Questions tagged [matlab]

For questions about solving Operations Research problems using Matlab programming language.

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2
votes
0answers
45 views

Reading MPS file for linear programming and reconstructing the Optimization model

Are you aware of any tutorial that can help me learn on how to reconstruct the objective function and constraints from a MPS file once it's loaded in MATLAB. I can load the mps file given to me and ...
4
votes
1answer
99 views

MILP Minimum set Vertex cover coding by Python or MATLAB?

As a following up for my question for modeling a simple moded of the minimum set vertex cover problem, which is shown next. I would like to have your help in modeling this problem using Python or ...
3
votes
1answer
85 views

Why is the Lagrange Multiplier not equal the Shadow Price (Excel solver, Matlab linprog, Gurobi)?

I have a LP with equality and inequality constraints. When solving the LP with the excel-solver (GRG Nonlinear) the sensitivity report returns the lagrange multiplier for all constraints. When solving ...
-2
votes
1answer
166 views

Optimized Production Planning & Scheduling

I want to create an optimized schedule and production to meet demand of four different buyers. I am starting with Pulp but not able to account for continuous production variable and discrete dispatch ...
4
votes
3answers
555 views

Branch and bound algorithm programming code

I want to solve an integer programming problem using the branch and bound method, but I'm having trouble finding the programming code. From what I saw, almost all algorithms use it for traveling ...
26
votes
9answers
10k views

MATLAB vs. Python in industry

I am a beginning PhD student in math, and I would like to focus on optimization. I am learning programming for the first time, and I have written out some rudimentary optimization algorithms in both ...
1
vote
1answer
147 views

How do I solve this Optimization problem?

Optimization of a simple expansion problem minimise: $$ \sum_{t=1}^{5}\left[\sum_{i=1}^{2}x_{i,t}CC_i\left(\frac{1+EIC}{1+r}\right)^t+UE_t*C_{UE}\right] $$ subject to: $$ 0 \leq x_{i,t} \leq 5 \\ ...
4
votes
0answers
99 views

Does anyone have the criss cross algorithm programming code to solve linear programming problems?

I have a project that requires programming code for the simplex algorithm and criss-cross algorithm. The purpose of this project is to compare the two methods. I've tried to find it, but the ...
3
votes
1answer
184 views

Linear programming sensitivity analysis using Matlab

I have a linear program in the MPS file format listing all the rows, columns, right-hand sides, etc. I can read that in Matlab and solve it using linprog. However, it seems there is no easy way to do ...
6
votes
1answer
78 views

MPS file generation

I have a code in MATLAB which uses YALMIP to structure my optimization model and solve it via a solver. I would like to obtain a .mps file out of my model, apparently, YALMIP does not produce this if ...
9
votes
2answers
142 views

When should I use a solver for IP and MIP and can I just use a library from Python, R, Matlab, etc…?

Are there any rules of thumb for figuring out when you need to use a solver like Gurobi or CPLEX, and when you can just solve you problems directly with a Python, R, or Matlab package? Is it just a ...
9
votes
3answers
771 views

Matlab fmincon for a problem with many nonlinear constraints

Using Matlab to solve a problem which has linear objective function and many nonlinear constraints, I am trying to generate the inequality nonlinear constraints by a function and pass it to fmincon ...
9
votes
1answer
319 views

Advantages of IBM CPLEX Studio over CPLEX in MATLAB?

This question comes from the perspective of an MSc student new to both OR and programming OR problems in a MIP framework. My research has led me down this path of needing to program an optimization ...
14
votes
2answers
153 views

Solver rounding precision vs programming language rounding precision

Often times I have this issue. For example, I need to have a non-negative coefficient, say $c_0$, in my optimization problem (otherwise the problem is not convex). Moreover, to obtain this $c_0$ I ...