Questions tagged [mixed-integer-programming]

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

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2
votes
1answer
60 views

distance specific constraint

I have some points with determined coordinates $(a_i,b_i)$. A vehicle can move between these points based on rectangular distance. In more detail, we consider that the path between points is an ...
12
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2answers
499 views

How to handle an IP sub-problem with an objective function in Benders Decomposition

I have a question on Benders Decomposition (BD). Suppose I have an MILP model which can be decomposed into a master problem (MP) including integer and continuous variables and a subproblem (SP) ...
1
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2answers
89 views

How this problem can be defined as MultiObjective optimisation

I need to optimize the end-to-end latency of a multi-component application. Assuming that the application has 10 components, component 1-5 is hosted by device 1, and device 2 is hosting the other 5 ...
3
votes
3answers
106 views

How to write distance specific constraint?

Suppose there are a few plants (p) and few customers (c). The supply (Sp), distance (Dpc), cost (COSTpc) and demand (DEMANDc) between them is given. I have a constraint that 90% of total demand of all ...
3
votes
3answers
223 views

How to linearize the Min function while letting the binary variable to be fixed for x1==x2 as well?

As discussed here, the min function, i.e $X = \min\{x_1,x_2\}$, can be linearized as follows: \begin{align} X & \le x_1 \\ X & \le x_2 \\ X & \ge x_1 - ...
19
votes
4answers
593 views

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. ...
2
votes
1answer
118 views

Is my formulation correct and how to formulate this IF-THEN constraint?

I have system with $N_U$ users and $N_T$ transmitters. Multiple transmitters can transmit to a single users and one transmitter can transmit to many users, i.e., two sets of transmitters serving two ...
1
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0answers
73 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 ...
4
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1answer
97 views

Formulating these logical constraint in an ILP

I have these two constraints : $z \leq My$ $t \leq M'y $ where $z$ and $t$ are two integer variables $ z, t\geq 0$, $y$ is a binary variable, and $M$, $M'$ are two big numbers. So basically these ...
13
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2answers
98 views

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, ...
3
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1answer
174 views

Semi continuous constraints in CPLEX Python

I have a semi-continuous optimization problem reformulated as a MIQP optimization problem. My objective has a quadratic form $x^{T}Qx$ and my $x_{i}$ are such as $x_{i} \in [m,M] \cup \{0\}$. ...
1
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1answer
378 views

Mixed integer quadratic programming (MIQP) in CVXPY

There's something I don't understand about CVXPY's example on its MIQP use. It says that the algorithm returns a solution $x \in \mathbb{Z}^n$ but I thought in general the point of MIQP algorithms was ...
-2
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1answer
173 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 ...
7
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1answer
160 views

Strong MIP formulations for a large-scale mixed-integer nonlinear feasibility problem

I'm trying to construct a strong MIP formulation for the following integer nonlinear feasibility problem. Informally: We have a $m \times n$ decision matrix of binary variables Each row of the matrix ...
3
votes
2answers
226 views

How to formulate this problem?

I have a matrix in the size of $S \in \mathbb{R}^{M\times N}$ with only binary values $0..1$. I want to select $m<M$ rows from $S$ and sum the $m$ rows to get a new vector $v$. I wish $v$ to be ...
4
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1answer
215 views

Best way to solve an allocation problem

I have the following problem: I have products with different attributes (price, weight, category) and I have a list of clients. Every client has an "affinity value" with every product, the ...
5
votes
1answer
206 views

Column Generation algorithm for vehicle routing problem

I want to solve a VRP with a column generation algorithm. The objective of the problem is makespan minimization. In more detail, I want to minimize the arrival time of the last vehicle in the depot. I ...
4
votes
1answer
170 views

Column Generation algorithm

I want to solve a VRP with a column generation algorithm. The objective of the problem is makespan minimization. but there is a point in calculating the arrival time of the vehicle in each node. the ...
3
votes
1answer
40 views

How can I change decision variable type in Concert Technologies (with Java)

I have a MILP model with continuous variables ($y_{ij}$) and binaries ($x_{ij}$). I am using Java and cplex 12.8 for implementation. Is there a way by which - using the Java-cplex API - I would be ...
3
votes
1answer
123 views

Logical constraint in ILP

I want to write the following constraint: Let $z$ be an integer variable such that $0\le z\le M$, and $t$ be a binary variable where $M$ denotes big-M. The logical constraint is as follows: if $z \...
3
votes
1answer
151 views

How to express this logical constraint for an ILP?

I am trying to write an ILP for a problem but I have this logical constraint and I'm stuck. In my model I have: two binary variables: $x$ and $y$ One Integer variable: $z$ The logical constraint I am ...
3
votes
1answer
117 views

A Question on A tutorial on column generation and branch-and-price for vehicle routing problems by Dominique Feillet

I am reading A tutorial on column generation and branch-and-price for vehicle routing problems by Dominique Feillet to learn the column generation approach, but I have a problem. in section 3.3 ...
5
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0answers
81 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
votes
2answers
295 views

How to model If $A \le B$ then $Y = 1$, otherwise $Y = 0$

Somehow I don't get it right. I would like to model the following conditional: If $A\le B$ then $Y=1$ otherwise $Y=0$ where $A, B$ are reals and $Y$ is binary. I can model as follows: $Y \cdot A \le B$...
3
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1answer
172 views

