Unanswered Questions
241 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
91
views
KKT conditions validation- one dual variable equating to two values
I have the following optimization problem:
\begin{alignat}2\min &\quad A(t)\cdot x(t)-B(t)\cdot y(t)+C(t)\cdot z(t)-D(t)\cdot k(t)\\\text{s.t.}&\quad z(t)+z_1(t)-y(t)-y_1(t)+x(t) = k(t);&...
- 5,442
7
votes
0
answers
176
views
Relationship between two minimization problems
Let $\mathbf{A}$ be a ${n\times J}$ matrix with $A_{ij}\geq0$ (and $A_{ij}>0$ for most $ij$, there cannot be any rows or columns that consist only of $0$s), $Q=\left\{\mathbf{q}\mid \mathbf{q}\in\...
- 591
7
votes
0
answers
885
views
Having trouble with objective function in Python: "GurobiError: Variable not in model". What else could I try?
I am trying to figure out how I can write this objective function into python using Gurobi. I have to minimize the sum of the product of three dictionary's values. The reason I am confused is that ...
- 5,442
7
votes
0
answers
96
views
Calculating robustness of layout plans
We have tried to design a manufacturing cell which will produce specific families of products. We figure out three layout plans for implementation. For practical reasons, we need to calculate the ...
- 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
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
59
views
Semi-definite Programming, non standard notation
The usual way to define a semi-definite program (SDP), e.g., as given in Boyd and Vandenberghe's convex optimization book, is:
$$
\begin{array}{cl}
\min & c^\top x \\
\mathrm{s.t.} & 0 \succeq ...
- 4,010
6
votes
0
answers
447
views
How to make constraints satisfy disciplined convex programming guidelines?
How do I turn my convex constraints (described below) into constraints that are DCP so that I can solve them in CVXPy? Is there some ``cheat sheet'' of standard tricks?
I'm trying to implement the ...
- 5,442
5
votes
0
answers
238
views
How to use interpolation for problem parameters in Pyomo
I'm working on my first Pyomo DAE project to teach myself how to use it for trajectory optimization. I have generated an atmosphere lookup table with density and speed of sound as a function of ...
- 51
5
votes
0
answers
156
views
What kind of packing problem is this?
I have the following problem which seems related to the packing problem. I have a grid of same size rectangles and a polygon on which this grid of rectangles needs to be placed such that the number of ...
- 51
5
votes
0
answers
190
views
Why do we use the square root as a proportional measure?
I originally posted this on the Mathematics Stack Exchange site, but I think it fits more on the OR-site.
I'm reading a paper where the goal is to determine the weights of a weighted arithmetic mean ...
- 1,043
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
62
views
Reference request — fishery yield optimization
I'm looking for references to do a review of research on managing fisheries in industry. I've seen adaptions of
population growth models which include some harvesting constant or function and was ...
- 5,442