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"Best practices" for formulating MIPs
18 votes

I’m assuming that we want our models to be solved as quickly as possible. If that is the case, then the honest answer is: you need to try the models out and see. To give you a concrete example (see ...

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Strategic planning based on average values
5 votes

I come across the problem quite a bit (am a practitioner in a utility company building offshore wind farms), and here is my take: As Marco said, try to get as much data about the system as possible: ...

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KKT inequality conditions
Accepted answer
10 votes

If you want to use the KKT conditions for the solution, you need to test all possible combinations. This is why in most cases, we use the KKT's to validate that something is an optimal solution, since ...

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Minimizing a project costs through nonlinear optimization
5 votes

You have multiple things at hand here, none of which seem like an optimization problem to me: To understand how many people to hire, consider that you have ca. 620 miles (= 1000km) of grid, and a ...

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Applicability of Lagrange Multipliers in the analysis of large-scale MILPs?
6 votes

I am not aware of specific algorithmic methods for MIPs that use Lagrangian multipliers directly. However, as for the interpretation of the solution of a MIP: probably one of the nicer applications I ...

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Does the API affect the time Gurobi requires to find an optimum?
8 votes

Once it’s passed to the underlying C library, it does not matter which API it came from. However, there may be some overhead when you are retrieving the solution through the API (for the same reasons ...

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Using CPLEX "solution pool" to count feasible points
14 votes

The only way (to my knowledge) to get all feasible points for the binary components of a MIP is as follows: Solve the problem. Let $y$ denote the optimal solution Add the following integer cut to ...

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How to avoid having your optimization models rusting?
5 votes

If you have the optimizer run server-side with a web API, then you can easily track how often a problem is sent. Since you are not actually storing the problem data (which may though be relevant in ...

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