# Questions tagged [mixed-integer-programming]

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

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### Optimization Problem Libraries

Can someone please make a list of optimization problem libraries so that the community can add to and refine it? I know a few off the top of my head.
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### Modeling floor function exactly

Suppose we want to enforce a constraint $$y=\lfloor{x}\rfloor$$ where $x$ is some continuous variable. One option is to use $$x-1\leq{y}\leq{x},\quad y\in\mathbb{Z},$$ which fails on the edge case ...
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### "Best practices" for formulating MIPs

Often there are many alternatives ways for formulating a MIP. For example: The model contains inequality constraints that must hold with equality in an optimal solution. The model contains ...
650 views

### Feeding known lower bounds to solvers

Given an optimization problem that aims at minimizing some objective function, a lower bound that is valid for all optimal solutions, and your solver of choice: For what theoretical and/or practical (...
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### In an integer program, how I can force a binary variable to equal 1 if some condition holds?

Suppose we have a binary or continuous variable $x$, a binary variable $y$, and a constant $b$, and we want to enforce a relationship like If $x \gtreqless b$, then $y = 1$. How can we write this ...
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### The rationale to improve MTZ?

Currently I need to solve a quite specific problem involving symmetric TSP as a sub-problem (i.e., a Hamiltonian cycle is a necessary condition for optimizing some problem-specific variables that ...
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### How to compare two different formulations of a problem?

I somewhat know how to compare two MILP formulations of a problem that both use the same set of decision variables (as in the classical MTZ vs DFJ formulations of the TSP). I was wondering how two ...
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### Stochastic programming MIP solvers

I am aware that Benders Decomposition is readily available in CPLEX and in SCIP; but are there any (free) solvers that provide off the shelf stochastic programming MIP algorithms or a nice to work ...
719 views

### What are the tradeoffs between "exact" and Reinforcement Learning methods for solving optimization problems

Exact methods, e.g., models that utilize an MIP approach with a specified objective and constraints, have advantages like the following: Using off the shelf solvers Optimality gap provability ...
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### Reference for column generation applications

When talking about column generation algorithms, the main example is the cutting stock problem. I'm aware that variations of vehicle routing problem (VRP) can be solved using a column generation ...
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### Why is it important to choose big-M carefully and what are the consequences of doing it badly?

The question here discusses the two different use of "big-M method", where one of them is the big-M in logical constraints and linearization in (mixed-)integer programming problems (that's what I'm ...
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### How much can we expect to increase the speed of mixed integer programming in the next 10 years?

Mixed-integer programming is a super powerful tool for operations researchers to solve many difficult problems. As described by Bixby there has been an overall improvement in the performance of a ...
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### Are valid inequalities worth the effort given modern solvers?

In Laurence Wolsey's Integer Programming, he presents a well-known procedure for deriving valid inequalities (VI) suitable for integer and mixed integer linear problems (see Section 8.3, and also ...
333 views

### Tightness of an LP relaxation without using objective function

How can we measure the tightness of a linear programming relaxation for a mixed integer linear program without using the objective value? I would like to get a measure in terms of the feasible set and ...
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### When to use indicator constraints versus big-M approaches in solving (mixed-)integer programs

Various optimization modeling languages and solvers allow for both indicator constraints (see for example here, here and here) and traditional binary variable and big-M approaches can be used to model ...
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### How to evaluate the performance of open source solver?

I am looking for a reliable open source solver to solve LP and MILP (with a few thousand variables). How can I evaluate the performance of a given solver for a particular use case?
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### How can I best handle symmetries in my MIP?

When dealing with mixed-integer-programs with many symmetric solutions it can take very long until the branch-and-bound-tree search is finished because symmetric optimal solutions cannot be pruned. ...
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### Using Neural Networks For Solving Optimization Problems

Recently, I came across the below paper and found it very interesting. Solving Mixed Integer Programs Using Neural Networks; https://arxiv.org/abs/2012.13349 The idea is to use (train with neural ...
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### How do we decide/plan an SLA for an NP-hard optimization process running in production?

How do you decide or plan an SLA (Service Level Agreement) for an application that depends on an optimization process when the problems you deal with are NP-hard? That is, if you are developing an ...
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### How does a warm start work in LP/MIP?

Can someone explain how warm starts/ MIP starts work? How do solvers like CPLEX/GUROBI use warm start with the Simplex algorithm? I am interested in understanding how the entire warm start ...
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### Presolve is cutting down a lot of binary variables. Should I rethink my formulation?

I built my model on Python and am passing it to Gurobi to solve the problem. The presolve phase of Gurobi cuts down ~80% of the integer/binary variables and I am wondering if I should rethink my ...
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### Warm start CPLEX using google or-tools

I have been trying to use the SetHint python API in google or-tools to warm start MIPs and solve it using CPLEX. It looks like my hints are accepted by the SetHint function but I am not sure whether ...
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### The difference between max-min and min-max

I am solving two-stage optimization problems in the form of $$\max_{x \in X}\min_{y \in Y} f(x,y),$$ where $f(x,y)$ is the solution of a mixed integer linear program (MIP). As the constraints of the ...
947 views

### Best model for precedence constraints within scheduling problem

Suppose I'm modeling a problem where I want to compute the start time bucket for some jobs. All time buckets have equal duration. There are some additional constraints involved but I also have to ...
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### Branching rules in commercial MIP solvers

I am working on a branch-and-cut algorithm, and I have spent quite some effort into improving the branching decisions that are made by commercial solvers, such as CPLEX and Gurobi. However, it was ...
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### Relationship between Benders’ decomposition and Dantzig-Wolfe decomposition

It’s often said that “Benders’ decomposition is Dantzig-Wolfe applied to the dual”. How can this statement be made precise? I know that in Dantzig-Wolfe, cuts are added in one-to-one correspondence ...
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### What is the "big-M" method? And are there two of them?

