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Questions tagged [integer-programming]

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1
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1answer
23 views

Check a variable within a range with a binary variable [closed]

I have a value, a, it can be any value from 0 to 1. In an integer linear program, how can I formulate a constraint that uses a binary variable, y, to determine whether a is within a range of 0 and 1 ...
2
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1answer
28 views

Boolean variable that captures whether an inequality holds

I have an integer linear program with variables $x_1,\dots,x_n$. I have an inequality $a_1 x_1 + \dots + a_n x_n \ge b$ that I care about; it may or may or not hold. I want to introduce a boolean ...
1
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1answer
32 views

How to model a logical indicator when two inequalities hold in Integer Programming?

I have an IP program where $\forall i \in I, j \in J$ my decision variables are $x_{i,j}$. I have two sets of inequalities (one inequality for every $i,j$ pair) that are of interest which are $$a_{i,j}...
1
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0answers
40 views

“Greater than 0” condition in integer linear program with a binary variable [duplicate]

How can one model the following condition in an integer linear program? $$ y = \begin{cases} 1 & \text{if } x > 0\\ 0 & \text{otherwise}\end{cases} $$ Where $y \in \{0,1\}$ and $x \in \...
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0answers
40 views

Travelling Salesman problem using Guided Local Search

I am doing Week_4 of https://www.coursera.org/learn/discrete-optimization/ stuck in solving TSP. As there are a lot of methods to solve this problem, I am currently coding Guided Local Search as ...
2
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1answer
39 views

List of algorithm problems in term of ideals

I am new in algorithm and studied about some problems in algorithm related to graph theory. These problems we can transform to some polynomials and if for each set of polynomials related to a problem ...
2
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1answer
41 views

How to efficiently specify a MILP constraint with nested AND and ORs

Let's say I want to set x1=1 if (x2=1 AND x3=1 AND x4=1) or (x5=1 and x6=1) or (x7=1) else x1=0 All of the xs are binary ...
2
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0answers
23 views

Relaxations for MILP with logical constraints

I have an LP with a (non-fixed) number of logical constraints in the form of $X_1 \rightarrow X_2$ (where $X_1$ and $X_2$ are linear functions inequalities of the $n$ input variables). To express ...
0
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0answers
8 views

what can cause the best-bound to get tighter in the first MIP node?

I'm using gurobi MIP optimization engine for solving a mixed integer linear minimization problem. I see that the engine didn't start the branch and bound stage ...
1
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0answers
15 views

Given a set of solutions, find an IP formulation with the same solution set

Input: A list of integer variables $x_1, ..., x_n$. A finite set of feasible solutions $S \subset \mathbb{Z}^n$. Task: Find an integer linear program (IP) on the integer variables $x_1,...,x_n$ ...
1
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1answer
41 views

Representing chained XOR operations as linear inequalities

I'm trying to solve an integer linear program (ILP) in which a constraint of the following kind must be met: $x_1 \oplus x_2 \oplus \cdots \oplus x_n = 1$ where $\oplus$ is the binary xor operator. ...
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2answers
42 views

Solve this integer program (problem: Travelling salesman problem)

How do one solve the following integer program? $$ \begin{align*} \text{minimize} \quad &\sum_{(i,j) \in E} d_{ij} x_{ij} \\ \text{subject to} \quad & \sum_{j \in V} x_{ij} = 2 \;\; \forall i ...
1
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0answers
35 views

Big M method for continuous variables

Is there any way to model the big M method for continuous variables? Something similar to this but $B, C \in \mathbb{R}_{\geq 0}$ and $A\in\{0,1\}$. Due to the precision problem, when the $B$ and $C$ ...
1
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0answers
22 views

(M)ILP overlap of two intervals

I got an ILP Model where $c_i$ represents the starting time for a visit$_i$. $c_i$ is already constraint by a number of constraints, one is $c_i > 0$. I have now outside of my model 0 or multiple ...
1
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0answers
64 views

How does prefix summing the count histogram in counting sort result in an array of output indices?

My implementation of counting sort is based on the description I found here. I've also included my code in this REPL, but here it is: ...
2
votes
1answer
124 views

What is the right term/theory for prediction of Binary Variables based upon their continuous value?

I am working with a linear programming problem in which we have around 3500 binary variables. Usually IBM's Cplex takes around 72 hours to get an objective with a gap of around 15-20% with best ...
0
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0answers
9 views

How to understand the separation phrase for generalized subtour constraints?

