Questions tagged [solver]

For questions related to software designed to solve very general classes of optimization problems to guaranteed optimality.

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1answer
57 views

How can one iterate over all instances and solve them in GAMS?

I wrote my model down in gams all sets parameter obj. function constraints and used $include in order to feed the model differently sized data... i am currently using ...
1
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1answer
61 views

Looking for an example of a heuristic implementation in GAMS

I am new to GAMS and the documentation is not helping me to make fast progress. I am looking for an example implementation similar to Relax and Fix heuristic where in several iterations subsets of ...
1
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0answers
39 views

How to automatize instance generation for GAMS?

Gams problem instances can be saved in a .inc file what is basically just a .txt file and u can make gams read from that, but how can i automatize the generation process for those problem instances? I ...
16
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4answers
2k views

What are the advantages of commercial solvers like Gurobi or Xpress over open source solvers like COIN-OR or CVXPY?

I come from an ML background, and occasionally have to dive into the OR world. I am trying to figure out whether I need to purchase a commercial solver license for a certain problem set. In the ML ...
3
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0answers
46 views

Flexible Job Shop with Preemption

I'm trying to solve a flexible job shop problem variant that has precedence constraints on jobs along with a few other issues. We have a MIP formulation and also a simulated annealing algorithm to ...
4
votes
1answer
124 views

How/when can we use MINLP engines instead of linearizing MP models?

Nowadays, mathematical programming solvers have been frequently used to solve lots of practical/academic problems. Many of these might be interpreted as a MIP or MINLP to represent a specific problem (...
0
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1answer
96 views

Help with excel solver

Need help with the following exercise. I am unable to work out the objective function. After months of closure due to Covid-19, a food court is preparing to re-open for business. However, safe ...
8
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1answer
401 views

Adding a constraint in constraint programming

Is it true that the more we add constraint to a constraint programming solver the more efficient it will be? How does this compare to adding constraints in integer programming solvers.
6
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2answers
161 views

Solving the (Directed) Hamiltonian Cycle problem

I need to solve instances of the Directed Hamiltonian Cycle Problem (DHCP). I know that I can reduce the problem to TSP and then use a TSP solver like concorde. I am unable to figure out though how to ...
1
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0answers
47 views

Making distinct modifications on a model

How can I apply different modifications separately on a model? The example in CPLEX documentation shows how to make modifications on a single solved model. However, unlike this example, I want to make ...
2
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0answers
29 views

How to set solver options in Pyomo with GAMS Python API?

Did anyone have experiences with Pyomo and GAMS as solver? I had looked into the pyomo documentation (GAMSShell Solver) and in the CPLEX Manuals, but doesnt find the correct syntax. My Code looks like:...
2
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2answers
192 views

Does it make sense to use a MILP solver for a scheduling problem but without the obligation to schedule all the tasks?

I know that MILP solvers are bad with scheduling problems. However, if we are allowed to keep unscheduled some tasks (i.e a solution with 0 scheduled tasks is a feasible solution but we add the ...
3
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2answers
657 views

What are the solvers that give a feasible solution within a given time?

What are the solvers that take the maximal computation time as a parameter and gives the best found feasible solution within this time.
11
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6answers
1k views

How to read open-source code of a solver (Or-tools, OptaPlanner, Minotaur, etc.)?

I want to learn more about solvers by reading the code of some open-source projects such as MINOTAUR, Optaplanner and OR-Tools. However, I am struggling. I don't know where to start from there are a ...
4
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2answers
130 views

Is there efficient way to deal with division by zero?

I am trying to solve an optimization problem in which there is an objective function in the following form: \begin{equation}f(x, y)=x+\left(\frac{1}{y}\right)\end{equation} Where, $x,y$ are positive ...
5
votes
3answers
125 views

How to use solvers with virtual machines?

