Questions tagged [linear-programming]

Optimization with a linear objective function, subject to linear equality and linear inequality constraints.

Filter by
Sorted by
Tagged with
-1
votes
0answers
18 views

Why doesn't my code fill in the augmented matrix properly? [closed]

I'm trying to input data from a training file. It is skipping the first row entirely. ...
0
votes
0answers
16 views

Creating a waste-optimizing algortihm for cutting a 1d block

I have a one-dimensional block of material. I run an analysis that divides the material into usable and unusable regions. In a manufacturing process, said material is cut and the unusable regions ...
1
vote
1answer
26 views

Relaxation of the knapsack constraints

A set $\mathcal{A}$ is the relaxation of another set $\mathcal{B}$, if $\mathcal{B} \subseteq \mathcal{A}$. I have a set of points defined as the knapsack constraint $$ \mathcal{X} = \{x \in \...
0
votes
0answers
21 views

How can I quickly find the dual of a linear program?

In linear programming, the standard maximum form of a program (which we will call the "primal") is max $c^{tr}x$ subject to $Ax \le b$, $x \ge 0$ and the standard minimum form, the dual, is ...
1
vote
0answers
26 views

Solving a linear program with simplex algorithm, matrix not full rank

I need to solve the following LP $$\begin{array}{ll} \text{minimize} & c^T x\\ \text{subject to} & A x = b\end{array}$$ where $$A = \begin{bmatrix} 1 & 3 &1&0&0 \\ -2&...
4
votes
1answer
114 views

Mistake in a proof of termination phase of Simplex algorithm in CLRS?

There is a pseudo-code for Simplex algorithm in CLRS: The proof consists from three-part loop invariant: Proof We use the following three-part loop invariant: At the start of each iteration ...
1
vote
1answer
25 views

Linear programing, objective function. variable depending on the sign of another variable

I have the variable Si. How to express a variable Di in LP that satisfies: Di=100*Si if Si>=0 ...
3
votes
0answers
75 views

Minimum clique cover

How can the problem of finding the minimal clique cover be solved using linear/integer programming in a reasonable amount of time? Having an undirected graph, I am trying to partition all its ...
1
vote
0answers
23 views

Goemans' Extended Formulation of the Permutahedron And Comparator Networks that are not Sorting Networks

I am interested in using Michel Goemans' extended formulation first developed for the permutahedron to study comparator networks that are not sorting networks. In his paper "Smallest Compact ...
1
vote
0answers
34 views

An LP with two covering constraints - how to round

I came across an LP with two covering problems, and I wonder how to find a good approximation. For the relevant part of the LP: We have a set $E$ , for each $e\in E$ we have a corresponding set $Y_{e}\...
4
votes
2answers
47 views

Does real linear programming produce bipartite perfect matching using maxflow reduction?

Given a bipartite graph the standard reduction to max flow is with the construction similar to following diagram: We can formulate max flow as an linear programming problem with integer variables in ...
2
votes
1answer
28 views

Linear programming IFF with equality constrain

Is it possible to write the following logical constrain in linear programming? Let $v$ be an integer variable and $k$ an integer constant. Let $y$ be a binary variable. The logical constraint is $y=...
1
vote
1answer
44 views

If-Then with disjunctions (OR) in Integer Linear Programming (ILP)

I have the following constraints I'm trying to model in Linear Integer Programming. I will try out diverse solvers for this later, but first I need to model the problem. Given the integer variables: ...
1
vote
1answer
47 views

Partitioning a boolean circuit for automatic parallelization

tl;dr: I have a problem where I have a Boolean circuit and need to implement it with very specific single-thread primitives, such that SIMD computation is significantly cheaper after a threshold. I'm ...
0
votes
1answer
31 views

How to model equality in Integer Linear Programming

How to implement v=(a==b) using Linear Programming? $$ v= \begin{cases} True, a=b\\ False, a≠b\\ \end{cases} $$ Until now I tried the big M-Method. To show a≤b: $$a-b+Mv≤M$$ $$-a+b-Mv≤-1$$ To show ...
1
vote
1answer
20 views

Is there any advantage of using an Integer Linear Program over Backtracking in a combinatorial optimization problem?

Is there any advantage of using an Integer Linear Program over Backtracking in a combinatorial optimization problem? I saw this Gurobi post that uses Integer Linear Programming to solve the traveling ...
1
vote
1answer
40 views

What is the most efficient way to test whether a set $X \subset \{0, 1\}^n$ and its complement $\{0, 1\}^n \setminus X$ are linearly separable?

I am interested in algorithms that have optimal running time, and ideally which are also very easy to implement. If you can also give some tips on how to implement the algorithm(s) you mention in the ...
2
votes
1answer
39 views

Logic of multiple variables in ILP

Is there a better way to represent an AND of $n$ variables together other than creating $O(n)$ new variables and constraints?
0
votes
0answers
33 views

Traveling Salesman Problem with profit and time limit as ILP formulation

How to formulate the following problem? The salesman gains a profit $p_{i}$ when visiting a city i, trip between city i and city j costs $c_{ij}$ and takes $t_{ij}$ time. The trip must not exceed a ...
1
vote
1answer
50 views

ILP representation of the number of maximal 1 sequences in a row

I am currently using an ILP to model events which occur on some input sequence from $1...n$. These events modify the input sequence in order to obtain a desired sequence. Each event can happen on some ...
0
votes
0answers
15 views

Linear Programming Formulation for Weighted Max-Cut

I am wondering if this Integer Linear Programming model I came up with as an exercise for my algorithms class is correct. The Problem Given a graph $G=(V, E)$, with a set of weights $W = \{w_{ij} \...
2
votes
1answer
21 views