Suppose the constraints of our integer programming model consist of two parts: the polynomial-size formulations, that have a size (number of variables and constraints) which is polynomial w.r.t. the ...
2
votes
1answer
34 views

Computational complexity of maximizing sum of rational functions

I have a optimization problem: $$\max_z\ \sum_{i=1}^n \frac{W_i}{D_i - z_i} \quad \text{s.t.}\ \sum_{i=1}^n z_i \leq k, z_i \in [0,k],$$ where each $W_i$, $D_i$ are constants and $z_i$ are integer ...
0
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1answer
49 views

How to write an if then logical constraint given part of the input related to a decision variable?

I am trying to solve an assignment problem-like from a bi-objective persepctive where I have a marketplace of vendors proposing different machines with different types and specs. The goal is to select ...
2
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3answers
60 views

Need Help Understanding MST Cutset Formulation

I just started learning about linear programming in my class, and I'm having some trouble understanding the MST Formulation Integer Linear Programming (Cutset Formulation). This is the definition: ...
0
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0answers
11 views

LIP - Minimum Spanning Tree Cutset Formulation [duplicate]

I just started learning about linear programming in my class, and I'm having some trouble understanding the MST Formulation Integer Linear Programming (Cutset Formulation). This is the definition: $...
1
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0answers
91 views

maximizing absolute value in linear programming

I know that similar questions have been answered several times, and based on the answers, I attempted a solution to my problem. But I simply do not get the right results. The problem is as follows. I ...
1
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2answers
97 views

Variant of the Knapsack Problem

I've got problem on integer programming, specifically with the following knapsack problem. I'd be happy to get some suggestions on how to solve the problem in a time efficient way. There are 120 ...
2
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0answers
63 views

Implementing a linear programming feasibility test in 3D

I have a little problem which requires determining if a system of linear inequalities in 3D is infeasible. The constraints (or oriented planes) are added one by one, so there is an opportunity to stop ...
1
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2answers
40 views

Better way to formulate these constraints?

I have a binary variable $x_{ijt}^k$ that is $1$ iff job $i$ is assigned to machine $j$ at time $t$ using processor $k$. I would like to express the following constraints: If job $i$ is assigned to ...
0
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1answer
58 views

Conditional milp formulation

I have two binaries, $\alpha_{ts,it}$ and $\alpha_{ts,gshp} \in \{0,1\} $, and two reals $T_{it}$ and $T_{ts}$ which have upper and lower bounds. How can I model $\alpha_{ts,it}=1$ if the following ...
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0answers
57 views

Can somebody suggest what is wrong with these constraint? [closed]

I have written two constraints for Mixed integer linear problem. I am working on the scheduling problem i.e., Scheduling of hybrid appliances. For example, the washing machine is appliance indicated ...
1
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2answers
45 views

How to create constraints for Mixed integer linear problem?

i am a beginner to Discrete optimization domain. I am working on the real world problem, i.e., Scheduling of hybrid appliances. I have hybrid appliances which can ...
2
votes
1answer
34 views

Can this Arrow-Ring puzzle be encoded as an integer programming problem?

I would like to write a solver for these kind of Arrow-Ring puzzles. However, I can't encode all the constraints correctly. I noticed that Sudoku can be solved using integer programming and I am ...
4
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1answer
71 views

Integer Problem Solving with two boolean selection variables

I am trying to solve a two dimensional combinatorial problem. Hereis my input space {{RA1,RA2},{RB1,RB2},{RC1,RC2}} and i have to choose two out of three elements{A,B,C} and one out of two possible ...
0
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0answers
29 views

Does floor and ceiling in LP implies more than $P=NP$?

We know ability to take floor and ceiling in Linear Programming (LP) implies $P=NP$ (just apply floor and ceiling to variable in $(0,2)$ to get binary variable and from this it follows $0/1$ ...
4
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2answers
91 views

How to model and solve this problem?

I have a matrix $P \in M_n(\mathbb N)$, where $$ P = \begin{bmatrix} 0 & P_{12} & \ldots & P_{1n}\\ P_{21} & 0 & \ldots & P_{2n}\\ \vdots & \vdots & \ddots &...
2
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1answer
125 views

Implications of Integral linear program

Let $(P)$ an Integer Linear Program, where we aim to find $x\in \{0,1\}^n$ maximizing a linear function $f:\mathbb{R}^n\rightarrow\mathbb{R}$ under some linear constraints $Ax\le b$ Let $(P^*)$ be ...
0
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0answers
18 views

Is scalar variable multiplication of $0/1$ variable array possible in $MILP$?

