Questions tagged [integer-programming]

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

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8
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2answers
1k views

How to formulate problems in the language of mathematical programming?

The question says it all. I am having difficulties formulating general problems (meaning no numbers just variables). When I read the solution, I understand but I can't figure how to formulate myself ...
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0answers
64 views

Continue on “Is there a known MILP to schedule routes after routes are made”

I have made some progress on my previous question (Is there a known MILP to schedule routes after routes are made). I have derived the sets of the problem, which are: 1) Itineraries of vehicle: $i \in ...
6
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1answer
134 views

Gurobi stuck at start - 16GB RAM exhausted

I'm solving a large instance using Gurobi 7.0, 64-bit version on machine with 16GB of RAM. Gurobi is stuck at the start and all the memory is exhausted. Here is the output: ...
7
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1answer
179 views

Custom Nurse Rostering Problem

I've asked this question also on Math Stack Exchange. It's a custom nurse rostering problem: $N$ is a set of nurses; $S$ is the set of shift-type (morning, afternoon, night, rest) $n_\mathrm{...
5
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2answers
877 views

Integer programming problem

I have the following exercise: Stockco is considering four investments. Investment 1 will yield a net present value (NPV) of \$16,000; investment 2, an NPV of \$22,000; investment 3, an NPV of \$12,...
5
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1answer
335 views

How is Big M calculated?

Because of excessive pollution on the Momiss River, the state of Momiss is going to build pollution control stations. Three sites (1, 2, and 3) are under consideration. Momiss is interested in ...
9
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1answer
114 views

Equivalence of formulations

I have a simple model such as: \begin{align}\max&\quad z=X_1+X_2+X_3+X_4\\\text{s.t.}&\quad y_1+y_2+y_3+y_4=2\\&\quad X_1 \leq y_1\\&\quad X_2 \leq y_1+y_2\\&\quad X_3 \leq y_2+...
13
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2answers
828 views

How to choose between high number of binary variables or fewer number of integer (not only 0 and 1) variables in a IP formulation?

When I have to write the formulation of an IP, I usually have the choice between writing $i\times j$ binary variables with two indices such as $ x_{i,j} $ or, writing $j$ integer variables $x_i$. Is ...
12
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0answers
167 views

Integrality gap in bilevel binary linear programming problem

I have a bilevel max-min optimization problem over binary variables, with constraints expressed using linear inequalities. The inner (minimization) problem is $$ \begin{alignat}2 \min\limits_x&\...
8
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87 views

Automatic detection of SOS variables and constraints

We've been working on a new feature for Octeract Engine, namely to automatically extract SOS structure from a model and then exploit it. While the literature is quite rich on what to do with SOS once ...
7
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2answers
150 views

Linear constraint formulation (OR-statement)

I have the decision variable $X_{iz}$ And I have two parameters $T_i\in\{0,1\}$ and $IT_z\in\{0,1,2\}$. I can only assign $i$ to $z$ if the following holds: for $T_i=0$, $IT_z$ needs to be $0$ or $2$...
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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 ...
6
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1answer
260 views

Integer programming example clarification

There is an explanation in my book for an integer programming example, which goes like this: A company is considering manufacturing three types of autos: compact, midsize, and large. The resources ...
10
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1answer
111 views

MIP: If integer variable $>0$ it should be equal to other integer variables $>0$

I have an MIP problem where $n$ different types of cars are delivering packages. Sometimes multiple types of cars are required to go to a single location. For example if car $1$ makes two deliveries ...
6
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2answers
199 views

A heuristic approach to solve a MILP problem?

I have the following optimization problem which is a MILP. I can solve it with a MILP solver. This one I posted here Is there a heuristic approach to the MILP problem? Since I have an additional but ...
10
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1answer
432 views

TSP problem: traveller does not visit all nodes - Google OR-tools

Context: I am dealing with a kind of scheduling problem, in which I have a set of tasks and machines. All tasks must be assigned to machines (not necessary all of them). In addition to that, I must ...
8
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1answer
318 views

When using docplex.cp is it possible to get all feasible solutions?

