Questions tagged [penalty-based-optimization]
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choose constraint from IIS to build penalty function
Suppose I have a single objective optimization model whose constraints are all composed of linear equations and linear inequalities, and now that it is proven to be infeasible in a calculation using ...
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How to model a penalty for exceeding a threshold in a nonlinear optimization problem using IPOPT?
I'm working on a nonlinear optimization problem where I have a decision variable representing my product's price (P_m) and a constant representing my competitor's price (P_c). I want to introduce a ...
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Optimization Problem with a Penalty Factor
I am working on an investment optimization problem where I'm trying to maximize returns over a 20-year period with a given total budget. The investment involves an initial capital and annual ...
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Assignment Problem - Students and teachers
I ran across this problem at work and I'm sure that we can optimize it with OR.
I have $n(T) = 4$ teachers and $n(S) = 7$ students that should have a weekly individual class.
If a student $s$ has a ...
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How can I include a penalty to my (linear) model?
Is it possible in a linear model to include a penalty if both variables $x$ and $y$ are greater than zero? I would like to have no penalty, if $x$ OR $y$ is zero.
For example, I have a model:
$$
\...
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How to transform this BIP into LP with the help of penalty function?
I have an BIP problem as below
$$\underset{\bf b}{\max}{\bf u}^T\bf b$$
$$\text{subject to}$$
$${\bf Ab}\le1$$
Here, ${\bf b}=\{b_1,b_2,\cdots,b_N\}$ is a column vector of decision/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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