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Slack analysis in super efficiency DEA [on hold]

Is slack and surplus values in super-efficiency DEA models meaningful? For example, if slack values for an input of a DMU in super-efficiency model is 0.6, what does it mean? Does it mean that ...
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10 views

References request: two-queue, one-server model with pre-emptive queue priority and finite buffers

Sorry of the title is a mouthful. I'm developing a queue model with the following characteristics: Two queues: One contains an infinite number of people (Queue A) while the other (Queue B) is ...
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10 views

Is there a known optimal solution for searching an ordered list with non-uniform query cost?

Let $D$ be the set of integers from $1$ to $n$ inclusive for $n \geq 1$, and let $$f(i) = \begin{cases} 0& i \leq k \\ i - k& i > k \end{cases}\,\,\,\forall\, i \in D$$ for some $k \...
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1answer
18 views

Is convexity the most general dividing line between “easy” and “hard” optimization problems.

Just got started with Boyd's Convex Optimization. It's great stuff and I see how it directly subsumes the all-important linear programming class of models. However, it seems that if a problem is non-...
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1answer
558 views
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11 views

Why does the Dantzig cut require the constraint data to be integral?

Given the following integer linear program, (ILP) $\min c'x$ subject to $Ax \ge b, x \in \mathbb{N}_0$ where all elements of $A$ and $b$ are integral, and assuming its linear-program relaxation (...
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29 views

Properties of polyhedron solving constrained max problem

This is a question for people who don't have trouble to think in more than two dimensions. Don't hesitate to ask clarifying questions! Let us suppose we have $n$ random variables $X_i$ that are iid ...
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1answer
22 views

Algorithm for scheduling event observers

I'm reviewing different algorithms to solve a scheduling problem and was hoping someone with a better breath in the area might help me focus on the right class of algorithms. Basically the problem is ...
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21 views

Formulating a linear transportation problem as a stochastic linear program

[Question provided in picture]http://i.imgur.com/avoARFG.jpg[/img] I am having trouble with part b of this question. For part a, I have the following: let xij = number of units produced by plant i ...
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1answer
26 views

Formulating deterministic and stochastic production models (not solving them) [Beginner's Operations Class]

Question provided in picture This question has been troubling me as I am not used to questions without numbers as it is hard for me to visualise. I also find stochastic problems hard in general. &...
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1answer
25 views

When modeling a multi-objective problem, is there a simple way of choosing to fully minimize one function, then to go on and minimize the second?

I am modelling a problem where I have two objectives. My goal is to fully minimize the first objective function, then choose among the solutions that fully minimized the first objective function to ...
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1answer
25 views

Connection between complementarity problem and optimization problem?

I do not understand the connection between complementarity problems and optimization problems. I have tried to look at other definitions for complementarity problem to see if that would help me with ...
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22 views

Variational Inequalities - What excatly does the definition say? Why are they useful?

I am having issues understanding the definition of variational inequalities. We have the following definition: Given a set $X \subset \mathcal{R}^n$ and a mapping $F: X \rightarrow \mathcal{R}^n$ a ...
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8 views

Reduced cost in linear programming maximization sensitivity analysis?

My sensitivity report of maximization problem shows negative reduced cost although my optimal values of variables are not zero. So, what does it mean by the negative values of reduced cost? Here is ...
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2answers
30 views

Is Reliability Component a vertex?

The term component has a distinct definition in graph theory from vertex while the terms components and vertices can be mostly the same in Realiability Engineering, my intuition. So how is the term ...
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17 views

Origins of Operations Research and original meanings to different terms? [closed]

I am confused by Reliability Engineering to the extent that sometimes the terms used are graph-theoretical: this aspired to be researched here and here. In comparison, terms are sometimes more slack, ...
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13 views

Area of Operations Research on graph theory and reliability engineering? [closed]

I am confused by the jargon in Operations Research (OR) when it is the same as in Graph theory such as component but it can mean just a vertex. So I am confused to the extent that reliability ...
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3answers
275 views

When does a variable leave a basis (in linear programming)?

In the simplex algorithm in linear programming, what are conditions for a variable to leave a basis (not necessarily basis for the/an optimal solution)? I'm supposed to list as many sufficient and ...
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2answers
847 views

Introduction into Operations Research

I am a first year graduate student who advisor wants me to learn about operations research and to use stochastic integer programming in my research. He keeps giving me papers to read but they ...
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Are any tools or techniques available to solve the “placement of safety points” problem?

