# Questions tagged [solver]

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

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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 ...
85 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 eg. task T1 has to ...
144 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 ...
114 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 ...
1 vote
129 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
106 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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### What are the pros and cons of LocalSolver?

LocalSolver is a company which provides a global optimization solver, combining exact and heuristic techniques. The benchmarks on their website are quite impressive. For example, they claim they can ...
267 views

### 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/...
83 views

### 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-...
1 vote
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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,...
308 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
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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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### YALMIP-like modeling environment in Python

What are the handiest optimization parsers out there? Is COIN-OR's PyPy being used actively? I am currently trying to do an optimization project in Python, but I am used to using MATLAB + YALMIP ...
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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. ...
270 views

### 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 ...
1 vote
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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 ...
1 vote
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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 ...
91 views

### 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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### When to use indicator constraints versus big-M approaches in solving (mixed-)integer programs

Various optimization modeling languages and solvers allow for both indicator constraints (see for example here, here and here) and traditional binary variable and big-M approaches can be used to model ...
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### Knitroms_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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### Supported pyomo free solvers for (non-convex) quadratic programming

Any one had the chance to use pyomo with free/open-source solvers that handle quadratic optimization problems, which they could be convex or not, but preferably as general as possible.
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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 ...
433 views

### Free solver for MINP problems

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

### 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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### 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 ...
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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/...
1 vote
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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, ...
1 vote
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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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### CPLEX non-convex Quadratic Programming algorithms

CPLEX solves non-convex quadratic problems to global optimality with a global optimality option (in version 12). The relevant pages are this and this. I benchmarked many solvers, and see that 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 ...