Questions tagged [mixed-integer-programming]

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

Filter by
Sorted by
Tagged with
3
votes
3answers
161 views

How can I direct the behaviour of a MILP Solver

I have a model involving constraints of the form $$d(i) = a \cdot W(i) + b \cdot B(i)$$ where $W(i)$ is binary and $d(i), B(i)$ are positive reals. The objective function is $\max\sum B(i)$. While ...
-4
votes
2answers
106 views

How can I model this binary logic?

I am looking for a constraint to express the following: IF W1 = 0 AND W2 = 0 THEN Y = 0 IF W1 = 0 AND W2 = 1 THEN Y = 1 IF W1 = 1 AND W2 = 0 THEN Y = 0 IF W1 = 1 AND W2 = 1 THEN Y <= 1 ...
6
votes
2answers
215 views

How can this be expressed as a MILP constraint?

I am looking for a constraint to express the following: IF W1 = 0 AND W2 = 0 THEN Y = 1 IF W1 = 0 AND W2 = 1 THEN Y = 1 IF W1 = 1 AND W2 = 0 THEN Y = 0 IF W1 = 1 AND W2 = 1 THEN Y <= 1 ...
6
votes
1answer
160 views

TSP subtour elimination by assigning distance traveled

Given a set $S$ which we need to travel following TSP rules. I was wondering if this sub tour elimination method is good enough or not? Let $b_{i,j}$ denote edge from $i$ to $j$ is taken or not and $...
10
votes
2answers
207 views

Use integer/quadratic programming to maximize consecutive zeros in a binary array

A binary array $t = [t_1, t_2, t_3, t_4, t_5]$ with each element a binary integer variable taking values 0 or 1. You can think this vector as slots with 1 representing the slot being taken and 0 ...
3
votes
0answers
51 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 $c$ ...
5
votes
0answers
187 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.
8
votes
1answer
446 views

Creating a Continuous Decision Variable between 0 and 1 in Python-MIP Interface

This task appears to be harder than it seems to me. I want to create a continuous variable $x \in [0,1]$. To test this, I did use the open-source Python-MIP interface which uses the CBC-Solver out ...
6
votes
1answer
383 views

Creating a Decision Variable in Python-MIP with Dictionaries

I have already seen in the Python-MIP documentation on how to implement a variable with multiple indices. In each example I read, this is done with the use of lists and integers as indices. This is ...
6
votes
3answers
652 views

No solution found from n MIP starts

Currently, I am working on the implementation of a MILP formulation with lazy constraints for an optimization problem, and I am using the MIP Start strategy. I am generating the integer feasible ...
3
votes
1answer
45 views

defining Mixed integer linear inequalities for a set of variables

The problem is described as follows: considering $n$ variables which are continuous and bounded such that $$L_i \le x_i \le U_i\quad \forall i=1,2,\dots,n.$$ How can i define a set of mixed integer ...
8
votes
3answers
633 views

Bin packing variant

I am currently struggling with a bin packing variant, where we have fuel and compartments of a tank truck. Some industry constraints apply, but the whole picture is that you must fit the total volume ...
5
votes
2answers
312 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: $Y \cdot A \le B$...
8
votes
1answer
136 views

Choosing better objective function for vehicle routing problem

I have a graph $G$ and the following variables. $b_{i,j}$ is $(i,j)$ edge is taken or not. $t_{i,j}$ is time to travel $(i,j)$ $A_{i}$, $D_{i}$ are arrival and departure time at node $i$. My first ...
7
votes
0answers
79 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 ...
3
votes
1answer
144 views

Linearizing constraint with continuous and boolean variables

I have two continuous variables $A$, $B$ and two binary variables $x$, $y$. Condition: if $A = B \wedge x = 1 \wedge y=1$ then $z = 1$ else $z = 0$ from In an integer program, how I can force a ...
5
votes
1answer
68 views

How to formulate case distinctions in AMPLs objective function?

This is my first real optimisation problem I formulated and now trying to solve by using AMPL. The following objective function is from a linear 0-1 LP means all variables $x_i^b\in\{0,1\}$, with $i\...
6
votes
2answers
139 views

Optimising the current model

After developing the MIP model I noticed that solver is taking a lot of time to reach the solution. So, how should I approach to optimize the current model? Are there any visualization tools or any ...
3
votes
0answers
42 views

Extract binary value from continuous variable [duplicate]

I have a continuous variable $c$ which has value in between $[-R, +R]$. I want to create a boolean variable $x$ and, $x = 1$ when $c = 1.0$ otherwise $x = 0$ In more general form: $x = 1$ when $c \...
6
votes
0answers
82 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+...
10
votes
2answers
626 views

Modelling an if-then-else logic in MIP

I was hoping to get some help in modelling the following logic as an MIP Constraint If $X_{ij}=1$ and $\text{SDV}_{ikj}=1$ for a particular index $i$, then $\text{SOC}^L_i=100$, else $\text{SOC}^L_i$...
9
votes
1answer
512 views

Check which constraints are violated (Concert - Cplex Studio 12.10 - C++)

Currently, I am working on the implementation of a formulation for an optimization problem, at the moment I already have the MIP formulation implemented in C++ using Cplex studio 12.10 with the ...
9
votes
4answers
1k views

Open Source MILP software for Python with user-friendly API to define the optimization problem

Following the accepted answer to Assignment problem where assignments must be done sequentially I would like to write a Python script which can solve the problem defined there. It's a Mixed Integer ...
4
votes
0answers
65 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 ...
1
vote
0answers
69 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 ...
6
votes
1answer
155 views

How to propagate time using linear inequalities?

