Questions tagged [julia]
For questions about solving Operations Research problems using the Julia programming language.
24
questions
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How to generate random bounded polytope by MATLAB defined by Ax=b, x≥0
How can one create a random bounded polytope in MATLAB, specified by the conditions
$\lbracex:~ Ax = b,~ x \geq 0\rbrace$
2
votes
0
answers
52
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Parameter Tuning Tool in Gurobi using Julia
I need to solve a hard MIP model using Gurobi.
There is a tool to set the best parameters combination to solve this problem called "Parameter Tunning".
How can I find parameter tuning using ...
0
votes
1
answer
46
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Are quadratic multi-stage optimization problems with quadratic constraints solvable by stochastic dual dynamic programming and SDDP.jl?
I have a program with quadratic objective and constraints, and wanna utilize sddp.jl package in julia for solution.
0
votes
1
answer
48
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How can I handle a constraint on a terminal state variable while avoiding infeasibility during SDDP.jl training process?
I want to solve a multi-stage optimization problem using SDDP.jl in which I am having hard time using constraints on state variables at the termination.
0
votes
1
answer
35
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At the start of the execution of SDDP.jl, when there is no value approximation & terminal states available, what cost-to-go estimation is used?
I am using SDDP.jl for my research and want to know that at the very start of the execution, when there is no value function initialization and terminal state (for backward recursion), how cost-to-go ...
0
votes
1
answer
29
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How do I convert an SDDP.State object into a number or tuple in SDDP.jl?
I want to collect evaluation data and for it I need to collect data in numbers not SDDP.state objects, so how can I do that in SDDP.jl.
2
votes
1
answer
57
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Can I use continuous probability distributions when creating an SDDP.jl model?
I am using SDDP.jl for my research project and want to use continuous distribution, can I do so?
0
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1
answer
41
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How can I write the output stream of SDDP.jl into an excel file?
I am using SDDP.jl for my research project in which I am developing a state-of-the-art actor critic algorithm which I am going to benchmark with SDDP but for it I need to plot graphs which require ...
5
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3
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217
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Randomly constructing a bounded ellipsoid
In a project, I am working with constraints of the following type
$$ \frac{1}{2}{x}^\top Q x + q^\top x + q_0 \leq 0 $$
where I randomly generate the data by (randn...
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1
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75
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How to set an objective to minimize the variance in ratio of allocation
I am trying to write a model where I have to distribute fractions of rent from properties to loans. The objective is to distribute the rents as equally as possible given the loan balance.
Say there ...
1
vote
2
answers
442
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Is there a way to obtain coefficient matrix A and RHS b of constraints equation from cplex or guribi in python?
I have a non-linear program, minimizing sum of concave functions subject to linear constraints. Hence I'm using a different solver(in Julia). However, that solver assumes we have constraints in $Ax \...
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3
votes
1
answer
150
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How to remove a callback that was previously registered in Julia?
I'm coding in Julia, how can I do the same as "Remove(Cplex.Callback)" function does in C++ ?
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4
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515
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What are the key pros and cons to mention when asked why one prefer Julia over Python in OR-research-industry interviews and vice-versa?
I want to apply for a position after my PhD in an industrial laboratory that does research in OR.
They stipulate that they want either Python or Julia programming languages. Since my Bachelor's ...
- 741
3
votes
1
answer
241
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Reoptimization with GLPK in Julia/JuMP
I've been looking everywhere, and I can't seem to find any information on whether GLPK can do successive optimizations on the same model, on which we add a constraint at each iteration.
More ...
- 33
2
votes
1
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76
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How to get the fractional solution of a node in a MIP model using JuMP package?
I'm coding in Julia and use the JuMP package. My IP solver stops by a fixed node limitation. I noticed that I can only get the feasible primal and dual solution if has any, however I would like to get ...
- 173