Questions tagged [mixed-integer-programming]

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

53 questions with no upvoted or accepted answers
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12
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273 views

Tools to implement branch-and-price algorithms

As far as I know, implementing a branch-and-price algorithm is a task far from trivial. However, there are tools such as SCIP or the BCP framework of COIN-OR that help implement such algorithms. I ...
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112 views

Has the expressibility of 'non-integrality testing' as extension to MILP been studied before?

It turns out that extending MILP with any of the constraints $y=\lfloor x\rfloor$, $y=\lceil x\rceil$, $0 < x$, or $x\notin \mathbb{Z}$ is 'equally hard'. (see my answer here, and below) ...
10
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161 views

Solving large-scale stochastic mixed integer program

What are some methods or algorithms for solving a large-scale stochastic mixed-integer optimization problem that runs on an hourly dataset for a year? Do we employ some kind of decomposition? (the ...
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89 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 ...
8
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91 views

For subset selection regression as a mixed integer program, how tightly should the bounding box be set?

When solving best subset regression as a mixed integer program, how do you decide how tightly to bound the range of values of the $X$ values? When the box is tight, the solver finds a solution ...
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78 views

Building the Scheurman's Model II constraints for a multi period linear program

Scheurman's paper discusses Model I and model II Formulation to solve harvesting and scheduling problems. It is a specific implementation to solve multi period linear programs. Both models are also ...
7
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71 views

Modelling a simple ordering problem to have balanced delivery days

Assuming that I should buy 50 items from 25 different vendors with pre-known delivery duration between 2-7 day for each, which day of a week should I place each order so that the delivery days be even ...
6
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118 views

Water quality component optimization

I have an optimization problem that I'm attempting to tackle. As you can see in the image below, there's a graph network through which water flows. I've drawn out the problem in the image to explain ...
6
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80 views

Benefits of removing slack variables during presolve

I was reading Tobias Achterberg's thesis, and on page 138 he mentions the following presolving technique for linear equations (I'm slightly paraphrasing Example 10.2): Consider the equation $4x_1+...
6
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69 views

Data Formulation for Mixed-Integer-Programming Models

Until now, I have used the Gurobi, CPLEX and OR-Tools (GCO) interface to formulate mixed-integer-programming models. Recently, I have discovered MiniZinc and want to utilize it to formulate big ...
6
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307 views

Cplex is stuck after root node relaxation solution

I am solving an MIP through Benders decomposition (coded both generic and legacy callback versions), by employing Java with Cplex 12.9. For some of the instances, Cplex is stuck for two hours (time ...
5
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55 views

Reference request — fishery yield optimization

I'm looking for references to do a review of research on managing fisheries in industry. I've seen adaptions of population growth models which include some harvesting constant or function and was ...
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46 views

What are useful plots/statistics/metrics when analyzing the solution sensitivity in multi-objective optimization?

Consider an optimization problem with $n>3$ objectives. For handling this there exists often two approaches: a) some weighting of the objectives, b) fix an order of objectives and then optimize ...
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82 views

Are there any good models for min-max vehicle routing problem?

I am trying to model a min-max VRP problem with multiple delivery vehicles and I have come up with a model using branch and cut but I do not think it is strong enough as it takes lot of time to ...
5
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349 views

What is the difference between root relaxation and LP relaxation

(I apologize. I saw this question but, I do not know these may be the same or not.) I am trying to solve a MIP problem and have an issue about that. The problem's LP relaxation has the objective ...
5
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64 views

Complexity of determining whether a LP or MIP is infeasible

What is the best complexity for the worst case scenario and the algorithm associated with it to determine if a linear programming (LP) is infeasible ? Further, what if we consider a mixed integer ...
5
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164 views

Solver for Go Programming Laguage

Has anyone used MIP solvers (open source or commercial) with Go language https://golang.org/? I am looking for a solver for simple linear MIPs for network flows and set cover types of problems.
4
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189 views

Simplified risk game: writing a pratical Minimax objective for mixed integer programming

