Claudio Contardo
  • Member for 2 years, 7 months
  • Last seen more than a month ago
Well-known parent/child pairs in the field of OR
18 votes

In Montreal we have Louis M Rousseau whose father Jean Marc Rousseau was also a professor until he quit academua to start his own company (GIRO). From Chile there is Gabriel Weintraub, professor at ...

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Column generation stabilisation
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17 votes

Stabilization methods are tricky. Dual optimal inequalities are you best chance to obtain significant speed ups. Basically they prevent a bunch of useless dual values by exploiting problem-specific ...

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Optimization terminology: "Exact" v. "Approximate"
14 votes

An exact method will (typically within a bounded number of steps) provide a proven optimal solution. This is, a solution x* and a guarantee that no other feasible solution has an objective better than ...

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Why are integer minimax problems hard?
11 votes

I will give you a little more insight based on my latest experience solving minimax (or maximin) integer programs. Sorry I will be a bit self-citing here. Indeed, the main reason that can explain the ...

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Linearization $\max(c_1 x_2, c_2 x_2, \ldots, c_nx_n) \geq q$ constraint
10 votes

Assuming that the $c_i$ and $q$ are all positive you may add one binary variable $y_i$ for every $i=1,\cdots,n$ then you may do \begin{align}c_i x_i &\geq q y_i \quad\forall i\\\sum_i y_i &\...

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How can I initialize the Restricted Master Problem in Dantzig-Wolfe decomposition?
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9 votes

As Rob said, one option is to initialize your CG with a set of columns coming from a feasible solution. The rationale behind is to start from a set of near-optimal (from a MP perspective!) columns. ...

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Fast validation of time windows in a routing problem
9 votes

Indeed, as you pointed out already, checking time windows feasibility is only doable in linear time for a given, static, route. However, you may exploit preprocessing techniques and partial paths ...

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Gurobi: can you retrieve the dual solution from each node of the B&B tree using callbacks
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8 votes

It is not possible, and the reason is that for them to give you the dual, they also need to give you the binding cutting planes at each node. Much of Gurobi's (and CPLEX's as well) magic relies on ...

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Re-calculating shortest path in slightly altered graph
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8 votes

In DP Bertsekas Network Optimization (that can be downloaded for free) there's an exercise at Page 104 (Finding an initial price vector) where you can find a method for solving shortest paths in ...

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How can this relationship be modelled?
7 votes

You could simply write $$y(i) - y(i - 1) \ge 0, \qquad i=2,...,N$$

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Where to search for PhD level jobs in OR?
6 votes

The INFORMS Career Centre may be a good starting point https://careercenter.informs.org/jobs Good luck in your search!

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Does the "prize-collecting shortest path problem" exist?
6 votes

As others already said, the PCSPP described resorts to a simple SPP with potentially negative costs. It would still be solvable in poly time if no cycles of negative weight are present. Otherwise, you ...

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Capacitated VRP-TW: Gehring & Homberger instances
4 votes

You seem to be mixing up two related but different attributes: time windows and route duration. Duration is the time elapsed since the beginning of a route, and depends on the starting time as you ...

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Solving continuous Minimax Optimization problem
3 votes

The optimal solution is 15/3 for the three variables. Any other assignment is such that at least one of the variables takes a value larger than 15/3.

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Global Optimization when the exponential function is involved
2 votes

You may find a partial answer to your question in the following article (forthcoming in OR) by JP Vielma and J Huchette https://arxiv.org/abs/1708.00050 In that paper, the authors consider the problem ...

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Modeling the Round (Nearest Integer) function
1 votes

Assuming that the value $C + 0.5$ is valid, you could model this by simply adding the constraint $$x \leq C + 0.5$$ Otherwise, you define a constant say $\epsilon = 10^{-7}$ and do $$x \leq C + 0.5 ...

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