Unanswered Questions
852 questions with no upvoted or accepted answers
15
votes
1
answer
308
views
Integrality gap in bilevel binary linear programming problem
I have a bilevel max-min optimization problem over binary variables, with constraints expressed using linear inequalities. The inner (minimization) problem is
$$
\begin{alignat}2
\min\limits_x&\...
13
votes
0
answers
239
views
Unpopular/Obscure solvers/algorithms that you used
There are many (numeric) optimizers which solve some subset of the set of multi-objective, black-or-grey-or-white box, robust, stochastic, mixed-integer, non-linear, non-smooth, manifold-constrained ...
- 5,442
12
votes
0
answers
177
views
which method has been used to automatically reformulate logical constraints in a standard MIP solver?
There are many of the formulations to linearize logical constraints by introducing new auxiliary binary or any appropriate variables and adding the corresponding constraints to the model. It can be ...
- 8,974
11
votes
0
answers
164
views
Characterizing the solution of a (non) linear maximization program
I have the following maximization program
\begin{align}
\max\limits_{\{q_i\}}&\quad\sum\limits_{i=1}^nq_i \\
\text{s.t.}&\quad\begin{cases} k_j \geq \sum\limits_{i=1}^n q_i^{1 \over \...
- 591
10
votes
0
answers
185
views
How to monitor/debug an optimization model in a production environment professionally?
I have seen this question How to avoid having your optimization models rusting?, which is kind of related, but I am more curious about the actual monitoring and the initial design of the software in ...
- 544
10
votes
0
answers
226
views
For the solution of complex gaming are we to leave behind approximation and fixed algorithms in favor of agents?
For an evolutionary extensive form game is the use of multi-agent systems a necessity or can more traditional approximate Nash equilibria and mean-field interactions suffice?
Few games can be ...
- 5,442
9
votes
0
answers
103
views
Adjusting duals heuristically
I am solving a scheduling problem-to find shifts and task schedules- using column generation. In essence, it is a set covering problem with additional constraints. The problem seems to be that the ...
9
votes
0
answers
230
views
Solving large-scale stochastic mixed integer program
What are some methods or algorithms for solving a large-scale stochastic mixed-integer optimization problem that runs on an hourly dataset for a year? Do we employ some kind of decomposition? (the ...
- 1,687
9
votes
0
answers
202
views
Ill-conditioned LP in Benders decomposition
I have implemented a Benders decomposition for a constrained network flow but the LP solver (Gurobi) warns me of the ill-conditioning of the subproblem dual LP. As you can see below, the coefficients ...
- 33k
9
votes
0
answers
182
views
Modelling resource dependency in the assignment problem
The assignment problem is well-studied and has a nice polynomial time algorithm. I'm interested in an extension of this problem where all edges are in a certain group and taking multiple edges from ...
CommunityBot
- 1
8
votes
1
answer
131
views
Is there any way to use Lazy constraints in Pyomo?
I would like to know if there is any way to implement a Lazy constraint in the Pyomo package. (As far as I know, the only way to implement such a constraint is by ...
CommunityBot
- 1
8
votes
0
answers
169
views
Traveling Salesman Problem: determine k-exchange feasibility
Given a current solution $S$ and a $k$-exchange move $(v_1, .., v_{2k+1})$ with $v_1 = v_{2k+1}$, $v_i \neq v_j$, $(v_i, v_{i+1}) \in E(S)$ iff $i$ odd, i.e. we remove all edges $(v_i, v_{i+1})$ for $...
- 2,623
8
votes
0
answers
117
views
Multiple shipments with FILO order
I am trying to solve a problem statement with the help of jsprit.
There is a depot.
Identical items need to be delivered or picked up. An item can have two states: Bad or good.
Bad items need to be ...
- 1,895
8
votes
0
answers
112
views
For subset selection regression as a mixed integer program, how tightly should the bounding box be set?
When solving best subset regression as a mixed integer program, how do you decide how tightly to bound the range of values of the $X$ values? When the box is tight, the solver finds a solution ...
- 5,442
8
votes
0
answers
102
views
Examples for a kind of "set family hitting" problem
Given a ground set, say $[n]=\{1,2,\dots,n\}$, and a collection of subset families $\mathcal F_i\subseteq 2^{[n]}$, $i=1,2,\dots,m$, I want to select $m$ sets $B_i\in\mathcal F_i$ such that the ...
