is a discipline to apply analytical methods for better decisions. It has many synonyms such as management science, decision science and system science.

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Operations research book to start with

for somebody having a quite strong background in Mathematics, which are some good books for the domain of Operations research? I guess there are textbooks covering topics like linear and nonlinear ...
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1answer
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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 ...
4
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1answer
480 views

The Hungarian Algorithm

In reading the proof of the Hungarian algorithm for the assignment problem in a weighted bigraph, I could not understand why the algorithm terminates. In the algorithm we choose a cover (namely labels ...
4
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1answer
53 views

Exercise 2.27 from Bazaraa (LP)

Consider the system $Ax=b$ where $A=[a_1,a_2,...,a_n]$ is an $m \times n$ matrix of rank $m$. Let $x$ be any solution of this system. Starting with $x$, construct a basic solution. There is a hint ...
4
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1answer
128 views

Mathematical formulation in operations research

Does anyone know how I would enforce the following constraints using a mathematical formulation? Any help or feedback is appreciated. a) If person A is given project 1, then person D must be given ...
3
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2answers
67 views

Faster Algorithms for Convex Hulls

I was interested in the following: Given two polyhedra $P_1, P_2$ specified in the form: $$ P_1 = {x : A_1x \le b_1 } $$ $$ P_2 = {x : A_2x \le b_2 } $$ Whereas $ x \in R^n$ and $b_1, b_2$ are ...
3
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2answers
59 views

Determine the equations needed to solve a problem

I am trying to come up with the set of equations that will help solve the following problem, but am stuck without a starting point - I can't classify the question to look up more info. The problem: ...
3
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1answer
122 views

What gambling/board game or real life thing can (surprisingly) be modelled as a linear programming problem?

So I've taken Linear Programming 101. I've read my textbook, took the test and all that, and - besides all the theory, the nice algebraic interpretations, etc - I've encountered a lot of textbook ...
3
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2answers
222 views

Functions minimized at the median of their arguments

I am doing research on problems of location of a public facility on a network which lead me to the following question. Is there an interesting way to characterize the class of functions $f : ...
3
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2answers
2k views

Financial Linear Programming Problem

I'm very new at linear programming and I'm trying to figure out a way to approach this problem below: ...
3
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1answer
100 views

Software for Binary Integer Linear Programs

I am aware that there is good software out there to solve integer linear programs (ILPs). However, is there (preferably free or low cost) software I could use to solve large binary integer linear ...
3
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1answer
83 views

Assignment Problem Using Branch-And-Bound Method

The department chair intends to assign classes to 3 professors to teach. There are 6 classes in total, so each professor gets assigned 2 classes each. Each professor ranks the classes that they want ...
3
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0answers
172 views

A basic question related with the solutions of linear programming problems

I have to select one option from the problem statement given below. Which of the following statements is true in case of linear programming. $1$: An optimal solution exists at extreme points of a ...
3
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0answers
66 views

Linear programming of sperner lemma

How can you formulate the 2-D proof of Sperner lemma as a linear programming problem? I know that you have to divide the triangle up into smalled triangles with the original triangle having vertices ...
3
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0answers
151 views

Changing a queueing processes

Situation Consider a general queueing system $\mathscr{S}$, whose customer arrival times are independent, and whose service times are independent; both of these are allowed to have general ...
3
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1answer
131 views

simplex method standard form

i am unable to understand algebraic formulation of simplex method.when we add slack variables, and solve for finding basic feasible solution we put free variables equal to zero. My question is why ...
3
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0answers
76 views

Operational Research. (Ressource Management)

I am looking for a solution that i know exists already in the field of "Operational Research"... I Just can't put my finger on the name of the thing. An heuristic to solve a very common and simple ...
2
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2answers
95 views

Under what conditions does $(I-N)^{-1}$ exist?

