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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94 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 ...
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1answer
267 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 ...
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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: ...
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2answers
170 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
652 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: ...
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0answers
33 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
45 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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1answer
263 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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1answer
252 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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1answer
575 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 ...
2
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1answer
61 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 ...
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0answers
288 views

Reconstructing an optimal Simplex tableau from an optimal solution

I have here a bounded LP with infinite optimal solutions: ...
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1answer
45 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 ...
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1answer
251 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
53 views

Application of queueing theory

Jake's Machine Shop contains a grinder for sharpening the machine cutting tools. A decision must now be made on the speed at which to set the grinder. The grinding time required by a machine operator ...
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1answer
777 views

Linear Programming Inventory Problem

I'm still trying to get used to the nature of these problems and I'd appreciate some further explanation. ...
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1answer
241 views

Cost-to-go form of Dynamic Programming algorithm?

My lecture of Mat-2.3148 (Finnish) defines dynamic-programming-algorithm so that$J_N(x_N)=g_N(x_N)$ and $J_k(x_k)=\min_{u_k}\left\{g_k(x_k,u_k)+J_{k+1}(f_k(x_k,u_k))\right\}$ where the state ...
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1answer
62 views

How do you call the operation of counting the number of euclidian division until the denominator is lower than the remainder?

I was looking for the minimum size of a base35 secret_key to be able to generate at least 1,000,000 secret key. The result is 35*35*35*35 = 1500625 How do you ...
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1answer
562 views

Warehouse Location Problem as an integer progam instead of a mixed-integer program

Given a set of costumers $M = \{1, \dots , m \}$ and a set of of factories $N = \{1, \dots , n\}$ we have $c_{ij} \geq 0$ costs to deliver to costumer $i \in M$ from factory $j \in N$ $F_j \geq 0$ ...
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1answer
675 views

A question about the operation research and simplex method

For the simplex method, we need to add slack variables. My question is how to determine how many slack variables should be considered in the LP problem? I don't quite get why in the cases to find out ...
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0answers
36 views

Sensitivity of coefficients in ODE

I am trying to formulate a mathematical model as part of an op-research problem, and I'm running into a roadblock concerning differential equations of a certain kind; I was hoping to understand if ...
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0answers
21 views

Highest (lowest) index of positive time-indexed variable

I have a simple problem involving a variable $x_{it}$ representing the amount of a resource allotted to a task $i$ in time $t$. The quantity of the (renewable) resource is constrained at a value $R$ ...
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564 views

Graphically solving a Linear Programming Problem?

I was given the following linear programming problem and have been asked to find all optimal solutions graphically. I am quite new to the subject, so please forgive my naivety. ...
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22 views

Complexity of Earlist Avaible Due Date for Scheduling Problem 1|ri, pi=1|Lmax

Let us consider the scheduling problem 1|ri,pi=1|Lmax (basically, this means there is one machine on which we have to schedule n jobs (all with identical procssing time 1) in such a way that the ...
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0answers
48 views

Infinite loop in column generation algortihm

I have to program the following: Input: I have k commodities that have to go from place i to j with a certain demand There are n nodes and the cost for traveling one piece between the nodes i and j ...
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0answers
292 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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1answer
75 views

exchanging operators in max-max function

I am trying to determine if the following holds. $\max_{i\in I}\max_{a_j \in P_j}\{\sum_j a_{ij}x_j - b_i\}=\max_{a_j \in P_j}\max_{i\in I}\{\sum_j a_{ij}x_j - b_i\}$ $P_j$ is a closed convex set, ...
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0answers
13 views

Differential rents problem solving for transport problem

Sorry if question was asked, but I was unable to find the exact duplicate. Let's assume that we have transport problem. Will optimal plan for transport problem be the same regardless the method I ...
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1answer
47 views

How to enforce a constraint that a decision variable can only take 1 of $k$ integer values?

How would you enforce the constraint that $x$, a decision variable, can only take values -3, 7, or 19? I think I probably need to introduce a binary variable here but not sure where to start. Thanks. ...
0
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1answer
101 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 ...
0
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1answer
1k views

Example about the Reduced cost in the Big-M method?

