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I have a mixed integer programming problem, (cutting stock with column generation), that I've solved in AMPL and I'm ported to Python using cvxopt. CVXOPT "op" doesn't provide the binary variable ...
PointOnePA's user avatar
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2 votes
2 answers
748 views

I have a non-linear minimization problem that takes a combination of continuous and binary variables as input. Think of it as a network flow problem with valves, for which the throughput can be ...
Unis's user avatar
  • 872
2 votes
4 answers
315 views

I have a command in Matlab, that I defined, which should return integer values: x = intlinprog(f,intcon,A,b,Aeq,beq,lb,ub) I don't want to round the result. I want the values to be int from the start....
jasmin's user avatar
  • 113
0 votes
1 answer
1k views

I have this optimization problem where I am trying to maximize column z based on a unique value from column X, but also within a constraint that each of the unique values picked of X added up column ...
blehblehbleh's user avatar
  • 154
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0 answers
858 views

I'm using the neos bonmin solver to find a global minimum solution to a highly constrained mixed integer non-linear problem. Below are results for models that are identical, except the coefficients in ...
user_123's user avatar
  • 60
0 votes
1 answer
554 views

I'm using the Gurobi Python interface gurobipy. I have a model formulation with a lot of variables. I would like to initialize less important variables that are supposed to be binary as continuous ...
Jasper's user avatar
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1 answer
323 views

I have a set of vectors (curves) which I would like to match to a single curve. The issue isnt only finding a linear combination of the set of curves which will most closely match the single curve (...
Jesse RJ's user avatar
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0 answers
551 views

I have a 30*40 matrix. Lets say the components in the matrix are specified with "P" and the related number of the row and column of each "P" is specified by "X" and "Y" accordingly. I have a model ...
Shaida's user avatar
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1 vote
1 answer
1k views

I am writing a LpProblem and I need to create a constraint where the sum of some variables is multiples of 100... 100, 200, 300... I am trying the next expressions using mod(), round() and int() but ...
Me CVC's user avatar
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1 answer
658 views

Is it possible to add as a dynamic constraint an external custom function in Mixed Integer Nonlinear Programming libraries in Python? I am working with boolean variables and Numpy matrices (size m x n)...
Loukas Kt.'s user avatar
  • 28
0 votes
0 answers
389 views

Hello, I'm using Scipy.optimize.linprog for the first time. My problem is this: I don't know how to use the code, but these are the variables I am trying to optimize: Date Salary Name ...
Gil O'Brien's user avatar
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1 vote
2 answers
2k views

I'm looking to satisfy a set of constraints using PuLP and I'm not exactly sure how to set up the variables to do so. For example, how would I set up variables for the following constraint: ((x_1 &...
wu2g's user avatar
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0 answers
3k views

I want to implement cutting plane method in python using an built in improve lementation of simplex method and then applying cutting plane method on top of it (using scipy.linprog or pulp to implement ...
Karl Hunt's user avatar
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3 votes
1 answer
2k views

I want to write a non overlapping constraint (that is, 2 rectangles don't overlap) in a linear program (or a MIP if necessary). I know how to do it in Constraint programming: For object i and j: x[i]...
excalibur1491's user avatar
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1 answer
2k views

I have a Mixed Integer Programming (MIP) problem, currently modelled in Python's PuLP library. My issue is however very generic, syntax doesn't play a role here. I want to add a constraint to my ...
Axel's user avatar
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0 votes
0 answers
932 views

I would like to express if then else statement in a set of constraints using Gurobi via Python API where B and A are binary decision variables. Here is the statement I am stuck on : If (B[r,u,v,x,y]...
user2567806's user avatar
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2 votes
0 answers
877 views

fij = xi - xj if xi > xj fij = xi - xj + 1440 if xi < xj min sum(fij*Lij) cons by: 0 =< xi <= 1439 #Minutes in a day Context: xi and xj correspond to departure and ...
Shantanu Chopra's user avatar
  • 23
3 votes
1 answer
496 views

I am using the ompr package with r, and I cannot figure out how to change the objective function to my needs. The first model is running, but the objective is not really what I need. library(ompr) ...
Manuel's user avatar
  • 265
2 votes
1 answer
319 views

I am a (almost) beginner with CPLEX and optimization. I am trying to set up an optimization problem in Matlab using the newly added feature of CPLEX (12.7.1), which enables the definition of piecewise ...
John_3265's user avatar
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2 votes
1 answer
2k views

Is it possible (and if so how) to use an objective function that has a conditional expression? Changing the example from the docs, I would like an expression like: def objective_function(model): ...
orange's user avatar
  • 8,252
4 votes
2 answers
2k views

Suppose we have an integer or mixed-integer program with a couple of thousand of constraints. How can we determine whether this IP / MIP is feasible?
Faraz Ramtin's user avatar
  • 345
1 vote
0 answers
432 views

I'm using the neos-server to solve a highly constrained MINLP, using the bonmin algorithm. Solving using either a Branch and Bound or the hybrid method. The input code is AMPL I want to know if it's ...
user_123's user avatar
  • 60
2 votes
0 answers
384 views

What changes are to be made so that the input parameters are considered to be discrete/integer values? Making high penalties in the fitness function is not the right option as it becomes a part of the ...
Sharad Maroo's user avatar
  • 21
22 votes
3 answers
15k views

what is the difference between Constraint Programming (CP) and Linear Programming (LP) or Mixed Integer Programming (MIP) ? I know what LP and MIP is but dont understand the difference to CP - or is ...
Yellown's user avatar
  • 606
1 vote
2 answers
4k views

