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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
Why is Discrete Optimization "Difficult'?
Problems with non-convex feasible regions tend to be hard to solve to a global optimum because hill-climbing algorithms are not guaranteed to work.
A hill climbing algorithm, though typically fast, wi …
5
votes
Traveling Salesman: Any "Room" for Derivatives?
Derivatives can be very important
for solving nonconvex problems, especially Mixed Integer NonLinear Programs (MINLP).
A standard approach in Operations Research for solving a nonconvex problem is to
…
1
vote
Is there a concept of shrinking the consideration set?
You do need to be careful of applying this "we can disregard" idea more than once.
Suppose S contains two subsets, T and U. By some argument, typically symmetry,
you might be able to argue that
a) if …
1
vote
Minimizing a monomial function subject to inequality constraints
You can directly use a Global solver such as LINGO, thus:
Min= .3x1 - .5x2 + .4x3 + .9x1* x2 - x1x2 x3;
!subject to;
! Variables are >= 0 by default;
x1+x2 <= .9;
x2+x3 >=.3;
Global optimal solution f …
3
votes
Sensitivity Analysis for Traveling Salesman
You can certainly do sensitivity/parametric analysis on the objective function. If you are interested in the effect of changing a single coefficient in a linear objective function to be minimized, e.g …
3
votes
The First Ever Linear Programming Problems
Some more references on the history of Linear Programming, and Optimization more generally, can be found at
https://www.informs.org/Explore/History-of-O.R.-Excellence/O.R. … -Methodologies/Optimization-Mathematical-Programming …
1
vote
MILP modeling Code with pyomo or gurobi or cplex or GAMS. Any link?
You may find some useful ideas in this paper on s,S policies.
IYER, A. V. AND L. SCHRAGE (1992)
ANALYSIS OF THE DETERMINISTIC (s, S) INVENTORY PROBLEM
MANAGEMENT SCIENCE
Vol. 38, No. 9,
Part of the a …
1
vote
Accepted
How to formulate fleet Assignment Problem?
You may want to have the 2 primitive sets:
CITY
e.g. CHI MNN KC_
and
PERIOD or event points
e.g. P0600 P0630 P0700 etc.
The nodes of the network will be the 2-tuples
(i,p) or (CITY, PERIOD)
The arcs/ …