Questions tagged [solver]

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

42 questions with no upvoted or accepted answers
Filter by
Sorted by
Tagged with
12 votes
0 answers
173 views

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 ...
A.Omidi's user avatar
  • 8,737
12 votes
0 answers
224 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 ...
worldsmithhelper's user avatar
7 votes
0 answers
78 views

Which Constraint solver is extensible to CSP algorithms?

I am novice to constraint programming and I need to implement the following algorithms. Backtacking Conflict-based backjumping AC partial lookahead MAC Forward checking Forward checking + dom ...
Cecelia's user avatar
  • 87
6 votes
0 answers
86 views

Issue of Dense columns in the formulation

I'm working on a price-selection model where we need to identify price point for each time-period (could be day/week). Objective of the model is to figure out optimal price-point for each time-point ...
anjikum's user avatar
  • 984
6 votes
0 answers
86 views

How to communicate number of integer combinations to a user

I'm working on a nifty little feature for our next release, i.e., to print the number of possible integer combinations left during branch and bound. This is really handy for the user because they ...
Nikos Kazazakis's user avatar
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 ...
A.Omidi's user avatar
  • 8,737
5 votes
0 answers
1k views

What is the difference between root relaxation and LP relaxation

(I apologize. I saw this question but, I do not know these may be the same or not.) I am trying to solve a MIP problem and have an issue about that. The problem's LP relaxation has the objective ...
A.Omidi's user avatar
  • 8,737
5 votes
0 answers
715 views

Solver for Go Programming Laguage

Has anyone used MIP solvers (open source or commercial) with Go language https://golang.org/? I am looking for a solver for simple linear MIPs for network flows and set cover types of problems.
Alexey Sorokin's user avatar
5 votes
0 answers
163 views

All optimal solutions

I have a following problem: If I have some function $aX+bY+cZ+mD+nF$ and I want to maximize it and have some constraints, how can I find ALL solutions for this maximum value of the function? To sum ...
Mirjana Grdinić's user avatar
4 votes
0 answers
376 views

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 ...
cdg's user avatar
  • 49
3 votes
1 answer
87 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 ...
charumathi vasudevan's user avatar
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. ...
Kuifje's user avatar
  • 13.2k
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 ...
orman's user avatar
  • 33
3 votes
0 answers
184 views

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?
Optimization team's user avatar
3 votes
0 answers
56 views

Indeterminacy Reduction for MINLP

I am considering a Mixed Interger NonLinear Program (MINLP), and using a solver to obtain admissible solutions. Is there a general method to reduce indeterminacy of solutions (e.g. by adding ...
Meth's user avatar
  • 424
3 votes
0 answers
135 views

Are there hybrid metaheuristic-solvers to solve combinatorial optimization problems?

I have a problem which is formulating a linear program. To solve large instances I implement a metaheuristic to solve my problem. In my problem, I have two objective functions. With my linear program, ...
MAJID majid's user avatar
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 ...
Suleyman Karabuk's user avatar
3 votes
0 answers
87 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 ...
Robert Hildebrand's user avatar
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 \...
Mason's user avatar
  • 515
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/...
Alex's user avatar
  • 21
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 ...
A.Omidi's user avatar
  • 8,737
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 ...
Shuxue Jiaoshou's user avatar
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 ...
ana's user avatar
  • 21
2 votes
0 answers
111 views

Pyomo optimisation not working (gas plant dispatch)

background I am trying to write an pyomo script to optimally dispatch a gas plant based on perfect foresight of electricity prices. I believe I am 90% of the way there, just a few issues. Problem The ...
Bobby Heyer's user avatar
2 votes
0 answers
81 views

What if anything do linear relaxations of "nearby" MILP nodes tell us about other MILP nodes

Assume we are given MILP where $y \in (\mathbb{R}^+)^n$, $x_1, x_2 \in \{0, 1\}$ are the integer variables. It is obvious that this problem when solved via branch and bound has a 2 deep b&b-tree. ...
worldsmithhelper's user avatar
2 votes
0 answers
108 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 ...
SHUVABRATA CHAKRABORTY's user avatar
2 votes
0 answers
173 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, ...
gdragotto's user avatar
2 votes
0 answers
137 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=...
fes's user avatar
  • 121
2 votes
0 answers
44 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 ...
Aik Koon Wee's user avatar
2 votes
0 answers
166 views

How to solve an LPP with summation

Up until this point I have only solved simple LPP problems with maybe 2 to 3 variables that looked like this, using pen and paper. I need to solve This Problem using Simplex, Dual Simplex, Big M and ...
HABIL BHAGAT's user avatar
1 vote
2 answers
130 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 ...
angusjoshi's user avatar
1 vote
0 answers
57 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 ...
A.Omidi's user avatar
  • 8,737
1 vote
0 answers
149 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,...
independentvariable's user avatar
1 vote
0 answers
42 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)...
A.Omidi's user avatar
  • 8,737
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 ...
Don Quijote's user avatar
1 vote
0 answers
127 views

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 ...
ADMGYP's user avatar
  • 49
1 vote
0 answers
191 views

How to use ampl.lic in Pyomo

I have the licence of some solvers and I want to use these solvers in Pyomo. The licence file is ampl.lic and my machine is Macbook. I have an executable file for Baron solver which is only for demo ...
hamta's user avatar
  • 77
1 vote
0 answers
49 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} {...
A.Omidi's user avatar
  • 8,737
1 vote
0 answers
54 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 ...
Eddiee's user avatar
  • 533
1 vote
0 answers
57 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 ...
bugra's user avatar
  • 61
1 vote
0 answers
90 views

CPLEX keeps restarting in Pyomo

I tried running my model by adding the following settings to CPLEX. ...
Mike's user avatar
  • 707
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 ...
Mohammad Namakshenas's user avatar