I am using cvxpy to work on some simple portfolio optimisation problem. The only constraint I can't get my head around is the cardinality constraint for the number non-zero portfolio holdings. I tried ...
ThatQuantDude's user avatar
  • 843
0 votes
0 answers
124 views

I'm using Julia+JuMP and Gurobi to solve a MIP. Is it possible to modify variable attributes like BranchingPriority? So far, I only found methods in the documentation to modify model parameters. The ...
muellerd's user avatar
  • 1
0 votes
1 answer
614 views

I am trying to extract the shadow price for a particular constraint within my MIP model - and am using Gurobi as the solver. When I am establishing the constraint, I use the following code - # ...
tm553's user avatar
  • 107
6 votes
1 answer
7k views

I will try to keep my question short and simple. If you need any further information, please let me know. I have an MIP, implemented in Python with the package PuLP. (Roughly 100 variables and ...
Axel's user avatar
  • 2,735
0 votes
1 answer
1k views

I am trying to include a python "max" command inside a quicksum command using gurobi with python. There is obviously an error with doing so, under LinExpr limitations as it is not accepted. ...
tm553's user avatar
  • 107
8 votes
1 answer
843 views

Is it possible to find the nearest solution to optimal for a mixed-integer problem? For example I would want the simplified problem below: f = [1;1;1]; intcon = 1:3; Aeq = [0.99,0.97,0.15]; beq = 0....
Mary's user avatar
  • 788
0 votes
2 answers
2k views

I have this problem while trying to find a solution for a resource constraint scheduling problem. Whenever I put dvar as a condition in a forall loop or if condition I have the error that states "...
Riste Golchev's user avatar
  • 1
0 votes
1 answer
1k views

EDIT: I realised that my previous attempt at a way to describe the problem wasn't very helpful and indeed didnt actually model what I'm currently doing at the moment very well, so I've rewritten the ...
Totes187's user avatar
  • 11
2 votes
1 answer
2k views

I am using Gurobi 7 to solve my MIP. I have several different variables. However, I am specifically interested in two of those, "x" and "y" namely. For the reference, I am giving my code that shows ...
tcokyasar's user avatar
  • 592
0 votes
1 answer
1k views

I want to solve the MILP problem with CPLEX-C#. The size of my problem is large and in order to improve the CPU time I want to use initial solution. I want to add this solution into cplex and start to ...
Hesam E's user avatar
  • 107
1 vote
2 answers
4k views

I've been struggling to find some open source non-linear integer optimization solvers! I am trying to solve a 16 variable problem where 8 values are integers, subjected to two nonlinear objective ...
ddm-j's user avatar
  • 423
2 votes
1 answer
1k views

I'm trying to solve a constraint mixed integer non linear optimization problem using PyOMO. Specifically, I'm trying to find gear diameters and tooth numbers such that two given gear ratios are met. I'...
ddm-j's user avatar
  • 423
1 vote
1 answer
579 views

I have 4 stores (1,2,3,4) and I can apply 3 treatments (A,B,C) to each of the 4 stores. Each treatment has its own cost and profit. The matrix is as follows: Store Treatment Cost Profit 1 A ...
user2778822's user avatar
  • 71
1 vote
2 answers
871 views

I need your help in the following optimisation problem. I have a maximisation Mixed Integer linear programming problem. I would like to consider the minimum & maximum fixed fee. I've done it in ...
user7090205's user avatar
  • 21
0 votes
1 answer
651 views

I am trying to read a .lp file using CPLEX, and it is giving me an error 1615, which is not being able to read "(" or even "[". I am not happy with it because what I have needs to be read must have ...
DD1's user avatar
  • 41
1 vote
0 answers
510 views

this is a follow-up question to this question: Interpretation of GAP in CPLEX I used the following Expression at the beginning of my optimization (min) problem: execute gapTermination { cplex....
Riegsche's user avatar
  • 101
0 votes
1 answer
735 views

The following is the objective function: I have the following Java code: // Create list of variables List<GRBVar> varList = new ArrayList<>(); // Set objective: maximize log(p) * x ...
Andrei's user avatar
  • 7,647
0 votes
3 answers
120 views

I have a MIP Problem that I need to output in Python. See the following attempt so far. I just need few suggestions that would point me in the right direction. digits = [("00"+str(x))[-3:] for x in ...
DD1's user avatar
  • 41
9 votes
1 answer
2k views

I have a Mixed Integer Programming problem. I can use JuMP to find the optimal solution. But how can I find the second best solution? Or the third-best etc. This potentially might be another equally ...
Frames Catherine White's user avatar
  • 28.5k
0 votes
1 answer
225 views

I have a mixed integer program with 25 constraints with three subscript variables. There are two types of variables one are integer and one are binary. Integer variables are called Axyz and binary are ...
Ted111's user avatar
  • 37
0 votes
1 answer
229 views

I have multiple constraints and they are straight forward to enter in linprog, but I have two constraints that has a binary component in them. Following is the one: 1 or 0 is Nabc Mabc - 11(1) <= ...
DD1's user avatar
  • 19
1 vote
1 answer
333 views

I'm trying to find an open source lp solver that is fast enough to my problem. I'm trying to build a MPS file so I can submit it to NEOS servers and compare the performance of different solvers. My ...
Fausto Richetti Blanco's user avatar
  • 13
1 vote
2 answers
4k views

I have the following constraint I'm trying to model in Mixed Integer Programming with Python's PuLP module: Given linear programming variables: x1,x2,y1,y2 where x1, x2, y1, y2 eventually solve to ...
SashaZd's user avatar
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