Tagged Questions

1
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1answer
15 views

Minimizing deviations from threshold value from a given group of numbers

Given a set of numbers $a_n$, a threshold level $t$, how do I find the combination of numbers that will sum to at least the threshold with minimum deviation? Added: That is, they must always exceed ...
0
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1answer
37 views

Partial linear relaxation yields an integer solution

Consider a binary integer program \begin{align} \min \quad &\sum _{j \in J}f_j x_j +\sum _{i \in I} c_i y_i \notag \\ \mbox{s.t.} \quad &\sum _{j \in N_i} x_j \ge 1-y_i, \quad \forall i\in I ...
1
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1answer
46 views

Strict inequality in MILP

I have a problem with the following constraint. There are 2 variables $p \in [0,1] \subseteq \mathcal{R}$ $\sigma \in [0,1] \subseteq \mathcal{Z}$ The constraint over the variables is $c - p < ...
1
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1answer
40 views

How tell if a polyhedron contains a lattice point

So given a polyhedron $Ax \le b$ Is there an Algorithm or formula to determine whether said polyhedron contains a lattice point (integer point) I was thinking a couple things: brute force ...
1
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1answer
68 views

Linear programming vs. Integer programming

I was trying to solve a problem where I want to choose which items to choose where each item has a number b_i associated with it and a reward r_i associated with it. I need to choose items that ...
3
votes
1answer
69 views

Is the inverse of an invertible totally unimodular matrix also totally unimodular?

My question is learned from here. Let me restate it as follows: A unimodular matrix $M$ is a square integer matrix having determinant $+1$ or $−1$. A totally unimodular matrix (TU matrix) is a matrix ...
0
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0answers
20 views

Examples of exp. sized LPs that can be solved in polynomial time by the GLS variant of the ellipsoid method?

The GLS (grötschel lovasz schrijver) variant of the ellipsoid method is a method that can solve LP with exponentially many facets or variables (by considering the dual LP) in polynomial time if the LP ...
1
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1answer
67 views

Linear Programming for Integer Solutions

Connsider the linear programming problem Max $z = 5x_1 + 6x_2$ st. $10x_1 + 3x_2 \leq 52,2x_1 + 3x_2 \leq 18$ and $x_1, x_2 \geq 0$ and integer. How would one manipulate the resources so that the ...
1
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1answer
45 views

Are there 0-1-matrices that are not unimodular?

I am just wondering if there are matrices that only consists of $0$s and a few $1$s that are not totally unimodular (TU)? I cannot come up with an example but I am not very experienced with this ...
2
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1answer
90 views

Linear programming problem with no objective function

I have a binary integer programming problem for which I only need a solution that meets all the constraints. I do not have an objective function that I am trying to minimize or maximize. I've been ...
2
votes
3answers
75 views

How to formulate Unique value constraint in Integer Programming?

Given the following integer programming formulation, how can I specify that the variables are unique and none of them has the same value as the other one. basically ...
3
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1answer
55 views

A particular ILP where the existence of a relaxed solution implies the existence of an integer solution

This question emerged from a discussion on my previous question Determining quickly whether this Integer Linear Program has any solution at all, which I would like to elaborate separately. I am ...
4
votes
1answer
105 views

Determining quickly whether this Integer Linear Program has any solution at all

I've got an integer linear program of the form $$ \begin{aligned} \text{Minimize}&& c &= x_1 + \cdots + x_m \\ \text{subject to}&& A\mathbf{x} &\geq \mathbf{b} \\ \text{where} ...
2
votes
1answer
34 views

Linear Programming: Breaking Variables Product

Given two sets of binary variables $x_{i...N} \in X$ and $y_{i...M} \in Y$ and another binary variable $\alpha$ how can I linearize the following constraint, i.e break the product of variables? ...
1
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1answer
47 views

