All Questions

477 questions
Filter by
Sorted by
Tagged with
309 views

Many-to-many Breadth First Search

There is a directed social network with large number of nodes and arcs and there are many instances of the network (nodes are same but arcs change in each instance). You can think of it as a ...
2k views

List of Implementations for common OR problems

For the TSP there famously is the concord solver (http://www.math.uwaterloo.ca/tsp/concorde.html) which is argubly the fastest exact solver for the TSP. There are many other problems that also show ...
1k views

“Best practices” for formulating MIPs

Often there are many alternatives ways for formulating a MIP. For example: The model contains inequality constraints that must hold with equality in an optimal solution. The model contains ...
432 views

Finding an optimal set without forbidden subsets

Given $n$ items, I want to select a set items $S\subseteq\{1,2,\dots,n\}$ that maximize profit. The profit of item $i\in\{1,2,\dots,n\}$ is given by $p_i$ and may be assumed to be non-negative. ...
99 views

Suggestion of some courses in sequential decision making

I am studying about sequential decision making and I am willing to know if there is any course which is recorded and is publically available covering topics in dynamic programming (DP), reinforcement ...
119 views

Infinite horizon versus finite horizon MDP

When can we approximate a finite horizon MDP with infinite horizon? Can we use infinite horizon stochastic shortest path problem on a directed acyclic graph?
230 views

Mathematically creating the 'perfect' permutation for reservations in a hostel

I am working at a hostel which uses a reservation system for each room and the beds in the room (e.g. $14$ beds in one room, bed numbers $1-14$.) When we get bookings for multiple people, we assign ...
274 views

What are some real-world applications of QUBO?

QUBO (Quadratic Unconstrained Binary Optimization) is the minimization of a quadratic function of binary variables. It has been used for computer vision, Ramsay numbers, factoring numbers, the ...
68 views

Modelling resource dependency in the assignment problem

The assignment problem is well-studied and has a nice polynomial time algorithm. I'm interested in an extension of this problem where all edges are in a certain group and taking multiple edges from ...
587 views

When is the McCormick envelope exact?

I know that given $S$ of the form $$S = \{ (x,y,z) \in \mathbb R^3: \ell_x \leq x \leq u_x; \ell_y \leq y \leq u_y; z = xy\}$$ with finite lower and upper bounds, the McCormick envelope of $S$ ...
569 views

In the context of discrete optimization, what exactly does it mean to "quadratize" a function? The term seems to be used mainly by operations researchers, in my experience.
212 views

How to write a mixed-integer linear programming formulation in Python using Gurobi?

I can remember that I spent some time in understanding how to formulate my first model. So I aimed at presenting a complete model here, wishing to save some time for students or researchers needing it....
182 views

Is deciding the presence of mixed-integer points in the relative interior of a polyhedron in NP?

Given $P = \{x\in\mathbb R^n: Ax \leq b\}$, I want to decide if $(\mathbb Z^\ell \times \mathbb R^{n-\ell}) \cap \operatorname{relint}(P)$ is non-empty. Is this problem in NP? One idea is to check ...
95 views

Read an LP/MPS file in the PuLP

I was trying to read a MPS file by using the PuLP package in the Python, but I can't find any related documents on it. Does ...
116 views

Bound on the number of constraints to be generated (lazy constraints)

I am working on a very large optimisation problem. All variables are continuous, the objective is linear and the constraints convex, but I have many such constraints (on the order of $2^n$ — actually, ...
197 views

Can SOCPs approximate better than LPs?

Are there any classes of NP-hard combinatorial optimization problems where Second order cone programs (SOCP) gives a better approximation than linear programs (LP)? I am looking for results in the ...