Questions tagged [solver]

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

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4
votes
1answer
195 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
92 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
231 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
59 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
103 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 ...
6
votes
2answers
388 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
41 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
557 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
votes
1answer
98 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
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1answer
112 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
votes
2answers
630 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
105 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
61 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
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0answers
130 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
309 views

Pyomo can't find solver

I am new to Pyomo and I have the following optimization problem (original transport problem by Dantzig): ...
6
votes
2answers
93 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
41 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
88 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
91 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
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0answers
63 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
83 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
132 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 ...
1
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0answers
37 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
110 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
66 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
162 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
125 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
75 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
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0answers
41 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 ...
18
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
52 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
141 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
103 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
427 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
188 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
50 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
0answers
77 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:...
2
votes
2answers
207 views

Does it make sense to use a MILP solver for a scheduling problem but without the obligation to schedule all the tasks?

I know that MILP solvers are bad with scheduling problems. However, if we are allowed to keep unscheduled some tasks (i.e a solution with 0 scheduled tasks is a feasible solution but we add the ...
3
votes
2answers
678 views

What are the solvers that give a feasible solution within a given time?

What are the solvers that take the maximal computation time as a parameter and gives the best found feasible solution within this time.
11
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6answers
1k views

How to read open-source code of a solver (Or-tools, OptaPlanner, Minotaur, etc.)?

I want to learn more about solvers by reading the code of some open-source projects such as MINOTAUR, Optaplanner and OR-Tools. However, I am struggling. I don't know where to start from there are a ...
4
votes
2answers
176 views

Is there efficient way to deal with division by zero?

I am trying to solve an optimization problem in which there is an objective function in the following form: \begin{equation}f(x, y)=x+\left(\frac{1}{y}\right)\end{equation} Where, $x,y$ are positive ...
5
votes
3answers
154 views

How to use solvers with virtual machines?

Is there any way to install and use commercial solvers (for which I have a license) on some virtual machines? For example, if it's possible to install the Octeract engine student version on a google ...
8
votes
3answers
271 views

Constraint programming resources

I am looking for resources to learn constraint programming. I will divide the resources I am looking for in three types: Modeling Is there resources (books, articles, courses, etc.) that are ...
4
votes
1answer
80 views

How to evalute the quality of a solver (beyond solution quality and time efficiency)?

I built a solver for a classic scheduling problem. It has some exact methods and some heuristics methods. I want to judge the quality of the work beyond time efficiency and solution quality. For ...
1
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0answers
50 views

CPLEX keeps restarting in Pyomo

I tried running my model by adding the following settings to CPLEX. ...
3
votes
1answer
183 views

View of Constraints and Decision Variables in Pyomo

I have just attempted to construct my first Pyomo model. However, I was unable to locate any documentation that shows how to view constraints, decision variables. As my model is big, I need to see ...
9
votes
3answers
1k views

How to find all vertices of a polyhedron

I have a convex polyhedron given by a set of linear inequalities, for example: $$ x_1 \geq 0,~~ x_2 \geq 0, ~~x_3\geq 0 \\ x_1+x_2\leq 1,~~ x_2+x_3\leq 1,~~ x_3+x_1\leq 1 $$ I want to list all the ...
1
vote
2answers
2k views

Downloading and setting up CPLEX for Pyomo

I have just installed Anaconda and am intending to use Spyder as it is able to display variable, parameter values for debugging. After which, I am planning to use Pyomo to code my MIP model and invoke ...