Questions tagged [python]
For questions about solving Operations Research problems using the Python programming language.
377
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Need exercises to learn the Gurobi python package syntax
as I am trying to learn the Gurobi package, I did successfully try to implement some mathematical models. I want more and wish to have some exercises containing the Obj fun solution and the variables ...
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1
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63
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Partially modify LHS of a constraint set?
I have implemented a column generation algorithm in Gurobi in Python. The most computationally expensive aspect of this algorithm is the reconstruction of the master problem when a column is added (or ...
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2
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57
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Is there existing code for the set partitioning formulation of routing problems?
The set partitioning formulation of routing problems is pretty well-accepted as perhaps the best exact method to solve routing problems. However, these methods are difficult to implement as many ...
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69
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MOSEK via fusion vs API vs CVXPY
In Python, I would like to solve a collection of problems, that are all solvable via MOSEK's conic optimization solvers (ExpCone, SOCP, etc.)
I have tried CVXPY. I get very robust and reliable results,...
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67
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Detect presolve status in pulp model
Hi I am running a model using pulp CBC and have few constraints in the model that may make the model infeasible if wrong input is given to the model.
I can see while my model runs that in case of ...
2
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1
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222
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Gurobipy MILP model comes infeasible yet can't compute IIS because "the model is feasible"
I build a MILP model by Pyomo and use Gurobi 9.0.3 as solver.
When the model comes infeasible, I try to use pyomo.contrib.iis.iis.write_iis
to compute infeasible ...
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2
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1
answer
122
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Non-proprietary (Python friendly) alternatives to Cplex and Gurobi
I have implemented a pure binary integer combinatorial optimization routine within a Python module (importing gurobipy), and experimented with relaxing a few ...
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1
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52
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Question about IIS output in Pyomo, Gurobipy
These days I try to build a Gurobipy optimization model by Pyomo and I met a problem about outputing IIS file.
I use
...
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54
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Optimization for a capacity problem
I have a csv file with a table with 5 columns: dueDateTime, cover, phone, simcard, tablet.
This file has the amount of items for cover, phone, simcard, tablet.
I have the size of the items:
we have ...
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2
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180
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Starting with HiGHS
I have been messing about with HiGHS and trying to get a hang of its capability.
Here is an example of a simple model from their github repo
https://github.com/ERGO-Code/HiGHS/blob/master/examples/...
2
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34
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I need help with finding a library or tutorial to parallel optimize given a black box function, assuming it's convex
I have a black box function to optimize with respect to 1-D input,$\beta$, and I also have other inputs, which I don't need to optimize, say (x,y). So, I need to optimize f($\beta$, x,y) over $\beta$. ...
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How to get hypervolume calculation for Pareto Front in python?
I hope that this Stack Exchange channel is the right place for this.
I'm trying to analyze a multiobjective optimization problem. I'm wanting to use the hypervolume calculation to benchmark the ...
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2
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1
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192
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Quadratic optimisation with $\ell_1$ constraints with CVXPY
Crossposted on Mathematics SE
I seek to minimize a convex quadratic objective subject to linear and $\ell_1$-based equality constraints. When I turn to CVXPY, an error is raised indicating that it ...
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1
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43
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How to obtain nodes count and nodes left in docplex (using CPLEX 12.20 and Python 3.8)
I solving a MILP problem as given below using Python 3.8 and CPLEX 12.20. I want to obtain the number of nodes and nodes left. The details of the codes are as follows:
n_xvars=2
n_yvars=2
#Create ...
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28
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Handling Variable Division in CVXPY for Calculating Annualized Rate of Change
I am working with a dataset that contains multiple entries for different IDs across various years. Some IDs might have a gap of years between entries. My goal is to solve an optimization problem using ...
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1
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1
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89
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Non integer linear objective in or-tools CP-SAT
It seems that or-tools' CP-SAT solvers allows for non-integer coefficients in a linear objective expression. Am I correct, or is it just that the solver doesn't check for integrity and rounds the ...