Problem To ensure fairness of the game, I am writing a bot that plays against itself. I have trouble rewriting a minimax objective to a practical maximization in mixed integer programming. The amount ...
4
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69 views

Adding redundant inequality to a model

The following relationship is part of my optimization model ($W_k$ denotes a binary variable) $$W_{1} \le \cdots \le W_{k-1} \le W_{k} \le W_{k+1} \le \cdots \le W_{k^{\max}}$$ My question is, do ...
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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 ...
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731 views

cvxpy: Code that works for default solver doesn't work for cp.GLPK_MI

The following code works: ...
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0answers
163 views

Publishing paper that uses LP solver to solve equation

I was reading this paper by Cerna et al. (2018)1. In the paper there are only CPLEX-solvable equations given by the authors and the results. How valuable is this paper, and what is its quality? Can ...
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56 views

Linearization of a quadratic model, what is the difference while using gurobi?

I have a quadratic model of parking $N$ cars in $S$ separate lanes as follows. Each car has an arrival time and a departure time. Departure follow the last in first out principle. The objective is to ...
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41 views

How to formulate a storage component?

Let’s say I have a drink for several customers, and I know their demand. Besides, I also have a storage tank for the drink during times when demand exceeds supply. The storage tank's size is not yet ...
3
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56 views

Solving a nonlinear model with constraints of exponential functions and continuous variable multiplications

I have a nonlinearly-constrained model and wonder if a nonlinear solver like Ipopt or Knitro can solve the problem. Briefly, my objective function is linear. I have the following variables with their ...
3
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36 views

PuLP Python: How to linearize an inequality involving an integer variable

I am working on a Copper payables problem where the objective function is to maximise the sum of copper payable over a time period, T. The total amount of payable tonnes i.e. what the customer will ...
3
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0answers
79 views

Linearization of the shifted copy of a function

Suppose in a model I have the expression $y_{1}(x) = 10 + 5 x^2$ where $x \in [0,20]$ is a continuous variable. In order to be able to use an MILP solver, I piecewise linearise $z_{1} = x^2$, by ...
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48 views

Linearisation using SOS2

I am trying to linearise the following expresssion. $C(k) = B(k) e^{-d(k)}, B(k) \ge 0 , d(k) \ge 0 $ I am trying to do this by using SOS2 sets. I set $X(k) = e^{-d(k)}$ and I get $C(k) = B(k) X(...
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52 views

What are the efficient ways to model this scheduling problem and ways to improve running time

There are $N - \{1 \ldots N\}$ jobs, each with processing time $p_j$, to be scheduled on $M - \{1 \ldots M\}$ machines over span of $D - \{1 \ldots D\}$ days and while working $T - \{1 \ldots E \ldots ...
3
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0answers
61 views

Integer variable optimization - decreasing execution time

I have a variable declared as follows in AMPL: ...
3
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0answers
48 views

Discrete optimization in transport economics

I was working on a problem in transport economics where the optimal number of trips in a given duration of time is to be found out. The profit is a function of the price vector $p$ and time cost $c$ ...
2
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0answers
88 views

Scheduling minimization Integer Programming problem formulation

I am working with integer optimization. I have a problem with $t$ tasks and every task $i$ needs $w_i$ weeks to be completed and $p_{il}$ workers on a specific week $l$. There is a total time in weeks ...
2
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0answers
48 views

Subtracting Values from a Positive semidefinite Matrix in a Semidefinite Program

I'm trying to construct an SDP relaxation for a non-convex quadratic program ($x^{\intercal}\mathbf{H}x$) with the following objective function: \begin{equation} x_{11}y_{11} + x_{12}y_{12} + x_{21}y_{...
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0answers
52 views

Pyomo Trouble - Number of Constraints in Output is 0 When It Should Be > 5000

I have an MILP program written in Pyomo and I am using CBC as a solver. Below is a description of my problem: The model works fine when it is run on my local computer The output is the following in ...
2
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0answers
76 views