Mixed integer programming vs Constraint programming

I see that certain studies are comparing MIP and constraint programming (CP) performances. And generally, they claim that CP outperforms MIP. But I believe that it is not completely true. Because ...
2
votes
1answer
106 views

Scenario based approach to value-at-risk optimization using mixed-integer programming

For a discrete set of scenarios, minimising value at risk can be formulated as a mixed integer linear programming problem. If each scenario has equal probability then this can be written as \begin{...
4
votes
1answer
157 views

Column generation when intractable variables appear in the objective function

Is it possible to implement a column generation for a problem that the variables in the "complicating" constraint appear in the objective function? Suppose the MIP is: \begin{align} z = \...
2
votes
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 + ...
8
votes
2answers
122 views

(Iterative?) Solutions to a certain quadratic program with non-convex constraints

Let $y\in\mathbb{R}^m$, $\tau\in\mathbb{R}$ and $X\in\mathbb{R}^{m\times n}$, with $\tau>0$ I would like to efficiently solve the following problem: Problem 1 Choose $\alpha,z\in\mathbb{R}^m,\beta\...
2
votes
1answer
108 views

Is a convex or MILP (without big-M) formulation possible for this problem

Assume we are given a directed acyclic graph (DAG) $G(V, A)$, where $|V| = n, |A| = m$, and the graph contains a source node $\mathbf{s}$ (i.e. every node in $V \backslash \mathbf{s}$ is connected by ...
1
vote
1answer
69 views

How to get detail about 'OptimizationStatus.ERROR' in MIP module in Python?

I am using MIP (Mixed Integer Programming) module in Python to solve one of my optimization problems. for some of the scenarios, model returns "ERROR" (OptimizationStatus.ERROR) status after ...
10
votes
3answers
794 views

Settings for a faster solution of a MILP (GUROBI, python)

Using GUROBI with python. When solving a MILP, I notice that the incumbent is very early (25sec) at the optimal point but the best bound is so slow to fall (maximization problem) that it takes ages (...
4
votes
2answers
197 views

Output of binary variable greater than one

I am working on a shipping demurrage problem that uses a binary variable to denote the date a specific vessel can be loaded (I have been kindly helped by Wesley on OR before with this). I am confident ...
2
votes
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 ...
3
votes
2answers
137 views

Limit number of switches in employee scheduling problem

Here is a scheduling problem I need to solve. Given the demand for 2 positions in 1 week with 3 shifts per position, I need to allocate the employees accordingly with some extra operational ...
3
votes
1answer
99 views

Pyomo: Help setting up my model

I have been working with a model for the past couple of weeks, but I am not sure what am I doing wrong as every time Pyomo returns that is infeasible or ...
3
votes
1answer
110 views

Linearizing power term in objective function

I would like to linearize $x^2$ term in my objective function. I understand this can be solved using quadratic programming solver; however, for my use case linearization is necessary to convert it to ...
2
votes
1answer
132 views

Representing Date Variables in Pulp

I am working on an optimisation problem that involves minimising shipping demurrage. I am struggling to model how to represent the difference, (x-y) between dates where the ship is ready to be loaded ...
2
votes
1answer
120 views

Linearize sum of product in objective function

Notation: I have an optimisation problem with objective function: \begin{align}\max&\quad\sum_n Q_n\\\text{s.t.}&\quad Q_n=x_{ij}^{nk}(y_i^{nk}-c_n), \forall n \in N, k \in K, (i,j) \in P.\end{...
12
votes
4answers
785 views

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 ...
1
vote
1answer
90 views

Pyomo: Struggling to get a constraint to work

I am trying to model an Electric Vehicle scheduling to minimise the electricity bill. Of course, the EV will only be able to charge every time that is plugged into a charging station (i.e. it cannot ...
3
votes
1answer
133 views

Resource constraint with MIP model

My question is how to model a resource constraint with MIP model (how should I modify it?) A factory is making blocks. If there is space left at that time, the block can be assembled. (If the factory ...
3
votes
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 ...
12
votes
2answers
154 views

Is there a known MILP to schedule routes after routes are made

I am trying to create a mixed integer model that has as an objective to schedule routes for a single vehicle within its timeline. Let me try to elaborate. Let's say we have a single vehicle vrp and ...
5
votes
1answer
135 views

How are indicator constraints implemented? [duplicate]

I wonder how systems like CPLEX, GUROBI, etc implement indicator constraints. Do they just implement Big M equivalents? If yes, what is then the justification for using them? Edit The question does ...
6
votes
1answer
193 views

Convert summation of min functions into linear constraints for optimization

I have the following optimization problem: $$ \mbox{maximize } j^{*} \mbox{ subject to:} \sum_{j^{*}\leq j\leq J} \min({\bf A}_j,{\bf B}_j) \geq \lambda, \lambda \in \mathbb{R} \mbox{ and } {\bf A}_j,{...
1
vote
0answers
50 views

Linearize max function in a constraint [duplicate]

I have a constraint as follows: $ \sum_i {r_i} \geq \max \{g_j, B_j\} $ where, $r_i$, $g_j$ are variables and $B_j$ is a parameter. How do I linearize the constraint (I suppose using big-M method)?...
4
votes
2answers
384 views

How to convert this if-then constraint to MIP constraint?

How to convert this if-then constraint to MIP constraint? $\text{if } a \geq 0 \text{ then } b=K_1 \text{ else(a <0 ) } \ b =K_2$
5
votes
0answers
316 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 ...

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