Questions tagged [lp]
The lp tag has no usage guidance.
7
questions
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3
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76
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The dual values and change in the variables values
For a constraint as Ax <= b, the dual shows the change in the objective function if the RHS increases by 1 unit. Now my question is that how we can determine how the optimal values will change by 1 ...
- 400
2
votes
1
answer
107
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How to change the variable bound from an interval to its lower and upper bound in JuMP?
When I read a model from a ".mps" file using "read_from_file" in JuMP and print it, I find that many bounds are written in the interval format like "x \in [0, 1]". I want ...
- 67
1
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2
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83
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Combination of lagrangian relaxation and column generation
I am solving an integrated scheduling problem and have dealt with coupling constraints using Lagrangian relaxation to decompose the problem into two separate problems. However, it is still difficult ...
- 11
1
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0
answers
59
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Migrates between solvers
I would like to know if there is a way to migrate the model from A to another solver.
For example, lets say i have done built my model in gurobipy and would like to migrates into pyomo. Is there a way?...
- 593
2
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1
answer
152
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Negative values for b-vector (RHS) for LP solvers
Say we have a constraint:
$$x-2y+z \ge 3 \tag{1}$$
Typically to actually solve it, we would need to introduce a surplus variable and an artificial variable:
$$ x-2y+z-s+a=3 \tag{2}$$
However, is it ...
- 171
1
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0
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118
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How can I reformulate an LP whose variables are linked to other LPs?
I consider an LP ($LP^*$) having an objective function defined as follows:
$$\max_{x, y} \sum_{i \in I} p_i(x_i) - \sum_{j \in J} q_j(y_j)$$
where $x_i = \sum_{k \in [m]} x_{ik}$ and $y_j = \sum_{l \...
- 111
2
votes
2
answers
364
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Docplex : How can I get the objective value of the relaxation of an MILP?
I want to solve a relaxed version of a MILP; I am using docplex.mp.
I found LinearRelaxer in docplex.mp.relax_linear , however I keep getting this error message:
model model1: found 1 un-relaxable ...
- 409