13
votes
Accepted
Linear optimization problem with user-defined cost function
First, the problem is not a linear optimization problem, at least not for the objective function shown (which is nonlinear due the conditional portion in lines 10-13 and particularly the division by ...
- 37.4k
11
votes
Accepted
Search approach to solve optimization problem with only a minimum where time series get scaled
Your problem actually comes down to a constrained linear regression problem where $z$ is your dependent variable, the $x_j$ for $j=1,\dots,n$ are your independent variables and $s$ is your vector with ...
- 2,295
10
votes
Accepted
Black-box optimization with linear programming?
My experience in this may be a bit dated (it comes from a previous millennium), but back then I recall (vaguely) using a form of response surface methodology to optimize parameters in a simulation ...
- 37.4k
9
votes
Search approach to solve optimization problem with only a minimum where time series get scaled
The bounty convinced me to compete with Rolf's excellent answer, which is exactly how I would approach the problem myself. Next to CPLEX and Gurobi, it also worth noting that MATLAB and Octave provide ...
- 6,033
8
votes
Black-box optimization with linear programming?
AFAIK, it depends on the optimization problem under study. As @Kuifje said, black boxes are used when the problem is too complex.
One of the ways to apply simulation-optimization is to use discrete ...
- 8,165
8
votes
Accepted
In Local Search, which reheating techniques have a good track record?
This is where automatic algorithm configuration and design comes to the rescue. In my experience, different combinations of strategies work equally fine, at least when combined with other components ...
- 1,048
7
votes
Difference between exploration and exploitation in Simulated Annealing algorithm
I personally see it as follows. In simulated annealing the likelihood of choosing a solution from the neighborhood is quite high at the beginning. This phase could be regarded as exploration as the ...
- 1,620
6
votes
Accepted
Terrain Ruggedness Index for optimization problem
Yes. The ruggedness of a landscape is a measure of how much variability is observed between neighbouring solutions, and it can be computed using the landscape correlation function. Rugged landscapes (...
- 1,048
6
votes
Difference between exploration and exploitation in Simulated Annealing algorithm
Those two are also called Diversification (Exploration) and Intensification (Exploitation).
In SA, Diversification relates to the larger values of the probability of accepting an inferior neighbor ...
- 2,086
6
votes
Linear optimization problem with user-defined cost function
If you want to implement an algorithm by your own, then we suggest you a randomized, derivative-free search, even simpler than Nelder-Mead approaches. Given a feasible solution (respecting the sum ...
- 2,910
5
votes
How to solve knapsack problem with simulated annealing?
Simulated annealing is just a (meta)heuristic strategy to help local search to better escape local optima. Local search for combinatorial optimization is conceptually simple: move from a solution to ...
- 2,910
2
votes
Objective function for employee assignation problem solved with simulated annealing
I think that there is not enough information to create a optimization problem in this case. If you have more (or the same number of) employees than the needed to execute the task, all the employees ...
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