Is there any way to install and use commercial solvers (for which I have a license) on some virtual machines? For example, if it's possible to install the Octeract engine student version on a google ...
8
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3answers
210 views

Constraint programming resources

I am looking for resources to learn constraint programming. I will divide the resources I am looking for in three types: Modeling Is there resources (books, articles, courses, etc.) that are ...
4
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1answer
71 views

How to evalute the quality of a solver (beyond solution quality and time efficiency)?

I built a solver for a classic scheduling problem. It has some exact methods and some heuristics methods. I want to judge the quality of the work beyond time efficiency and solution quality. For ...
1
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0answers
43 views

CPLEX keeps restarting in Pyomo

I tried running my model by adding the following settings to CPLEX. ...
3
votes
1answer
78 views

View of Constraints and Decision Variables in Pyomo

I have just attempted to construct my first Pyomo model. However, I was unable to locate any documentation that shows how to view constraints, decision variables. As my model is big, I need to see ...
7
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3answers
552 views

How to find all vertices of a polyhedron

I have a convex polyhedron given by a set of linear inequalities, for example: $$ x_1 \geq 0,~~ x_2 \geq 0, ~~x_3\geq 0 \\ x_1+x_2\leq 1,~~ x_2+x_3\leq 1,~~ x_3+x_1\leq 1 $$ I want to list all the ...
1
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2answers
735 views

Downloading and setting up CPLEX for Pyomo

I have just installed Anaconda and am intending to use Spyder as it is able to display variable, parameter values for debugging. After which, I am planning to use Pyomo to code my MIP model and invoke ...
5
votes
0answers
176 views

What is the difference between root relaxation and LP relaxation

(I apologize. I saw this question but, I do not know these may be the same or not.) I am trying to solve a MIP problem and have an issue about that. The problem's LP relaxation has the objective ...
3
votes
2answers
131 views

Using R for coding Matheuristic for Research Publication

Given that R possesses superior data pre-processing and post-processing packages, I am thinking of coding a matheuristic using R for publishing in an academic research journal. However, I am unable ...
3
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1answer
99 views

Supported pyomo free solvers for (non-convex) quadratic programming

Any one had the chance to use pyomo with free/open-source solvers that handle quadratic optimization problems, which they could be convex or not, but preferably as general as possible.
11
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1answer
360 views

What are the pros and cons of LocalSolver?

LocalSolver is a company which provides a global optimization solver, combining exact and heuristic techniques. The benchmarks on their website are quite impressive. For example, they claim they can ...
5
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3answers
200 views

Problem with binary decision variable constraints in VRP

I would like to create non-linear violation costs in my VRP. I already created my whole VRP with time windows in which I have these decision variable: ...
2
votes
1answer
122 views

Nested set in OPL/CPLEX

I'm trying to solve a scheduling problem using OPL/CPLEX. In the model, there are nine tasks in which each task has its specific precedence. the precedence relationship is as follows: ...
2
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0answers
76 views

Branch-and-Price: return gap using SCIP

I implemented a branch-and-price tree in python. I would like to stop the process after 5 hours and return the gap in % between the best integer solution found so far and the optimal solution. How ...
6
votes
3answers
995 views

Is it abnormal for a model to take 8+ hours to solve?

I am building my first optimization model, it is quite large and also a non-linear problem. I have had my model solving on the NEOS Optimization Server and after 8 hours of trying to solve, the server ...
6
votes
2answers
202 views

How can I maximize the sum of norm.dist values using solver?

EDIT #2 5/17/2020: I re-phrased my question once more. My original question is still at the end. Thanks for the feedback. I want to know if it's possible to maximize the sum of cumulative ...
3
votes
1answer
150 views

Problem solving a linear program using Excel

The exercise is as follows: ACI has decided to put an order for golf shoes twice every year and expects to receive one shipment of $960$ pallets of shoes by the beginning of January and another ...
3
votes
1answer
155 views

Approximation methods for a mixed integer convex optimization problem

I have a convex objective function, e.g., minimizing the negative entropy function. My constraints are also linear. The only issue is that I also have binary variables. I am currently aware of AIMMS'...
2
votes
0answers
58 views

How to solve an LPP with summation

Up until this point I have only solved simple LPP problems with maybe 2 to 3 variables that looked like this, using pen and paper. I need to solve This Problem using Simplex, Dual Simplex, Big M and ...
5
votes
1answer
112 views

Which solver solves PSD constrained convex non-linear problem

I have a problem with a vector variable $w \in \mathbb{R}^n$ and a symmetric matrix variable $V \in \mathbb{R^{n \times n}}$. I am solving a problem which is roughly like: \begin{align} \begin{array}{...
8
votes
1answer
168 views

Can Gurobi or CPLEX handle nonlinearly constrained problems?

