Questions tagged [integer-programming]

For questions about mathematical optimization problems involving binary or general integer variables.

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76 views

Hospital treatment problem: Writing max-flow objective and maximize effectiveness of treatment objective

I recently asked this question about formulating a max flow diagram for hospital patients. I am now considering a secondary objective which is to maximize the effectiveness of the scheduled treatment. ...
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1answer
81 views

Dichotomic search for biobjective linear program, max flow problem for hospital patients

I recently asked this question about formulating a max flow diagram for hospital patients. I am now considering a secondary objective which is to maximize the effetiveness of the scheduled treatment. ...
3
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1answer
81 views

Linear functions in Lenstra's algorithm

I'm working on implementing Lenstra's algorithm. At the bottom of p.5 (at "construct $n+1$ linear functions"), he says to constrain each $g_i:\mathbb{R}^n\to\mathbb{R}$ by its value on each ...
3
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1answer
148 views

Complicated constraint with logical operators in PuLP

I have an optimization problem that I am trying to solve with PuLP. All the variables are Booleans. The variables that are "selected" will be true, all others false. Objective function is ...
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1answer
114 views

Contiguous service area constraint

Background: I have a set of ZIP codes (e.g., all of the state of Wisconsin), and am trying to figure out an optimization-based approach to identify a subset of these ZIP codes for a logistics service ...
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27 views

How to construct a restriction for a blending problem that has 2 inputs that are blended, and as result we get 2 outputs?

THE PROBLEM A refinery has 10 million barrels of type A crude and 6 million barrels of Type B crude oil. The refinery has 3 plants to produce Gasoline (it makes a profit of 2 USD / barrel) and Naphtha ...
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1answer
146 views

How to construct the linear programing representation of a blending problem?

THE PROBLEM A refinery has 10 million barrels of type A crude and 6 million barrels of Type B crude oil. The refinery has 3 plants to produce gasoline (it produces a profit of 2 USD / barrel) and ...
4
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1answer
117 views

Adding a group constraint to binary decision variables

I have a problem where I have N binary decision variables where each one of them belongs to a group (Where the number of groups G is less than N) and I have to choose a subset of them to maximize some ...
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1answer
128 views

What fraction of the search space has been searched for ILP?

Is there a way to make Gurobi output (an estimate of) how much of the search space has already been cut off as infeasible? If not with Gurobi are you aware of any binary only (912 of them) ILP solver ...
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1answer
123 views

Is this integer optimization problem still NP?

I have the following integer optimization problem \begin{align}\min&\quad\sum_ix_i\\ \text{s.t.}&\quad Ax \geq b\\ &\quad x \geq 0,\\ &\quad x \in \mathbb{Z}^n\end{align} where $b$ is ...
3
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1answer
58 views

Maximizing the number of nonnegative coordinates of $Wx$

I want to find good incumbent solutions to the following problem: $\newcommand{\RR}{\mathbb{R}}$ $\newcommand{\norm}[1]{\left\Vert#1\right\Vert}$ Given a matrix $W \in \RR^{m \times n}$, find the ...
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2answers
191 views

Multi-commodity Network Flow: Convert a node-arc solution to an arc-path solution

For a logistics optimization problem I am working on, the most natural expression of the problem is using a node-arc formulation of the MCNF. It is solved using an LP/MIP solver like CPLEX/Gurobi. ...
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3answers
225 views

Scheduling for the shortest days using ILP

I've tried Or-Tools and MILP solvers a couple of different ways on this, but they take a surprisingly long time to realize that the solution they generated fairly quickly is in fact minimal. Is there ...
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2answers
333 views

The importance of evaluating the number of constraints

If I introduce a problem, say as an ILP formulation, should I also discuss the number of introduced constraints? If yes, why?
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Product allocation to vendor according to their demand

Company X has 3 types of products and due to the limited availability of raw materials, the production of products are also limited. They have partnered with Store A for them to sell their products. ...
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1answer
257 views

Is it possible to identify all possible Irreducible Infeasible Sets (IIS) for an infeasible Integer Linear Programming problem? (ILP)?

