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Questions tagged [linear-optimization]

38 questions
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Microsoft Solver Foundation gives wrong answer for a simple ILP

I want to solve a binary Linear Problem in C# using Microsoft Solver Foundation. I don't know why I get wrong answer. The Objective Value should be 41.1 but I get 213. The value of 5 variables should be 1 and the other ones should be 0. But I get…
shm
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Linear Optimization / Max Calories in R (lpSolve)

given a price and calorie matrix, I am trying to solve for the maximum amount of calories possible to buy with $15. I've read the docs for lpSolve + some older answers on here, but I am still having trouble setting up my equation. I also want to…
codeweird
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Linear Optimization in Math.net

Math.NET seems to have a significant amount of functions dedicated to non-linear optimization, which would seem to imply that it also has some faculty for performing linear optimization, but I've been looking through the documentation and can't seem…
The Zach Man
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How to linearize the product of a 2-values-categorical variable and a non-negative continuous variable?

I have been looking for the answer to this question for quite a long time, but couldn't find one. I know the solution in case the multiplication is between a binary (0-1) and a continuous variable, but not in case the multiplication is between a…
Andrea Neri
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AMPL program giving zero optimal value

My objective functions optimal value is confirmed to be non-zero, but I am getting 0 for it while trying to run an ampl program. Can you please help? The mod file contains my constraints and objective function. I am solving this using the simplex…
Sahil Sahu
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PuLP - error when constraining variables that are mutually exclusive

I'm using PuLP to try to solve an optimization problem, but keep getting "Status: Infeasible" when I try to set a constraint on the sum of the decision variables while they are also constrained by mutual exclusivity. See my code below. I'm using…
wizardjoe
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MILP Pyomo Piecewise linear expression of battery performance

I try to implement a piecewise linear expression for the battery performance within an energy optimization problem using pyomo. I am using the pyomo.Piecewise libary. My fictive performance function of the battery charge process has following…
fabmid
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How to get a random choice under some constraints using JuMP in Julia

I know JuMP can solve a linear optimization problem under some constraints and maximize an objective function. Is it also possible to get a random choice under some constraints using JuMP? The pseudo-code can be given as: …
PokeLu
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Dual and reduced costs using SimplexSolver from ojAlgo

I would like to solve a linear problem using the simplex from ojAlgo (version 51.4.0) and to be able to retrieve its dual variables as well as its reduced costs. I was expecting the method getMultipliers() from Result to return the dual variables…
Taxation
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Figure out the weights of a weighted average in Google Sheets or Excel

Scores in this datset in sheets are calculated using a weighted average of 4 variables in columns B:E. The weighted average is the same for each line. Given several lines of scores and variables, how can the weights be discovered in excel or…
MMsmithH
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How to speed up linear programming problem solution?

I have the following problem. I have n (typically n = 1000) data points (integers from {1,2,3}, so there are a lot of repeting numbers) and a real number d. I have to choose k
treskov
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Fastest LP free Library in python, with copy Function

i have written a linear optimization problem in PuLP and it works great.. but the solving time is huge, so i have tried another optimization library google-OR that is x10 time fister but has a big issue that doesn't allow to deepcopy the problem…
Lorenzo ITO
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Linear optimization with pyomo

I recently started to try and learn python in order to solve a linear optimization problem. I am trying to minimize the CO2-Emission for househould. The solver is supposed to choose between getting electricity from the grid (which includes a certain…
saschav
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Julia JuMP Constraint from Vector

I'm practicing with Julia but got stuck trying to make a constraint. # Server Costs > df_custos = DataFrame(C1=[2,4,3],C2=[1,2,1],C3=[3,3,2],C4=[6,2,3],) # City num > num_cidades=ncol(df_custos) # Server num > num_servidores =…
Yuri
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Obtaining a good suboptimal solution from ojalgo for a linear optimisation

Introduction I'm trying to use the ojalgo library to produce a solution to controlling thrusters placed in arbitrary places to generate an overall requested rotation and translation. Sometimes the requested rotation and translation will not be…
Richard Tingle
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