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19
votes
5answers
740 views

Solving pricing problem heuristically in column generation algorithm for VRP

In the set covering/column generation approach for the VRP (Balinski and Quandt (1964), or e.g. this tutorial), the basic idea is: Generate some routes. Solve the set covering problem using those ...
12
votes
2answers
199 views

How does a warm start work in LP/MIP?

Can someone explain how warm starts/ MIP starts work? How do solvers like CPLEX/GUROBI use warm start with the Simplex algorithm? I am interested in understanding how the entire warm start ...
14
votes
5answers
624 views

Good textbook for queueing theory and performance modeling

Can someone recommend a good self-study textbook for queueing theory and performance modeling? My interest is in applying this to understanding the behavior of some real-world server networks, ...
11
votes
2answers
247 views

Is there a way to proportionalize fixed costs in a MILP?

So assume we have a MILP (e.g. inventory or capacity planning) and the objective is to minimize total costs (inventory costs, set-up costs, backorder costs, production costs etc.). The production of a ...
9
votes
1answer
221 views

Stochastic VRP: Sources of uncertainty and modeling approaches

In one of the archived research topics of mine, I tried to model and solve SVRPs using Multiple Tandem Queues. I have two related questions: What are the sources for uncertainty in Stochastic VRPs? ...
15
votes
3answers
633 views

Modeling the uncertainty of the input parameters

There are many approaches to deal with the uncertainty such as stochastic programming, robust optimization and fuzzy programming. Finding a suitable approach that is applicable in the real situations ...
12
votes
1answer
197 views

Mixed-Integer Linear Programming (Capacity Planning)

I'm currently developing a small capacity planning problem and right now I am struggling with the "activation" of a subset. Needless to say I am not an expert in this kind of things. I have a set of $...
13
votes
4answers
2k views

Is there a SQL/English like language that lets you define formulations given some data?

It would be very useful for beginning and non technical users to be able to define models in a way that was natural for them. Further this could perhaps assist generating some kind of generic ...
9
votes
3answers
484 views

Google - OR tools for workforce scheduling problems

Has anyone used the google OR tools in python to solve the workforce scheduling problem. Can you please let me know Advantages and Disadvantages Any issues faced during usage and implementation
8
votes
1answer
114 views

Formulating a MINLP for CPLEX in PYOMO

I am trying to do my first MINLP problem using PYOMO and CPLEX - although I am not committed to using CPLEX, but it was recommended to me. To my understanding you need to formulate your problem in ...
9
votes
1answer
108 views

Static stochastic knapsack problem: unbounded version

In the static stochastic knapsack problem (SSKP) the weights $w_i$ of the items are distributed according to a probability distribution. Each item $i \in I$ can be selected at most once. So, ...
11
votes
3answers
249 views

Performance of a branch and bound algorithm VS branch-cut-heuristics

I was trying to solve a moderate scheduling model using an open-source solver. I did two different ways. A) using pure branch and bound algorithm (disable all options). B) using the default setting ...
12
votes
2answers
104 views

Run repeatable numerical tests in the cloud

In numerical tests of optimization algorithms, one often reads "We used a XY computer with X GB RAM for the experiments". Usually, when I want to compare my results with theirs, I do not have an XY ...
7
votes
0answers
48 views

How to get solver time from CPLEX when using the NEOS server through Pyomo?

I've been using CPLEX on the NEOS server, via Pyomo, to solve a binary program I'm working on. NEOS is amazing, but the documentation is somewhat lacking on the Pyomo side, so I haven't been able to ...
10
votes
2answers
348 views

Geometric programming: Why are the constraints defined to be less than/equal to 1?

In a simple convex optimisation problem, the standard form is given by \begin{align}\min_{\bf x}&\qquad f({\bf x})\\\text{s.t.}&\qquad g_i({\bf x})\le 0,\quad i=1,\cdots,m\\&\qquad h_j({\...
15
votes
1answer
116 views

Symmetric undirected $p$-median instance with fractional LP solution?