For an Integer Linear Programming problem (ILP), an irreducible infeasible set (IIS) is an infeasible subset of constraints, variable bounds, and integer restrictions that becomes feasible if any ...
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1answer
99 views

Conditional constraint with a strict inequality

It's almost this question: Formulating the conditional constraint But there they have non-strict inequality. I have $x_i$ a boolean decision var and $Q_i$ as a nonnegative integer decision variable ...
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2answers
98 views

Deriving order/rank variable from another decision variable

There is a decision variable $x_i$ which denotes the time when a person is allowed to do his work. The objective function is $\min (x_i - a_i)$ where $a_i$ is the time when the person arrives at the ...
4
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1answer
123 views

Constrain Mixed-Integer problem such that a graph is fully connected

I have a problem (see my questions about Architectural layouts which poses an interesting abstract question) where there exists an implicit (symmetric) graph whose values in the adjacency matrix are ...
4
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2answers
292 views

When is a formulation with min function an ILP problem?

Consider a simple formulation like the one below. \begin{align} \max&\quad\sum_i x_i\\ \text{s.t.}&\quad x_i \leq \underset{\forall j<i}{\text{min}}\ f(x_j) \end{align} I am just wondering ...
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52 views

Polynomial Time Solution For a Mixed-Integer Linear Programming Specific Case

Consider the following mixed-integer linear programming (MILP): \begin{equation*} \begin{array}{ll@{}ll} \text{maximize} & 1 & \\ \text{subject to}& x_{i} \geq 0, &i=1 ,\dots, m\\ ...
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1answer
86 views

Linearization of constraints in a ILP

I have been working on a Graph Theory problem for my thesis and got stuck about the linearization of some constraints. I am hiding everything, constraints, variables and so on, of my problem not ...
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1answer
267 views

Issue in solving a large scale MIQP problem

I am solving a large scale MIQP optimisation problem at each step of a model predictive control problem. The problem description is as below. \begin{align} \min_{u} \quad (x_{k}&-x_\text{ref})^{T}...
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339 views

Mixed-Integer Linear Programming With Free Variables

In the classic Mixed-Integer Linear Programming (MILP), the variables are fixed to be either integer or real. I am interested in the following MILP variant, where only one thing different from the ...
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0answers
98 views

About combinatorial Benders Cuts

I am solving an OR scheduling problem where I assign the patient to (day,OR) tuple in Master Problem. Once the assignment is made, a subproblem can be solved for each (day,OR) tuple independently ...
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2answers
72 views

R package for multi objective integer evolutionary algorithm

I have a discrete event simulation (simmer package) based on probability distributions in R. I would like to optimize the variables according to several (2 or more) objectives. I used the NSGA-II ...
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Building blocks for unimodular matrices

I read Chapter 19.4 of Schrijver(1986) and get to know that every totally unimodular matrix can be produced by taking operations on network matrices and two certain matrices. I find that some paper ...
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175 views

In a MIP, how to force a decision variable to be zero unless the sum of specific other decision variables is equal to a certain number?

In an MIP, how can I formulate a constraint such that a decision variable is only greater (or equal to) zero if (and only if) the sum of different decision variables is equal to something. I'm working ...
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2answers
379 views

0 1 solution of linear programming problem with only equality constraints

I have a linear programming problem $LP$ where all the variables $x_{i}$ take value in $\left[0, 1\right]$ (that is $0\leq x_{i} \leq 1$). All the constraints are as follow: $a_{1}+a_{2}+a_{3}=1$ that ...
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What if anything do linear relaxations of "nearby" MILP nodes tell us about other MILP nodes

Assume we are given MILP where $y \in (\mathbb{R}^+)^n$, $x_1, x_2 \in \{0, 1\}$ are the integer variables. It is obvious that this problem when solved via branch and bound has a 2 deep b&b-tree. ...
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1answer
92 views

Use of comparisons in objective function of an ILP

If the objective function of a problem contains a comparison between two linear statements, can the problem still be defined as an Integer Linear Program? For example: $$\text{max} \sum_{\forall i,j} ...
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1answer
170 views

Benders Decomposition cuts for MILP problem with further separable subproblems

I am solving an OR scheduling problem where I assign the patient to (day,OR) tuple in Master Problem. Once the assignment is made, a subproblem can be solved for each (day,OR) tuple independently ...
2
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1answer
87 views

Is there any solver intended specifically for integer and binary variables alone on the optimization model other than solvers for MIP, MILP?

