Questions on optimization constrained to integer variables.

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Replace BigM by SOS sets?

is there any way to get rid of Big-M when forming Mccormick envelopes by SOS sets ? eg x1 >= x2 - BigM*(1-w) x1 <= x2 x1 <= BigM*(w) where ...
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2answers
39 views

Combinations of fruits and their “nutrients”

As a computer scientist and not a mathematician, I know not some of the formal language to describe my problem, so I'll present it in a word problem form. Maybe someone can help me hone my search and ...
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1answer
42 views

If-Then Constraint: If X < 4 Then T = 4 -X

All the generic If-then constraints do not seem to be gaining me any insight into this. I would like to form a mixed-integer program with Lingo which can minimize cost given that a series of: When ...
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1answer
31 views

Finding a sequences so the image approximates integers

$x$ is fixed in $[0,1]$, $a_n,b_n,c_n$ are integers and not all of them are $0$ $y(a_n,b_n,c_n) = a_n x^3 + b_n x^2 + c_n x = Y_n$ Find an algorithm to go from $(a_n,b_n,c_n)$ to ...
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1answer
53 views

Existence of graphs when given the degrees of all vertices

My question is: How to decide whether a graph is exist when given the degree sequence of all vertices? This question can be easily reduced to the {0,1}-solutions of integer linear equation ...
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49 views

Mixed-Integer Linear Programing : get the maximum constant associated to a non null variable

Does anyone know a way get the maximum constant associated to a non null variable using Mixed-Integer Linear Programing ? I would like to get the variable $a$ in this description : $$ i = 1,\ldots,m ...
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Can this specific Linear Program constraint be expressed? [duplicate]

Thanks for your time. I have a linear program and no idea how I could express a form of constraint and even if it's possible. Maybe someone here know a solution. A company assembly and sells a ...
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1answer
16 views

Some operation like determinant

we have determinant operation that is like below: $ det(\begin{bmatrix} a & b & c \\ d & e & f \\ g & h & i \\ \end{bmatrix}) $= $ (-1)^{1+1}a(ei-fh)+ ...
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In the problem below, what is the right mix of drugs to maximize the expected revenue without exceeding R&D resources?

This is not a homework question. It's a question for a class I have yet to take that my friend gave me. I haven't been able to figure it out. Help is appreciated because it's driving me crazy. A ...
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50 views

How to find nonnegative solutions of a linear system?

I have a $M$ equation and $N$ variables like this : $ \begin{bmatrix} 3 & 0 & 1 & 0 & -1 & -3 & 2\\ 1 & 2 & 0 & 4 & 0 & 0 & -1\\ 1 & 1 & 0 ...
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Favorable probability(part 2)

After condition in Favorable probability . i should make an program in Python. I started in the next way: from random import randint import math MembersInBand = 50 ArrayOfMembers = [] for i in ...
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Why in the Uncapacitated Facility Location problem does each client not order all their goods from one location?

Here is the problem: A set of potential depot locations N = {1, . . . , n} has been identified. A set of clients M = {1, . . . , m} is known, each of which buys products that could be delivered from ...
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Ways to deal with Boolean constraint in optimization

For the optimization of $\text{min}_\alpha Q(\alpha)$, such that $\alpha_i \in \{0,1\}$, what will be popular way to deal with the Boolean constraint? Is there any methods to approximate the Boolean ...
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55 views

Algorithm to reduce expressions to canonical form

I'm writing a small computer algebra system that only knows rational numbers and all expressions that you can get from them by using basic arithmetic operations and powers. So the expressions are ...
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0answers
28 views

fill up a square with rectanagles

I have a square 46*46, I want to fill this up with three types of rectangles of size 29*20, 21*5, 10*4 such that the free space can be minimized? any rectangles can't be overlapped and they can be ...
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1answer
44 views

Integer Optimization

I have an integer optimization problem that I've been pondering for the last several days. Here's an abbreviated version: I have several wav song files with variable sizes (601201 kilobytes for ...
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1answer
28 views

Number of Integer solutions for this optimization problem

What is the number of integer solutions to the problem $$\sum_{i=1}^{i=k}x_i = n$$ subject to $\forall_i\ \ x_i \ge 0 $ note This should hold for both cases $k < n$ and $k \ge n$
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Find relationships between events

I have a set of Events $(E_i)_i$ which have a probability $(P_i)_i$. I am able to write each event as a sum of distinct events that form a partition of the space. My goal is to find all the ...
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25 views

