Questions tagged [penalty-based-optimization]
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Can I combine two objective functions if they have a relation between them?
I will use a meta-heuristic algorithm, to maximize the following objective functions:
Objective function 1 $=\sum\limits_{r=1}^{M} \sum\limits_{s=r+1}^{M} \sum\limits_{j=r+1}^{N} (r_{rj}w_j - r_{sj}...
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Extract info from Gurobi binary variables during run-time
Actually the question below is not specific to Gurobi, but that's the tool I am using.
Consider a scheduling problem where a 2D array of binary variables $Z(i,v)$ is defined, where $i$ is index of ...
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Difficulties with Finding a Proper Penalty Value for the Progressive Hedging Algorithm
Recently, I've been working on some two-stage stochastic programming problems. Due to the presence of integer second-stage variables in the model, I've preferred to use the Progressive Hedging ...
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Is there a canonical name for Score Folding (multiplying a priority soft constraint by a big weight)?
I've regularly encountered that there are too many constraints to categorize into just hard and soft constraints. For example:
Physical constraints (very hard), e.g. 1 person can only be at 1 spot ...
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