Questions tagged [global-optimality]
Use this tag for questions relating to an optimal (best) solution which attains the best objective function value over the entire set of feasible solutions.
17
questions
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Number of solutions to geometric program
Is it possible to determine if a Geometric Program (GP) has one, none, or infinite (primal) solutions by its structure (e.g., in terms of the number of variables, constraints, or product terms ...
- 215
2
votes
1
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multiple solutions to a nonlinear problem in GAMS
Good afternoon, I have the following doubts
Is there a command in GAMS that lets me know when my problem has multiple optimal solutions?
Suppose my nonlinear optimization problem has multiple global ...
- 193
5
votes
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answer
484
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What methods are used to solve multi-objective optimization problem with non-linear objective functions and integer decision variables?
Case 1: NLP
When either the objective function or at least one of the constraints or both are non-linear it is a NLP. We use generalized reduced gradient or Quadratic Programming to solve NLP. However,...
- 169
3
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Does Dijkstra's algorithm find the optimal solution for a weighted and directed shortest paths problem?
I was wondering to know whether Dijkstra's algorithm can find the optimal solution for a weighted and directed shortest paths problem where: 1) for each arc $(i,j)$, $i>j$ and 2) it is not always ...
- 615
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0
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48
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The different behavior of the solvers to dial with MINLP problem
I have tried to solve an optimization problem (an MINLP) to minimize the number of items which need to be stored. The objective function is as follows:
$$\min \quad z = \sum_{i=1}^{n} \, \color{blue} {...
- 8,450
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What is a good approach to deciding which jobs (from a list of HPC jobs) should be ran locally vs. on the cloud given time & cost constraints?
Cloud computing has transformed the landscape of compute operations. Of course, there are still many labs/businesses with local, large-scale compute clusters. For those businesses who keep the ...
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How to determine different gap rates?
I found in the literature different gaps:
a gap between a random solution and an exact solution
a gap between the exact solution and a lower bound
a gap between the exact solution and a lower bound
a ...
- 413
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1
answer
286
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the set of optimal solutions of a linear programming (LP) problem as a mapping of right-hand side
Consider a linear programming (LP) problem
\begin{align}
M(b) \in \arg\min_x \{ c^\top x : Ax=b, x \ge 0 \}.
\end{align}
Suppose the LP is feasible and bounded for all values of $b$. We know that $M(...
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4
votes
1
answer
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Is Multidisciplinary Design Optimization / Collaborative Optimization used anywhere outside of the Mechanical Engineering context?
I recently stumbled across the concept of Multidisciplinary Design Optimization (MDO), sometimes referred to as Multi-Disciplinary Optimization or Multidisciplinary Systems Design Optimization (MSDO), ...
- 2,129
3
votes
1
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262
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Radial unboundedness vs convexity
We have a simple problem, namely minimizing:
$$f(x) = x_1^2 + x_2^2 - x_1.$$
The gradient is $$\nabla f(x) = \begin{bmatrix} 2x_1 - 1 \\ 2x_2 \end{bmatrix},$$
hence the unique stationary point is: $...
- 3,980
3
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Derivations for two formulae for obtaining optimal dual variable values from the optimal primal tableau
We're being taught Industrial Engineering and Operations Research for the first time this semester. Referring to the book by Hamdy A. Taha, I noticed the mention of two formulae for swiftly obtaining ...
- 131
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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....
- 213
11
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556
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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 ...
- 715
12
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284
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Recovering primal optimal solutions from dual sub gradient ascent using ergodic primal sequences
My question concerns recovering a primal optimal solution while performing dual sub gradient ascent. Denoting by $y_i$ the dual multiplier in the $i^{\text{th}}$ iteration, let
\begin{equation}
x_i = ...
- 1,458
22
votes
4
answers
3k
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What is a solution?
Consider a standard optimization problem: Minimize an objective function with respect to constraints. My question is:
What does the term "solution of the optimization problem" mean?
At first I ...
- 381
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861
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Termination Criteria of Solver in Pyomo
I am solving a nonlinear optimization problem using Pyomo with Ipopt as solver. The solver exits with the status:
EXIT: Optimal Solution Found.
This I can cross ...
- 1,475
14
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4
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2k
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CPLEX non-convex Quadratic Programming algorithms
CPLEX solves non-convex quadratic problems to global optimality with a global optimality option (in version 12). The relevant pages are
this and this. I benchmarked many solvers, and see that CPLEX ...
- 3,980