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For questions about mathematical optimization problems involving both continuous and binary or general integer variables.

3 votes

Is using gradient descent for MIP a good idea?

In general, no, as Gradient Descent (G)D is designed primarily for unconstrained continuous problems. However, you might get somewhere if you formulate your problem such that the constraints and integ …
Josh Allen's user avatar
8 votes
4 answers
848 views

Modeling the Round (Nearest Integer) function

Modeling various non-differentiable functions is quite common knowledge including $\operatorname{abs}$, $\min$ and $\max$ functions. How would one go about modeling the nearest integer function, say i …
Josh Allen's user avatar
11 votes
3 answers
870 views

Modeling the Choose function

In statistics, one often encounters the choose function ${x \choose y}$ which encodes the number of ways of choosing $y$ items from a set of $x$ items. How would one go about modeling a choose equalit …
Josh Allen's user avatar