JakobS
  • Member for 2 years, 7 months
  • Last seen more than a month ago
  • Darmstadt, Germany
Suggested Resources for Non-Linear Optimization
11 votes

There are plenty of courses and books out there. For convex optimization I'd take a look into Boyd's & Vandenberghe's lecture which also has a good accompanying script. The lecture/book from ...

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How to use warm start to solve MIPs efficiently?
6 votes

Is my approach suitable to use a warm start into the model? If I understand you correctly, you first compute some solution, either by using the first feasible solution you get (variant 1) or by ...

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Shipments consolidation - how to model mutually exclusive items with OR-Tools CP Solver in Python (multi-knapsack, updated)
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1 votes

You can use the linear constraint function to add additional constraints which prohibit mutually exclusive pairs. I'd imagine that each mini package has to be scheduled on one date so this leads to ...

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Does this $0-1$ integer program have any speciality?
14 votes

In general no, these problems are hard. BUT: You might want to look into totally unimodular matrices and total dual integrality but this requires additional assumptions on the matrix or the problem ...

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DAG shortest path in R - I have a list of nodes, each node's completion time and each node's predecessor(s). How can I turn this to a list of arcs?
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3 votes

The problem here seems to be that the data is provided in a somewhat untidy fashion. To use the function the data needs to be preprocessed to extract each entry from the column "Predecessor(s)". You ...

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Pyomo: Building Up A Constraint Over An Index
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5 votes

You just need to sum over another index variable than $t$. Here is the correct code: from __future__ import division from pyomo.environ import * from pyomo import environ as pym model = ConcreteModel(...

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What's the use case of commercial optimizer when we have Tensorflow?
11 votes

I'd say that you are comparing software packages with very different aims and capabilities. Tensorflow was developed to solve problems which involve (deep) neural nets. Mosek and gurobi on the other ...

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Allocating credit card points
8 votes

This seems like some sort of knapsack problem: Suppose you have a set of purchases and a certain amount of points. Each purchase can be "paid" by points as a whole, no partial usage of points for each ...

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Linearisation techniques for MINLPs
4 votes

In the context of gas networks my former colleagues used (and still use) adaptive linearization techniques combined with other (sometimes nonlinear) heuristics. There is a whole book about the topic ...

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Valid Inequalities and Strong Inequalities
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5 votes

Usually in the context of LP/MIP you make statements about the convex hull of the mixed-integer set that you defined $P = \text{conv}(\left\{x \in \mathbb{R}^{n} : A x \leq b, x_{j} \in \mathbb{Z} \...

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Is there a way to proportionalize fixed costs in a MILP?
4 votes

Introduce new binary variable $s_t$ for each timebucket $t$ to the problem. Set objective coefficient of $s_t$ to $FC$ (your fixed costs). This variable indicates whether some product is produced in ...

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Google - OR tools for workforce scheduling problems
9 votes

In addition to the answer from @Mehdi... I've recently started to work with OR-tools and find it very nice for prototyping. The Python interface allowed me to produce a first version of my model ...

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Which GPUs to get for Mathematical Optimization (if any)?
14 votes

If you problem is continuous I would say that it might be beneficial. For problems that involve discrete variables I've not seen anything that does benefit from the usage of a GPU. GPUs aid problem ...

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Structural Optimization
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5 votes

You should have a look at the work of Mathias Stolpe. He has done a lot of modelling for structural optimization problems with integer constraints. See for example his PhD thesis. As you already ...

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How to formulate this scheduling problem efficiently?
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5 votes

I would rephrase the model a bit not using OP's matrix formulation. Instead of a matrix I will use binary variables $z_{st}$ indicating whether a service point $s$ is active in time slot $t$. Using ...

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How to change the search strategy in a B&B framework, i.e., start with depth first and then continue with best node?
4 votes

In open source codes you usually have more flexibility to change the parameter directly compared to commercial solvers. Take SCIP for example where you can program your own node selector rules. You ...

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Reference for column generation applications
21 votes

A nice comprehensive collection on applications can be found in the book by Desaulniers, Desrosiers and Solomon: Column Generation. It features articles about Shortest Path Problems with Resource ...

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When should I use dual Simplex over primal Simplex?
8 votes

In addition to @Michael's comment you have to distinguish between the algorithm used to solve the root node of a problem and the algorithm used for the nodes in the branch-and-bound tree. gurobi (and ...

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When to use indicator constraints versus big-M approaches in solving (mixed-)integer programs
13 votes

To the best of my knowledge the indicator constraints are just syntactic sugar for the user. Internally these indicator constraints are reformulated using computed big-M formulations or SOS ...

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

In addition to @Richard's answer: The time for setting up the model, i.e. declaring variables and constraints, surely depends on the programming language you use. After the model is ready, solving ...

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What is the connection of Operations Research and Reinforcement Learning?
10 votes

RL (and Machine Learning in general) often use specialized forms of continuous optimization problems that enable one to use elegant solving techniques (e.g. training/learning on the GPU or even ...

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How to model nonlinear regression?
8 votes

From a pure optimization point of view you can say that it is possible to transform a linear fractional problem into a linear one (see for example here). In your case, this seems not feasible, as you ...

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Solving ATSP problem for large-scale problem
16 votes

If you cannot use Concorde as suggested by Albert, I'd suggest you look for an implementation of the Lin-Kerninghan-Heuristic (which is also included in Concorde). It iterates between 2-opt and 3-opt ...

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