Questions tagged [linear-programming]

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

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Is 0-1 integer linear programming NP-hard when $c^T$ is the all-ones vector?

Karp's 21 NP-complete problems show that 0-1 integer linear programming is NP-hard. That is, an integer linear program with binary variables. If we set the $c^T$ vector of the objective $\text {...
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1answer
44 views

Labeled points in $\{0,1\}^n$ such that every linear separator requires exponential weights

I want to find labeled samples in $\{0,1\}^n$ such that the Perceptron algorithm takes $2^{\Omega(n)}$ steps to converge. One way to do this would be to find a sequence of labeled examples that are ...
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3answers
472 views

Linear programming maximizes the minimum distance problem

I have a problem with creating an equation for linear programming solver. Company wants to open stores in k cities. For the purpose of even coverage of the entire ...
2
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1answer
130 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 ...
2
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1answer
83 views

Maximize the number of edges in subgraph

We are given a graph $G=(V,E)$ and we want an algorithm to find a set of vertices $U$ to maximize the following quantity : $\frac{|E(U)|}{|U|}$ where $E(U)$ denotes the number of edges in the subgraph ...
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1answer
4k views

Converting if-then-else condition to integer linear programming with equality constraints

I have an if-then-else condition with three binary variables $A$, $B$ and $C$: if A = 1 then B = 1 else B = C How do I express this as an ...
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2answers
346 views

Casting to boolean in integer linear programming

I have variables $x \in \{0,1,\dots,5\}$ and $y \in \{0,1\}$, where $$y = \begin{cases} 0 & \text{if } x = 5\\ 1 & \text{if } x \neq 5\end{cases}$$ My problem is to maximize $y$. How can I ...
2
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1answer
57 views

Solution to a Np-hard problem and its relevance to a dual LP

From The design of APX algorithms book by David P. Williamson and David B. Shmoys, at the bottom of page 21 I saw the following statement (it is about the set cover LP and its dual): Let $y^*$ be ...
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1answer
2k views

Advantage of MTZ problem formulation of TSP

In class, we saw the Miller-Tucker-Zemlin formulation of the Travelling Salesmen Problem (TSP). MTZ is a way of formulating the TSP as an integer linear programming instance. I understand how MTZ ...
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2answers
49 views

Is there a dynamic programming solution to the student allocation problem?

The student project allocation problem I am trying to solve goes as follows. There is a set $S$ of students and $P$ of projects such that $|S| \leq |P|$. Each student makes a top $3$ of their ...
2
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1answer
126 views

Minimum Clique Cover - Mixed Integer Programming

I have a general (undirected) graph with a set of nodes, a set of edges, and a weight for each edge. I want to find a minimum clique cover of the vertices of the graph, that is, a partition of the ...
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1answer
53 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?
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1answer
164 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 ...
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1answer
190 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 ...
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1answer
47 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 ...
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1answer
330 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 ...
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1answer
29 views

Positioning items to maximize separation

Say we want to place n items on the real line. Let us denote the position of item i by $p_i$. We have interval constraints on the position $p_i$, i.e. we are given $l_i, r_i$ such that $l_i \le p_i \...
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1answer
734 views

Questions about Amdahl's law?

Doing exam papers now and I came across two questions which I cannot get my head around sadly. Both are regarding Amdahl's law and Parallel Computing but they seem rather simple and frustratingly ...
2
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1answer
41 views

Choose N pairs of (job, time slot) with a constraint on the number of different jobs

I am making a solver to choose the best assignment to a set of people for an event, given their availability (chosen in a set $T$ of time slots), jobs preferences (among $J$ possible jobs) and some of ...
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1answer
436 views

Comparing dual of a canonical primal program - Directly and by dual of the standard program

I have it as a homework question to compare dual programs in the following way: Take a canonical program and write its dual Take the same canonical program, write it as a standard program, take the ...
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1answer
329 views

Efficient formulation for binary integer linear programming

Problem: There are two types of balls, big (B) and small (S), which need to packed into boxes. One box can contain either: nothing, or 1 S, or 1 B, or 2 S, or 2 B, or 1 B and 2 S We are given the ...
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1answer
43 views

Find value of b

The following system of restrictions is given: $$y_1+ 2 y_2 \leq 4 \\ 2y_1+y_2 \leq 2 \\ y_1+b y_2 \leq 3 \\ y_1, y_2 \geq 0$$ For which values of b is there a degenarate basic feasible solution? ...
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1answer
76 views

Does there exist a problem that is hard to do in parallel? [closed]

I am looking for a workload which is hard to paralellise/distribute between multiple machines. For example, integer factorization does not go 10 times faster if you have 10 machines to split the ...
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1answer
206 views

Introduction to Linear Optimization: Driving the artificial variables out of the basis (case: no entries in the $j$-row are nonzero)

Reading the book Introduction to Linear Optimization by Bertsimas and Tsiklisis, I've come across the following subject: Driving the artificial variables out of the basis. The description is as ...
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1answer
170 views

Why does absence of strongly polynomial time algorithm for LP imply restriction to rational instances?

