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Questions tagged [constrained-optimization]

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29 votes
4 answers
15k views

What are the advantages of commercial solvers like Gurobi or Xpress over open source solvers like COIN-OR or CVXPY?

I come from an ML background, and occasionally have to dive into the OR world. I am trying to figure out whether I need to purchase a commercial solver license for a certain problem set. In the ML ...
Skander H.'s user avatar
  • 2,139
6 votes
3 answers
475 views

How do we formulate a problem where the decision variable has an index that is also a decision variable?

I want to maximize the sum of a nonlinear function $f(.)$ w.r.t. $x$ that is convex in $x$: $$\max \sum_{i=1}^N f(x_i), $$where $x_i$ is a continuous variable and $0 \le x_i < 1$ for $i = 1, 2, \...
Steven01123581321's user avatar
2 votes
2 answers
110 views

Is there a name for this type of integer programming?

Let $x_i$ be a decision variable, and let $c_i$ be the coefficient for the decision variable $x_i$. An integer programming problem is where the goal is to: $\text{maximize} \quad \sum_i c_ix_i$ $\text{...
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