Unanswered Questions
106 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
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
118
views
What distuingishes a model-and-run framework solver from a programmatic solver?
I am looking for examples to understand what kind of benefits a model-and-run framework solver offers that a more programmatic solver doesn't do or doesn't do as well.
What distinguishes a model-and-...
- 4,937
7
votes
0
answers
151
views
Modeling traffic in a city
I am trying to model traffic in a city, $(i,j)$ represents a road in a city.
There are $H$ vehicles in a city they have some prescheduled set of destinations to visit, $A_{j,h}$ denotes arrival time ...
- 5,442
7
votes
0
answers
156
views
Why does PuLP call copy for addition and how can I avoid it?
Using a for loop to append terms to an expression seems to be much faster than summing a group of terms all at once. Constructing the expression using a for loop uses __iadd__, which does not include ...
- 261
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
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
106
views
Estimating multistop routing costs
In many OR problems, it is sometimes a good idea (or necessary) to relax routing constraints.
An example of this occurs in the classical facility location problem, where a warehouse can send out a ...
- 13.6k
6
votes
0
answers
91
views
Data Formulation for Mixed-Integer-Programming Models
Until now, I have used the Gurobi, CPLEX and OR-Tools (GCO) interface to formulate mixed-integer-programming models.
Recently, I have discovered MiniZinc and want to utilize it to formulate big ...
- 2,865
6
votes
0
answers
125
views
Help in solving resource allocation optimization problem
I've been pondering on this question for some work optimization, and I need some help in being directed to the right direction.
I have multiple customers that require an amount of $X$, $Y$ and $Z$ ...
- 1,895
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
4
votes
1
answer
150
views
Need help understanding robust optimization formulation
I am reading these notes from Stanford called "Optimization with uncertain data".
In section 2.2, Example 2 (page 7), the author mentions the following portfolio problem $(P)$:
$$
\max \; t
$...
CommunityBot
- 1
4
votes
0
answers
82
views
Is this weighted feedback concept a known, solved, problem?
Imagine a fairly standard Thumbs Up/Down feedback system.
For each piece of content they consume, every user has the ability to give a binary positive/negative feedback that piece of content.
They're ...
- 39.8k