Unanswered Questions
203 questions with no upvoted or accepted answers
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 ...
- 9,068
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
8
votes
1
answer
141
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
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
7
votes
0
answers
107
views
MIP formulation for graph planarity test
In this question, it was asked wether a MIP formulation exists to test for a graph's planarity. The inputs are the graph's nodes and edges, and the output would be a certificate which guarantees that ...
- 13.6k
7
votes
0
answers
93
views
Building the Scheurman's Model II constraints for a multi period linear program
Scheurman's paper discusses Model I and model II Formulation to solve harvesting and scheduling problems. It is a specific implementation to solve multi period linear programs. Both models are also ...
- 153
7
votes
0
answers
81
views
Modelling a simple ordering problem to have balanced delivery days
Assuming that I should buy 50 items from 25 different vendors with pre-known delivery duration between 2-7 day for each, which day of a week should I place each order so that the delivery days be even ...
- 5,442
6
votes
0
answers
213
views
Benders decomposition for a dense MILP
I am trying to solve a large MILP, but it seems like dense problems can be very difficult for moderns solvers. I tried to solve the problem described below considering only constraints (1) and (2) ...
- 109
6
votes
0
answers
91
views
Issue of Dense columns in the formulation
I'm working on a price-selection model where we need to identify price point for each time-period (could be day/week). Objective of the model is to figure out optimal price-point for each time-point ...
- 984
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
127
views
Water quality component optimization
I have an optimization problem that I'm attempting to tackle. As you can see in the image below, there's a graph network through which water flows. I've drawn out the problem in the image to explain ...
- 5,874
6
votes
0
answers
53
views
What are useful plots/statistics/metrics when analyzing the solution sensitivity in multi-objective optimization?
Consider an optimization problem with $n>3$ objectives.
For handling this there exists often two approaches:
a) some weighting of the objectives,
b) fix an order of objectives and then optimize ...
- 5,442
6
votes
0
answers
757
views
Solver for Go Programming Laguage
Has anyone used MIP solvers (open source or commercial) with Go language https://golang.org/? I am looking for a solver for simple linear MIPs for network flows and set cover types of problems.
- 141
6
votes
0
answers
187
views
Benefits of removing slack variables during presolve
I was reading Tobias Achterberg's thesis, and on page 138 he mentions the following presolving technique for linear equations (I'm slightly paraphrasing Example 10.2):
Consider the equation $4x_1+...
- 12.2k