Unanswered Questions
46 questions with no upvoted or accepted answers
2
votes
0
answers
63
views
Special Case of Minimum Cost Flow Problem with Variable Cost
I am working on an optimization problem similar to MCF with variable cost, but with an adjustment in the objective function. The cost function $f$ to minimize that is continuous, piece-wise linear and ...
- 59
0
votes
0
answers
25
views
On Linear Relaxation of Convex Quadratic Maximization over Linear Constraints
Consider the following QP problem, where the matrix $Q$ is positive definite:
\begin{align*}
\max_{x} \quad & x^\top Qx + c^\top x \\
\text{s.t.} \quad & Ax \geq b, \\
& ...
0
votes
0
answers
51
views
Modeling Approach to Adjust linear Elasticity Effect in Pricing Optimization
I am working on a pricing optimization model for a product where the price depends on the competition as well as our costs. The current formulation of the model is:
...
- 133
0
votes
0
answers
51
views
Solving convex separable programming problem using interior point method?
In my engineering application, all decision variables are non-negative and everything is convex separable. In addition to that, the only function that I am trying to approximate with grid point are $f(...
- 1,895
1
vote
0
answers
87
views
volume-weighted mean equality constraints
I have the following optimization objective function for a dynamic pricing problem:
\begin{align*}
sum\_profit = \sum_{i \in sales\_point} \Bigg( constant[i] + {elasticity[i]} \cdot (movement[i] + ...
- 133
1
vote
0
answers
101
views
Converting a Linear Program with TU Constraint Matrix to a Nonlinear Convex Model: Solver Performance?
I'm currently working on a large Mixed Integer Program (MIP) where the constraint matrix is Totally Unimodular (TU), allowing me to model it as a Linear Program (LP) for efficiency, as total ...
- 33.1k
0
votes
0
answers
44
views
Using Knitro or Xpress SLP via FICO Xpress Python API for Local and Global Solve Methods
Can someone guide me on how to utilize the FICO Xpress Python API to invoke Knitro or Xpress SLP, specifically for choosing between local and global optimization methods? I am referring to the version ...
- 23
1
vote
0
answers
94
views
Numerical infeasibility for moving numbers along some specific conversion edges to get maximal number on target node from some starter node
I have a problem that can be represented as an optimization problem.
Sometimes, solver engines report infeasible depending on the parameters I have at hand.
The root cause is numeric ranges.
...
- 111
0
votes
0
answers
58
views
Better formulation of bilinear terms
I am working on an optimization problem where I need to formulate a constraint that represents the total sales value under specific conditions. The challenge lies in creating an expression that ...
- 23
1
vote
1
answer
124
views
Maximizing sum of probabilities with variable distributions
Suppose $\\{X_i\\}$ are binary decision variables and $\\{A_j\\}$ are Skellam random variables with $(\mu_1, \mu_2) = (\sum_i b_{i} X_i, c_j)$. Here, $b_i, c_j \in \mathbb{R}^{\geq 0}$ are constants. ...
CommunityBot
- 1
0
votes
0
answers
70
views
Multilinear programming over the simplex
Let $\triangle_3 \in \mathbb{R}^3$ be the $3$-simplex. I am solving a series of multilinear programming problems that looks like this:
$$\text{Maximize}\sum_{0\leq i, j, k \leq 3} A_{i,j,k} x_i x_j ...
- 151
5
votes
0
answers
553
views
How to write this objective in CVXPY for quasiconvex programming?
I have the following objective that I want to maximize:
\begin{equation}
\max_{U_T\in \mathbb{R}, x\in\mathbb{R}^T} J_\alpha(U_T) = \frac{\alpha}{\alpha-1}\log\left(\frac{\cosh(U_T)}{\cosh(\alpha U_T)^...
- 86
2
votes
0
answers
98
views
log-log regression as reward function in optimization problem
Consider the model $\hat{y}_t = e^{\text{trend} + \text{seasonality}} \prod_k^K x_{k, t}^{b_k}$
where $K$ denotes different investment alternatives. You can think that trend and seasonality are ...
- 21
1
vote
0
answers
28
views
Steepest ascent vector at a point of a constrained nonlinear problem
I'm looking at this article:
"Packing unequal circles into a strip of minimal length with a jump algorithm" (Stoyan et Yaskov, 2014) DOI
In section 5, a nonlinear constrained model is ...
- 2,623
0
votes
0
answers
19
views
Problem in understanding an equation from a paper about iterative Linear-Quadratic Regulator
I'm reading a paper about iterative Linear-Quadratic Regulator (iLQR) and there are a lot of points that I don't understand.
https://homes.cs.washington.edu/~todorov/papers/TassaICRA14.pdf
I think ...
- 5,874