Questions tagged [solver]
For questions related to software designed to solve very general classes of optimization problems to guaranteed optimality.
203
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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-...
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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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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/...
1
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3
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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 ...
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3
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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.
...
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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 ...
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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:
$$LHS - slack (\leq = \geq)...
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Adding synchronisation constraint in Prize-collecting VRPTW
I am solving a Prize Collecting VRPTW. In my problem, each node represents a visit that needs to be made within a certain time window, and the "prize" for each node is the time spent at the ...
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How to maximize sum of cosine squared plus sum of sine squarred?
I want to maximize this function
$$\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 $...
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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 ...
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1
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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 ...
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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 ...
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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 ...
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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 ...
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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 ...
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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 ...
4
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1
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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 ...
2
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0
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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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2
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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, ...
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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 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 ...
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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 ...
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3
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125
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Optimization solver that satisfies variable values within set membership
Is there a solver that can handle an AMPL model of this sort:
...
5
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422
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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 ...
4
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2
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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 ...
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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 ...
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4
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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 ...
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1
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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 ...
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4
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2
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480
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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} + ...
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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 ...
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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 ...
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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 ...
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1
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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 ...
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2
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882
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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 ...
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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 ...
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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 ...
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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 ...
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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)...
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LocalSolver at 100% Gap
Can somebody help me with Localsolver? I have installed the academic license and want to solve Split Delivery VRP. I'm using the same model as seen in the website here and using the same instances too ...
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Solution time of different formulation
In MIP, what's the difference of solving time between the following two formulations?
$x_i = 0$ for $i\in I$, and
$\sum_{i\in I} x_i = 0$.
Suppose that $x_i, \forall i\in I$ are all binary variables....
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which method has been used to automatically reformulate logical constraints in a standard MIP solver?
There are many of the formulations to linearize logical constraints by introducing new auxiliary binary or any appropriate variables and adding the corresponding constraints to the model. It can be ...
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Can Pyomo be linked with Google's GLOP or CP-SAT solvers?
Pyomo can be linked with several solvers Open source and commercial ones.
I was wondering if Pyomo can be linked with Google's GLOP or CP-SAT solvers?
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Gurobi finishes with 'infeasible' although optimal solution exists
I am using Gurobi (in Python through gurobipy) to solve an IP on tournament graphs.
I am searching for a non-zero minimal integer weighting such that for every vertex the sum of weights put on the ...
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297
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How to make unconstrained variables non-negative (as in excel solver) in AMPL?
This is a sequencing problem.
I've got this variables
...
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203
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CP sat solver approach for task assignment with pre defined task start end times
I spent some time trying to clarify the problem more succinctly.
I has a set of fixed tasks which are of a certain type/category and which can be allocated to a set of workers.
The tasks have ...
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1
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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 ...
user9659
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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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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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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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318
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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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