Though my title is quite general (please feel free to edit), indeed, I wonder if the following models can be solved in Gurobi or CPLEX. Model 2 is just an alternative one to Model 1. Although we ...
6
votes
2answers
95 views

Are there some benchmark problems for CSP Solvers?

I am building my own CSP solver with simple backtracking, AC3 filtering and variable/value ordering heuristics. It supports non binary constraints. I've done some good progress and I'd like to ...
5
votes
0answers
77 views

How to communicate number of integer combinations to a user

I'm working on a nifty little feature for our next release, i.e., to print the number of possible integer combinations left during branch and bound. This is really handy for the user because they ...
6
votes
1answer
302 views

CP-SAT ortools - Is there any complete list of possible/available StringParameters for the CpSolver?

I wonder if there is any list of string parameters documented. So far, I only know max_time_in_seconds and num_search_workers. ...
3
votes
1answer
98 views

Graphical illustration Excel

I have formulated a linear optimization model and solve it using the Excel Solver. How can I illustrate the slacks vs usage?
3
votes
2answers
105 views

How can I direct the behaviour of a MILP Solver

I have a model involving constraints of the form $$d(i) = a \cdot W(i) + b \cdot B(i)$$ where $W(i)$ is binary and $d(i), B(i)$ are positive reals. The objective function is $\max\sum B(i)$. While ...
7
votes
3answers
161 views

Ways to strengthen QCQP relaxations

I was wondering what types of methods can be used to strengthen QCQP relaxations. Our solver has all the standard stuff, like constraint propagation, presolving, etc., but some QCQP problems seem to ...
5
votes
1answer
367 views

How to run MOSEK solver in CVXOPT

I have written a small code to do a simple min variance optimisation using CVXOPT, you can see the whole code below By using solvers.qp(P, q, G, h, A, b) in CVXOPT ...
6
votes
2answers
347 views

Academic Licenses of Baron & Knitro

Is there a way to obtain a free BARON or Knitro license? I am doing academic research and I really need these global optimization solvers (Knitro is not necessarily for global optimization, although ...
5
votes
0answers
75 views

Solver for Go Programming Laguage

Has anyone used MIP solvers (open source or commercial) with Go language https://golang.org/? I am looking for a solver for simple linear MIPs for network flows and set cover types of problems.
5
votes
0answers
101 views

All optimal solutions

I have a following problem: If I have some function $aX+bY+cZ+mD+nF$ and I want to maximize it and have some constraints, how can I find ALL solutions for this maximum value of the function? To sum ...
13
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2answers
709 views

What is the difference between optimization software APIs based on performance and speed?

The state-of-art solvers like CPLEX or Gurobi and some of the open-source solvers have had the different APIs (like Python, C/C++, Java, etc.) in which users could write their MP model in own ...
11
votes
5answers
806 views

How to implement a “generic” solver for scheduling problems?

I have been accepted for an internship for 6 months. The aim of this internship is to implement a "generic" solver for scheduling/production planning problems. This solver will bill a small prototype ...
13
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2answers
946 views

How fair is limit solver threads when publishing?

Reading gurobi reference manual I found this: We have also found that certain classes of MIP models benefit from reducing the thread count, often all the way down to one thread. Starting multiple ...
7
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0answers
62 views

Which Constraint solver is extensible to CSP algorithms?

I am novice to constraint programming and I need to implement the following algorithms. Backtacking Conflict-based backjumping AC partial lookahead MAC Forward checking Forward checking + dom ...