I want to gather examples about the reduced cost in different cases, now for the Big-M method. I hope this makes the methods more accesible. So How does the Big-M method work with the below? ...
0
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1answer
59 views

How to solve a linear program with OR constraints

I have $n$ people. I want assign them to $c$ jobs. A job may be not assigned at all or there must be a minimum and maximum number of people assigned to it. $n$ is about 4000 and $c$ is about 1000. ...
0
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1answer
42 views

Checking whether a solution to MIP is optimal

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 ...
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2answers
76 views

Operations research - summation notation [duplicate]

Outline: Hermione has been thinking about the imminent return of the Dark Lord, so she has been busy packing her bag with all the items required for her survival. Because she has so many different ...
0
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1answer
99 views

integer programming formulation problem

Consider a problem with three variables: $u$, $\sigma_l$, and $\sigma_w$ where $\sigma_w > \sigma_l$. I want to represent the following relationship using integer programming. \begin{equation} u = ...
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1answer
23 views

Operation on constants inside Normal

If I want to take a Norm(-x), is that the same as 1 - Norm(x)
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1answer
190 views

Transportation theory algorithms detail description

I'm currently study operations research and want to implement some of its algorithms programmatically. I'm now interested in these algorithms: 1.North west corner rule method in transportation theory. ...
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1answer
92 views

Functions of random variables.

Two emergency response units patrol uniformly and independently a 10-mile stretch of road. An emergency incident occurs on the roadway and its position is uniformly distributed, independent of the ...
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0answers
14 views

operation research revised simplex

in revised simplex when be compute inverse of basis matrix, it is told in the book that only one column changes(obviously because of entering basic variable)but i could not understand how does it make ...
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28 views
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The difference between Dynamic Optimization, Stochastic Programming, Optimal control and Markov Decision Processes

I've seen the following terms thrown around somewhat interchangeably, and I'm confused. What are the distinctions between them, and what are some representative problems that each deals with? ...
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0answers
24 views

Double summation of linear function?

I am doing an assignment in operations research and I seem to struggle with some basic arithmetics. I need to formulate an objective function of the form $$\sum^3_{i=1}\sum^8_{j=1}(cij+c'ij)xij$$ ...
0
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1answer
64 views

Minimize LPP using graphical method [ operational research ]

Question: Minimize z = 2x + 6y Subject to 2x + y >= 2; 3x + 4y <= 12 x,y >=0 Is min z = 2 the right answer ? if not how do i solve this ?
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1answer
41 views

Relation between arg min of two functions

When is $u_F(x) = \underset{u}{\text{argmin}}(F_1(x),\cdots,F_u(x),\cdots,F_U(x))$ $\le$ $\underset{u}{\text{argmin}}(G_1(x),\cdots,G_u(x),\cdots,G_U(x)) = u_G(x)$ where $u \in \{1,2,\cdots,U\}, x \in ...
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0answers
31 views

Farkas lemma corollary and duality

Which is the application of the Farkas lemma corollary on duality? Let $$ Ax \leq b $$ be a system of inequalities, and let $$ P = \{y^TA = 0, y^Tb \leq -1, y \geq 0\} $$ be a polyhedron. May I say ...
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0answers
48 views

Simply formulated but hard problem on system of linear equations

When does the below system has a solution? $$AX=B\\ X > 0$$, where $A$ is $n\times n$ symmetric positive definite matrix and $X$ is a $n\times 1 $ column vector. Note: (I'm trying to use Farka's ...
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1answer
113 views

How to answer this linear algebra question, which is related to operations research?

I have the following question: Let $A$ be an $(m \times n)$-matrix and $b$ a vector in $\mathbb{R}^m$. The system of inequalities $Ax \leq b$ has a solution $x \geq 0$, if and only if $yb \geq 0$ for ...
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0answers
44 views

Travelling Salesman on Subset of Points

I'd like to solve the travelling salesman problem, except that the salesman only needs to travel to a subset of the locations. Each location has exactly one client, and each client has a "type". For ...
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0answers
31 views

Finding the dual of a linear program

I have an exam next week and I would like to make sure I am doing this problem correctly and I would also appreciate if somebody could explain to me the purpose of duality? What is the ultimate goal ...