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Questions tagged [integer-programming]

Solving systems of linear equations where variables are integers.

An integer program is a problem where, in addition to the linear inequalities constraints, the variables are also constraint to be integers only.

While can be solved in polynomail time, integer-programming is NP-hard.

A good solver for such optimization problems is lp_solve. See also GLPK (http://www.gnu.org/software/glpk/) and CBC (https://projects.coin-or.org/Cbc)

However, for large or hard instances you may need a commercial solver such as CPLEX or Gurobi.

For more information see wikipedia.

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How do I specify multiple variable constraints using Integer Programming in PuLP?

I am trying to solve the Bin Packing Problem using the Integer Programming Formulation in Python PuLP. The model for the problem is as follows: I have written the following Python Code using the PuLP library from pulp import * #knapsack…
kauray
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Cplex.IntParam.WorkDir property has incorrect value when calling Cplex from C# in Visual Studio 2015 and not creating Node Files

I'm calling cplex from C# in Visual Studio 2015. Cplex cplex = new Cplex(); I check the value of Cplex.IntParam.WorkDir (using cplex.GetParam(Cplex.IntParam.WorkDir)), and it gives me the following…
Realhermit
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Sympy relational symbol in set

I have a FiniteSet and a symbol with which I want to associate a Relation such that the symbol is in the FiniteSet, is it possible with sympy? symbol in FiniteSet does not return an expression, but instead evaluates it: >>> from sympy import * …
Emilien
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Get formatted equations from LP/MPS file

When solving problems with many (changing) constraints or objective components it is pretty hard to create documentation in form of formatted equations for it. Is there an easy way to automatically create formatted equations (LaTeX, PDF,..) from…
Cord Kaldemeyer
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Find all answers to a Mixed-Integer-Linear-Program using branch and bound?

I am trying to solve a MILP which might have multiple answers (all give the same value for objective function). Is a branch and bound based algorithm able to find all solutions? Is it possible to find all solutions to such a MILP using MATLAB (by…
mnmp
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How to generate cuts and find an integer solution

I have an integer programming problem that looks for example like this, but with much more variables and constraints It is equal to the 3SAT problem. There is no object function, so any integer solution will be optimal. Now I can find a non integer…
Namal
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How to change GLPK input arguments for Integer programming in octave

I have solved linear programming problems using GLPK in octave where I have constructed C, A, b, lb, ub accordingly. My problem was minimization problem. So for ctype I used value L and for vartype the value was C. [xmin, fmin] = (c,A,b,lb,ub,ctype,…
Wilson
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what kind of heuristics must be used for an integrated production planning and transportation MIP?

I am trying to solve a fairly common MIP. Here are the problem characteristics. Multi product , Multi site (sites simultaneously serve as production, demand & inventory storage locations). weekly time buckets products (unit: cases) can be made…
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Get best-known feasible answer after time limit

I am solving a large MIP in Gurobi 6.0. My advisor wants to set a time limit of 12 hours on the problem. I have found that I can set the TimeLimit parameter and that will kill the solver after the alloted time, but I don't know how to retrieve the…
Chris Hagmann
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Devising objective function for integer linear programming

I am working to devise a objective function for a integer linear programming model. The goal is to determine the copy number of two genes as well as if a gene conversion event has happened (where one copy is overwritten by the other, which looks…
Ian Fiddes
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SCIP infeasibility detection with a MINLP

I'm using SCIPAMPL to solve mixed integer nonlinear programming problems (MINLPs). For the most part it's been working well, but I found an instance where the solver detects infeasibility erroneously. set K default {}; var x integer >= 0; var y…
wonko
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How to determine fixed and non-fixed variables in solutions to a integer satisfiability instance?

I have a (satisfiable) (linear) integer satisfiability problem. The problem contains, among others, a bunch of boolean-valued variables, call them x1...xn, with one of the constraints being that sum(x1...xn) = C. I wish to determine which of these…
TLW
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Is there a way to set a decision variable to true iff a variable is in a range in an integer linear program?

I have an integer-valued bounded variable, call it X. (Somewhere around 0<=X<=100) I want to have a binary variable, call it Y, such that Y=1 if X >= A and X <= B, otherwise Y=0. The best I've come up with thus far is the following (where T are…
TLW
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LP relaxation in SCIP

I'm trying to solve a MIP using the SCIP command line, with the problem input in CPLEX LP format. However, due to large number of variables, the optimization is taking a lot of time. Is there some way to compute the LP Relaxtion solution of the same…
Rohit Girdhar
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Integer programming Branch and Bound Method on C

I'm flashing a board where I need to use an algorithm that maximize an expression like s = c1*x1 + c2*x2 + c3*x3 + c4*x4 subject to some constraints. For example Maximize p = x+y subject to x+y <= 2, 3x+y >= 4 Optimal Solution: p = 2; x = 1, y =…
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