for each fare class is different

In the normal EMSRa and EMSRb (Expected Marginal Seat Revenue) algorithms, each fare class is utilizes exactly 1 unit of capacity (for example, one seat on a plane). But I have a similar problem for ...
14
votes
3answers
2k views

A variant of the Multiple Traveling Salesman Problem

I am trying to find a reference (or a reformulation) of a variant of the multiple Traveling Salesman Problem, where multiple agents need to visit each vertex in a graph with minimal cost. Most of the ...
8
votes
1answer
392 views

Finding minimum time for vehicle to reach to its destination

Given a set of Vehicles with source and destination I need to find the minimum time of travel for all the vehicles, there are also some charging stations and its necessary for vehicles to charge 1 ...
7
votes
1answer
134 views

How to interpret the random solution pick by Lévy flight on cuckoo search

I am working on an implementation of Cuckoo Search for a set covering problem. After reading some papers I cannot understand how choosing a random solution (new cuckoo) works. What I see is that ...
7
votes
1answer
264 views

How to reformulate (linearize/convexify) a budgeted assignment problem?

I have a scheduling problem at hand. In my system, there is a service station with $M$ service outlets, therefore, the service station can serve $M$ users at a time. But, there are $N$ users $N>M$ ...
12
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2answers
128 views

Benchmark problems for combinatorial multi-objective optimisation

Does anyone know of any good benchmark problems for combinatorial multi-objective optimisation? Something where pareto frontiers are known for example would be very useful.
27
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5answers
3k views

Optimization terminology: “Exact” v. “Approximate”

In optimization literature, I frequently see solution methods termed "exact" or "approximate". (I use the term "method" here because I suspect exactness, or its lack, is a function of both algorithm ...
7
votes
2answers
356 views

How can I linearize or convexify this binary quadratic optimization problem?

I have an optimization problem as below. I am having a hard time with the last constraint. $\max \eta$ subject to ${\bf U}(:,m)^T{\bf A}{\bf U}(:,m)=0,m=1,2,\cdots,M$ here $\bf{A}$ is a Binary ...
15
votes
4answers
691 views

Optimization models for portfolio optimization

What are the mainstream models for portfolio optimization? We have Markowitz mean-variance model and CVaR-based models (e.g., max return subject to a CVaR constraint). What else is out there in terms ...
11
votes
2answers
456 views

Finding an optimal set without forbidden subsets

Given $n$ items, I want to select a set items $S\subseteq\{1,2,\dots,n\}$ that maximize profit. The profit of item $i\in\{1,2,\dots,n\}$ is given by $p_i$ and may be assumed to be non-negative. ...
16
votes
3answers
643 views

What are some real-world applications of QUBO?

QUBO (Quadratic Unconstrained Binary Optimization) is the minimization of a quadratic function of binary variables. It has been used for computer vision, Ramsey numbers, factoring numbers, the ...
16
votes
3answers
954 views

Bin Packing with Relational Penalization

There are $ N $ bins with equal capacity $ C $. In addition, there are $ N $ objects $x_1, x_2, \dots, x_N $ that need to be accommodated using the least amount of bins. Each object $x_i$ has a volume ...
5
votes
0answers
97 views

Maximum eigenvalue across subsamples

I have an $N$-dimensional vector of data, say $X_{t}$, with $1 \leq t \leq T$. Of this vector $X_{t}$, I want to consider sub-vectors, say $X_{t}^{b}$, which are $m$-dimensional combinations of ...
13
votes
3answers
2k views

Are there any efficient algorithms to solve the longest path problem in networks with cycles?

I have a directed social network and as a preprocessing step I need to calculate the longest path lengths for each node. Longest path problem is NP-hard as far as I know but I've seen dynamic ...
10
votes
1answer
125 views

Algorithmic gap for Hochbaum's (greedy) algorithm for (metric) uncapacitated facility location

In Jain et al. (2003)1, at the bottom of page 801, they construct an instance of (metric) uncapacitated facility location for which they claim the greedy (Hochbaum's) algorithm has gap $\Omega\left(\...
10
votes
1answer
110 views

Relationship between the Assignment Problem and the Stable Marriage Problem

Suppose I'm solving a minimum-weight matching problem in a bipartite graph with sets $\mathcal{I}$ and $\mathcal{J}$, where $w_{ij}$ denotes the weight of matching item $i$ to $j$. I can model the ...
18
votes
1answer
234 views

Combinatorial Optimization: Metaheuristics, CP, IP — “versus” or “and”?

"Recently" someone asked on Twitter whether "people still use genetic algorithms for integer programs". The "majority answer", i.e., 1 out of 1, was: "Yes" . So, my follow-up question is: With all ...
29
votes
2answers
309 views

When are Decision Diagrams the right way to model and solve a problem?

Decision Diagrams are a relatively new approach to solving difficult combinatorial optimization problems. See http://www.andrew.cmu.edu/user/vanhoeve/mdd/ for some information on this approach. Are ...

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