Unanswered Questions
941 questions with no upvoted or accepted answers
15
votes
1
answer
339
views
Integrality gap in bilevel binary linear programming problem
I have a bilevel max-min optimization problem over binary variables, with constraints expressed using linear inequalities. The inner (minimization) problem is
$$
\begin{alignat}2
\min\limits_x&\...
14
votes
0
answers
263
views
Unpopular/Obscure solvers/algorithms that you used
There are many (numeric) optimizers which solve some subset of the set of multi-objective, black-or-grey-or-white box, robust, stochastic, mixed-integer, non-linear, non-smooth, manifold-constrained ...
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12
votes
0
answers
198
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 ...
- 9,718
10
votes
1
answer
238
views
How to monitor/debug an optimization model in a production environment professionally?
I have seen this question How to avoid having your optimization models rusting?, which is kind of related, but I am more curious about the actual monitoring and the initial design of the software in ...
- 11
10
votes
0
answers
237
views
For the solution of complex gaming are we to leave behind approximation and fixed algorithms in favor of agents?
For an evolutionary extensive form game is the use of multi-agent systems a necessity or can more traditional approximate Nash equilibria and mean-field interactions suffice?
Few games can be ...
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9
votes
0
answers
111
views
Adjusting duals heuristically
I am solving a scheduling problem-to find shifts and task schedules- using column generation. In essence, it is a set covering problem with additional constraints. The problem seems to be that the ...
9
votes
0
answers
259
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 ...
- 1,707
9
votes
0
answers
214
views
Ill-conditioned LP in Benders decomposition
I have implemented a Benders decomposition for a constrained network flow but the LP solver (Gurobi) warns me of the ill-conditioning of the subproblem dual LP. As you can see below, the coefficients ...
- 35.8k
9
votes
0
answers
136
views
Examples for a kind of "set family hitting" problem
Given a ground set, say $[n]=\{1,2,\dots,n\}$, and a collection of subset families $\mathcal F_i\subseteq 2^{[n]}$, $i=1,2,\dots,m$, I want to select $m$ sets $B_i\in\mathcal F_i$ such that the ...
- 151
9
votes
0
answers
203
views
Modelling resource dependency in the assignment problem
The assignment problem is well-studied and has a nice polynomial time algorithm. I'm interested in an extension of this problem where all edges are in a certain group and taking multiple edges from ...
CommunityBot
- 1
8
votes
0
answers
129
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 ...
- 13.9k
8
votes
0
answers
179
views
Traveling Salesman Problem: determine k-exchange feasibility
Given a current solution $S$ and a $k$-exchange move $(v_1, .., v_{2k+1})$ with $v_1 = v_{2k+1}$, $v_i \neq v_j$, $(v_i, v_{i+1}) \in E(S)$ iff $i$ odd, i.e. we remove all edges $(v_i, v_{i+1})$ for $...
- 2,758
8
votes
0
answers
123
views
Multiple shipments with FILO order
I am trying to solve a problem statement with the help of jsprit.
There is a depot.
Identical items need to be delivered or picked up. An item can have two states: Bad or good.
Bad items need to be ...
- 1,925
8
votes
0
answers
119
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 ...
- 5,473
8
votes
0
answers
180
views
Is a base-stock policy optimal for a serial inventory system with upstream stockout costs?
In a serial inventory system without fixed costs, an echelon base-stock policy is known to be optimal if there is no stockout cost at any stage except the last stage. (This was proved for finite-...
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