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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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 ...
67 views

How to decide between a inaccurate system and a accurate system with capacity constraints to do a stream of jobs

Let's say you have a list of at most N Jobs to be done which are coming in a stream. There are two kinds of systems that can do the job: System 1: A very fast system, which however, only does the job ...
189 views

How would you characterize “optimization data?”

We often hear that in practice, not enough data of sufficient quality, consistency, recency, etc. is available for feeding into mathematical optimization models. Example: my university wanted to plan/...
94 views

Safety stock calculation with production forecast variance

I am trying to find an safety stock calculation where the expression incorporates: Lead time variance Sales demand variance & Production forecast variance My calculation so far is based on the ...
100 views

maximum number of BoolVar 's before or-tools is no longer feasible to use

The standard nurse scheduling problem which is used as an example for OR-Tools (see for example https://developers.google.com/optimization/scheduling/employee_scheduling) attempts to assign boolean ...
153 views

Why is this version of the algorithm more efficient?

I am a student self-studying Optimization, and I am reading about the Conjugate Gradient Method in Numerical Optimization by Nocedal & Wright, and they present two different algorithms for it. ...
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Mixing time exponent above threshold temperature for Glauber dynamics or annealing

It is well-known that the Glauber dynamics will converge in polynomial time to the Gibbs distribution for, say, the Ising model on a d-regular graph at high enough temperatures $T>T_c$. There are ...
716 views

Difference between exploration and exploitation in Simulated Annealing algorithm

In evolutionary algorithms, two main abilities maintained which are Exploration and Exploitation. In Exploration the algorithm searching for new solutions in new regions, while Exploitation means ...
156 views

How to linearize a quadratic constraint to add it then via a callback function

Suppose we have a positive continuous variables $0 \le x \le UB$ where $UB$ is a known upper bound. How can we linearize the term $x^2$? Detailled problem: Suppose that via a callback we compute a ...
117 views

Multiple Knapsacks with splitting

I am trying to solve a problem that I believe is a variation of the multiple knapsacks. Like the classical multiple knapsacks problem, I have a set of items, each one with a weight and a value and I ...
200 views

Is there any OR way to solve this problem?

For each observations there are 207 variables (binary, either a 'symptom' happened or not), class variable is also binary. For each variable or symptom there is a weight attached (currently set ...
104 views

How to balance the workload of teachers in OR-Tools (maximization of the minimum)

I am very new to optimization and OR-Tools. I am trying to solve a very simple question. Let's assume that we have $n$ students. Each student needs to be assigned to only one teacher as a supervisor. ...
134 views

Decision variable transformation in Gurobi

I'm trying to find a way of setting the values of a binary MVar object (which is my decision variable) of size n to {-1,1}. Right now I have a vector that can either take values 0 or 1 (due to binary ...
78 views

Find a particular optimal solution

After writing an integer linear program in AMPL, I solved it using CPLEX. Now, I have some variables that must necessarily be 1, others that must necessarily be 0 and finally it is possible that some ...
153 views

Linear objective function with non-linear constraints

I would like to choose a set of $\beta_j$s that maximizes a simple linear objective function of the type $$\underset{\beta_j}{\operatorname{max}}\sum_{j=1}^{J}X_j\beta_j \\$$ subject to the ...
44 views

Feasible sets represented as point clouds

Does the situation in optimization ever occur in which you have a problem whose feasible set is not described in terms of explicit algebraic equations, but instead you have a large set of points that ...
93 views

Problem with implementing squared terms in the objective function

I'm trying to implement either one of these objective functions, but I'm having a hard time with the squared terms. I'm attaching both so you can take a look at the structure and see if you can give ...
54 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 ...
66 views

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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 ...
143 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 ...
221 views

SLSQP Optimisation loop takes several iterations to compute error function despite jacobian

I have an error function $f : w \rightarrow f(w)$ that I want to minimize, $w$ being a vector of length 211. There are some constraints on $w$. I managed to compute the jacobian $J$ and even with it ...
95 views

Can Deep RL be used to find optimal division point in an application?

I need to optimise the end-to-end latency for a multi-service application while distributing it on multiple devices. The application is a series of services interconnected to each other. The goal is ...
130 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 ...
38 views

Find minimum cost problem

The problem below aims to find the minimum cost for the network architecture: We want to build a network where client terminals are connected to servers by cabling which is very expensive. The network ...
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How to allow multiple assignments for jobs in Hungarian Algorithm?

In the Hungarian Algorithm, the assignment for a bipartite graph considers the restriction of assigning a single job to a single person for example. Can this restriction be relaxed? I would like to ...
2k views

How to convince people that OR can help them?

When talking to people who are not familiar with what OR is and what it is about, and you want to convince them that it might be useful for them/their industry, what do you tell them in order to ...
70 views

Defining and comparing utilization rates for delivery service

I'm currently working on a case for a food delivery service and wondered whether my notion of "driver utilization" makes any sense. My data set contains an hourly overview of the number of active ...