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74
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Transforming a quadratic constraint into a linear constraint
I have a problem with a quadratic constraint and I want to transform it into a linear constraint. This would help to reduce the computational time of my problem.
Following constraint should be ...
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26
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Error while using subgradient method to update lagrange multipliers
I am trying to implemet the subgradient method in Lagragian relaxation to update the multiplier lamda which has three dimension, I have ecountered an Except error, it looks the is bugs in the code. it ...
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51
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explain Givens rotation chain for maintaining Cholesky factorization
I'm attempting to implement the dual face algorithm from Pan's book chapter 22 (https://link.springer.com/book/10.1007/978-981-19-0147-8).
The part in question is pasted here:
Can you please explain ...
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1
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80
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How to linearize the multiplication by a binary decision variable?
I am currently optimizing a hydrogen production chain.
I am optimizing the production regime, and the size of the required wind, solar and the electrolyser.
For every hour of the year, the production ...
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72
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Interpret the formulation of a pricing model in crowdshipping
I am trying to run the pricing model from the paper "Designing pricing and compensation schemes by integrating matching and routing models for crowd-shipping systems" on python with Gurobi, ...
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2
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139
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Efficient ways to do pairwise/multiplicative variables in integer linear programming on PuLP / Python
I'm trying to formulate an LP that is in essence a variant of the sudoku problem, and I've repurposed the code from https://coin-or.github.io/pulp/CaseStudies/a_sudoku_problem.html.
The differences ...
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81
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Set optimality gap for each goal objective in FICO XPRESS
FICO XPRESS recently released a feature that supports multi-objective optimization.
While it allows you to define a tolerance per objective (aka how much you can relax the previous objective), I am ...
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Are there any hidden differences in OR-Tools' default parameters for a MIP model in Python vs C++?
or-tools-discuss cross post here.
As a disclaimer -- I am very aware that OR-Tools' Python code are just wrappers around their C++ source code. I'm just getting an odd discrepancy between a model ...
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83
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how the number of employees affects the married employee scheduling problem
My scheduling problem has a specific pattern of 2 days of work followed by 2 days off. Additionally, there is a week off after every 4 weeks of work. The scheduling matrix (P) has five different ...
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61
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How do I implement this convex problem in CVXPY?
I am looking to implement the following optimization problem in CVXPY.
$$ \max _{x_t} x_t' \mu - \frac{\gamma}{2} x'_t \Sigma x_t - x'_t\Lambda \Delta x_t $$
where $\Delta x_t := x_t - x_{t-1}$ and $\...
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78
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How do I translate the following constraint for gurobi py?
I successfully worked on the problem with following model in Excel, but I have a problem translating it into Python.
This is the proposed way to code the problem form the book:
...
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272
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VRP - Clarke and Wright implementation in python unable to find routes
Here's my attempt to implement the clarke and wright algorithm with the following constraints: maximum truck capacity, maximum distance traveled by a truck.
The algorithm takes a distance matrix to ...
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2
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153
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Simplest Quadratic Programming algorithm for teaching
Can anyone recommend a straightforward quadratic programming (QP) algorithm suitable for an undergraduate engineering class? I'm interested in finding an algorithm that they can easily grasp and ...
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216
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3
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170
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Using PULP to model machines in a factory
Complete revision:
I have all 4 machines that can run in positive and negative directions which results in 2 outputs:
$ P_1 = \begin{cases}
-390 \le P_1 \le -300 & \text{for neg mode}\\
0 &...
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150
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Pyomo Terminal Condition: other
I have written a huge optimization code in pyomo. The code serves for any planning horizon. The variables are indexed in time (t). When I set t to have 365 days, the termination condition is feasible/...
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120
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Python and GLPK to solve Linear programming problem (infeasible solution)
I'm using Python and the GLPK Solver to find recommendations for an infeasible problem.
I'm optimizing for price, and this is the problem data:
Define problem data
foods = ['Food 0', 'Food 1', 'Food 2'...
