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For questions involving mathematical problems that aim to minimize or maximize some objective function, possibly subject to one or more constraints.

2 votes
1 answer
120 views

How can I have minimum amount of resources wasted in this resource allocation problem?

I have a demand, $d$ I also have supply from 1000 sources. The supplies from those $N$ (for example, $N=1000$) sources are given by $s_1,s_2,s_3,\cdots,s_N$. So,the total supply is : $s_1+s_2+\cdots+s …
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  • 2,397
3 votes
1 answer
560 views

How to assign values to array in CPLEX with C++?

I am new to CPLEX. I am using CPLEX with Xcode in macOS. I have three arrays (known parameters used in optimisation) which I define as IloNumArray capacity(env), fixedCost(env); FloatMatrix cost(e …
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  • 2,397
4 votes
1 answer
313 views

How to express this constraint?

&\quad a\ge\gamma b\\&\quad\gamma\le 1\end{align} where $\gamma$ is an optimization variable and $a$ is a function of some other variable. …
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  • 2,397
2 votes
2 answers
199 views

How to perform clustering of two different sets of entities?

I need to perform clustering of two different entities. Lets say we have transmitters and users. The relation between a transmitters and user is defined by a weight, for example, the weight between tr …
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  • 2,397
2 votes
1 answer
154 views

Is my formulation correct and how to formulate this IF-THEN constraint?

So, the optimization is all about finding the set $\mathcal{C}_u, u=1,\cdots, N_U$. …
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  • 2,397
3 votes
1 answer
226 views

How to solve this generalized set packing problem?

I have a machine mapping problem. There are several machines and several tasks. Tasks are of different types and need different number of machines, such as 2,4 8, etc machines. Due to machines capabil …
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  • 2,397
7 votes
1 answer
525 views

How to formulate this scheduling problem efficiently?

Of course we can express it in a different way and linearize it as proposed in How can I linearize or convexify this binary quadratic optimization problem?. …
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  • 2,397
12 votes
3 answers
3k views

Does it make sense to use strict equality constraints in optimization?

Once I learned from some post that the strict equality constraint in an optimization problem does not make much sense. We should always use $\le$ constraint. How much truth is in this? …
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  • 2,397
2 votes
2 answers
106 views

Should I process the data or add a new constraint to achieve the target?

I have an MILP as below $\begin{equation} \begin{array}{*{35}{l}} \underset{d_{u,c}}{\max}\hspace{1mm}\hspace{1mm}\sum_{u=1}^{U}\sum_{c=1}^{C}d_{u,c}\omega_{u,c}\\ \text{}\text{subject to }\text{ C1: …
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  • 2,397
0 votes
1 answer
110 views

How to solve this clustering problem with heuristic or meta-heuristic approach?

I have clustering problem with servers and users. This is different to the one posted in https://math.stackexchange.com/questions/4088441/what-will-be-an-efficient-joint-clustering-solution-to-this-pr …
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  • 2,397
0 votes
1 answer
64 views

How to linearize this L0 norm of a vector?

I have an QP optimization problem. $\bf x$ is the binary optimizaion variable of size $12\times 1$. One of the constraints is non-linear/non-convex. The constraint is L0 constraint. …
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  • 2,397
1 vote
1 answer
92 views

How to do the scaling to remove bias in QP problem?

I have a MIQP problem as below minimize $$\min {\bf x}^T{\bf Qx}-{\bf c}^T{\bf x}$$ ${\bf x}$ is a binary variable. The range of values in ${\bf Q}$ and ${\bf x}$ are quite different. The elements of …
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  • 2,397
8 votes
2 answers
569 views

Is there a greedy heuristic approach to the MILP problem?

I have the following optimization problem which is an MILP. I can solve it with an MILP solver. \begin{alignat}{1}\max_{x_n,t}\,&\quad t\quad\\\text{s.t.} … variable (integer variable, $x_n\ge 0$, $x_n\in\{0,1,2,3,\cdots,M\}$) $t$ is also an optimization variable (integer/continuous) I want to transform this into an LP, not MILP. …
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  • 2,397
6 votes
2 answers
491 views

A heuristic approach to solve a MILP problem?

I have the following optimization problem which is a MILP. I can solve it with a MILP solver. This one I posted here Is there a heuristic approach to the MILP problem? … variable (integer variable, $x_n\ge 0$, $x_n\in\{0,1,2,3,\cdots,M\}$) $y_n$ is a binary variable $t$ is also an optimization variable (integer/continuous) @prubin has suggested a reformulation of …
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  • 2,397
4 votes
1 answer
434 views

How to partition a graph with optimal number of groups?

I have a graph with $N=12$ nodes. Some nodes may not have any edge between them. every edge has a weight. How to find the optimal partitioning of the graph so that total weight in the system is maxim …
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  • 2,397

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