From Bernhard Korte, Jens Vygen, Combinatorial Optimization, Instances of LINEAR PROGRAMMING are vectors and matrices. Since no strongly polynomial-time algorithm for LINEAR PROGRAMMING is known ...
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1answer
34 views

Constrain traveling salesman: visit a given city within a given distance from start

I would like to add an additional constraint to the traveling salesman problem: that a given city is visited within a given distance (say 100) from start. Is there ...
2
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1answer
77 views

Integrality gap and LP-rounding

I have a doubt about integrality gap. If I know that there is no integrality gap for a given problem, i.e.: $$\frac{\mathrm{OPT}(\mathrm{ILP})}{\mathrm{OPT}(\mathrm{LP})} = 1 \text{ (right?)},$$ ...
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1answer
42 views

Determine aproximation factor in a greedy algorithm

Suppose we have n food dishes associated to a cost c, and we have i guests such that each one of them has a certain number of preferences. We want to choose a menu such that we minimize the cost and ...
2
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1answer
35 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 ...
2
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1answer
178 views

Converting nested absolute value into linear programming

I am having trouble writing the following optimization problem as a linear program (LP) $$\min_{x \in \mathbb R^2} \big| | x_{1} - a_{1} | - | x_{2} - a_{2} | \big|$$ where $a \in \mathbb Z^2$ is ...
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1answer
381 views

Aggregate planning with inventory

I am lost in formulating a mathematical model for my linear integer program. My problem is; how to include inventory and backlogging. The following is given: 1100 units can be produced each month ...
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1answer
113 views

Internal tangent intersection of two point sets in linear time

I need to find the intersection of the internal tangents of two point sets $V_a, V_b$ in $\mathbb{R}^2$, defined via their convex hulls. We can assume that the sets are disjoint and linearly separable,...
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1answer
160 views

A dynamic programming problema on containers and product

We have two production lines - product and container (two integer arrays product_list[N] and container_list[M]). If the volume of a container is equal or larger than that of a product, then we could ...
2
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1answer
285 views

Flaw in linear programming solution for multi-commodity flow problem?

The multi-commodity flow problem problem statement - wiki According to constraints of multi-commodity flow problem a given material must start at source s with demand d and end up at its target t. ...
2
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1answer
289 views

Inventory Routing - Subtour Elimination [closed]

I'm trying to implement a Inventory Routing Problem with Branch-and-Cut. But I'm facing with an issue regarding subtour elimination. (http://www.danflash.com/files/irp.pdf) The paper describes the ...
2
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1answer
189 views

Scheduling Problem Optimisation using LP solvers

I am currently working on a scheduling system which schedules individuals based on timeslots that have the following attributes: (1) Day of Week (2) Month (3) Session(AM/PM). The individuals ...
2
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1answer
149 views

Assuming finite optimal cost of a specific LP, find an optimal solution directly

Minimize $\sum^n_{i=1} c_i x_i$ subject to $\sum^n_{i=1} a_i x_i = b$ (a single constraint), $x_i \ge 0$. Derive a simple test for feasibility of this problem Assuming the optimal cost is finite, ...
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1answer
321 views

What's the dual problem of stable matching?

So the dual problem of max-flow is min-cut. What's the dual problem of stable matching?
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30 views

Ensuring integral result from integral linear program [closed]

An integral linear program is one that has a maximizer that is integral. Sometimes it's possible to prove that a particular LP has this property, for example by proving that it's constraint matrix is ...
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0answers
37 views

Half-integral linear programs

What are some of the known properties of half-integral linear programs? That is, linear programs for which the solution vector always takes its values in the set $\{0, \frac{1}{2}, 1\}^n$. I'm asking ...
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0answers
93 views

PTAS for Multiple Knapsack with Uniform Capacities, fixed number of Knapsacks

Consider the following problem: We are given a collection of $n$ items $I = \{1,...n\}$, each item has a size $0 < s_i \le 1 $ and a profit $ p_i > 0 $. There are $m$ (a fixed number) of unit-...
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LP - Dual variable is zero implies primal constraint unnecessary?

Say I have a primal program P with n variables and c constraints. Let's say that I have an optimal solution for the dual program D, in which the y1, the variable related to the first constraint in P, ...
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0answers
37 views

Finding a non negative combination of integers that adds up to a certain number [duplicate]

I have a set of positive numbers: ${n_1,n_2,...n_k}$ s.t. $n_1>n_2>\dots >n_k$. I want to find an array of non-negative integers $c_1,c_2,\dots,c_k$ such that $$n_1c_1 + n_2c_2 + \dots + ...
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0answers
66 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 ...
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1answer
40 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=...
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0answers
62 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 ...
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0answers
76 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 ...
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1answer
427 views

Bipartite Perfect Matching “Assignment Problem” - finding an assignment of a particular weight

The assignment problem is to find the minimum weight perfect matching in a weighted bipartite graph. This problem can be solved using the Hungarian algorithm in polynomial time. It is also possible to ...
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0answers
164 views

How to setup a model for a guillotine cutting stock problem?

Backgroud. I'm reading papers about cutting stock problem (CSP). Said Ben Messaoud, Chengbin Chu, Marie-Laure Espinouse (2008) Characterization and modelling of guillotine constraints. European ...
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0answers
59 views

Adding linear constraint to continuos LP to improve performance

Consider a standard LP minimization problem of the form $$\begin{array}{ll} \text{minimize} & c^\top x\\ \text{subject to} & A x = b\\ & x \geq 0\end{array}$$ Should I expect, on average,...

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