Given an nxn matrix N and $I=I_n$, under what conditions does $(I-N)^{-1}$ exist? On one hand $(I-N)(I + N + N^2 + ...) = (I + N + N^2 + ...) - (N + N^2 + ...) = I?$ On the other hand, $(I-N)(I + N ...
2
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1answer
590 views

Unimodular matrix definition?

I'm a bit confused. Based on Wikipedia: In mathematics, a unimodular matrix M is a square integer matrix having determinant +1, 0 or −1. Equivalently, it is an integer matrix that is invertible ...
2
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2answers
131 views

Stationary probability in an M/M/$1$ queue with a lazy server

Customers arrive to a single server queue according to a Poisson process with rate $\lambda$. Each customer requires Exponential($\mu$) service time. In the beginning when there are $0$ ...
2
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1answer
26 views

Check that a Nash equilibrium point is given by $\left(0,\frac {1} {2}, \frac {1} {2}\right)$ $\left(0,\frac {1} {2}, \frac {1} {2}\right)$

Given the game matrix \begin{bmatrix} 1 & 1 & 1 \\ 1 & 2 & 0 \\ 1 & 0 & 2 \end{bmatrix} I already see a Nash equilibrium in pure strategies, which is $a_{11}$, ...
2
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1answer
77 views
+50

Convert a piecewise linear function into a linear optimisation problem.

Consider $$f(x) = \left\{\begin{matrix} 1-x, & 0 \le x < 1\\ x-1, & 1 \le x < 2\\ \frac{x}{2}, & 2 \le x \le 3 \end{matrix}\right.$$ where $x \ge 0$. Convert $$\min z = ...
2
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1answer
52 views

How does one use the 'input/hr' column in the table below in setting up the problem?

I have to set up a linear programming problem corresponding to the following scenario: If my understanding of the problem is correct, I use $mod$: Let $i$ be $A$ or $B$. Let $x$ be amount ...
2
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1answer
32 views

Graphs with weighted edges and vertices

I am considering a route planning problem, which I try to model with a graph. I understand that 1. to find a shortest path in a graph, we need to know the weights on the edges. 2. as some places are ...
2
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1answer
687 views

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

How do I prove an optimal solution to dual is not unique if an optimal solution to the primal is degenerate? I have no idea how to start this. Anyone know any books with these kinds of questions (and ...
2
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1answer
977 views

How to solve this LP problem as a Dynamic Programming problem?

The standard form LP problem is $$\min -3x_1-7x_2-10x_3 \text{ s.t. }$$ $$x_3\leq 2$$ $$40x_3+40x_2+20x_1\leq 180$$ $$x_1,x_2,x_3\geq 0$$ My last lecture covered the Bellman equation ...
2
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0answers
50 views

How to model task scheduling with constraints

I am trying to model a task scheduling with constraints, in order to understand which model or algorithm is better suited to compute an optimal solution. Suppose I have $n$ jobs with CPU loads ...
2
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0answers
37 views

optimization network models

This is a question from Wane Winston 's Book. I don't understand how to do this. I tried to do it this way but it doesn't seem to work. Let $C_{ij}$ be the cost of using box of i $ i>=j$ Then ...
2
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0answers
50 views

Find Solution regarding 2-Norm

I try to understand that, but I have no clue what do to and how to do it. $A$ is a $m \times n$ matrix with $rg(A)=m$. Find the solution for $Ax = b$, which is regarding to the $2$-norm (I guess ...
2
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0answers
1k views

Primal and dual problem (Optimal solution) - Operations research

I'm currently studying operations research and I want to know and understand how we find an optial solution to the dual problem with minimum effort. Lets say we have this primal and dual problem: ...
2
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1answer
135 views

What would be the objective functions for this problem?

I have the following data (this is just a sample of my entire dataset): # Distance PriceIndex Rating 1 400 3 5 2 420 2 4 3 500 1 2 Considering the ...
2
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0answers
90 views

What subjects properly belong in operations research as their “owning” discipline?

