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I have a LP problem and derived the corresponding KKT conditions for the same. I simulated the LP and obtained the primal and dual values and manually checked if the KKT conditions hold. Is there any …
asked Jul 15 '20 by S_Scouse
Are you aware of any tutorial that can help me learn on how to reconstruct the objective function and constraints from a MPS file once it's loaded in MATLAB. I can load the mps file given to me and so …
asked Nov 18 '20 by S_Scouse
I have the following simplified optimization problem: \begin{align}\max &\quad ax+by\\\text{s.t.}&\quad0 \le x \le \overline X\\&\quad0 \le y \le\overline Y\\&\quad z = E-x+\beta\cdot y\end{align} w …
asked Nov 4 '19 by S_Scouse
I have a variable declared as follows in AMPL: var i {j in UNIT, t in PERIOD} integer <= 3; # therefore, an integer variable is declared that can take values ...,-1,0,1,2,3 Below are the two cons …
asked Mar 24 '20 by S_Scouse
I have an if else condition as follows: If $g \ge 0$ then $e=1$, else $e=b$. I formulated MIP constraints using big-M as follows where I am setting $\delta=1$ if $g \ge 0$: \begin{alignat}2g &\ge -M …
asked Mar 12 '20 by S_Scouse
I want to enforce the following ranges for a set of variables, where the ranges for each variable are discontinuous. For example, I have two sets of ranges for each variable, \begin{align}\sf LB_1 &\ …
asked May 11 '20 by S_Scouse
I have a linear program in the MPS file format listing all the rows, columns, right-hand sides, etc. I can read that in Matlab and solve it using linprog. However, it seems there is no easy way to do …
asked Mar 4 '20 by S_Scouse
I have a variable $e(h)$, and below is the part of the Lagrangian equation where I am taking the derivative with respect to $e(h)$. \frac{\partial }{\partial e(h)} \hspace{.2cm}\mu_1(h)(e(h)-\bar{E …
asked May 24 '20 by S_Scouse
I have a constraint as follows: $\sum_i {r_i} \geq \max \{g_j, B_j\}$ where, $r_i$, $g_j$ are variables and $B_j$ is a parameter. How do I linearize the constraint (I suppose using big-M method …
asked Jun 8 '20 by S_Scouse
I have three equations that are essentially the same equation defined for three time instants. The equations are basically calculating the state of energy of an energy storage facility. \begin{align} …
asked Apr 6 '20 by S_Scouse
I would like to linearize $x^2$ term in my objective function. I understand this can be solved using quadratic programming solver; however, for my use case linearization is necessary to convert it to …
asked Jun 24 '20 by S_Scouse
I have the following sets, variables, and parameters in a GAMS model. set \quad h/1*3/; alias (h,t); Positive variables are $p_d(h)$, $p_c(h)$ and $e(h)$. Parameters are $\eta = 0.9$ and $e(0) = 0$. …