# Questions tagged [optimization]

For questions involving mathematical problems that aim to minimize or maximize some objective function, possibly subject to one or more constraints.

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### Simplification of nonlinear constraint for optimization

I solve a nonlinear optimization problem with constraint $$\sum_{j=1}^S \ln \Bigg( \Big(1 -x_j c_k + y_j d_k\Big)^2 + \Big( x_j d_k + y_j c_k \Big)^2 \Bigg) \leq 0, \: k = 1, \dots , K$$ where the ...
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### How can I insert condition into constraint index in python?

def Co1_rule(m1,i,k): A=A1[i] return sum(m1.xikjl[i,k,j,l] for j in A for l in L if i!=j) == m1.yik[i,k] model.Co1= Constraint(I,K, rule=Co1_rule) ...
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### Determining the number of nodes within a cycle for an MILP problem

I have a MILP problem that requires knowing the number of nodes within a cycle (there will be multiple depending on inputs). I believe this will involve tracing nodes/values within cycles using the ...
263 views

### Nonlinear optimization with constraint involving long product of optimization variables

I solve a nonlinear optimization problem of the form \begin{align} &\max x_0 \text{ such that } \\ &\left[ \sum_{j=0}^N \left(\alpha_j x_0^{j} \prod_{k=3}^j x_k \right)\right]^2 + \left[ \...
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### Julia JuMP successive optimization

I am using Julia's JuMP package to solve a cutting-plane method. Namely, I solve a sub-problem, find the most-violated constraint in the master problem, add that to ...
169 views

### How to formulate cumulative sum of LpVariable in Pulp Python

I have a Multiple product LP optimization problem in which the product(B1,B2,D) will be received in variable quantity with respect to date column. The Optimizer should LP variable Output as Assy Out ...
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### Interchange upper- and lower-level decision variables in bi-level programming

Consider a general bi-level programming as follows: \begin{align*} \min_{x\in X,y\in Y}&~F(x,y) \\ s.t.&~ G(x,y) \leq 0, \\ &~ y\in \arg\min_{z\in Y}\{f(x,z): ...
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### Fleet Management: How to allocate vehicles between departments

Assume that I have data about a regular big company (not a salesman problem). data contains of every department's (marketing, finance, production, etc.) vehicle size, GPS track values, duration of ...
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1 vote
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### dual cycle data generation

I want to generate 2x6 dataframe which represents a rack to optimizing a dual cycle in optimizing warehouse.Half of this dataframe are filled with storage items and the other half is with retrieval ...
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### How to bundle pairs of trips?

I have a database of real-time optional trip demands. Each with a load that needs to be delivered from a departure point to a destination: ...
436 views

### How to model a max-min-max problem?

Everyone knows how to model max-min or min-max problems. I have a problem with objective to maximize min-max. So it can be called as a max-min-max problem. Any ideas how to model it efficiently? The ...
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### Compute Scaling factor(s) for linear constraint ($A@x<b$)

We optimize large-scale optimization problems with tens of thousands of variables and constraints with Cvxpy + Commercial solvers (e.g. Gurobi, Mosek). The coefficient range easily exceeds the ...