Richard
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1 answers
1 votes
100 views
How to find the optimal solution of a convex program given all KKT points?
1 votes

This sounds like parametric programming to me. In short, you can calculate a set of regions, typically called "critical regions", within which the same set of constraints is active. This in ...

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1 answers
1 votes
61 views
gurobipy.GurobiError: Second argument should be a list of Var
1 votes

The problem is that you create a tuplelist of a list. The function addVars returns a list of variables objects already. This means, you should be able to simply do: contribution = LinExpr(coefficients,...

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3 answers
2 votes
101 views
Link a binary variable to continuous variable in Java Gurobi
Accepted answer
1 votes

The easiest would probably be to model it as follows: $$ S_m \leq a + bx_m \\ S_m \geq ax_m $$ where $a$ is the switch and $a+b$ is the upper bound for variable $S_m$. In this case, if $S_m< a$, ...

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1 answers
2 votes
95 views
How to obtain the sensitivity analysis of correlated data?
1 votes

Disclaimer: I did my PhD on the topic below and was the author of one of the toolboxes I mention below. This sounds a lot like you are interested in multi-parametric programming, i.e. solving your ...

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2 answers
7 votes
413 views
CP Framework/Solver for .Net Core
1 votes

Not sure about CP solvers, but for FICO Xpress the .NET .dll also works for .NET core. So I would suspect that similar transferability is also applicable for CP solvers. The reason is in my opinion ...

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1 answers
1 votes
152 views
Mixed Integer Programming - How to model the dependency of two variables in an objective function
0 votes

You should model this using a set of constraints. Off the cuff you could try this: \begin{equation} \begin{array}{ll} \text{minimize} & \sum_{i} c_ib_i \\ \text{subject to} & a \leq A_i \...

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