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
4 answers
1k views

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 ...
3 votes
1 answer
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 ...
2 votes
1 answer
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 ...
3 votes
1 answer
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
2 answers
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
1 answer
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 ...
2 votes
0 answers
84 views

Re-formulating an LP where a subset of constraints can be loosened?

I have an LP of the structure below (omitting some constraints that are not directly applicable for this question). $$\text{min } c'x$$ $$Ax + By \geq d$$ for a given $A \in R^{m \times a}_{>0}, B \...
1 vote
1 answer
124 views

Which combinations of python modeling libraries and solvers support logarithmic objective functions?

As I understand it, if a modeling library (pyomo, amplpy, cvxpy, etc.) allows one to define a logarithmic objective function a solver may not support it. And even if a solver does support a ...
0 votes
0 answers
54 views

Dealing with a problem that contains a specific structure with a standard MILP solver

Suppose we have a specific formulation in which contains a special structure. For example, the formulation has a block diagonal format with some linking constraints. As far as I know, this format ...
1 vote
1 answer
36 views

Can sparse set cover problem be solved or approximated more efficiently comparing to its non-sparse counter part?

I am an electrical engineer who is currently working with some bench table placement problem, and suddenly my problem look pretty much like the set cover problem here. After that, some of my colleague ...
7 votes
1 answer
3k views

CP-SAT ortools - Is there any complete list of possible/available StringParameters for the CpSolver?

I wonder if there is any list of string parameters documented. So far, I only know max_time_in_seconds and num_search_workers. ...
2 votes
0 answers
212 views

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 ...
3 votes
0 answers
112 views

Availability of library for solving generalized network flow problems

I need to solve a large-scale generalized network flow problem. For reference, it is a pure network-flow model with the exception that arcs have a positive coefficient applied to flow on them. In my ...
2 votes
1 answer
87 views

Solving a weighted XOR-SAT problem

I want to solve a variant of the weighted XOR-SAT problem. Concretely, Given $n$ boolean variables $x_1,\ldots,x_n$ each of which is assigned a non-negative cost $c_1,\ldots,c_n\in\mathbb{R}_{\ge 0}$ ...
11 votes
6 answers
2k 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 ...
2 votes
2 answers
396 views

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 ...
2 votes
0 answers
194 views

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 ...
9 votes
2 answers
2k views

Warm-start SCIP with a solution

I am trying to solve a MIP using SCIP. I let my solver run for some initial time-bound - let's say 10min. After 10min, I check if the problem is solved to optimality or 1% gap. If not, then I would ...
5 votes
2 answers
199 views

How to combine MIP solver with a CP one?

I am working on the scheduling problem in the class of parallel resource scheduling models. When I have studied some papers regarding that, I see the method that combines an MIP with a CP. The ...
5 votes
0 answers
117 views

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

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

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 $...
12 votes
1 answer
3k views

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 ...
0 votes
2 answers
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/...
5 votes
1 answer
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
0 answers
147 views

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,...
9 votes
3 answers
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
2 answers
294 views

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 ...
14 votes
4 answers
4k views

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 ...
3 votes
0 answers
181 views

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. ...
3 votes
1 answer
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
1 answer
69 views

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
0 answers
41 views

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)...
3 votes
0 answers
43 views

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 ...
0 votes
0 answers
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 ...
19 votes
6 answers
8k views

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 ...
0 votes
1 answer
59 views

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 ...
3 votes
1 answer
135 views

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 ...
7 votes
2 answers
3k views

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 ...
3 votes
1 answer
1k views

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.
2 votes
1 answer
243 views

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 votes
1 answer
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?
4 votes
1 answer
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 ...
4 votes
1 answer
250 views

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 votes
0 answers
203 views

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
2 answers
156 views

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
0 answers
338 views

How to make unconstrained variables non-negative (as in excel solver) in AMPL?

This is a sequencing problem. I've got this variables ...
14 votes
4 answers
2k views

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 ...
0 votes
4 answers
120 views

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 ...
2 votes
0 answers
97 views

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 ...
1 vote
3 answers
131 views

Optimization solver that satisfies variable values within set membership

Is there a solver that can handle an AMPL model of this sort: ...

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