The $p$-median problem is NP-hard, so its LP relaxation does not naturally have all-integer solutions. However, it very often does; in fact, it can be hard to find an instance for which the LP ...
17
votes
6answers
1k views

Infeasibility in mathematical optimization models

Sometimes, when solving mathematical optimization models (especially MIPs), they may be infeasible. Is there any comprehensive method to deal with the infeasibility conditions? (especially in complex ...
8
votes
2answers
84 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 ...
13
votes
5answers
1k views

Non-OR journals which regularly publish OR research

I am looking for journals which do not focus on OR or a subfield (math programming, simulation, logistics, etc.) but still publish a few OR papers on a regular basis. What are some journals which ...
25
votes
1answer
210 views

The rationale to improve MTZ?

Currently I need to solve a quite specific problem involving symmetric TSP as a sub-problem (i.e., a Hamiltonian cycle is a necessary condition for optimizing some problem-specific variables that ...
9
votes
1answer
81 views

Two-commodity flow formulation for an asymmetric cost VRP

The two-commodity flow formulation is introduced by Baldacci et al. (2004). It is known for its good performance and providing a tight lower bound. I searched the literature, but couldn't find any ...
10
votes
2answers
93 views

How to get GAMS's solvers to work from Pyomo?

I want to run a model written in Pyomo language with CPLEX solver of GAMS. However I get the following error: ...
21
votes
5answers
1k views

Validation and verification of mathematical models

Within the subject of simulation I have found some literature on validation and verification (e.g. Sargent's paper). My question is, what techniques do you use to validate and verify your mathematical ...
12
votes
7answers
780 views

What are the examples (applications) of the MIPs in which the objective function has nonzero coefficients for only continuous variables?

I'm specifically looking for real applications of the following form of MIP: $$\max\,Cx$$ subject to: \begin{align}Ax +By &= D\\Ax &= E\\By &= F\\ x &\ge 0\\ y &\in \mathbb{...
11
votes
1answer
120 views

How to relate dual values of valid inequality to the dual values of the original problem?

I have a given formulation that looks like this (just for the constraints): $$\sum_i \beta_{i,j} \geq \alpha_j,\qquad\forall j$$ $$\alpha_j \geq \sum_i f_{i,j},\qquad\forall j$$ $$\alpha_j \geq 0, ...
29
votes
2answers
4k views

Make a living as a math programming freelancer?

I would like to know how the (job) market for operations research works. My dream would be to work as a freelancer in the area of math programming. I have a PHD and several years of proven experience ...
10
votes
1answer
129 views

Algorithm for workforce scheduling for call volumes

I am trying to solve a workforce scheduling and optimization problem. Available data: daily level forecasted call volumes, shift schedules, resource utilization at the aggregate level, AHT at ...
7
votes
1answer
132 views

Model Update for Data Driven Real Time Process Optimization

The question I am about to ask is not a technical one but rather based on following a correct approach, which I am sure would be helpful to many. I am currently working on a project which involves ...
19
votes
3answers
1k views

Are valid inequalities worth the effort given modern solvers?

In Laurence Wolsey's Integer Programming[1], he presents a well-known procedure for deriving valid inequalities (VI) suitable for integer and mixed integer linear problems (see Section 8.3, and also ...
7
votes
1answer
79 views

What class of scheduling problem models jobs which require multiple machines simultaneously?

In the Flow/Job Shop problems, and other related scheduling problems, a common assumption is that at any given time, a particular job will be being processed on at most one machine (usually... none). ...
3
votes
3answers
600 views

Who are the top researchers in the field of Operations Research? [closed]

I am in the process of compiling a critical review of the field. Wanted to reach out to the community to get insight on top researchers so I can summarize the state of the art and see where the field ...
6
votes
1answer
170 views

How to linearize min function as a constraint?

I'm trying to solve an optimization problem including following constraint, and I need to linearize it in a maximization nonlinear programming model. Please help me to reformulate it with mixed ...
5
votes
3answers
655 views

How to handle many time series?