I would like to solve an ILP and get all feasible solutions (even the worst one). How could I do that using docplex.cp? I've seen a similar question in: Using CPLEX "solution pool" to count ...
8
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1answer
622 views

How to linearize the multiplication of an integer and a binary integer variable?

I have the following constraints \begin{align}\sum_{i=1}^{N}{x_it_i}&= M\\\sum_{i=1}^{N}{t_i}&\le S\end{align} where $x_i\ge 0$ is an integer variable, $t_i\in\{0,1\}$ is a binary variable ...
15
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1answer
553 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 ...
5
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2answers
387 views

How to establish constraint between variables with multiple indexes using CPLEX in Python

I am new in CPLEX and I am using docplex in Python to solve an ILP. I would like to translate the following constraint in docplex: $$\sum_{c}(X_p{_w}_{cj}+X_{p+1}{_{w'}}_{cj+1})\leqslant T_w{_{w'}}_{,...
6
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0answers
114 views

Help in solving resource allocation optimization problem

I've been pondering on this question for some work optimization, and I need some help in being directed to the right direction. I have multiple customers that require an amount of $X$, $Y$ and $Z$ ...
14
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4answers
278 views

Does this $0-1$ integer program have any speciality?

Given matrix $A \in \{0,1\}^{m \times n}$ and vector $b \in (\mathbb{Z^+})^m$, where $\mathbb{Z^+}$ is the set of positive integers, $$\begin{array}{ll} \text{maximize} & c^\top x\\ \text{subject ...
17
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3answers
807 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
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1answer
214 views

Should I factor in time as a parameter or a variable in a scheduling problem with MILP?

I am trying to formulate a problem that will spit out an optimal schedule for my tasks to be completed. To keep the information confidential, I will refer to my tasks as papers that need to be written....
10
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3answers
143 views

Theoretical results on performance of branch-and-bound

Are there any theoretical results on the performance of branch-and-bound, even for a subset of instances of a particular discrete optimization problem? As an example, does there exist a result of ...
10
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1answer
171 views

Finding the linear functions defining a polyhedron through integer data?

Let's say I have a bunch of linear functions $f_1,\cdots,f_n$ in $k$ variables; then $f_1,\cdots, f_n\le0$ defines a polyhedron $P$ in the $k$-dimensional space. What I'm looking for is going the ...
11
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2answers
227 views

Generalized Assignment Problem as the sub-problem

I was wondering what is the state-of-the-art for solving the Generalized Assignment Problem (GAP) and if there are special cases that are polynomially solvable? Moreover, is there any usage of this ...
10
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2answers
857 views

Decision Variable Value from a Set (Gurobi)

Is there a way to set a decision variable to take values from a set? Example: decision variable $x \in \{0,50,100\}$ So this variable can only take one of these three values and not more. I have ...
17
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3answers
2k views

Can an integer optimization problem be convex?

I'm trying to wrap my head around an apparent paradox that I've come across while trying to learn more about optimization algorithms: On one hand several sources state that convex optimization is ...
8
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4answers
2k views

Why is there not a feasible solution for a MIP?

Is there a way to see why a solver (OR-Tools, CPLEX, Gurobi) cannot find a feasible solution when solving a MIP? By that I mean, is there a possibility to show at which constraint and exact indices ...
12
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3answers
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Allocating credit card points

I’m interested in the idea behind this in general, so I thought this would be the best place to post, though I have a practical and semi-urgent need of allocating the points on my credit card towards ...
15
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3answers
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How does the search space affect the speed of an ILP solver?

