Questions tagged [solver]

For questions related to software designed to solve very general classes of optimization problems to guaranteed optimality.

Filter by
Sorted by
Tagged with
8 votes
1 answer
132 views

Payment Plans & comparison of optimization solvers

Do any of you have experience to share with me how startups that address practical problems provide licenses for optimization software such as Gurobi, CPLEX, and XPress to their customers? ...
Jannes Glaubitz's user avatar
3 votes
1 answer
191 views

solver for Travelling Salesman Problem (TSP) with precedence constraints

I am very new to OR. I am trying to find the minimum cost sequence for a set of tasks that need to be executed. These tasks (at least some of them) have precedence constraints. For example, task T1 ...
charumathi vasudevan's user avatar
2 votes
1 answer
149 views

Why would a solver stay on node 0 and still improve the gap?

I understand how exploring the Branch-and-cut tree would help improve the best bound known and the incumbent of a MILP, however, on some instances that I deal with, my solver (Gurobi) seems to keep ...
JKHA's user avatar
  • 679
3 votes
1 answer
122 views

What does a solver do with a MIP warmstart solution?

From what I understand, most solvers use a user provided solution by first detecting if it feasible. If it is feasible, its objective value is used as a first bound for the branch and cut tree, this ...
JKHA's user avatar
  • 679
1 vote
2 answers
155 views

Multi-precision linear programming solver in C++

I'm implementing some algorithms in C++ and I need to solve some linear programs as an intermediate step within the algorithm. I've managed to get the linear_solver ...
angusjoshi's user avatar
1 vote
1 answer
115 views

How to turn off tree search in fico xpress ? Couldn't see relevant documentation

trying to solve a very large problem , using heuremphasis as 3 , cutfreq=0 , scaling =4, run time reduced significantly however , solver spends 400 seconds in tree search , but couldn't see any ...
21vs's user avatar
  • 489
2 votes
0 answers
86 views

Re-formulating an LP where a subset of constraints can be loosened?

I have an LP of the structure below (omitting some constraints that are not directly applicable for this question). $$\text{min } c'x$$ $$Ax + By \geq d$$ for a given $A \in R^{m \times a}_{>0}, B \...
Mason's user avatar
  • 515
1 vote
1 answer
127 views

Which combinations of python modeling libraries and solvers support logarithmic objective functions?

As I understand it, if a modeling library (pyomo, amplpy, cvxpy, etc.) allows one to define a logarithmic objective function a solver may not support it. And even if a solver does support a ...
Nick Laws's user avatar
1 vote
0 answers
57 views

Dealing with a problem that contains a specific structure with a standard MILP solver

Suppose we have a specific formulation in which contains a special structure. For example, the formulation has a block diagonal format with some linking constraints. As far as I know, this format ...
A.Omidi's user avatar
  • 8,882
1 vote
1 answer
38 views

Can sparse set cover problem be solved or approximated more efficiently comparing to its non-sparse counter part?

I am an electrical engineer who is currently working with some bench table placement problem, and suddenly my problem look pretty much like the set cover problem here. After that, some of my colleague ...
Tuong Nguyen Minh's user avatar
2 votes
1 answer
99 views

Solving a weighted XOR-SAT problem

I want to solve a variant of the weighted XOR-SAT problem. Concretely, Given $n$ boolean variables $x_1,\ldots,x_n$ each of which is assigned a non-negative cost $c_1,\ldots,c_n\in\mathbb{R}_{\ge 0}$ ...
nalzok's user avatar
  • 123
5 votes
2 answers
211 views

How to combine MIP solver with a CP one?

I am working on the scheduling problem in the class of parallel resource scheduling models. When I have studied some papers regarding that, I see the method that combines an MIP with a CP. The ...
A.Omidi's user avatar
  • 8,882
5 votes
1 answer
88 views

How to identify constraints that are good candidates for being lazy constraints?

I am working on reducing the solving time of the optimization problem I am working on. One of the ideas I am exploring is the usage of Lazy constraints. As solver, I am using Gurobi, so both pre-...
cholo14's user avatar
  • 233
1 vote
0 answers
202 views

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,...
independentvariable's user avatar
0 votes
2 answers
340 views

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/...
Erin Walter's user avatar
1 vote
2 answers
349 views

PuLp is ignoring all of the constraints given to it

I am trying to solve a portfolio optimization problem using PuLP where given a dictionary of stock tickers and their returns for the day, returns a set of weights for each stock such that portfolio ...
Josh Smith's user avatar
3 votes
0 answers
193 views

Which solvers provide an IIS feature?

