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Results tagged with modeling
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user 487
For questions related to the process of converting a real-world problem into a mathematical model. Can include questions related to linearization, logical constraints, tightness of formulations, and so on.
8
votes
What does nonconvex multilinear mean?
Non-convex means not convex, which could mean concave but also neither convex nor concave, such as a bilinear term $xy$.
- 1,702
8
votes
How to deal with a decision variable in the objective function that depends on if-else condi...
Introduce four binary variables indicating which region you are in and the function value.
$$\begin{align}
\delta_1 &\rightarrow x_2\geq c, ~x_3\geq d, ~x_1 = a\\
\delta_2 &\rightarrow x_2\geq c, ~0\ …
- 1,702
11
votes
How can I model regression with an asymmetric loss function?
I suspect you want to minimize $\sum\limits_i \left[k_1\max(e_i,0)^2 + k_2\max(-e_i,0)^2\right]$. For instance, $a=0.5$ would correspond to $k_1 = 0.25$ and $k_2 = 2.25$).
This can be formulated as a …
- 5,462
7
votes
Modeling floor function exactly
As all have mentioned, the problem is intrinsically hard, as it effectively involves a strict inequality.
One way to represent it, using no strict inequalities or magic constants, is to use the simpl …
- 1,702