Newest Questions
4,714 questions
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Including proportion uncertainty in Monte Carlo simulation
Starting a consulting project (pro-bono for now, it's a friend) and need some feedback on the approach.
Without giving away context, a facility uses widgets from 4 different vendors. Widgets are ...
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Seeking Strategies for Large-Scale GTSP with Highly Skewed, Non-Metric Cost Structure
I am working on a class of Generalized Traveling Salesman Problem (GTSP) instances that have proven extremely challenging for standard solvers. The main characteristics are as follows:
Large scale: ...
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5
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1
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413
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How to solve this riddle with a MIP?
On a square grid, a loop passes through each cell exactly once. For certain rows and columns, the maximum number of consecutive cells traversed by the path in that row or column is bounded by the tag ...
- 488
-1
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Labeling algorithms modification for subproblem constraints
this is rephrased version of a previous question, to be a bit more precise. This is my proposed labeling algorithm to solve the Subproblems in my Branch&Price algorithm.
Labeling Algorithm
For ...
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76
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Binary search to tune LP constraints
I have a sort of reverse question; I have a technique that finds a close approximate solution to my problem but I'm not sure what this technique is named, if at all.
My problem started as a network ...
- 521
1
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2
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Performance Problem | Number of variables - Linear Programming
Problem Context: I'm working on a large-scale Linear Programming (LP) problem containing over 6 million variables (There are a total of 7 different models). My goal is to improve the model's ...
1
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2
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87
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Markowitz Portfolio : Solution differs between Lingo and Cplex
I am working on the Markowitz Quadratic Portfolio optimization.
I have this Lingo code :
...
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49
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What journal publish commentaries or corrigenda in OR?
What OR journal publish commentaries or corrigenda, i.e., for a paper that appeared in a different journal? By a commentary or a corrigendum, I mean a usually short paper whose main purpose is to ...
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What is Tuy's cut (concavity cuts) and why it is significant comparing to the other cuts?
I am a network engineer working with optimization models. In some transportation and logistics models, especially when there are economies of scale, the cost function becomes concave. I am not sure ...
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44
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Is this counter-example valid for a Single-item Lot-sizing problem with Linear Costs?
I am analyzing a specific instance of the Single-item Economic Lot-Sizing (ELS) problem where production costs are piecewise linear and backlogging is allowed.
I have a "target" solution ...
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3
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3
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323
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Question on completeness of a branching approach
In the paper (doi:10.1002/nav.20201), the authors describe a branching
strategy that does not branch directly on the master variables $z_{j k}$.
Instead, they branch on the derived quantities
$$
\...
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41
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Reducing time horizon in column generation subproblems using release dates and time windows
I am currently solving a column generation problem for my machine scheduling model. In the master problem, all orders are coordinated and the allocation plans are created in the individual subproblems ...
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2
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46
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Can one warm-start spatial branch and bound?
I have a nonconvex MIQCQP that I have been using Gurobi's spatial B&B to solve. I want to test whether warm starting has any benefits in terms of solution time. I am aware that for MIPs, warm ...
5
votes
2
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154
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Are McCormick envelopes the best convex relaxation for bilinear terms?
I am working on convex optimization problems in network engineering that involve bilinear terms of the form $xy$. According to this resource, McCormick envelopes provide a convex relaxation for such ...
-3
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1
answer
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Decision theory and Decision analysis
A milk producing co-operative union desires to determine how many kilograms of butter it should produce on daily basis to meet the demand. Following is the pattern of demand derived from the past ...
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