I am well aware that commercial solvers CPLEX and GUROBI provide an IIS (irreducible infeasible set) feature. @batwing mentions FICO Xpress in the comment section as well, and @RobPratt mentions SAS. ...
Kuifje's user avatar
  • 13.3k
1 vote
1 answer
75 views

Knitro dimension of lambda for Hessian

I'm trying to supply knitro with a Hessian but struggle to understand the dimension of the Lagrangian multiplier $\lambda$. From my general education and knitro's ...
Frank's user avatar
  • 13
1 vote
0 answers
43 views

The rule of the slack variable in an indicator constraint

In some cases I have seen, the indicator constraint can be written as indcons(expression, binary_var). Then it is interpreted as follows: $$LHS - slack (\leq = \geq)...
A.Omidi's user avatar
  • 8,882
3 votes
0 answers
43 views

Adding synchronisation constraint in Prize-collecting VRPTW

I am solving a Prize Collecting VRPTW. In my problem, each node represents a visit that needs to be made within a certain time window, and the "prize" for each node is the time spent at the ...
orman's user avatar
  • 33
-1 votes
2 answers
130 views

How to maximize sum of cosine squared plus sum of sine squarred?

I want to maximize this function $$\left(\sum_{k=1}^{N}\cos(2\pi f_1t_k+\phi_k+\alpha\pi(k-1))\right)^2+\left(\sum_{k=1}^{N}\sin(2\pi f_1t_k+\phi_k+\alpha\pi(k-1))\right)^2,$$ where the variables are $...
zdm's user avatar
  • 381
0 votes
0 answers
108 views

CVXPY stuck in Compilation step during solving linear program

I'm trying to solve a linear program with 869532 variables and 8869 constraints in CVXPY. The CVXPY gets stuck in the Compilation session right before passing the problem to the solver. Here's the ...
Mohammad Namakshenas's user avatar
0 votes
1 answer
61 views

Knitro`ms_maxsolves` equivalent in Ipopt

Ipopt/Knitro are local optimization solvers, so for nonconvex problems convergence doesn't guarantee optimality. However, Knitro has a multi-start method where one can start with more random initial ...
independentvariable's user avatar
3 votes
1 answer
144 views

Meaning of the domain propagation in the context of mixed-integer programming

In the literature, domain propagation defines the process of inferring sequences of local domain reductions at the current node of the branch-and-bound tree. The goal is to shrink the size of the ...
A.Omidi's user avatar
  • 8,882
7 votes
2 answers
3k views

Will there be Rust APIs for state-of-the-art solvers?

The Rust programming language is gaining popularity. As the title says, I wonder if state-of-the-art, say MILP, solvers will eventually release APIs for the Rust programming language. Solvers such as ...
k88074's user avatar
  • 1,661
2 votes
2 answers
447 views

Does OptaPlanner give equally good results when comparing with commercially available MIP solvers?

I want to solve a Mixed Integer problem with several constraints. Gurobi or Google OR tools solve such problems. Though I am not sure, I think they use an exact method such as branch and bound or ...
LSG's user avatar
  • 123
4 votes
1 answer
280 views

On the global optimization solver Octeract

A while back, I read on this forum that Octeract is free for academic use and that for commercial use it is also free but users are restricted to 1 core. I cannot find anything on the website to ...
Enthusiast's user avatar
2 votes
1 answer
259 views

Looking for a reliable and scalable open source quadratic solver

In the convex optimization community, there has been a growing concern regarding the search for a reliable open-source solver (especially a quadratic programming solver) that can effectively deliver ...
Mohammad Namakshenas's user avatar
4 votes
1 answer
265 views

MIP Model with relaxed integer constraints takes longer to solve than normal model, why?

I am currently working on my undergrad thesis which is a mathematical optimization problem of the territory design family of problems. I am using the mathematical formulation of the problem to solve ...
EduardoSalazarT's user avatar
2 votes
0 answers
227 views

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/...
Alex's user avatar
  • 21
1 vote
2 answers
167 views

Minimal infeasible constraint set

Many modern SAT and SMT solvers offer a feature where they can report why a problem is unsatisfiable, something called an "unsat core." Are there any optimization solvers (in my case, ...
Nate's user avatar
  • 113
3 votes
1 answer
300 views

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 ...
A.Omidi's user avatar
  • 8,882
0 votes
4 answers
122 views

What is the greatest possible number of tables that could be occupied by just 1 person?

A restaurant has a total of 16 tables, each of which can seat a maximum of 4 people. If 50 people were sitting at the tables in the restaurant, with no tables empty, what is the greatest possible ...
Coo's user avatar
  • 121
2 votes
0 answers
100 views

The linearization of the logical constraints

I know the logical constraints can be linearized by either the logical representation of whose relation, (for pure binary variables e.g. CNF/DNF) or for general form by using Big-M formulation. As I ...
A.Omidi's user avatar
  • 8,882
1 vote
3 answers
132 views

Optimization solver that satisfies variable values within set membership

Is there a solver that can handle an AMPL model of this sort: ...
wanderinganon's user avatar
5 votes
2 answers
474 views

Simple OLS problem can only be solved in SCS. Is the dual infeasible?