Determine image of hypercube under linear map

Let $A$ be an $3\times N$ matrix (where $N$ is large) with nonnegative real entries. I'd like an algorithm for determining when a vector $v\in\Bbb R^3$ can be written as $Aw$ for some vector $w\in\Bbb ...
1
vote
0answers
26 views

Time complexity: Using linear programming to solve a system of linear equations

As far as I know, most direct methods for solving linear systems of equations have time copmlexity $O(n^3)$ (where $n$ is the number of variables), with the few methods being faster having huge ...
1
vote
1answer
44 views

Where's the flaw in my algorithm? (Linear program to solve NP-hard problem)

The problem (copy-pasted from this question on cs.stackexchange): Given a connected, directed graph $G=(V,E)$, vertices $s,t \in V$ and a coloring, s.t. $s$ and $t$ are black and all other vertices ...
2
votes
1answer
61 views

Approximation algorithm for weighted set cover, using multiplicative weights

It is known that the problem of fractional set cover can be rephrased as a linear programming problem and be approximated using the multiplicative weights method, for instance this lecture note shows ...
0
votes
1answer
27 views

Sanity check about a linear programming problem

given the linear program: minimize $x+y$ subject to, $ax+by \leq 1$ $x,y \geq 0$ I need to find real numbers $a,b \in \mathbb{R}$ such that the program (a) is infeasible, (b) is unbounded, and (c)...
0
votes
1answer
50 views

Minimal paths as solution of a linear program of a special network flow

Let $G= (V,E)$ be a given directed weighted graph, and $s,t$ two specified nodes, so that there is no negative cycle reachable from $s$, and $t$ is reachable from $s$. We're looking for the shortest ...
0
votes
0answers
27 views

Handling $AND$ and $OR$ cases in MILP?

Suppose I want to have an integer program for handling the cases $x_1>1\wedge x_2>1\wedge x_3>1\wedge\dots\wedge x_n>1\iff\delta=1$ $x_1>1\vee x_2>1\vee x_3>1\vee\dots\vee x_n&...
0
votes
0answers
12 views

Please help to convert conditional expressions to linear [duplicate]

I have an expression: if A≤X1-X2≤B, than Y=1, Otherwise Y=0 where A and B are constants, and X1, X2 are variables. Please help to convert this to linear expressions.
1
vote
0answers
30 views

general question about linear algebra [closed]

have new discoveries been made in linear algebra since the dawn of AI or was it all "laid out" for the computer scientists by former mathematicians?
1
vote
1answer
31 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
votes
1answer
59 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
vote
0answers
83 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 \...
1
vote
0answers
57 views

Confusion about the geometric interpretation of the simplex method for linear programming

In Section 7.6.2 of the textbook "Algorithms" by Sanjoy Dasgupta, Christos Papadimitriou, and Umesh Vazirani, the authors provide a geometric interpretation of the two main tasks of each iteration of ...
1
vote
1answer
50 views

What is the intuition behind the way of reading off a dual optimal solution from simplex primal tabular in CLRS?

Section 29.4 "Duality" of CLRS (3rd Edition) describes the way of reading off an optimal dual solution from the last slack form of the primal as follows: Suppose that the last slack form of the ...
4
votes
1answer
281 views

Maximum matching using linear programming

In a bipartite graph $G = (V,E)$, there is a neat algorithm for finding a maximum matching (or even a maximum-weight matching) using linear programming. It is explained here. The first step is to ...
2
votes
1answer
43 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 ...
0
votes
0answers
18 views

When does total unimodularity implies integrality of solutions?

In Gartner & Matousek's book on linear programming, they prove the following lemma (Lemma 8.2.4, page 145): Let us consider a linear program with $n$ nonnegative variables and $m$ inequalities ...
2
votes
1answer
101 views

Using LP to prove the max matching - min cover theorem

Konig's theorem says that, in a bipartite graph, the size of the maximum matching equals the size of the minimum vertex cover. This theorem has several proofs; I would like to know if the following ...
2
votes
0answers
34 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 ...
1
vote
0answers
18 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
vote
0answers
38 views

Optimizing library dimensions

Say I have a library that looks like that: ...
7
votes
2answers
156 views

Reducing linear programming to positive linear programming

Suppose we have an oracle that solves problems of the form \begin{align*} \text{maximize} ~~ & c^T x \\ \text{subject to} ~~ & A x = b, x\geq 0 \end{align*} when $c\geq 0$ (all coefficients ...
0
votes
0answers
33 views

Branch and bound Dual Gap

Let's suppose we want to solve the knapsack problem using the Branch and Bound algorithm. I know that the algorithm ends when the optimality gap is = 0. However i have not understood how the dual ...
0
votes
0answers
16 views

How to formulate initial costs in linear programming?

Consider this example problem: Suppose the cost for setting up a factory to generate a pencil is 1000 and to generate a pen is 2000. The profit for each pencil is 10 and the profit for each pen is 12....
0
votes
1answer
26 views

How to formulate constraints in zero-one linear programming

There is a factory which produces 5 types of ice cream. If the $i_{th}$ ice cream is produced then $b_i=1$ otherwise $b_i=0$ How can I express the following constraints: The simultaneous production ...
0
votes
1answer
32 views

Complexity of linear programming with restricted quadratic constraints

A problem instance is a linear program with the following kind of quadratic inequalities allowed: For some of the variables $x_i$, there is a variable $s_i$ (intuitively for approximating $x_i^2$, and ...
0
votes
0answers
20 views

Reducing weighted linear threshold gate to unweighted one

Reading "On the power of threshold circuits with small weights" by Siu and Bruck I have faced several problems understanding how unweighted linear threshold element can be built efficiently from the ...
1
vote
0answers
45 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
vote
0answers
51 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 ...