Questions tagged [mixed-integer-programming]

491 questions
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Difference LP/MIP and CP

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 CP just the same as MIP and LP ? I am a but…
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Best modelling language for modelling LP/MILP? (NOT solver)

I have a Gurobi licence and I am after a good MILP/LP modelling language, which should be free/open source intuitive, i.e. something that looks like (taken from MiniZinc) var int: x; constraint x >= 0.5; solve minimize x; fast: the time to build…
martin56
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Mixed-Integer Nearest Optimal Solution in Matlab

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 = 0.16; lb = zeros(3,1); ub = [1;1;1]; x =…
Mary
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8
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How to ask for second best solution to a MIP using JuMP

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 optimal solution, or it might be a worse…
7
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6 answers

Non-linear optimisation/programming with integer variables in R

I wonder if anyone is able to suggest some packages to solve a non-linear optimisation problem which can provide integer variables for an optimum solution? The problem is to minimise a function with an equality constraint subject to some lower and…
6
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1 answer

How to use your own solving method in GEKKO?

I want to use my own Genetic Algorithm (GA) to solve a Mixed Integer problem: https://mintoc.de/index.php/Batch_reactor Can I incorporate my solving method in GEKKO? something like... m = GEKKO() . . . m.options.SOLVER = 'my_GA'
5
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2 answers

Julia Jump : Getting all feasible solutions to mip

I would like to have instead of only the vector of optimal solution to a mip , all the feasible (suboptimal) vectors. I found some old questions here, but I am not sure how they work. First of all, is there any new library tool/way to do that…
5
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1 answer

Using python-mip library with cvxpy syntax

I need to use CBC solver for mixed integer optimization problem, however in the target environment I cannot use CBC solver installed as an outsource software, it has to be a part of the python library. To overcome this problem I found mip library…
5
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1 answer

Breakdown an integer value to an array of integer maintaining the sum

I am working on a project where I need to breakdown an integer value according to an array of percentage values. My end array must contain integer value and the sum of the array must be equal to the initial integer. Below is a fake example. We have…
5
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1 answer

Optimization Approaches (Meta-heuristic, Graph-based, MILP)

I am very new to algorithms, now working on some route optimization problems and came across some papers on the following approaches: Meta-heuristics Approach Population Based (Genetic Algorithm, Ant Colony Optimization etc.) Single-solution Based…
5
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1 answer

cvxopt.glpk.ilp documentation on Integer & Binary set keys

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 option that I need, so I'm extending it with GLPK to…
PointOnePA
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PuLP - How to specify the solver's accuracy

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 constraints) The mathematical formulation of the problem…
Axel
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4
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Non-optimal result from MIP program in Google OR Tools

I was working on a sample MIP program, a selection of a coed sports team starting lineup, and found a small example that comes up with a non-optimal result in Google OR-tools. The basics: Choose 5 starters from a team of n>5 players. At least two…
4
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1 answer

How to make integer optimization with absolute values or sum of absolute values in python?

I have a program where I want to minimize an absolute difference of two variables (an absolute error function). Say: e_abs(x, y) = |Ax - By|; where e_abs(x, y) is my objective function that I want to minimize. The function is subjected to the…
nicolasakf
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Learning more about APOPT solver

I have a few questions about how APOPT solves MINLPs. What nonlinear programming method APOPT uses (interior point, trust region, etc.)? How does APOPT deal with mixed integers (B&B, outer approximation, generalized benders decomposition,etc)?
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