Questions tagged [solver]

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

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Coding some parameters with index zero in Julia

As part of our constraints, we have \begin{align*} &\sum_{i=1}^{I}c_ix_i\ge y, \\ &\sum_{i=1}^{I}c_{i-1}x_i\le y, \end{align*} where $y\ge0,x_i\in\{0,1\}, \forall i$. I am trying to code ...
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0 votes
1 answer
134 views

It takes a long time to solve excel gurobi-opensolver - is this normal?

The problem I have made associated with OpenSolver and Gurobi takes about 50 minutes to solve, is this normal? It has approximately 365 variables with upper and lower bands, the peculiarity is that ...
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1 vote
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How to solve this problem with Gurobi add-in Opensolver excel

My main problem is that, when I try to solve an optimization using Gurobi with the OpenSolver add-in, I get the error that there is no feasible solution. To summarize, my variable $X_i$ has a maximum ...
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  • 27
3 votes
1 answer
182 views

Meaning of infeasible model: unsuccessful solving for an IP model with binary variables

For fun, I have modeled the Union-closed sets conjecture for a universe of a given size into a problem with binary variables. Each binary variable $x_k$ is the indicator of the set with elements ...
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  • 133
3 votes
0 answers
49 views

Adequate SDP solvers for large problem instances

I have previously used MOSEK for all my SDP needs. Recently, though, I am having a hard time trying to solve some large problems, due to lack of memory. In similar questions around the forum, SCS has ...
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  • 39
5 votes
2 answers
744 views

Knapsack - How to optimize bonuses for each pair of items

I am trying to solve a variation of the knapsack problem where every pair of items in my knapsack has a bonus or penalty associated with it. My knapsack can hold a dozen items There are thousands of ...
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  • 197
1 vote
0 answers
53 views

How to use ampl.lic in Pyomo

I have the licence of some solvers and I want to use these solvers in Pyomo. The licence file is ampl.lic and my machine is Macbook. I have an executable file for Baron solver which is only for demo ...
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  • 77
2 votes
0 answers
55 views

Pyomo optimisation not working (gas plant dispatch)

background I am trying to write an pyomo script to optimally dispatch a gas plant based on perfect foresight of electricity prices. I believe I am 90% of the way there, just a few issues. Problem The ...
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2 votes
1 answer
130 views

Solver for nonlinear semidefinite optimization

Totally new to optimization. Is there an easy-to-use solver, package, (free) software for solving nonlinear semidefinite optimization problems?
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  • 129
6 votes
0 answers
76 views

Issue of Dense columns in the formulation

I'm working on a price-selection model where we need to identify price point for each time-period (could be day/week). Objective of the model is to figure out optimal price-point for each time-point ...
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  • 959
4 votes
1 answer
277 views

Why does some solvers can only solve conic optimization problems?

Famous solvers like sedumi, sdpt3, mosek can solve conic optimization, but not more general convex optimization. Why? I know many convex problems can be formulated as conic, but still confused.
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  • 43
2 votes
2 answers
117 views

Minimizing a KS function

For convex functions $f_i, \ i \in I$, the KS function is defined as the following for any $\rho > 0$: $$KS[\{ f_i \}_{i \in I}](x):= (1/ \rho) \ln \left[ \sum_{i \in I} \exp(\rho f_i(x)) \right].$$...
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6 votes
3 answers
405 views

Are there any parallel methods for solving multiple general nonlinear convex optimization problems?

I want to find a parallel computing method for general nonlinear convex optimization problems with constraints. A parallel method that can solve a bundle of nonlinear convex problems simultaneously, ...
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  • 169
3 votes
0 answers
46 views

Indeterminacy Reduction for MINLP

I am considering a Mixed Interger NonLinear Program (MINLP), and using a solver to obtain admissible solutions. Is there a general method to reduce indeterminacy of solutions (e.g. by adding ...
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  • 414
0 votes
1 answer
78 views

How can we prove the solvability time of a linear program?

Given a linear program, by experimentation, I can see that the solver can solve large instances in a few seconds. How can I prove that my LP is in polynomial time, or can we say that it is just by ...
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3 votes
0 answers
108 views

Are there hybrid metaheuristic-solvers to solve combinatorial optimization problems?