Essentially, I am trying to solve a simple orthogonal least-squares (OLS) problem with some constraints — the coefficients must sum to $1$, no coefficient can be less than $0$, and no coefficient can ...
Pipob Puthipiroj's user avatar
4 votes
2 answers
526 views

Multithreading vs DPCC SYCL Programming for OR computational implementations

While well-known IP/LP solvers such as CPLEX and Gurobi have capabilities to run their solver on multiple threads, is there any tool that helps exploit the availability of not only multiple threads on ...
Tryer's user avatar
  • 151
7 votes
4 answers
1k views

Solver for convex optimization with exponent in the objective function

My question is related to a previous one: Dedicated solver for convex problems To minimize a convex function of the form $~f(x_i) = \left[ C + mx_i + \frac{s}{x_i+t} \right]^p $ with various ...
Shuxue Jiaoshou's user avatar
2 votes
4 answers
492 views

How to approach this shifts problem with Excel Solver?

I am trying to find a way to solve the following problem of mine by using Solver but I get stuck right at the end of it. I have a table of 14 companies each of which want to work on a project. I will ...
Tita's user avatar
  • 205
0 votes
1 answer
147 views

Pyomo.solvers on anaconda mac Ventura 13.0.1 (22A400)

I am facing difficulties to install pyomo.solvers for anaconda I do need glpk cbc ipopt for my anaconda I tried the following ...
Optimization team's user avatar
4 votes
2 answers
560 views

Expected ILP solving time and how to improve speed

I am trying to solve this ILP with all binary variables: $$\min \sum_{1\leq i<j\leq n-1-h} t_{i,j}$$ $$\sum_{i=1}^{n-1-h} a_{k,i} = \lfloor (n-1)/2\rfloor \qquad \text{for }k\in[h];$$ $$a_{k,i} + ...
Fabius Wiesner's user avatar
3 votes
2 answers
176 views

Find all pivots that the simplex algorithm visited, i.e., the intermediate solutions, using Python

For my research, I am interested in finding the trajectory outlined by the pivots along the way of optimizing an LP problem, but I only know how to use Python PuLP to obtain the optimal solution. Is ...
Miya's user avatar
  • 31
3 votes
1 answer
177 views

Where to find "MIP Emphasis" parameter in the CPLEX IDE?

I am also looking to solve a MIP with heuristic algorithms and read in the guide that I need to modify the "MIP emphasis" parameter. Is there a way of doing this in the CPLEX IDE? All I can ...
twaits791's user avatar
3 votes
2 answers
441 views

How to view pause and view current solution in CPLEX Optimization Studio?

I am solving my first model in CPLEX 22.1. I have setup a quadratic MIP with 100 variables and the model has been running for a day already with the best integer and best bound solutions barely ...
twaits791's user avatar
2 votes
1 answer
354 views

CPLEX stuck in solve method - dual simplex solved model

I am solving a (rather large) MILP in CPLEX in Java. I also wrote a solution extractor method, which works most of the time. However, when CPLEX tries to solve my problem with the dual simplex method ...
Juul9191's user avatar
3 votes
2 answers
1k views

Tutorial request on implementing HiGHS solver

In the past I have used the academic versions of Gurobi and Mosek for solving various optimization problems using various Python and Julia libraries that call the solvers. However, I want to learn how ...
Marion's user avatar
  • 133
5 votes
1 answer
3k views

How to call HiGHS solver from python PuLP MIP?

I have a large MIP built with PuLP in python, and want to utilize the HiGHS Solver. However, PuLP does not have the option to use HiGHS as a solver. One option I am aware of would be to use PuLP to ...
Mason's user avatar
  • 515
2 votes
0 answers
201 views

Simplex Method Manual pivoting in GLPK for a Warm Start

My question is kind of related to this 2015 post at Stackoverflow. About Simplex method tableau pivoting in Linear Programming -- this is proving to be difficult in GLPK.. I am using Linux, GLPK 5.0 ...
Shuxue Jiaoshou's user avatar
5 votes
1 answer
187 views

How to enumerate all vertices of a polyhedron as a stream

I need to find the vertices of a polyhedron from the defining halfspaces. In a previous question libraries for enumerating all vertices were mentioned. However i have a very large polyhedron (~100,000 ...
Daniel's user avatar
  • 103
2 votes
1 answer
128 views

Looking for a specific operations research software

I would like to ask for help to identify the research operational software that is being used in the picture I think it looks nice and I'd like to use it (It doesn't seem to be Lingo nor Excel Solver)...
Fischer3000's user avatar

1
2 3 4 5