Questions tagged [solver]

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

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Optimal way to formulate a piecewise linear function

I am working on LP problem whose objective function includes a piecewise linear function. I would like to figure out the optimal way to formulate the piecewise linear function in order to minimize the ...
1 vote
29 views

Approximate Solutions and Solver Settings in CPLEX and Gurobi

CPLEX offers functionalities to approximate solutions for nonconvex optimization problems rather than guaranteeing global optimality. It includes an option to find solutions satisfying first-order ...
146 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? ...
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453 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 ...
151 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 ...
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129 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 ...
• 679
1 vote
165 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 ...
1 vote
126 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 ...
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1 vote
43 views

178 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 ...
• 31
186 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 ...
486 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 ...
384 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 ...
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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 ...
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