I have a problem which is formulating a linear program. To solve large instances I implement a metaheuristic to solve my problem. In my problem, I have two objective functions. With my linear program, ...
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3 votes
0 answers
83 views

Availability of library for solving generalized network flow problems

I need to solve a large-scale generalized network flow problem. For reference, it is a pure network-flow model with the exception that arcs have a positive coefficient applied to flow on them. In my ...
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2 votes
1 answer
140 views

Excel Solver: Solving matrix values to match row/column sum according to reference

I've been trying to program Excel Solver to fill the values of a matrix so that the sum of rows and columns match preestablished values. See image: Excel Problem I understand this problem has infinite ...
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  • 21
4 votes
0 answers
179 views

Announcing OptaPy - a new open source constraint solver for Python (feedback welcome)

[Not sure if this counts as a proper question, but I've seen a few similar "new solver" announcements in the past, so I 'll take my chances.] A new constraint solver for Python has been born:...
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2 votes
2 answers
94 views

Best way to solve a optimization problem with no objective function?

I have a MILP but fixed the objective function, so at each iteration is constant.Therefore, I solve a constraint satisfaction problem. Is there an algorithm to solve this kind of problem fast? I have ...
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  • 313
3 votes
1 answer
119 views

Standard Form for LP and MPS

Is there any way I could have Gurobi/CPLEX or any other package write/export MPS and LP files in the standard LP construct loaded with slack variables and transformations required for unsigned vars? ...
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9 votes
2 answers
677 views

Softwares for Operations Research. Is Excel Outdated or Useless for the OR industry?

I am looking over for softwares recommendation in Introduction to Operations Research Hillier 11th, there are tens of options for learn and apply OR theory using software. I normally check how much ...
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11 votes
3 answers
859 views

From a performance/speed perspective, does the programming language matter if the solver used is the same?

Perhaps a silly question, I know... But just wondering if the programming language has an impact here if the solver used is the same? For instance, the same model formulation being solved using Gurobi ...
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  • 159
2 votes
1 answer
88 views

Suggestions how to get access to MINTO MILP solver?

I came across the MINTO MILP solver today. A solver i wasn't aware of or at least had not paid attention too. While development seem to have stopped two decades ago however i still wouldn't mind ...
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2 votes
0 answers
76 views

What if anything do linear relaxations of "nearby" MILP nodes tell us about other MILP nodes

Assume we are given MILP where $y \in (\mathbb{R}^+)^n$, $x_1, x_2 \in \{0, 1\}$ are the integer variables. It is obvious that this problem when solved via branch and bound has a 2 deep b&b-tree. ...
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4 votes
1 answer
193 views

Why does setting up a problem using Excel's OpenSolver slows down after 24,000 variables?

I am modeling a big linear programming problem size with about 50,000 variables using OpenSolver. Open Solver starts setting up the problem at a constant pace of about 100 variables per second, which ...
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9 votes
4 answers
2k views

What is the best open source solver for large scale LP optimization in pyomo?

I have used Gurobi and cplex for solving large scale LP problems with Pyomo. However, I do need to use open source solver. Any advise? glpk and cbc seems to be very slow in solving the problem (with ...
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2 votes
2 answers
463 views

How to solve MILP efficiently using MIP python? Any other solvers to quickly solve where I have only integer and binary variables alone?

...
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  • 125
3 votes
1 answer
150 views

Extracting CNF representation of my problem from SAT solver

As I know, any SAT solver such as or-tools or cplex cp optimizer converts a given problem to CNF form in the first place. Is it possible to extract the resulting CNF representation from or-tools or ...
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2 votes
1 answer
528 views

Excel Solver is not performing as desired

I have a simple optimization problem and would like to solve it using Microsoft Solver. However, the solver does not do what it is supposed to. Briefly to the background: In the problem the gross ...
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  • 123
1 vote
3 answers
590 views

Gurobi does not work any more in Pyomo after getting a new license

I have been using Pyomo with a free Academic license for Gurobi and so far it worked quite well. Now my license expired and I received a new license that is stored in the folder "C:/Gurobi/gurobi....
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  • 1,546
2 votes
1 answer
329 views

Obtaining solver timings from Pyomo

I would like to seek some advice on the following: I am currently using Pyomo to generate my MILP model in Pyomo and solve it using Gurobi, respectively. As the solution process is iterative, I would ...
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  • 663
4 votes
1 answer
311 views

CPLEX log always the same after hours ("Gap" and "Best Integer" always blanks)

I'm using the Java API of CPLEX 12.6.1 (with license) to solve a MILP (Mixed-Integer Linear Programming) maximization problem. The point is that, after 21 hours, CPLEX has consumed 32 GB of RAM and ...
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  • 307
3 votes
1 answer
113 views

