# Questions tagged [mixed-integer-programming]

The tag has no usage guidance.

40 questions
Filter by
Sorted by
Tagged with
42 views

### How to speed up the Mixed-Integer Quadratic Program process?

Currently, I am solving a problem in the format: M is an integer as well. The problem that troubles me is that X is a vector in {0,1} with a size of 7000. I use the solver in https://github.com/...
98 views

### Using MILP to place a set of primers along a genome

Define variables $p_i,u_i\in\{0,1\}^G$, for $i=1,\ldots,8$ and $G=30000$. Let $v$ be a constant vector also in $\{0,1\}^G$, with approximately 25% of its entries equal to $1$ (randomly located). Let ...
23 views

### Can Scipy.optimize take a user-defined objective function that contains an ML model?

I have an optimization task that requires me to choose the optimal combinations of parameters, according to the prediction of a random forest model. My main obstacle is that scipy.optimize always ...
50 views

307 views

### Nonlinear integer program with linear constraints

I'm trying to perform inference over a subset of the latent variables of a hierarchical hidden Markov model I built. I've derived the relevant optimization problem, but it's a pretty nasty piece of ...
222 views

### Very long running time for Haase and Muller (2014) coded in Python + Gurobi

I have read the paper of Haase and Muller (2014) where they present the linear reformulations of the multinomial logit choice probabilities and compare different approaches. I have tried for an ...
207 views

### optimal SAT solver with weighted variables

I have $n$ boolean variables $x_1,\ldots,x_n$ with associated real-valued costs $c_1,\ldots,c_n$, respectively, and a boolean function $(x_1,\ldots,x_n)\mapsto\Phi(x_1,\ldots,x_n)$ in conjunctive ...
36 views

### Capturing the order of certain objects in an MILP

I have a certain convex optimization problem which depends on the order of a set of $N$ objects. Meaning, for every possible ordering, I get a different convex optimization problem. My ultimate goal ...
362 views

### Sum of Inverse of Variables in an Optimization Problem

I have the following optimization problem: $$\begin{array}{ll} \text{Minimize} & \frac{1}{x_1} + \frac{1}{x_2} + \ldots + \frac{1}{d_n} \\ \text{Subject to} & A x \leq b \end{array}$$ where ...
423 views

113 views

### Resources for large-scale MILP optimization

With the advent of "big data" applications, different algorithms have to be used to efficiently solve optimization problems, even in the convex case (e.g. the recent success of stochastic gradient ...
308 views

### Solving nested MILP problems

I want to solve a family of MILP problems (indexed by $k \geq 0$) of the following type: \begin{align} \max \; c^Tx \;\; s.t. \\ Ax \leq b \\ d^Tx \leq k \end{align} In other words, the ...
973 views

### C++ mixed integer nonlinear programming (MINLP) solver

Doing research project in material involving (mixed integer nonlinear programming) MINLP problem, we want to implement MINLP based on C++, because the majority of our project is based on C++. What ...
306 views

### MILP formulation and optimization

For $i=1, \dotsc, K$, we have $n_i$ ordered real numbers: $$x_i(1) \leq x_i(2) \leq \dotsc \leq x_i(n_i)$$ I want to solve the following optimization problem: \begin{align} \mathrm{maximize} \; \...
109 views

### Comparison of the time efficiency of an optimization problem formulated as a Network Flow model and Mixed Integer Programming

In combinatorial optimization, there are many problems that can be formulated as either Network Flow model or Mixed Integer Programming (MIP), e.g. supply chains, transportation, and graph-base ...
487 views

### Mixed-integer quadratic programming, state of art [closed]

I used Gurobi with a MIQP with 26 binary variables and 26*4 interaction term without any other constraint. The speed is very slow already.... I want to ask what is the state of art of MIQP solvers. ...
208 views

### prove optimality only by cutting without branching (gurobi)

I have a MIP which I know the solution almost for certain. I want to use gurobi to prove that the true solution (even if it is not the one i provide) shall not lie more than 0.5% deviated from the ...
168 views

### enhancing a MIP formulation of Ising model [closed]

I want to construct a MIP formulation for Ising model. For simplicity, I will only include terms involving nearest-neighbor pairs and triangular terms. I propose one formulation and ask whether there ...
124 views

### learning Gurobi for MIP calculation [closed]

I am a new learner of Unix, python and Gurobi for MIP calculation. I basically finish reading the quick start guide in Gurobi website but still feel that I need more training to use this combination ...
143 views

### Constrained System / Combinatorial Problem

Let $x\in \mathbb{R}^{n}$, $Y\in \mathbb{R}^{mxn}$. We can then define: $row_{i}(Y)=$ $i^{th}$ row of $Y$ $column_{i}(Y)=$ $i^{th}$ column of $Y$ $x_{i}=i^{th}$ element of $x$ $sum(x)=$ sum of ...
187 views

### Solve chemical formula (number of molecules in reaction)

In order to balance atom count in chemical equation: a O2 + b C12H24O11 ā c CO2 + d H2O I make linear equation: ...
19k views

### What's the fastest software(open source) to solve mixed integer programming problem

I have a mixed integer programming problem. And I am current using GLPK as my solver. But I found that GLPK is good for Linear Programming problem, but for Mixed Integer programming, it requires much ...
68 views

### How to model a pump behavior using MILP?

The behavior of a pump is the following: If $h \geq h_{start}$, then pumped flow is a constant $Q_p$. The pump works as long as $h > h_{stop}$ If $h \leq h_{stop}$, then pumped flow is 0. The pump ...
191 views

### Good approximate solutions for a MILP problem

The company I work for has been developing an application for real-time control of sewer networks. Every 5 minutes, a MILP problem is built or updated, then solved using Gurobi. For mid-sized cities, ...
175 views

### Optimization algorithm selection for 3 variable integer

I have a cost function: $f(x,y,z) \rightarrow \mathbb{R}$ it is very expensive to evaluate $x,y,z \in \mathbb{Z}$ 0 < x < 10 0 < y < 30 0 < z < 100 I thought it was convex, not sure ...
1k views

### Cplex C++ Interface: How to add many constraints quickly?

I noticed that adding constraints to an IloModel one by one can be prohibitively slow. (I am referring to the construction of the model, not the optimization.) ...
645 views

### Solver for a MIQP with an indefinite coefficient matrix

Do CPLEX or Gurobi handle MIQPs with indefinite coefficient matrices? The problem I am dealing with has quadratic terms in which one variable is binary and the other variable is continuous. The ...
297 views

### Closest interior point on integer grid to a vertex of a convex polyhedron

I have a 3 dimensional convex polyhedron whose vertex coordinates are rational. For one of these vertices, I would like to find the nearest integer grid point (under the Euclidean metric) that is ...
551 views

### Binary Integer Programming Problem Subject to a Set of First-Order DEs

Recently, I came across an optimization problem with binary decision variables which was constrained with a set of first-order differential equations (resulting from a continuous-time Markov chain ...