# Questions tagged [linear-programming]

For questions related to problems that optimize (i.e., minimize or maximize) a linear objective subject to linear constraints.

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### Transformations that leave the linear program unchanged

A typical linear program is written as $$L_0:\min_{x \geq 0; A^\top x \leq b}c^\top x.$$ Here, $x \in \mathbb{R}^n$, $c \in \mathbb{R}^n$, $A \in \mathbb{R}^{m \times n}$, and $b \in \mathbb{R}^m$. ...
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### Objective function with exponential coefficients

I have a linear programming problem, with $n$ variables and $a\leq x_{i} \leq b$ for each variable $x_{i}$, where the objective function is $\min \sum\limits_{i=1}^{n}{2^{i} x_{i}}$ Is it true that, ...
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### Linear Optimization Library for C++ with GPU Support

Does anyone know any linear optimization libraries for C++ supporting GPUs for parallelization? If multiple, which do you recommend? The GPU support is important to me since I am dealing with large ...
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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 ...
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### Multiple If else constraints in Mixed integer programming

How to formulate the following as constraints in MILP? a[0][0] = y, if x[0]= 0, a[0][0] = 0, if x[0] != 0, . . . . a[i][j] = b[i][j-1] + y, if x[j]=i, a[i][j] = a[i][j-1], if x[j] != i, ... . . . b[0]...
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### How can I remember the rules for taking the dual of a linear program (LP)?

When taking the dual of a linear program (LP), is there a trick/easy way to remember the rules for the directions of the inequalities, signs of the variables, etc.? A trick with a catchy name, perhaps?...
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### 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 ...
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### Specializing Iterations of Dantzig-Wolfe Decomposition with an Oracle

This arises from an engineering problem I am working on. Let $\mathbf{c}_i,\mathbf{a}_i\in \mathbb{R}^{d}$ be a given set (collection) of vectors where $i\in\{1,\dots,n\}$. Define the bounded ...
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### Asymmetric time-constrained capacitated vehicle routing problem

I am trying to add some more constraints to the flow-based ADVRP model in Almoustafa et al. (2013)1 (pp.4). The mentioned model caps the travel distance, while I cap the travel time. Let $U$ represent ...
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### How to linearise this nonlinear constraint?

I have a constraint in the form $\sum_{n=1}^{N}x_{m,n}\omega_{m,n}\ge (t_u-1)\beta_u, \forall u, u=1,2,\cdots, U$ where $x_{m,n}$ is binary variable $t_u$ and $\beta_u$ are continuous optimization ...
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### Linear equation from pairs of values with conditions in Gurobi (Java)

How can I create a linear equation in Gurobi (Java) from values (x-y value pairs) that also has the following properties: $\forall x \leq 0 \Longrightarrow y = 0$ The linear line/equation should have ...
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### How to dynamically set variable names in Pyomo?

I am looking to set variables in my Pyomo model by using a loop, so that they can be created automatically. However, each variable also contains bounds. I was hoping that it can loop through a ...
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### Two-Objective Optimization in CPLEX

Until now, I used CPLEX to solve single-objective optimization problems only, but now I need to solve a two-objective mixed-integer linear optimization problem and I noticed that CPLEX 12.6.9 (unlike ...
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### Maximizing a Ratio/Percent

I'm using cvxpy to model a problem. Inside a very large and complex LP, I create two continuous, affine (unconstrained) expressions: $x$ and $y$. Due to how they ...