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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 …
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 …
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 …