I have an adjacency matrix $G_{i,j}$ that tells the distance between $i$ to $j$ (between 0 to 1) if there is no edge between $i$ to $j$ I am putting a large integer $100$. This is my previous ...
12
votes
1answer
116 views

Improving cuts from sub-problem with problem-specific hierarchical information

I'm solving an assignment-alike problem with a Logic-based Benders decomposition-alike (LBBD) method. The master problem provides an assignment, which is checked in the sub-problem. Define the set of ...
12
votes
2answers
159 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 ...
8
votes
2answers
137 views

Bounding arrival time at a node in a resource-constrained shortest path problem

Given a city map (a graph) $G$, $b_{i,j}$ is a Boolean variable for whether or not edge $i$,$j$ is allocated, $d_{i,j}$ denotes the distance between $i$,$j$. The objective is to move from $s$ to $e$ ...
8
votes
2answers
452 views

Solving multiple easy ILP instances

I have an application where I am solving millions of ILP instances that differ from each other only on one constraint. The instances, of course, are relatively easy to solve or otherwise this would be ...
4
votes
0answers
768 views

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

The following code works: ...
7
votes
1answer
71 views

Expressing a chain of boolean if-then with logical ANDs using MIP

How to express a chain of boolean If-then as MIP such as: If $(x_{10} \ge b_1$ and $x_{11} \le b_1)$ AND $(x_{20} \ge b_2$ and $x_{21} \le b_2)$... AND... then $y_1 = 1$ else $y_1 = 0$. So basically,...
6
votes
0answers
72 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 ...
4
votes
0answers
164 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 ...
5
votes
4answers
202 views

MIP for similar production percentages in production planning

As a task, I want to produce three products $x,y,z$ in different quantities $a,b,c>0$ respectively. It is not always possible to produce the full amount of each product, because of a lack of ...
7
votes
1answer
163 views

Why is there a constant in the objective function of the *best subset selection problem*?

This article presents the following formulation of the best subset selection problem $$\min_{\|\beta\|_0\leq k}\frac{1}{2}\|y-X\beta\|^2_2$$ I wonder where the $1/2$ comes from. Help appreciated.
11
votes
1answer
173 views

CPLEX allows manually inserted solutions to violate lazy constraints

I am using CPLEX 12.9 to solve a mixed integer linear programming problem. Some of my constraints are enforced through a legacy LazyConstraintCallback. Heuristic solutions are inserted through a ...
11
votes
1answer
414 views

k-means/k-medoids Clustering Implementation in CPLEX Java

I am trying to model a grouping algorithm as k-means clustering problem, by referring to the general definition as mentioned in Wikipedia. In my system, I have $N$ nodes that I want to group in $m$ ...
8
votes
1answer
154 views

Complexity comparision between purely BLP and MILP problems?

Could someone please comment and answer on the complexity of purely binary linear programming (BLP) and mixed-integer linear programming (MILP)? In MILP, we have both binary and continuous variables ...
9
votes
1answer
276 views

How to remove or replace sub tour elimination constraints in the VRP variant models?

In many of vehicle routing problems variant (VRP), which can be formulated using MIPs, to avoid creating sub tour, we need to use sub tour elimination constraints (SEC). One of the known SEC is (I ...
6
votes
1answer
226 views

Interface for Cbc - COIN-OR

I would like to code some IP/MIP models in python and test them with an open-source solver. As of now, I only know the Cbc - COIN-OR open-source solver. I have already tried the or-tools interface, ...
11
votes
1answer
316 views

Metaheuristic to solve general MIPs

Many papers formulate their (NP-hard) problem as ILP or MILP and then show Cplex/Gurobi are unable to solve instances of a certain size. Then they introduce a meta-heuristic solution approach to solve ...
7
votes
1answer
232 views

Finding the optimal, spatially compact set of grid cells

I have a regular grid of cells, maybe square, maybe hexagonal. Each cell has a numeric value associated with it. How can I find a subset of cells that are: a connected, compact set and have an ...
10
votes
1answer
278 views

LP sum of variables that are above a threshold

I am trying to code a constraint of the form: $$\sum_i y_i < K\,\text{where}\,\begin{cases}y_i = x_i\quad\text{if}\,x_i>k_i\\0\quad\text{otherwise}.\end{cases}$$ In other words, I want to ...
12
votes
0answers
290 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 ...
5
votes
2answers
943 views

Integer programming problem

I have the following exercise: Stockco is considering four investments. Investment 1 will yield a net present value (NPV) of \$16,000; investment 2, an NPV of \$22,000; investment 3, an NPV of \$12,...
5
votes
1answer
372 views

How is Big M calculated?

Because of excessive pollution on the Momiss River, the state of Momiss is going to build pollution control stations. Three sites (1, 2, and 3) are under consideration. Momiss is interested in ...
6
votes
0answers
317 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 ...
8
votes
2answers
364 views

How can I transform this MILP into an LP problem?

I have a MILP problem with one of the constraints is given below. Sometimes, even for a small-sized problem, the solver takes a very long time to find a solution. What could be an efficient ...
14
votes
2answers
835 views

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 ...

1
6
7
8 9 10