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Questions tagged [mixed-integer-programming]

491 questions
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parameterized vector with PySCIPopt

I'm attempting to use PySCIPopt to solve a traditional Ax-b + constraints type of problem. I have many values of b, and I need to run the optimizer on each of them. How can I reuse the setup? Second question, what is the equivalent of norm in…
Brannon
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MILP model with Python PuLP performance issue - solver is very slow

I've been getting into linear programming in Python latetly, and I created my first optimization alrogithm with PuLP. I am dealing with a scheduling problem for a production process. The goal is to minimize production cost per day, by creating an…
MarKre
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Weighted Bin Packing/Knapsack optimization

I'm struggling to categorise a problem that I'm working on, which means that I haven't been able to figure out if there's any established heuristic solutions. What sort of problem do you think this is, and how would you recommend I solve it? I have…
thornate
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Determining whether an integer program is infeasible

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
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mixed int programming using a multiplication

I want to minimise a simple function where x1 is continuous and i1 is an integer. The below example gives me a Can not multiply with type Is it really true that MIP cannot handle multiplications? from mip import Model,…
Dirk Nachbar
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Pyomo | Couenne solver | restrict indexed variable domain to two integer values

I'm a newbie to Pyomo and struggling with understanding the intuition behind Pyomo's syntax and how it builds its models. This may be why I cannot figure out how to define and solve a 'binary' problem where N variables must take only ±1 values using…
MaxMa
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Integer division in Mixed Integer Linear Programming

What is a solver friendly way of encoding integer division in MILP programs? Currently I'm using the following encoding (in Gurobi python), which may not be totally correct and I hope not that optimal. # res is an integer variable in the solver #…
Samvid Mistry
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Multiple MILP solutions in ORTOOLS [python]

I am trying to use or-tools in Python to solve a mixed-integer linear program that has multiple optimal solutions. However, NextSolution() always returns False, so I cannot retrieve more than one solution. I understand that this function works…
David Haley
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Is there any way to improve speed of or-tools?

I'm trying to use or-tools to solve an MIP problem. It could run quite fast with small Number and Range, you may treat them as number of variables and number of constraints. But for larger values, it runs slower and sometimes even can't get the…
Han Zhu
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Constraint Programming vs Linear Programming: Speed and quality of solution

I have been studying about optimization algorithms and I came across some questions that I couldn't found answer. a) Is CP faster than LP? And how is it compared to MILP? b) CP and MILP would provide the same objective function value? c) When should…
rapha123
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Formulating pricing optimization as MILP

I am uncertain whether it is possible to formulate the following problem in a linear fashion or whether i should attempt to optimize it non-linearly. I wish to find the optimal combination of a fixed fee F and variable price p for a product. I have…
Ingmar
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when i run the GEKKO optimization, i got an 'FileNotFoundError'

when I run the GEKKO optimization, I got a 'FileNotFoundError', please let me know how to handle it. Is there any problem in my code? Y is Binary Integer Decision Variable. #initialize gekko model = GEKKO(remote=False) #APOPT is an Mixed Integer…
choi
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Can't derive dual values from a LP using CPLEX

I am trying to code a Bender's decomposition algorithm using CPLEX. To ensure that I code it correctly, I follow the numerical example from "Decomposition techniques in mathematical programming" by A.J. Conejo et al., p.247. However, my problem can…
boring_stack_user
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How to control ordering of Matlab *optimproblem.Variables*

Matlab's optimproblem class of objects allows users to define an Integer Linear Program (ILP) problems using symbolic variables. This is dubbed the "problem-based" formulation. Internal methods takes care of setting up the detailed ILP formulation…
user36800
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Why does Matlab's `intlinprog` return near-integers for integer variables?

My background is not linear programming. I am delving into Matlab's Mixed Integer Linear Programming (intlinprog), motivated by the aim to apply it properly rather than advancing the science of the underlying engine. According to the intlinprog…
user36800
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