Devising objective function for integer linear programming

I am working to devise a objective function for a integer linear programming model. The goal is to determine the copy number of two genes as well as if a gene conversion event has happened (where one ...
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37 views

Finding the optimal solution to an ILP, when feasibility is not ultimately required

I have the following problem: I would like to solve an ILP with binary variables, i.e. I have a set of possible items, each having properties like "size" "weight" "value" "age" and so on, in total, ...
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2answers
48 views

$a^2-b^2 = k$, $ab = l$ for fixed integer $k,l$ when $a,b$ are both integers

Let us fix integers $k,l$. Let all numbers be integers. Now we want integer $a,b$ to satisfy: $$a^2-b^2 = k, \,\,\,2ab = l.$$ We want to maximize the number of possible $(a,b)$. In order to do ...
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1answer
48 views

How to minimize the square of $\sum b_i x_i$ where each $b_i$ can be either $0$ or $1$?

Would you please help me solve the following problem where $b_{ij}$ is my decision variable that must be determined and all other parameters are known. $$\min \left(\sum_{i=1}^n b_i x_i\right)^2$$ ...
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1answer
30 views

Can there be a unique natural number vector solution to $Ax =b$ where $A$ is not a specific type of square matrix?

Let $A$ be $(n-1) \times n$ matrix that is of the following form: $$\left( \begin{array}{ccc} n-1 & 1 & 0 &.... & ....\\ 0 & n-2 & 2 & .... & ....\\ 0 & 0 & n-3 ...
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Determine page number for question based on count of questions and number of questions per page

I'm trying to build a simple quiz, and I want to split up the questions into pages. However, the number of questions and pages can change based on a few parameters, most important is a variable number ...
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2answers
80 views

Free solvers in C/C++ for convex integer programming

I need to solve the following integer program: $\text{minimize } \sum_{i=1}^n(a_{i0} x_i + \sum_{k=1}^3 a_{ik}w_i^k + \sum_{j=1}^m d_{ij}y_{ij})$ $\text{subject to}$ $$ \sum_{i=1}^n y_{ij}=1, \quad ...
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1answer
39 views

Question about making a custom 'formula'

I am working on some program for myself, and I am stuck on one thing, which I am not sure how to make exactly, I do know how to calculate it manually on paper, but I don't know any kind of formula or ...
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65 views

Traverse resultant 2d array after integer partition

I have used the solution of integer partitioning using dynamic programming explained in this post and in this article. Following is the resultant matrix when N is equal to 6: $$\begin{bmatrix} 1 ...
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1answer
68 views

Shortest path problem: dual formulation and proof of total unimodularity

The IP formulation of the shortest path problem looks as follows: \begin{align*} \min & \sum_{u,v \in A} c_{uv} x_{uv}\\ \text{s.t } & \sum_{v \in V^{+}(s)} x_{sv} - \sum_{v \in ...
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1answer
42 views

Almost linear programming problem

I have a problem that is almost the typical in linear programming, but not quite. All variables take real non-negative values. Certain simple linear inequalities and equalities should hold. But what ...
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1answer
64 views

Minimize the following function with integer values with the given constraint. [closed]

$$f(b_1,b_2,\ldots,b_m)=(b_1)^2+(b_2)^2+\cdots+(b_m)^2$$ such that $$ b_1+b_2+\cdots+b_m=l$$ m is fixed and all values are positive integers including zero. We want to minimize this function with ...
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1answer
45 views

Disjunction of conjunction in linear programming

I'm trying to get my model working with less variable/constraints possible. I want the binary variable $R$ to store the result of this Boolean expression: R = (a1 and b1) or (a2 and b2) or (a3 and ...
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4answers
295 views

Combinatorial optimization - Bijections between duplicated numbers

English is not my native language: sorry for my mistakes. Thank you in advance for your answers. Two Bijections and an Array... Here is a 2D array (in this particular example: rows: 1 to 4; ...
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26 views

Finding integer vectors in the column space of a matrix

Consider a given set $S \subset Z$. $S$ is a finite set. Matrix $A \in S^{N \times M}$ is also given. Does there exist an algorithm to find all the vectors belonging to the space Col$(A)\cap S^N$ ...
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Integer programming feasibility is NP-what

What is the complexity class of the general problem of integer programming feasibility? The sources I've looked at are, in my opinion, very confusing. Some say NP-hard, some say NP-complete. Some ...
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2answers
296 views

Optimization problem: Maximize the sum of minimum.

