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I have a LP problem and derived the corresponding KKT conditions for the same. I simulated the LP and obtained the primal and dual values and manually checked if the...

Asked on 08/19/2021 by S_Scouse

0I have been working on an MIP in C#. I want to reduce the gap, so I'm trying warm start. I use this code just before solve().try ...

Asked on 08/19/2021 by fhm.ider

1Does the situation in optimization ever occur in which you have a problem whose feasible set is not described in terms of explicit algebraic equations, but instead you have a...

Asked on 08/19/2021 by Harry Cohen

1DES (Discrete Event Simulation) is a simulation paradigm which can be applied to some OR problems, if combined with SO (Simulation Optimisation). AB-DES (Agent-Based DES) is an adaptation where the...

Asked on 08/19/2021 by Brendan Hill

0Is it possible to implement a column generation for a problem that the variables in the "complicating" constraint appear in the objective function? Suppose the MIP is: begin{align}...

Asked on 08/19/2021 by Mostafa

1For each observations there are 207 variables (binary, either a 'symptom' happened or not), class variable is also binary. For each variable or symptom there is a weight attached (currently...

Asked on 08/19/2021 by samiczy

3After writing an integer linear program in AMPL, I solved it using CPLEX. Now, I have some variables that must necessarily be 1, others that must necessarily be 0 and...

Asked on 08/19/2021 by LJG

1I have a convex polyhedron given by a set of linear inequalities, for example: $$x_1 geq 0,~~ x_2 geq 0, ~~x_3geq 0\x_1+x_2leq 1,~~ x_2+x_3leq 1,~~ x_3+x_1leq...

Asked on 08/19/2021

3If not all constraints satisfy equalities, does Lagrangian dual method make sense to a convex problem?...

Asked on 08/19/2021

0Suppose I know that for some non-convex program: begin{align}min_x&quad f(x)\text{s.t.}&quad g_i(x)leq 0, i in Cend{align} strong duality holds for this problem. Now, suppose I form the dual by only...

Asked on 08/19/2021 by George Chang

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