Indicator function for integer variable with inequality constraint

I have $n$ integer variables $\vec{x}$ with the following integer programming problem. $$ COST = \sum^{n-1}_{i = 0} a_i x_i + \sum^{n-1}_{j=0} b_j I(x_j > 0) $$ Here, $a_i, b_j \in \mathbb{R}_+$ ...
2
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0answers
96 views

Condition for an integer program and its linear relaxation to have the same value

Let $A$ be a $(0,1)$-matrix where no row or column is a zero vector, and consider the following optimization programs \begin{align}(1):\min&\quad y\cdot1\\\text{s.t.}&\quad yA\ge w\\&\quad ...
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0answers
67 views

Finding Optimal Route using different Paths

I have a list of paths e.g. path 1 takes you from point A to B. A person needs to complete 5 of such paths. $$Route1 = path1 + ...
2
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0answers
151 views

Operation hours optimization for circular schedule

Here is my problem. A store has X = 15 electical devices with the ability to work non-stop, fully charged, up to 8 hours. Their battery charge lasts 2 hours and the operating hours of the store differ ...
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0answers
49 views

Multiple conditions in indicator constraint of Gurobi

I'm working on a vehicle routing problem, in which a vehicle need to pick up amounts of things in some nodes. I'm trying to solve it by Gurobi optimizer. Except for meeting the time windows of each ...
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0answers
72 views

Minimax problem with a large high dimensional feasible region

How to solve minimax mixed integer problem with a large high dimensional feasible region? \begin{aligned} \max_{\vec{x}}\min_{\vec{y}} \quad & \vec{r} \cdot \vec{x} + \vec{s} \cdot \vec{y}\\ \...
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118 views

CPLEX ignores a feasible solution given as start one

Assume we have 100% feasible solution for the model with decision variable a[i]. Then we are changing the objective function on something similar to ...
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0answers
69 views

Strange Result from GurobiPy

I am trying to understand why GurobiPy gives me a strange result for a simple linear programming model coded as below? Why is the optimality gap is 0%? Please let me know if you spot any errors in the ...
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0answers
57 views

Modeling the multiplication of two binary decision variables in undirected graph in python

In an undirected graph, I'm trying to model a constraint that forcing the optimizer to set an edge $(u,v)$ between two nodes to only exist (= $1$) if the two nodes have been selected to be $1$. The ...
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0answers
21 views

Implement geometric constraint using DOCplex

currently I'm working on a wind farm layout optimization problem. I found an appropriate model in literature (Fischetti et al.) and now I'm trying to reproduce it using the Python API of cplex with ...
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0answers
75 views

Benders Decomposition Problem

$$r_{m_h,s}(n)=\frac B{m_hb_\ell s}\log_2(1+\gamma_{m_h,s}(n))$$ How to deal with multiple subproblems in Benders decomposition when the original objective function is in product form of an integer ...
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71 views

Ways to improve lower bounds while solving MIPs

What are the ways to improve lower bounds while solving a minimization problem (MILP)?
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0answers
68 views

Converting Nonlinear Program into an LP

I have a problem with a nonlinear objective function which is \begin{align}\min&\quad Z_j\cdot(N_j)^{0.5}\end{align} where $j$ is the index. I want to know how can I turn it into a linear ...
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0answers
11 views

GAMS infeasible problem

I am trying to implement a big problem, but i get infeasible solution all the time when i run it with the inventoryconstraints and the other constraints ...
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0answers
81 views

Problems with a MILP

I need some advice, any hints will be appreciated. I have a MILP and I am using Gurobi to solve it. I have a feasible integer solution. When I use mipstart, after ...
0
votes
1answer
89 views

Mixed Integer Programming - How to model the dependency of two variables in an objective function

I have two variables $a$ and $b$, in which $a$ is the amount of goods and $b$ is the amount of boxes of the given sizes. So $b$ (box size + number) is dependent on a (goods quantity). If $a$ is ...