I’ve seen the "big-$M$ method" referred to in different ways. What is the "big-$M$ method" and why does it seem to mean two different things?
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### Working with absolute values in constraint in a LP or MILP

Having all the approaches explained in the blog called "OR in an OB World" (this address) in my mind, I would like to ask the following question: What is the best practice to make a constraint linear ...
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### How does the search space affect the speed of an ILP solver?

Let us suppose we have an optimization problem which we have modeled as an ILP. Suppose we solve this problem using some set of constraints which restricts the search space. Let us suppose we model ...
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### Why do we need to measure the difficulty of mixed-integer programming problems?

I'm doing a project about the estimation of the difficulty of mixed-integer programming problems. The MIP instances are from MIPLIB 2017. And there are three categories of MIPs provided by MIPLIB 2017,...
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### Dual bounds of integer programming problems

I often read in papers when branch-and-X algorithms are used to solve mixed integer programming problems, that the lower bound (in the minimization case) obtained from solving a linear programming ...
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### Duality in mixed integer linear programs

I know that the standard duality theory for the linear programming problem does not hold for mixed integer linear programming problems. I was wondering why an integer program does not have a dual ...
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### Symmetric undirected $p$-median instance with fractional LP solution?

The $p$-median problem is NP-hard, so its LP relaxation does not naturally have all-integer solutions. However, it very often does; in fact, it can be hard to find an instance for which the LP ...
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### Using CPLEX "solution pool" to count feasible points

Some problems call for a count of the number of integer "lattice" points contained in a feasible region (rather than for locating the minimum or maximum objective function value in that region). See ...
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### How to model a mixed-integer linear programming formulation in Python using Gurobi?

I can remember that I spent some time in understanding how to formulate my first model. So I aimed at presenting a complete model here, wishing to save some time for students or researchers needing it....
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### Obtaining optimality gaps when using hybrid exact-heuristic approaches to vehicle routing problems

I'm starting to read about column generation-based approaches to vehicle routing problems (VRP). Let's say that I want to solve very large instances of an intricate VRP, I'm not looking to always ...
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### Estimation of the size of Branch-and-Bound trees using ML

A short background: A paper  published in 2006 intends to show that the time needed to solve mixed-integer programming problems by branch and bound can be roughly predicted early in the solution ...
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### In the context of LASSO regression, how to introduce a constraint for max number of selected betas?

In lasso, we have a regularization term in the loss function: $$\sum \|y-\hat{y}\|_{2} + \lambda \sum\|\beta\|_{1}$$ As the loss function is minimized, some $\beta$'s will become zero. That's what ...
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### State-of-the-art algorithms for solving linear programs

Průša and Werner (2019) show that the general linear programming problem reduces in nearly linear time to the LP relaxations of many classical NP-hard problems (assuming sparse encoding of instances)....
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### What are the examples (applications) of the MIPs in which the objective function has nonzero coefficients for only continuous variables?

I'm specifically looking for real applications of the following form of MIP: $$\max\,Cx$$ subject to: \begin{align}Ax +By &= D\\Ax &= E\\By &= F\\ x &\ge 0\\ y &\in \mathbb{...
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### Single reference for Mixed Integer Programming formulations to linearize, handle logical constraints and disjunctive constraints, do Big M, etc?

Is there a single crisp and accessible reference which covers how to generate Mixed Integer Programming formulations to linearize products, handle logical constraints and disjunctive constraints, do ...
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### Is there a SQL/English like language that lets you define formulations given some data?

It would be very useful for beginning and non technical users to be able to define models in a way that was natural for them. Further this could perhaps assist generating some kind of generic ...
263 views

### The effect of choosing big M properly

I have a set of linearized constraints that are modelled using big-Ms. Now, it is, of course, common knowledge to make the value of M and small as possible in order to provide tighter LP relaxations ...
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### How to formulate: each pair of elements in $A$ has one common unit in $B$

We have two sets, $A$ and $B$. Some elements of $A$ must be connected to some elements of $B$, but no element of a given set is connected to another element of the same set. (Think of a bipartite ...
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### When should I use dual Simplex over primal Simplex?

In Gurobi the user can change the method parameter in order to force Gurobi to use a particular method for solving MIPs. The user can, amongst others, choose ...
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### Application of complex numbers in Linear Programming?

The theory surrounding Linear Programming is based on variables, bounds and coefficients that take on values in $\mathbb R$, the set of real numbers. I have long wondered whether there might be ...
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### Querying attributes of LP relaxation at MIP-optimality in Gurobi

Is there a way to configure Gurobi to allow the LP relaxation associated with the optimal solution leaf of a MIP branch-and-bound tree to be queried for shadow prices & other general LP properties-...
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### Sensible and realistic way to model truck based transport costs depending on amount

Different kinds of problems involve transporting an amount $x$ from A to B which results in a cost $c(x)$ in the objective function. Traditionally, often linearized costs are used to get an easy, ...
For an LP problem where $x_1,\dots,x_n$ are free variables (which may take positive or negative values), I want to bound the sums of $a_i\cdot x_i$ where $x_i>0$, and where $x_i<0$. I suspect ...