Linear Integer Programming: consecutive/adjacent variables constraint

Given a set of binary variables $x_{ij} \in X,\ i=0,..,N,\ j=0,..,M$ how do I model an adjacency constraint on $i$'s such that: $\sum_i^N\sum_j^Mx_{ij} = \alpha, \;\text{with }\ 0 < \alpha < ...
1
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1answer
37 views

Linear programming: expressing the fact that precisely $k$ variables are nonzero

Given some variables $x_1,\ldots,x_n$ is it possible to somehow express in a linear program the fact that precisely $k$ of them are non-zero? I suspect this would already be enough to simulate ...
4
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4answers
245 views

Good software for linear/integer programming

I never did any linear/integer programming so I am wondering the following two things What are some efficient free linear programming solvers? What are some efficient commercial linear programming ...
1
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2answers
47 views

What's the relation between the non-convex sets and the hardness of ILP problems?

If some or all of the unknown variables are required to be integers, then the problem is called an integer programming (IP) or integer linear programming (ILP) problem. If understand ...
2
votes
0answers
71 views

Branch-and-Price algorithms for IP/MIP

I'm trying to do research into Branch-and-Price algorithms, which generally rely on Branch-and-Bound and column generation (typically Dantzig-Wolfe decomposition) to solve integer and mixed-integer ...
0
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0answers
95 views

Is it possible to linearize the non-linear equation in this linear programming?

Have typed the question is latex format, here it is:
1
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1answer
200 views

LP relaxation for ILP\IP (integer linear programming)

I am familiar with LP relaxation for ILP (or IP). Assume we concern with integer minimization problem, which we formalize using ILP; we then relax the ILP into LP and we say that the LP provides a ...
1
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1answer
144 views

$\ell_0$ Minimization (Minimizing the support of a vector)

I have been looking into the problem $\min:\|x\|_0$ subject to:$Ax=b$. $\|x\|_0$ is not a linear function and can't be solved as a linear (or integer) program in its current form. Most of my time has ...
1
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0answers
151 views

Book recommendation on Applied Integer Programming/Combinatorial Optimization/OR

Having some very basic and theoretical knowledge about these topics from my study, I'm looking for a book (or other good sources) that explains the stuff from a practical point of view. On the one ...
0
votes
1answer
56 views

Chaotic solutions to mixed integer linear problems

Is there a way to get the branch and bound algorithm to converge to a solution "close" to an initial value? One way I can think of, is to adding a "distance from initial value" term to the cost ...
-1
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1answer
94 views

How to express $y = x\ \mathrm{mod}\ 2$ as an ILP?

Using the signed modulo operation: $(x\ \mathrm{mod}\ 2) = \begin{cases} 0\ \mathrm{if}\ x\ \mathrm{is\ even} \\ 1\ \mathrm{if}\ x > 0\ \mathrm{and}\ x\ \mathrm{is\ odd} \\ -1\ \mathrm{if}\ x ...
3
votes
1answer
129 views

Efficiently solving a special integer linear programming with simple structure and known feasible solution

Consider an ILP of the following form: Minimize $\sum_{k=1}^N s_i$ where $\sum_{k=i}^j s_i \ge c_1 (j-i) + c_2 - \sum_{k=i}^j a_i$ for given constants $c_1, c_2 > 0$ and a given sequence of ...
1
vote
1answer
276 views

What are the algorithms for integer programming in which constraints are dependent?

What are some ways to deal with dependent constraints in integer programming? For example, suppose I want to maximize $x+3y+2z$ subject to (i) $x+y<=3$ and (ii) if $y+z>=2$ then $x+z<=6$. ...
3
votes
1answer
170 views

Connected graph solution from IP/LP

I have a problem on a graph (of maximum degree $c$) which looks for a connected subset of edges fulfilling some properties. I have problems formulating the connectedness condition in an IP/LP. The ...
2
votes
3answers
133 views

Linear inequalities to make a specific solution infeasible

Say we have a binary linear programming problem: \begin{equation*} \begin{aligned} & \underset{\mathbf{x}}{\text{minimize}} & & c\cdot\mathbf{x} \\ & \text{subject to} & ...