Questions tagged [solver]

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

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7
votes
2answers
573 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 Is Excel Outdated or Useless for the OR industry?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 ...
10
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3answers
763 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 ...
2
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1answer
67 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 ...
2
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0answers
72 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. ...
4
votes
1answer
89 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 ...
8
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4answers
430 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 ...
2
votes
1answer
71 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 ...
2
votes
1answer
96 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 ...
1
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3answers
243 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....
2
votes
1answer
108 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 ...
4
votes
1answer
230 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 ...
3
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1answer
97 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, ...
7
votes
1answer
240 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 ...
2
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0answers
65 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 ...
3
votes
2answers
115 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 ...
7
votes
2answers
405 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 ...
2
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0answers
45 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, ...
4
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2answers
561 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/...
3
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1answer
113 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:...
5
votes
1answer
116 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 ...
10
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2answers
644 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 ...
1
vote
1answer
226 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 ...
2
votes
1answer
67 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 ...
2
votes
0answers
131 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=...
1
vote
1answer
712 views

Pyomo can't find solver

I am new to Pyomo and I have the following optimization problem (original transport problem by Dantzig): ...
7
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2answers
98 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 ...
1
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0answers
43 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} {...
2
votes
1answer
101 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 ...
2
votes
1answer
120 views

Converting evolutionary optimization problem from Excel to Python

I've set up and successfully executed an evolutionary optimization in Excel, and now have a need to convert the problem to Python. differential_evolution() in the ...
2
votes
0answers
68 views

Materials or sample code for column generation book (GERAD 25th Anniversary Series)

As far as I know, one of the interesting resource to learn the basic concept of the decomposition methods is column generation book (GERAD 25th Anniversary Series), which has been mentioned in some ...
2
votes
1answer
88 views

Minimizing a quadratic binary nonconvex function by CPLEX

I am using CPLEX 12.8 to minimize a quadratic binary nonconvex function, according to quadratic function by CPLEX. In particular, my function is the following: $$ \sum_{i=1}^{m-1} \sum_{f=1}^{F} \sum_{...
11
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0answers
146 views

Unpopular/Obscure solvers/algorithms that you used

There are many (numeric) optimizers which solve some subset of the set of multi-objective, black-or-grey-or-white box, robust, stochastic, mixed-integer, non-linear, non-smooth, manifold-constrained ...
2
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0answers
40 views

Finding average days target for teams to achieve an overall group target using excel solver?

I have 3 teams within a group with each team working on different tasks assigned. I was given data of how each team performed in terms of the number of task completed each month and the average days ...
4
votes
1answer
114 views

Free solver for MINP problems

I have a mixed-integer nonlinear programming (MINP) problem. Is there a free solver for such a problem?
3
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1answer
86 views

How to collect solutions within CPLEX and retrieve them from PYOMO?

I would like to seek some advice on modeling the following: I am currently to invoke solvers, CPLEX, in particular. As I am solving my problem sequentially, i.e., the top-level subproblem results are ...
13
votes
3answers
2k views

How Close Is Linear Programming Class to What Solvers Actually Implement for Pivot Algorithms

As part of a final project for my linear programming course, I have been asked to discuss implementations of pivot algorithms, including which combinations of the ideas we have talked about in class ...
9
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2answers
167 views

Objective Integrality Cuts

Consider a mixed integer linear program with an objective function that includes only integer variables. Objective integrality cuts are known as a class of valid inequalities that can be added to ...
1
vote
1answer
161 views

How can one iterate over all instances and solve them in GAMS?

I wrote my model down in GAMS: all sets parameter obj. function constraints and used $include in order to feed the model differently sized data... I am currently using ...
1
vote
1answer
79 views

Looking for an example of a heuristic implementation in GAMS

I am new to GAMS and the documentation is not helping me to make fast progress. I am looking for an example implementation similar to Relax and Fix heuristic where in several iterations subsets of ...
17
votes
7answers
3k views

Is there a Linear Programming Library that natively supports fractions instead of floating point arithmetic?

If one recalls how the Simplex method is taught by hand in most LP classes it takes place entirely in $\mathbb{Q}$. All operations yield exact fractions. For this reason I'm looking for linear ...
1
vote
0answers
43 views

How to automatize instance generation for GAMS?

Gams problem instances can be saved in a .inc file what is basically just a .txt file and u can make gams read from that, but how can i automatize the generation process for those problem instances? I ...
19
votes
4answers
3k views

What are the advantages of commercial solvers like Gurobi or Xpress over open source solvers like COIN-OR or CVXPY?

I come from an ML background, and occasionally have to dive into the OR world. I am trying to figure out whether I need to purchase a commercial solver license for a certain problem set. In the ML ...
3
votes
0answers
53 views

Flexible Job Shop with Preemption

I'm trying to solve a flexible job shop problem variant that has precedence constraints on jobs along with a few other issues. We have a MIP formulation and also a simulated annealing algorithm to ...
4
votes
1answer
143 views

How/when can we use MINLP engines instead of linearizing MP models?

Nowadays, mathematical programming solvers have been frequently used to solve lots of practical/academic problems. Many of these might be interpreted as a MIP or MINLP to represent a specific problem (...
0
votes
1answer
109 views

Help with excel solver

Need help with the following exercise. I am unable to work out the objective function. After months of closure due to Covid-19, a food court is preparing to re-open for business. However, safe ...
8
votes
1answer
439 views

Adding a constraint in constraint programming

Is it true that the more we add constraint to a constraint programming solver the more efficient it will be? How does this compare to adding constraints in integer programming solvers.
6
votes
2answers
197 views

Solving the (Directed) Hamiltonian Cycle problem

I need to solve instances of the Directed Hamiltonian Cycle Problem (DHCP). I know that I can reduce the problem to TSP and then use a TSP solver like concorde. I am unable to figure out though how to ...
1
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0answers
51 views

Making distinct modifications on a model

How can I apply different modifications separately on a model? The example in CPLEX documentation shows how to make modifications on a single solved model. However, unlike this example, I want to make ...
2
votes
1answer
119 views

How to set solver options in Pyomo with GAMS Python API?

Did anyone have experiences with Pyomo and GAMS as solver? I had looked into the pyomo documentation (GAMSShell Solver) and in the CPLEX Manuals, but doesnt find the correct syntax. My Code looks like:...