Any solvers which can be integrated in python where we can quickly solve if we have integer and binary variables alone in our model other than normal solvers for MIP, MILP?
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103 views

Check VRP instance is feasibility

Beforehand, this is a very long thread, in case you want to know in advance, to see if this thread's interests match with yours, this thread concerns fast ways of determining whether a VRP instance is ...
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1answer
197 views

Scheduling minimization Integer Programming problem formulation

I am working with integer optimization. I have a problem with $t$ tasks and every task $i$ needs $w_i$ weeks to be completed and $p_{il}$ workers on a specific week $l$. There is a total time in weeks ...
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MIP: Do binary variables perform better that integers? [duplicate]

I have a model where investments can be done in blocks. Now I could model this with integer or binary variables. Does anybody know which one is the better choice in terms of computational performance?
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1answer
91 views

if $x = 0$ then $y \ne b$

I'm trying to model the following: if $x=0$ then $y \ne b$ $y$ is a positive integer number( $y\le U$) and $x$ is binary and $b$ is a constant.
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2answers
242 views

How to make the elements of the solution of gurobi belong to the elements of the specified list?

If I want to use the elements of the list as the range of the solution, like list1 = [10,20,50,60,30],and the elements of the solution must belong to the elements of the list The sample example as ...
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0answers
76 views

How can I set the solution of gurobi to be a multiple of 10 instead of all integers?

For example, the solution for gurobi has two solutions, as follows: [10,20,50,70] [55,79,30,80] I only want to output solutions that contain only multiples of 10. The sample example as follow: ...
5
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1answer
118 views

Is that Ok to exclude fixed components from an objective function?

Suppose we have the following objective function with one decision variable $x_i$ where $p_i$ is a fixed parameter for each $i$ and also, $a$ is a constant for the problem \begin{align} \label{eq} \...
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1answer
267 views

Capacitated Maximum Coverage Location Problem, Python and Gurobi

I am building a variant of the maximum coverage location model and want to limit the amount of points that each "facility" can cover. I am using Gurobi optimization . I have tried using the ...
3
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1answer
84 views

Need help with an appointment scheduling problem

I am currently stuck on writing a linear programming model to describe the process of appointment scheduling for an Oncological Center. I wanted to share it with you guys and see if anyone here could ...
4
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1answer
84 views

An efficient Integer programming model for the minimum spanning tree problem?

Let $T=(V, E')$ be a spanning tree of a graph $G=(V, E)$. Rather than verifying for any subset of vertices $S\subseteq V$ that $|E'(S)|=|S|-1$, is there an efficient way to satisfy the spanning tree ...
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1answer
136 views

How to prove the following statement about convex hulls?

Consider $M$ finite sets of integer points $P_m$, $m=1,\ldots,M$. Let $$A = \left\{x_m\in\operatorname{conv}P_m, m=1,\dots,M, \sum_{m=1}^MN_mx_m=0\right\}$$ and $$B =\operatorname{conv}\left\{x_m\in ...
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1answer
111 views

Is there any academic reference which suggests/uses dual values as initialization of Lagrangian multipliers?

The Lagrangian relaxation approach is used to generate lower (upper) bounds for minimization (maximization) problems by moving some constraints to the objective function and multiplying them by "...
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1answer
138 views

What to do with cuts (constraints) when a fixation is contrary to a RHS in a ILP / LP relaxation?

I am trying to understand an algorithm in a paper by Crévits et al. (2012)1 (see algorithm 2, the cuts I'm referring to are from the reduced costs). It uses a series of successive cuts on a linear ...
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2answers
306 views

Scheduling optimisation constraint on consecutive shifts & consecutive night shifts (`python`)

I am trying to write a program to schedule a team of 8 individuals into shifts. I want to know how to model that every individual must get at least one night shift break, and must not work two ...
2
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1answer
66 views

Finding the minimum of a group of timings

I would like to seek some modeling advice on the following: Say for instance I have 5 nodes representing workstations of the operation of 5 jobs, and that I have less than 5 vehicles. Say I have two ...
3
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1answer
141 views

Modeling that there is no feasible solution to a linear system in mixed integer programming

My question is about how to construct a mixed integer programming to model that there is no feasible solution to a given linear system. Specifically, given $x\in \mathbb{R}^{n}$ and $z\in \{0,1\}^{d}$,...