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Subset selection in regression
The following is a well-know application of branch-and-bound: select the k best independent variables to include in the regression. Often best means: best residual sum of squares. When we use a...
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Linearizations in a Land-Use Planning Model
There are often multiple ways to formulate a problem. With a modeling language it is easy to try out quickly different formulations. This can have a significant effect on the performance of the...
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SQL as optimization language?
https://nathanbrixius.wordpress.com/2015/09/24/sql-as-an-optimization-modeling-language/Of course the answer is no. SQL is good to deal with data tables but trying to shoehorn optimization models into...
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Different but close
In a GAMS model we calculated some numbers. I expected them to be the same. I saw:OK, small difference. Let’s increase the number of decimals:No cigar. All right. The difference is beyond the 8th...
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Finding equidistant Pareto optimal points
When tracing an efficient frontier sometimes the pictures indicate that points are not very evenly distributed:In the paper http://www.sciencedirect.com/science/article/pii/S0895717710006424an...
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MCP Constraints
When expressing complementarity models it is often needed to “flip” equations around to match the sign of a dual. E.g. a ≥ equation can be paired to a positive dual variable. This sometimes leads to...
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Piecewise linear functions in MIP models
Here is a simple case of a piecewise linear function. It shows economies of scale: shipping more leads to lower unit transportation costs.One way of modeling this is using a set of binary variables...
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Simple Nash-Cournot equilibrium via EMP
Model OLIGOMCP from the model library is a well-known small Nash-Cournot equilibrium problem, expressed as an MCP:See also:...
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Discontinuous piecewise linear interpolation in MIPs
I received some questions and feedback from the post here: http://yetanothermathprogrammingconsultant.blogspot.com/2015/10/piecewise-linear-functions-in-mip-models.html. Here are some “back to basics”...
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Example of supplier selection with discounts
I am working on a supplier selection model, so it is useful to see how my formulation compares to what others have come up with. The next paper is not really identical to my situation but it is useful...
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Configuration files
Often I use INI files (https://en.wikipedia.org/wiki/INI_file) for configuration settings of programs I develop. For programs that need more complicated data structures one could use XML or JSON. Here...
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Gurobi 6.5: some really good performance improvements
From: http://www.gurobi.com/products/whats-new/whats-new-in-the-latest-version
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This can be done much better
Counter example of how to present a model in a paper:I suspect the reason why I often see names like x1,x2,… being used, is that some textbooks present models that way. In this respect computer science...
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Global optimality
Not sure if this is a bug or this just comes with the territory (i.e. numerics). When I solve this nasty MINLP with Baron using an allowed gap optcr=0 I get:Solution = 0.922492168619502 found at...
View ArticleBLEIC
I never came across this acronym: BLEIC: Boundary and Linear Equality/Inequality Constrained Optimization. I usually use “linearly constrained NLP”.I saw this in:...
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Linearization by enumeration for a small reliability problem
In http://yetanothermathprogrammingconsultant.blogspot.com/2015/11/global-optimality.html a small MINLP model is shown that does not solve that easily. Here is it again:The model and the data comes...
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Bin Packing but different
From http://cs.stackexchange.com/questions/48510/help-wrapping-my-head-around-a-combinatorial-optimization-problem/50179#50179:Here's the problem I'm trying to solve:I have a bunch of widgets, whose...
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SQLite and Excel/VBA
In the comment section of http://yetanothermathprogrammingconsultant.blogspot.com/2013/10/gdx2sqlite.html it is mentioned that Excel and VBA (via ODBC) has troubles with fields that are declared as...
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Optimality of a small MINLP model
When I read a paper I often try quickly to implement the example and see if I can solve it. Here is a small MINLP model related to RRAP (Reliability-Redundancy Allocation Problem). It is very similar...
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