Unanswered Questions
71 questions with no upvoted or accepted answers
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
6
votes
0
answers
94
views
Graph coloring problem while counting cliques
Let $G$ be a graph with a set of nodes $V$ and a set of edges $E$.
Let $G'$ be a graph with the same set of nodes $V$ but a second set of edges $E'$.
For a set of nodes $X\subset V$, we denote $f(X)$ ...
- 5,442
6
votes
0
answers
226
views
Airline revenue management re-solving problem
I am considering a bid prices (shadow price of the capacity constraint) problem (from Chen, L. and Homem-de Mello, T. (2009)., page 14) where the acceptable classes for booking requests for ...
- 165
6
votes
0
answers
95
views
Sample Average Approximation vs. Numerical Integration
In the sense of the calculation of the expected value of objective functions, we have two choices to evaluate the value; 1. Sample Average Approximation (SAA):
$$
\frac{1}{N}\sum_{i=1}^N f(x,\xi^i).
$$...
- 155
6
votes
0
answers
135
views
Characterization for total dual integrality
A problem I study reduces to whether the polyhedron $P=\{\mathbf{x}\mid A\mathbf{x}=\mathbf{1}, \mathbf{x}\geq0\}$ is integral ($A$ is a matrix with coefficients in $\{0,1\}$). I know that the ...
- 137
6
votes
0
answers
87
views
What are the top three applications (in terms of number of citations) of the "reverse search" algorithm of David Avis?
I can see that this algorithm is quite popular, and that one of the original papers now has 820 citations on Google Scholar. However, what are the most highly cited applications of it?
If in Google ...
- 1,278
5
votes
0
answers
154
views
Chance constrained optimization - interpretation
Suppose that we have a stochastic vector $\psi$ and $S$ realisations of $\psi$ given by $\psi_1,\dots,\psi_S$ with equal probability of occurrence. In addition, we have constraints of the form
\begin{...
- 2,463
5
votes
0
answers
117
views
Materials or sample code for column generation book (GERAD 25th Anniversary Series)
As far as I know, one of the interesting resources to learn the basic concept of the decomposition methods is column generation book (GERAD 25th Anniversary Series), which has been mentioned in some ...
- 9,068
5
votes
0
answers
65
views
What is the generalization of the resource allocation problem I'm dealing with here?
I'm dealing with a problem as follows:
I have a finite set of money $m$ to spend over $r$ different raffles, and I need to spend approximately to my budget, with the goal of maximizing my probability ...
- 51
5
votes
0
answers
124
views
Maximum eigenvalue across subsamples
I have an $N$-dimensional vector of data, say $X_{t}$, with $1 \leq t \leq T$.
Of this vector $X_{t}$, I want to consider sub-vectors, say $X_{t}^{b}$, which are $m$-dimensional combinations of ...
- 1,895
4
votes
0
answers
1k
views
Google-OR tools vs Pyomo and other commercial Solvers for solving a simple maximum flow problem
I have implemented a Pyomo model for solving maximum flow problem as a subroutine of an algorithm. However, the approach does not scale very well because Pyomo does not provide a very good way to re-...
- 2,865
4
votes
0
answers
164
views
Stochastic optimization for inventory management
The deterministic problem is to minimize operational cost subject to constraints in demand, supply and capacity. The ordering policy is periodic review, order-up-to.
The stochastic version of the ...
- 1,895
4
votes
0
answers
54
views
How to find range of values for the first-stage decisions resulting in the same cuts in two-stage stochastic programming?
Suppose we have a two-stage stochastic program as follows:
\begin{equation}
\begin{split}
\min \ & c^Tx + \mathbb{E}_\xi[Q(x,\xi)] \\
& \text{where}\\
&Q(x,\xi)=\min q(\xi)^Ty\\
&Tx+...
- 2,160
4
votes
0
answers
65
views
Mixing time exponent above threshold temperature for Glauber dynamics or annealing
It is well-known that the Glauber dynamics will converge in polynomial time to the Gibbs distribution for, say, the Ising model on a d-regular graph at high enough temperatures $T>T_c$. There are ...
- 1,895
4
votes
0
answers
104
views
Can this problem be modelled with a transformation from a known TSP with profits?
The profitable tour problem (PTP) is defined on a graph $G=(V,E)$ with $|V|=n$, where each vertex $i \in V$ has an associated prize $m_i \geq 0$ and each edge $e \in E$ has an associated cost $c_e \...
- 2,123