At first, I should apologize if this question is not relevant to this website, but since there are some researchers from the management science community, I ask the question here. I have data for ...
6
votes
2answers
160 views

How to add Binary Variable with condition in LP

Notation $\text{src}_{h,s},\text{dst}_{h,s},\text{ch}_{h,s}$ are constants. $a_{h,s},x_{i,j,s}$ are binary variables. $\text{wt}_{h,s}$ are continuous variables. Problem \begin{align}\min.&\...
5
votes
2answers
259 views

Linearization of objective function

Notation $\text{src}_{h,s},\text{dst}_{h,s},\text{ch}_{h,s}$ are constants. $a_{h,s},x_{i,j,s}$ are binary variables. $\text{wt}_{h,s}$ are continuous variables. Problem \begin{align}\min.&\...
7
votes
2answers
175 views

Difference between Chance constraints and logical constraints

A logical constraint combines linear constraints using logical operators, such as logical-and, logical-or, negation (that is, not), conditional statements (that is, if ... then ...) to express complex ...
-3
votes
2answers
181 views

Some theories and laws of Operations Research? [closed]

Can I know some theories and laws of Operation Research which has being widely used nowadays?
15
votes
6answers
2k views

Does the problem of P vs NP come under the category of Operational Research?

I am enrolled in an Operational Research program. I am also interested in Algorithms, and I wish to know whether "P vs NP" is a common point in both of the fields, so that the effort put in ...
7
votes
1answer
130 views

Can docplex (module for Constraint Programming optimizer CPLEX for Python) read .lp or .mps file?

I want to solve a problem with docplex.cp (module for Constraint Programming optimizer CPLEX for Python), and the problem is available in ...
14
votes
1answer
394 views

Estimation of the size of Branch-and-Bound trees using ML

A short background: A paper [1] published in 2006 intends to show that the time needed to solve mixed-integer programming problems by branch and bound can be roughly predicted early in the solution ...
9
votes
2answers
117 views

Are there examples of spatially explicit MIP problems?

Disclosure: I am an MSc student in economics, but not an expert by any means in OR. I am trying to model a spatial MIP problem of an invasive species similar to this academic paper, however, my ...
17
votes
6answers
483 views

Deploying OR solutions and shipping projects

My background is a bachelor in mathematics. I learned basics OR on my own using the following : Introduction to Operations Research by F. Hillier and G. Lieberman Integer programming by l. Wolsey How ...
17
votes
7answers
2k views

Applications of pure mathematics in operations research

This is a question that I've been thinking about for a while, as my background is mainly on pure mathematics. From a few OR papers that I've looked at, I could identify some areas of pure mathematics ...
5
votes
2answers
112 views

How to modify EMSR when capacity for each fare class is different

In the normal EMSRa and EMSRb (Expected Marginal Seat Revenue) algorithms, each fare class is utilizes exactly 1 unit of capacity (for example, one seat on a plane). But I have a similar problem for ...
18
votes
8answers
5k views

How to innovate in OR

I am a graduate student in OR and I want to build one or two independent projects that go beyond academic projects in my university. I would like to target average people and/or those in the industry ...
12
votes
1answer
496 views

Complexity of verifying optimality in (mixed) integer programming

I looked around for a while, but I couldn't find a precise answer to the following question. If I'm given a candidate solution for a (mixed) integer (convex) program, what's the complexity of ...
13
votes
3answers
2k views

A variant of the Multiple Traveling Salesman Problem

I am trying to find a reference (or a reformulation) of a variant of the multiple Traveling Salesman Problem, where multiple agents need to visit each vertex in a graph with minimal cost. Most of the ...
24
votes
2answers
232 views

How do you keep track of the latest publications in OR

It seems the most common answer to this question is: we periodically scan the websites of our favorite OR journals This approach however has several problems: you are likely to miss articles. you ...
7
votes
1answer
357 views

Finding minimum time for vehicle to reach to its destination

Given a set of Vehicles with source and destination I need to find the minimum time of travel for all the vehicles, there are also some charging stations and its necessary for vehicles to charge 1 ...
14
votes
2answers
1k views

Polyhedra, Polyhedron, Polytopes and Polygon

About Polyhedra, Polyhedron, Polytopes and Polygon, what do they mean in the context of linear programming and what is the difference between them?

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