Unanswered Questions
945 questions with no upvoted or accepted answers
15
votes
1
answer
372
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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
290
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 ...
- 5,513
10
votes
0
answers
255
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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 ...
- 5,513
9
votes
0
answers
134
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
287
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 ...
- 1,737
9
votes
0
answers
237
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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 ...
- 36.3k
9
votes
0
answers
229
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
203
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
147
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 ...
- 1,955
8
votes
0
answers
138
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 ...
- 5,513
8
votes
0
answers
158
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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 ...
- 1
8
votes
0
answers
199
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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-...
- 5,513
7
votes
0
answers
149
views
What distuingishes a model-and-run framework solver from a programmatic solver?
I am looking for examples to understand what kind of benefits a model-and-run framework solver offers that a more programmatic solver doesn't do or doesn't do as well.
What distinguishes a model-and-...
- 5,249
7
votes
0
answers
132
views
List of Call for papers
Is there somewhere a list of ongoing Call for papers for special issues in OR journals?
I believe that such a list would not only create a good overview for publication opportunities but also inform ...
- 1,736
7
votes
0
answers
148
views
Estimate lagrangian multiplier based on instance characteristics
Assume we have a simple resource allocation problem, where all players have the same cost, but a different utility $a_s$. The resources assigned to a certain player must be between $L$ and $M$. ...
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