Definition 0. Given a metric space $X$ and subsets $H$ and $S$ thereof, define: $$d(H,S) = \sup_{h \in H} \inf_{s \in S}d(h,s)$$ (This as an asymmetric version of the Hausdorff distance.) Here's ...
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2answers
38 views

Trying to sell the most batches of animals using linear programming

I'm trying to sell the most batches of animals... Let's say I have 200 dogs, 100 cats, and 100 ferrets. ...
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2answers
216 views

Convert a piecewise linear non-convex function into a linear optimisation problem.

Update: Problem and solution found here (p. 17, 61), although my prof's solution (formulation) is different. Convert $$\min z = f(x)$$ where $$f(x) = \left\{\begin{matrix} 1-x, &...
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1answer
436 views

Edge weight function for graph instance of scheduling and allocation problem

I have difficulties developing a proper (non-scalar) edge cost function $c_e$ for my resource scheduling problem, which I mapped into a graph problem. Processes $P_i$ need resources $R_i \in \mathcal{...
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2answers
32 views

Shortest path in a graph with weighted edges and vertices

I am considering a problem of route planning (from a source $s$ to sink $t$) in a undirected graph with weighted edges and vertices. The goal is to find a shortest path between the source $s$ and the ...
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1answer
15 views

Tree-width of a quadratic pseudo-Boolean function

A pseudo-Boolean function $f : \mathbb{B}^n \mapsto \mathbb{R}$ is of the following form. $$ f \left(x_1, \ldots, x_n\right) = \sum_{S\subseteq V} c_S \prod_{j \in S} x_j $$ Here $c_S \in \mathbb{R}$,...
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1answer
30 views

Transforming a $0$-$1$ knapsack problem into the standard form

I have the following $0$-$1$knapsack problem: $$\begin{align*} &\mathrm{Max} : \quad z= 3x_1 -4x_2+5x_3+7x_4-6x_5+x_6\\ & \mathrm{subject\ to}: -2x_1 +x_2 +10x_3 +3x_4 -5x_5+12x_6 \leq 4 \...
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1answer
3k views

simplex M-method minimization problem

Solve using the simplex method. Identify the solution of the dual in the final simplex tableau Minimize: $$z=12x_{1}+4x_{2}+2x_{3}$$ **Constraints:**$$ x_{i}\ge 0$$ $$-6x_{1}+3x_{2}\ge 9$$ $$2x_{1}-...
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36 views

Transform an assignment problem to use the Hungarian algorithm

I have this assignement problem: There are three machines to perform four tasks. The costs of assigning to a machine each of the tasks are given by the following matrix: $$\begin{pmatrix} ...
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1answer
863 views

Prove optimal solution to dual is not unique if optimal solution to the primal is degenerate and unique.

How do I prove an optimal solution to dual is not unique if an optimal solution to the primal is degenerate and unique? What I tried: Let the primal be $$\max z=cx$$ subject to $$Ax \...
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1answer
56 views

Setting up an LP problem on producing linear board in jumbo reels

I have to set up a linear programming problem corresponding to the following scenario: What I tried: I think we have 8 templates for 1 $68 \times l$ reel (or whatever): $22,22,22$ (66) $20,...
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8 views

Correct definition of the co-occurrence graph of a pseudo-Boolean function

In section 4.6 of Pseudo-Boolean Optimization, Boros and Hammer have defined the co-occurrence graph of a pseudo-Boolean function as follows. If a pseudo-Boolean function $f : \mathbb{B}^n \mapsto ...
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3answers
55 views

Mixed Integer Linear Programming Conditional Constraints

I have a set of variables: $x_1,x_2,x_3,x_4$ $x_1$ is a binary integer variable while the rest are real numbers all between 0 and 1 I want a constraint such that: if $x_2+x_3+x_4$>0 then $x_1=1$ ...
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1answer
24 views

Is Pareto efficiency (Pareto Optimal) a part of Operation Research?