I remember somewhere seeing the following. If $x$ and $y$ are integer variables then we cannot multiply them easily unless we know a bound $B$ on them. Suppose I have an array $\overline x=[x_1\...
2
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0answers
42 views

IP algorithm for finding path in graph

Suppose for each positive integer $N$, we have a graph $G_N$ with $N$ vertices labelled $1$ to $N$ (so $\log N$ bits are required to specify a vertex). Suppose we have a PSPACE algorithm to determine ...
0
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1answer
63 views

How do you proceed if your milp is not solvable

We are currently developing an ilp/milp model to fit the best routes with given resources (people) in a given timeframe and given visits and costs to travel from one visit to another (asymetrical). ...
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1answer
68 views

Can we use ILP here?

Is it possible to encode $y=0\implies G=0$ else $G=x$ by Integer Linear Programming where $x,y,G$ are integer variables? The answer mentioned below gets to the point of taking absolute value of ...
2
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1answer
114 views

Computational Complexity of a special case of Integer Programming

Integer Linear Programming (ILP) is NP-complete. However, there are special instances that can be solved in polynomial time. I am curious about the following integer program (IP) with equations and ...
2
votes
1answer
239 views

Interval scheduling problem with priorities

I have a problem that is similar to the interval scheduling algorithm but it involves priorities. My data sets consist of the following data: Cars with the start and end time of parking, along with ...
1
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0answers
38 views

Decide whether a set of inequalities is solvable

Let $\{x_1, ..., x_n\}$ be a set of $n$ distinct variables, and suppose given a finite set of $m$ inequalities such that, for all $1 \leq i \leq n$, the $i$-th inequality is of the form: $$y_i + a_i \...
3
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2answers
223 views

How to check if a specific ILP problem can be solved in polynomial time or not?

How can we know that a specific ILP problem is solvable in polynomial time or not given the constraints?
2
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1answer
727 views

Why is integer programming more difficult than (real) linear programming? [duplicate]

Why is integer programming (IP) more difficult than (real) linear programming (LP)? I searched a lot on the web, but I didn't find an answer.
0
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2answers
155 views

ILP runtime seems to be linear?

I have a variation the shortest path problem, formulated as an ILP. The system model is as follows: There is a connected digraph consisting of 20 nodes, with each link having an associated weight ...
1
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0answers
335 views

Restriction for greater than constraint in linear programming

I have a model that considers real values and that uses a binary variable $x$. In this model, the following conditions should apply: \begin{equation} x= \begin{cases} 0, & \text{if}\...
1
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1answer
50 views

Portfolio allocation with a few twists

A similar question has been asked here, but this one is more complicated and has more constraints. I'm trying to find an algorithm to solve the following (real-life) problem: A customer has $M$ ...
3
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1answer
225 views

Are there practical methods for solving ILP?

Recently I encountered some papers in which the most important part seems to be writing an Integer Linear Program for a problem for which there exist some exact or heuristic algorithms! Is solving an ...
1
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1answer
34 views

Example of $c^Tx' = c^Tx$ where x is the optimal solution for the linear relaxation (LP) of x' (ILP)

I am looking for an example where the optimal solution for the LP problem is equal to the optimal solution of the ILP problem, but the solutions are different. All I managed to think of was the ...
0
votes
1answer
13 views

Relating indexes for parameters and variables

I am trying to solve a referee assignment problem, but I simply can't think of a way to relate my variable to one of the parameters, and I hope that someone in here can help. I have the following ...
1
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0answers
103 views

LP realaxation for multicut problem with polynomial number of constraints

The integer linear programming formulation for the multicut problem for the given graph $G = (V,E)$ and distinguished source-sink pairs of vertices $(s_1,t_1),...,(s_k,t_k)$ is: \begin{alignat}{3} \...
1
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1answer
94 views

Computing overlap of intervals in an integer programming framework

Suppose I have 2 intervals C1 = [x1, x2] and C2 = [y1, y2], where x1,x2,y1,y2 are variables in an Integer program, I want to compute the overlap of C1 and C2. I am interested in a tight formulation ...