Let us suppose we have an optimization problem which we have modeled as an ILP. Suppose we solve this problem using some set of constraints which restricts the search space. Let us suppose we model ...
12
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2answers
335 views

Expressing an implication as ILP where each implication term comprises a chain of boolean ORs

Consider an implication of the form $A \implies B$ where both $A, B$ comprises a chain of Boolean OR variables. For example, $(a_1 \lor a_2 \lor a_3) \implies (b_1 \lor b_2 \lor b_3)$. How can this ...
6
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1answer
133 views

Obtaining the intermediate solutions in AMPL

I know that for some solvers, for example, the constraint programming solver in Google OR-Tools, it is possible to see all the intermediate solutions that the solver finds while it searches for an ...
15
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2answers
718 views

Divisibility constraints in integer programming

In the study of a certain pure mathematical problem (related to infinite-dimensional Lie algebras) I found myself in a situation where it would be very desirable to be able to solve an integer ...
11
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1answer
285 views

Expressing a chain of boolean ORs using ILP involving different variables

How can I express a chain of OR operations in an ILP, given that each operand is an inequality between two binary variables? I have asked a similar question here: Chain of Boolean ORs. In that ...
5
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2answers
402 views

Linear and Integer programming materials

I was wondering if you could refer me to some online video/text resources to learn linear and integer programming. I am intending to work in the field of data science. I greatly appreciate your kind ...
12
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2answers
496 views

Expressing a chain of boolean ORs using ILP

How to express a chain of OR operations in an ILP in which each expression is a less than or equal constraint and the left hand side variable in all inequalities is always the same? All the variables ...
5
votes
2answers
280 views

Bridge the gap between theory and practice in Integer Programming

I've finished Wolsey's book on Integer programming. It's a theoretic book. I aim to learn how the ideas presented in the book can be applied to solve real-world non-academic problems. I am looking ...
9
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1answer
160 views

Static stochastic knapsack problem: unbounded version

In the static stochastic knapsack problem (SSKP) the weights $w_i$ of the items are distributed according to a probability distribution. Each item $i \in I$ can be selected at most once. So, ...
14
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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 ...
7
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1answer
1k views

What are good reference books for introduction to operations research?

The reference books should cover the wide range of problem-solving techniques and methods.
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2answers
462 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. ...
13
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1answer
771 views

What is quadratization?

In the context of discrete optimization, what exactly does it mean to "quadratize" a function? The term seems to be used mainly by operations researchers, in my experience.
11
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2answers
191 views

Is deciding the presence of mixed-integer points in the relative interior of a polyhedron in NP?

Given $P = \{x\in\mathbb R^n: Ax \leq b\}$, I want to decide if $(\mathbb Z^\ell \times \mathbb R^{n-\ell}) \cap \operatorname{relint}(P)$ is non-empty. Is this problem in NP? One idea is to check ...
11
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1answer
96 views

Computational complexity to compute an IIS

How hard is it to compute an irreducible infeasible subset (IIS) for a linear program? What about an integer program (e.g., removing the integrality constraint on a single variable may be enough to ...
17
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1answer
208 views

Family of hard instances for Gomory's cutting plane algorithm

Is there a variant of integer programs for which Gomory's cutting plane algorithm demonstrably takes a superpolynomial number of iterations?
27
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3answers
527 views

Feeding known lower bounds to solvers

Given an optimization problem that aims at minimizing some objective function, a lower bound that is valid for all optimal solutions, and your solver of choice: For what theoretical and/or practical (...
12
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1answer
120 views

How to reduce recursion when using Gomory cutting planes to solve an integer program?

Consider the following simple integer program $$\begin{array}{ll} \text{maximize} & 3 x_1 - x_2\\ \text{subject to} & 3x_1 - x_2 \leqslant 3 \\ & -5x_1 - 4x_2 \leqslant -10 \\ & ...
18
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1answer
587 views

What's the difference between Lagrangian relaxation and Lagrangian decomposition?

What is the difference between Lagrangian relaxation and Lagrangian decomposition? Are they the same thing?