All Questions
Tagged with linearization combinatorial-optimization
16
questions
2
votes
1
answer
78
views
Minimizing sum(abs(Ax-c)) for binary decision variables - terminology and methods?
My problem requires choosing a fixed number of vectors from a large set of vectors such that the sum of these vectors is close to some known target vector. That is, given known parameters:
$$
l, m, n \...
- 1,857
1
vote
1
answer
45
views
Converting a function composing of multipe pieces into a linear equation
I have a variable (alpha) which depends on some other binary variables, denoted as X_i. So, for some combination of other variables, alpha may take a value (Beta_j). I added some auxillary variables (...
- 97
0
votes
0
answers
64
views
Is it possible to transform MIQP into MILP without introducing new variable?
I have a QP optimization problem in the form
$$\min {\bf x}^T{\bf Qx}-{\bf c}^T{\bf x}$$
here $\bf Q$ is a symmetric matrix.
$\bf x$ is the optimization variable, and it is binary.
Is there a way to ...
- 2,377
0
votes
2
answers
90
views
linearizing a constraint involving an absolute function
I would like to know what is the best way to linearize a constraint involving an absolute function. More precisely, imagine I have three binary variables and their relationships is as follows:
|x-y| = ...
- 97
0
votes
1
answer
59
views
How to linearize this L0 norm of a vector?
I have an QP optimization problem.
$\bf x$ is the binary optimizaion variable of size $12\times 1$.
One of the constraints is non-linear/non-convex.
The constraint is L0 constraint.
The constraint I ...
- 2,377
3
votes
3
answers
268
views
Equivalence between constraints in ILP
Let's have binary variables $x$ and $y$. I'd like to define a helping binary variable $z$ such that
$$ z = 1 \; \;\; \mathrm{iff} \; \; \; x + y = 2.$$
If I wanted to express the equivalence between ...
- 133
0
votes
1
answer
292
views
Converting a piecewise function to a linear equation as a constraint
The value of one of the variable of my model (alpha_1) is given by a piecewise function. Each element of the piecewise depends on the value of some other binary decision variables (X1, x2, x3).
I'd ...
- 97
6
votes
2
answers
241
views
When should we avoid linearizing a quadratic term?
Some solvers like Gurobi can handle mixed-integer quadratically-constrained quadratic models regardless of their nonconvexity. I have some experience that Gurobi can handle instances of the max $k$-...
- 179
2
votes
2
answers
398
views
Change the objective function formula change the complexity of a linear program?
I have a linear program, where I can use it with the same constraint to minimize objective 1 or minimize objective 2. I noted that when I use the formula of objective 2 the problem can be solved with ...
- 335
4
votes
1
answer
121
views
How to know if a combinatorial optimization problem is linear or not?
I want to know if a combinatorial problem like the knapsack problem is linear or not. And how do we know if a given problem is convex or not?
- 335
3
votes
0
answers
76
views
Linearization of a quadratic model, what is the difference while using gurobi?
I have a quadratic model of parking $N$ cars in $S$ separate lanes as follows. Each car has an arrival time and a departure time. Departure follow the last in first out principle. The objective is to ...
- 543
7
votes
1
answer
293
views
Strong MIP formulations for a large-scale mixed-integer nonlinear feasibility problem
I'm trying to construct a strong MIP formulation for the following integer nonlinear feasibility problem.
Informally:
We have a $m \times n$ decision matrix of binary variables
Each row of the matrix ...
- 188
5
votes
2
answers
1k
views
How to linearize a quadratic constraint to add it then via a callback function
Suppose we have a positive continuous variables $0 \le x \le UB$ where $UB$ is a known upper bound.
How can we linearize the term $x^2$?
Detailled problem:
Suppose that via a callback we compute a ...
5
votes
2
answers
567
views
How to model If $A \le B$ then $Y = 1$, otherwise $Y = 0$
Somehow I don't get it right.
I would like to model the following conditional:
If $A\le B$ then $Y=1$ otherwise $Y=0$
where $A, B$ are reals and $Y$ is binary.
I can model as follows:
$Y \cdot A \le B$...
- 2,252
7
votes
1
answer
424
views
How to reformulate (linearize/convexify) a budgeted assignment problem?
I have a scheduling problem at hand. In my system, there is a service station with $M$ service outlets, therefore, the service station can serve $M$ users at a time. But, there are $N$ users $N>M$ ...
- 2,377