Warning: This is a soft question, hence I would make it a wiki-community post if I could. Operations Research involves a broad swath of disciplines, ranging from probability and statistics/stochastic ...
2
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0answers
76 views

Assignment problem with multiple types, capacities and costs

I am trying to solve an optimization problem (variation of assignment problem). I'm stuck with how to represent this problem (as an LP or graph based). If it's formulated as a LP, I'm unsure of how to ...
2
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0answers
289 views

Is optimal solution to dual not unique if optimal solution to the primal is degenerate?

If optimal solution to the primal is degenerate, does it necessarily follow that optimal solution to dual not unique? That is, is uniqueness an unnecessary assumption? Spin-off from here. In my ...
2
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0answers
109 views

Nonlinear non-convex semi-infinite programming with norm equality constraint

In optimization theory, semi-infinite programming (SIP) is an optimization problem with a finite number of variables and an infinite number of constraints, or an infinite number of variables and a ...
2
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0answers
164 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. ...
2
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2answers
801 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 ...
2
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1answer
545 views

Reconstructing an optimal Simplex tableau from an optimal solution

I have here a bounded LP with infinite optimal solutions: ...
1
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1answer
18 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 ...
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1answer
129 views

Integral Polyhedra: Integer on each face

The general topic is unimodular matrices and integral polyhedra. I am really new to this field and I am studying for an exam in an advanced operations research course. In this case we are always ...
1
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1answer
51 views

Are my constraints in this LP problem correct? Any redundant?

I have to set up an LP problem based on the situation below: What I tried: Let $b_i$ denote sacks bought at month i (i=1,2,3) Let $s_i$ denote sacks sold at month i (i=2,3,4) We want to ...
1
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1answer
61 views

Linear Programming Problem Exercise.

A firm has to transport $1200$ packages using large vans which can carry $200$ packages each and small vans which can take $80$ packages each.The cost for engaging each large van is Rs $ 400$ and each ...
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1answer
56 views

Operations Resarch Optimal Scheduling

Consider the following problem: A car manufacturing company needs to transport car frames, which are $10$ cubic units each, and wheels, which are $2$ cubic units each, across the Atlantic ocean. ...
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1answer
46 views

Duality - linear programming

I have to find a respective dual programme for the given LP $$ \max \ 2 x_1 + 2x_2$$ s.t. $ -x_1 - x_2 \ge -5 \\\phantom{-}x_1,\phantom{,,}x_2 \ge 0$ I got this: $$\min \ 5y_1$$ s.t. $y_1 \ge 2 ...
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1answer
103 views

In Courty and Li (2000) “Sequential Screening”, what justifies the last equation in Lemma 3.2?

Regarding the article "Sequential Screening," in Review of Economic Studies, 2000 by Courty and Li: In Lemma 3.2, the last equality states that ...
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1answer
354 views

Meaning of the bar over $\bf{c}'$ in $\bf{\bar{c}}'=\bf c' -\bf c'_B \bf B^{-1} \bf A\geq \bf 0$?

I am trying to understand the page 87 Bertimas about Linear Programming. The author uses bolding and bars -- now I am starting to think that the bar means something else to vector, bolding apparently ...
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1answer
54 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 ...
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1answer
31 views

Assigning 2 Tasks to each Agent w/ Hungarian Algorithm?

Suppose I have 4 agents and 8 tasks and I would like to assign each agent 2 tasks each. Is there a way to use the Hungarian Algorithm to solve this problem? I worked it out with 2 agents and 4 tasks ...
1
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1answer
62 views

MILP optimization constraint formulation

I'm trying to find a sensible way to add constraint for my optimization problem. Lets assume we have binary decision variables $x_i\in\{0,1\}$ and two constraints \begin{align*} \sum\limits_{i=1}^n ...
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1answer
141 views

Probabilistic dynamic programming question

A gambler has 2 dollars. He is allowed to play a game four times and his goal is to maximize his probability of ending with at least 6 dollars . If the gambler bets $b$ dollars then with ...