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Why does changing this one thing in the Primal Effective Capacity Heuristic improve the solutions it generates for the MDK problem?
For a long-done project presentation, I implemented the Primal Effective Capacity (PECH) Heuristic to look for initial greedy solutions for the Multidimensional Knapsack (MDK) problem in Python. I ...
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2
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93
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Small negative decision variable returned in Gurobipy model
I have a multi-period model in gurobipy with 7 types continuous decision variables and 1 type of binary (Thousands indexed total). The model solves properly and the solution has passed many validation ...
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1
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207
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Solver options in Pyomo as long as using the NEOS solvers
I am working on a scheduling problem that is already coded in Pyomo. To solve the problem, I have used the NEOS solver, CPLEX. Now, to test and run some of the instances, I need to call some CPLEX ...
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What are my options for exact linear programming solvers in python3 that work as of April 2023?
So a while back I had asked this question: Is there a Linear Programming Library that natively supports fractions instead of floating point arithmetic?
And basically the overwhelming consensus was ...
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Which Python package is suitable for finding the optimal non dominated set in multiobjective optimization?
I would like to know how to use pyhon or Cplex or both for finding the whole optimal pareto front for a biobjective mixed integer linear programming problem?
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135
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Using networkx predecessors in Pyomo initialize method
I am working on the directed graph by using the Networkx package and what I need is to use its predecessors' method on an optimization model. Let's say, there exists a directed graph with just $12$ ...
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102
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4
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178
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Multi-period Inventory Balance in Gurobipy
I would like to get the inventory balance in the oponed facility $\text{C}$ such that, the Inventory at time $t$ is equal to the previous one, plus the inflow minus the outflow. I have tried to create ...
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3
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236
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How to represent the objective function of the Weapon Target Assignment problem in CVXPY?
I am trying to use CVXPY to analyse a problem and the objective function for this problem involves calculating a product and a sum as per the problem description below (taken from a draft paper I am ...
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62
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Gurobi-Python, unmet demand of customers
I would like to capture the unmet demand by modeling the following constraint with two decision variables. where $QU_{wc}$ is the unmet demand and $QW_{wc}$ the shipped amount of products. I model the ...
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157
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Modelling with Gurobi-Python a Supply Chain Problem
I would like to write the following simple model in GurobiPy, which is part of many terms that's belongs to the objective function, I assumed that I have three suppliers are selected and three ...
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89
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Multi-Scenario Gurobi Python Output
I have an lp and am trying to solve multiple scenarios at once. One of my scenarios is infeasible though this is not the issue.
For some reason, when I print m.status, both solutions have a status of ...
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2
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339
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I want to solve an optimization problem with nonlinear piecewise objective function (I tried Pyomo with "ipopt" solver but I had an error)
I want to solve an optimization problem where the objective function is the summation of nonlinear, piecewise functions in the decision variables q_i's such that when a decision variable q_i < 1, ...
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1
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181
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Converting continuous variable dict to binary variables in python docplex
I am solving a problem using linear relaxation at the initial phase. Hence, I need continuous variables at the beginning. Then I need to convert some continuous variables to binary and solve the same ...
user5245
2
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1
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239
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Implementing a MINLP problem in Pyomo: giving an infeasible solution
I'm trying to implement a MINLP problem which is described in a previous post here: How do we formulate a problem where the decision variable has an index that is also a decision variable?
The only ...
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53
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Creating a simple class in python for doing simulation of MDP
I am currently learning Python and doing object-oriented programming. I am trying to create a simulation for MDP.
My problem statement is: "I have four stages of process. Each stage has two ...
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91
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Grid search for optimization problem
Suppose you wanted to solve the following optimization problem:
$$\inf_{a \geq 0}\sup_{b \geq 0}\dfrac{(a^2 + 1)(a + b)}{2a + b} + \dfrac{b}{a + b} - ab,$$
where $a, b$ are scalars. How would you use ...
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