Cloud Solver Options

For personal work, I am investigating options for commercial solvers. Prefer a cloud solution so I don't need to invest in higher-compute machines. I have received pricing for Gurobi Instant Cloud, ...
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  • 361
7 votes
1 answer
266 views

Effect of 'unused' variables on the result and runtime of optimization algorithms

I have a general question about the effect of 'unused' variables on the result and runtime of optimization algorithms. I try to explain my question by giving an example. Let's say I have 2 type of ...
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  • 1,546
2 votes
0 answers
68 views

How to implement CPLEX user cuts using CPXaddusercuts in C API?

I am trying to use CPXaddusercuts to add cutting planes, which have not been violated yet but are likely to be violated as we go down the branch & bound tree, to the list (pool) of constraints. As ...
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2 votes
2 answers
125 views

Literature for building solver portfolios

A portfolio of solvers is a collection of solvers with different configurations that share CPU time, CPU cores, and memory resources and try to get an answer as soon as possible. Solvers might also ...
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7 votes
2 answers
497 views

Can a generic ILP solver find graph matchings as fast as a specialized algorithm?

Finding a maximum matching, or a maximum-weight matching, is a well-known problem, which has polynomial-time combinatorial algorithms. It can also be formulated as an integer linear program. In ...
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2 votes
0 answers
100 views

Gurobi c++: Getting constraint matrix

I'm trying to get the constraint matrix from a Gurobi model in C++. In Python, one can get this by simply calling a method that will populate a scipy object (see this post). However, in a C++ fashion, ...
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4 votes
2 answers
574 views

OR Software on Linux

OR-Software is mostly available for LINUX. Linux comes in different distributions, which are managed differently, so the question is: Is there a LINUX distribution that should be preferred, when using/...
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  • 1,936
3 votes
1 answer
183 views

Maximizing a piecewise-linear convex function

Note: Initially posted on MathOverflow. I am working on an optimization problem where some of the terms of the objective function to maximize are expressed as a piecewise linear function of variables:...
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  • 131
5 votes
1 answer
120 views

Maximize number of backups that fit on backup drive

This is an intrinsically "practical" question, but it leads to a well-defined mathematical problem. Let me start with the practical part: I regularly back up my data. My backup strategy are ...
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  • 153
10 votes
2 answers
721 views

Do LP solvers convert LPs to standard form?

To solve a linear program (LP) using the simplex method one first needs to bring the LP to standard form. This requires replacing every equality constraint with two inequalities and replacing every ...
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1 vote
1 answer
951 views

How to display results from a solver during solving in Pyomo

I would like to see the current results (e.g. MIP gaps) of a solver in pyomo (as in GAMS) while solving the problem. I read that I should use the option "stream-solver" (see for instance ...
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  • 1,546
2 votes
1 answer
105 views

Generating a different optimal solution from CPLEX for each run

I recently chanced upon the idea of solution diversity through the setting of random seeds within CPLEX. However, the documentation page on the settings does not shed any light with regard to the ...
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  • 663
2 votes
0 answers
133 views

Solving systems of equations with simple implicit functional relations

I am attempting to solve five variables from a system of equations. Let the variables be $x_1,x_2,x_3,x_4,x_5$. Let the problem have the form: $\exp(x_1)+x_1^6=x_3+x_4+x_5 \tag{1}$ $\exp(x_2)+x_2^6=...
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  • 121
1 vote
1 answer
2k views

Pyomo can't find solver

I am new to Pyomo and I have the following optimization problem (original transport problem by Dantzig): ...
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  • 1,546
7 votes
2 answers
106 views

How to learn about some general Issues related to solvers?

I have found the following slides of talks: Consistency in solvers Performance variability in mixed integer programming I am looking for similar resource (slides, videos, articles, etc.) that treats ...
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1 vote
0 answers
45 views

The different behavior of the solvers to dial with MINLP problem

I have tried to solve an optimization problem (an MINLP) to minimize the number of items which need to be stored. The objective function is as follows: $$\min \quad z = \sum_{i=1}^{n} \, \color{blue} {...
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  • 5,705
2 votes
1 answer
208 views

Recommended python solver for an online optimization problem

I need to implement a load scheduling algorithm that involves solving an online optimisation problem from a research paper for my Real time systems course. This convex optimisation problem is setup ...
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