Given positive integers $L$ and a set of non-negative integers $N$. Find maximum of: $$\large \sum_{i = 1}^{4L}\ N_i\cdot(\min(\vert i - c\vert, 4L - \vert i - c\vert))$$ with $c \in \{1, 2,\dots ...
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Name search for special Linear Mixed Integer Programm

I am looking for a name for the following question in literature! (and if you know it, then it would be great) I couldn't find it and due to wide audience here, presumably you know more. Thank you ...
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37 views

Good MIP formulation of a timetabling problem

I am trying to formulate a university timetabling problem as a mixed-integer program. The choice variables are binary variables of the form $x(c,s,r)$ which is $1$ if a class of course $c$ is held in ...
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32 views

Finding the largest $3^k$ number less than the natural number

Given the natural number $N$ in binary representation (computer memory). How to obtain the representation of the $N\rightarrow\sum^{M}_{k=0}(a_k\cdot(3^k+1))$ form or, at least, how to find the $M$? ...
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Multiplying separately the different units,(other multiplication methods)

Is there any technique that performs multiplications taking into account the units separately? For example when you have to multiply 15*13 how can you process the tens separately? In general are there ...
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1answer
39 views

XORing consecutive integers has an interesting property. Does anyone know why?

I hesitated to post on StackOverflow but I think the problem has little to do with programming and more to do with mathematics. So, here it is: I wanted to compute the function $ f(n) = 0 \oplus 1 ...
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1answer
73 views

Lagrangean Relaxation of quadratic assignment problem to yield $n$ knapsack problems?

Consider the assignment problem: $$ Z = \min \sum_i\sum_j\sum_k c_{jk}\cdot x_{ij}\cdot x_{ik} $$ s.t. $$ \sum_i x_{ij} = 1 \quad\forall j $$ $$ a \leq \sum_j x_{ij} \leq b \quad\forall i $$ $$ ...
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Mixed Interprogramm remodeling

for example i have the following problem min z 5 x_1a + 6 x_1b - 3 x_2a + 0 x_2b <= z -3 x_1a + 0 x_1b - 1 x_2a + 2 x_2b <= z x_1a + x_1b = 1 (Constraint say of this group only one variable ...
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Prove this statement about inequalities

Can someone help to prove this. For $n$ and $\{a_{11},\dots,a_{nn}\}$, if we know that $a_{ij}$ is either $0$ or $1$ or $-1$, and further assume that the following inequality system on $\{b_n|b_n\in ...
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Minimising waste in a cutting problem.

I have three possible board sizes: $8$, $10$ and $12$ feet long. I want to make some number of cuts to these, say, $3, 2,1,1,1,6,5,3,4,2,1$ feet cuts and I want to minimize waste. I've done a quick ...
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41 views

Program for Handling Huge Primes

I am trying to run a program with really large primes (around the $10^{20}$th prime), but Mathematica seems to only be able to handle around the first $10^{12}$ primes. Is there any software that can ...
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1answer
28 views

How is the upper bound of a minimisation IP determined during branch-and-bound?

When using the branch-and-bound algorithm to solve an Integer Programming (IP) problem, the entire enumeration tree doesn't need to be evaluated and that's where the speed-up is achieved. Suppose the ...
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1answer
57 views

Why optimization problems cannot be solved by simple derivative?

Let $f(\cdot)$ be a linear function. $f:\mathbb{R}^n\rightarrow\mathbb{R}$ $\;\quad\;\mathbf{x}\;\rightarrow f(\mathbf{x})$. Let $\mathbf{A}$ be a matrix in $\mathbb{R}^{m\times ...
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Find bounded integers $x, y$ minimizing $| t - x * y |$

How do I find the integers $x$ and $y$ minimizing $| t - x \cdot y |$ with $1 \leq x < N$ and $1 \leq y < M$ ? Background: A clock signal is divided by two hardware prescalers (with a limited ...
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1answer
85 views

Symbol or notation for quotient operator

I'm trying to describe an algorithm in pseudocode where I've used the integer division operator. In VB.NET, the language I'm using, the operator used is "\", but I don't know if this is unambiguous to ...
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2answers
39 views

Minimize error function with integer constraints

Much time has passed since I studied any form of math so I wanted to take this cheap shot of asking someone else to think for me. I need to write some software that, for any given real number ...