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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.
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 …
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. …
0
votes
1
answer
93
views
How to model this constraint for a QP problem?
I have a system with 100 users. There are 6 resources.
At any point of time, only 2 resources are made available and those resources can be shared among the users.
Some users may not get any resource, …
2
votes
1
answer
121
views
Modelling L-0 norm of a vector
I have a binary variable $\bf x$ of length 4000. Let
${\bf x}=[x_1,x_2,\cdots, x_{4000}]$.
Let's say we have ${\bf y}=[y_1,y_2,y_3,y_4]$, where
\begin{align}
y_1&=x_1+x_5+x_{9}+\cdots+x_{3997} \\
y_2 …
1
vote
4
answers
149
views
How to perform clustering of a large number of nodes?
x_{i,g} &&\text{for all $i<j$ and all $g$} \\
y_{i,j,g} &\le x_{j,g} &&\text{for all $i<j$ and all $g$} \\
\end{align}
As we can see this a binary integer programming problem and has large number of optimization …
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 …
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 …
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? …
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 …
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 …
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 …
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: …
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 …
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 $\mathcal{C}_u, u=1,\cdots, N_U$. …
9
votes
2
answers
1k
views
How can I transform this MILP into an LP problem?
I have a MILP problem with one of the constraints is given below. Sometimes, even for a small-sized problem, the solver takes a very long time to find a solution. What could be an efficient transforma …