I know that Pareto efficiency (Pareto Optimal) is an economic concept that helps for multi-criteria decision making process. My doubt is whether any decision process is a part of Operation Research. ...
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51 views

Develop a model for determining the optimal production schedule in a manufacturing facility

I have to formulate (linearly) the following problem mathematically: What I tried: 1. Variables Let $x_{ijk} = 1$ if, in month k, product i should be made in production line j, where $i=...
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38 views

Weights in goal programming

I'm not quite convinced about assigning weights in goal programming. Here is an example formulation problem. What I tried: Let $x_j$ be the number of minutes for ad $j = R, T$ We want to ...
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32 views

Model linearly: Determine amount of units for production

A company produces 2 products in a week. Let $x_i$ denote the number of units of product $i$ to produce. Each product requires liters of Chemical X to make. Info is given below: \begin{array}...
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31 views

If the primal is unbounded, then the dual is infeasible.

In the context of duality in linear programming, prove that If the primal is unbounded, then the dual is infeasible. My book says that this is a corollary to complementary slackness. What's ...
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54 views

What values make the solutions in the optimal? infeasible? degenerate? etc

Note that $c_i$'s in the $z_j-c_j$ row are not coefficients of the $x_i$'s. I use instead: $r_1, r_2, r_3$. I'm assuming there's a non-negativity constraint. we need to state necessary ...
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2answers
69 views

Find the optimal solution without going through the ERO's

All I got is that $$12y_1 + 7y_2 + 10y_3 = 2(0) + 4(10.4) + 3(0) + 1(0.4)$$ and $y_2 = 0$ because $x_6$ is in basis. How do I find $y_1$ and $y_3$ without going through the simplex method? I took ...
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1answer
3k views

Linear Programming: Three variable graphical solution

A small bank offers three type of loans: housing loans at $8.50$% interest, education loans at $13.75$% interest rates, and loans to senior citizens at $12.25$% interest. Further, it needs to ...
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23 views

Linear programming: choosing entering variable

maximize 10𝑥1 + 12𝑥2 +12𝑥3 subject to 𝑥1 + 2𝑥2 + 2𝑥3 + 𝑥4= 20 2𝑥1 + 𝑥2 + 2𝑥3+𝑥5= 20 2𝑥1 + 2𝑥2 + 𝑥3 +𝑥6= 20 𝑥1, … , 𝑥6 ≥ 0 This is my first step for simplex tableau x1 x2 ...
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0answers
172 views

Prove an artificial variable that leaves the basis will never return.

This is in the context of the Big M Method in the simplex algorithm in linear programming. Prove an artificial variable that leaves the basis will never return. I have no idea how to start this. ...
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1answer
53 views

Max $z = x_1(1-x_2)x_3$ s.t. $x_1 - x_2 + x_3 \le 1$

Using dynamic programming, Maximise $$z = x_1(1-x_2)x_3$$ subject to $$x_1 - x_2 + x_3 \le 1$$ $$x_1, x_2, x_3 \ge 0$$ Here's the outline of my solution 1. How is it? Let $y_2=...
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470 views

How do I convert max min problem into a linear programming problem?

Let $A$ be a given $m \times n$ matrix, $c$ a given $n$-vector, and $b$ a given $m$-vector. Show that this problem $$\max \min (c^T x - y^T Ax + b^Ty) \text{ such that } x,y \ge 0$$ can be reduced ...
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2answers
25 views

Simulation methods and generating random variables

Twenty aircraft are sent to bomb a target that is rectangular in shape. It has dimensions 150m by 50m. Each aircraft makes a bombing run along the horizontal x axis and drops one bomb. The point ...
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1answer
20 views

Is Graph with multiple-inputs and multiple-outputs called MIMO?

MIMO (systems with multiple-inputs and multiple-outputs) is a term in engineering areas and applied mathematics such as process-control and wireless communication. Suppose you have a directed graph $G$...
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82 views

What programs or websites solve linear integer or goal programming problems?

I don't think I can use Excel. My solver doesn't work so I can't even use Excel for regular linear programming. Something like this but for integer or goal programming. This seems to allow integer ...
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1answer
38 views

Dependence of the derivative of a pseudo-Boolean function on its variables

I am going through Pseudo-Boolean optimization by Boros et al. In the section 2, the paper introduces the idea of derivative and residual of a peudo-Boolean function. It is claimed that both $\...