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1 vote

Ways to improve lower bounds while solving MIPs

There are serveral strategies. I recomend Lagrangian and Surrogate relaxation. Look for James Davis video "2.6 lagrangian relaxation". I guess it would help.
Lucas Araujo's user avatar
2 votes
Accepted

MIP formulation for a lower semi-continuous function

You want to maximize $\max(f(x),0)$. Assume $L \le f(x) \le U$ for constants $L$ and $U$. Maximize $g(x)$ subject to $$ 0 \le g(x) \le U y \\ 0 \le g(x) - f(x) \le (0-L)(1-y) \\ y \in \{0,1\} $$
RobPratt's user avatar
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0 votes

Maximizing sum of probabilities with variable distributions

One possible way to do what you want is through the use of chance constraints, which are used to constrain probabilities to be greater than or less than some value. I'm not familiar with a Skellam ...
asfiwefewrno's user avatar
0 votes

Job Scheduling with Energy Consumption using Linear Programming

Using this link (kind of constraint programming), lets define $ s_{j}$ as start time for task $j$ over a domain of $ T =\{1,2,...720 \}$ mins on core $c$ with $d_j$ being the processing time for a ...
Sutanu Majumdar's user avatar
0 votes

How to design a constraint to control flow in a non-network optimization model

I actually solved this problem recently on my own, though my approach was not based entirely on operations research, but relied a bit on the logic of running the whole program. So if you are looking ...
CangWangu's user avatar
1 vote
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How to design a constraint to control flow in a non-network optimization model

Ok, suppose production process $i1$ goes to consumption process $ i2$. You can create a map of $ i1 -> i2$ & define parameters $z_{i1,i2}$such that if $ i1 -> i2$, then $ z_{i1,i2} = 1$, $0$ ...
Sutanu Majumdar's user avatar
0 votes

Algorithms to use for an assignment problem

Say you've a set of sewing lines $ L = \{l_1,l_2,...l_5 \}$. At the beginning of the week you have a set of orders $O$, a set of styles $S$ & for each style $s$ a set of lines in descending order ...
Sutanu Majumdar's user avatar
0 votes

Algorithms to use for an assignment problem

You can approach this problem using either a mixed-integer linear program (MILP) or a constraint programming (CP) model (using a CP solver that supports global constraints designed for scheduling ...
prubin's user avatar
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0 votes

What kind of optimization problems are solved most often in practice?

Manufacturing applications based on tailored versions of Product-Mix Optimization and Diet Problem Optimization are also used a lot, daily.
Enrique Gabriel Baquela's user avatar
1 vote

What kind of optimization problems are solved most often in practice?

Look at case studies from LocalSolver: https://www.localsolver.com/docs/last/exampletour/index.html
root-11's user avatar
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1 vote

Optimization algorithm for space debris

ACO, genetic algorithms and other metaheuristics can be adapted to constrained problems by adding to the objective function penalties for constraint violations and then treating the problem as ...
prubin's user avatar
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0 votes

How do you get the primal solution of an LP from the dual solution?

If in primal problem the variable $\mathbf x$ was a vector of dimension $n$ and constraints were made of $m+p$ equations, in dual problem we should have $n$ equations in $m+p$ variables. It is common ...
marco tognoli's user avatar
2 votes

Constrained optimization of a sum

The problem $$ \begin{array}{rcl} \min & \sum_{j=1}^n c_j x_j & \\ \mbox{st} & \sum_{j=1}^n x_j & = & b, \\ & l \leq x \leq u. & & \\ \end{array} $$ can ...
ErlingMOSEK's user avatar
  • 3,046
1 vote

Constrained optimization of a sum

Primal Problem $$\begin{align} \text{maximize} \quad & \sum_{i=1}^n c_i x_i \\\ \text{subject to} \quad & \sum_{i=1}^n x_i = 0 \\ & x_i \ge -1 \quad \forall i=1,\ldots,n \\ & x_i \le ...
marco tognoli's user avatar
1 vote

What is the benefit of developing opensource git-respository for the developer?

Another obvious benefit is that users will try many configurations and ideas, find possible bugs, thus making the library more robust.
Kuifje's user avatar
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1 vote

Convex approximation of an expression with fraction for CVX

I assume the given problem is $$ \max \frac{\|ax-b\|^2}{\|cx+b\|^2}, x \in \mathbb{C}^N $$ I may try the following relaxation. The given problem is equivalent to $$ \begin{align} &\max &\|ax-...
xd y's user avatar
  • 1,036
2 votes

Convex approximation of an expression

No approximation is needed if you wish to minimize the expression. For maximization, see the material after "Edit". Due to cyclic permutation invariance of trace, $$\text{trace}(X) = \text{...
Mark L. Stone's user avatar

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