Questions tagged [lp]

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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 ...
Junior MIP's user avatar
2 votes
1 answer

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 ...
andy's user avatar
  • 67
1 vote
2 answers

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 ...
XXia's user avatar
  • 11
1 vote
0 answers

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?...
overboxed's user avatar
  • 593
2 votes
1 answer

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 ...
Alexander Mills's user avatar
1 vote
0 answers

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 \...
user12632521's user avatar
2 votes
2 answers

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 I found LinearRelaxer in , however I keep getting this error message: model model1: found 1 un-relaxable ...
Nada.S's user avatar
  • 409