The mixed-integer-programming tag has no wiki summary.
2
votes
1answer
38 views
Cplex C++ Interface: How to add many constraints quickly?
I noticed that adding constraints to an IloModel one by one can be prohibitively slow. (I am referring to the construction of the model, not the optimization.)
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3
votes
1answer
30 views
Solver for a MIQP with an indefinite coefficient matrix
Do CPLEX or Gurobi handle MIQPs with indefinite coefficient matrices?
The problem I am dealing with has quadratic terms in which one variable is binary and the other variable is continuous. The ...
5
votes
3answers
101 views
Closest interior point on integer grid to a vertex of a convex polyhedron
I have a 3 dimensional convex polyhedron whose vertex coordinates are rational. For one of these vertices, I would like to find the nearest integer grid point (under the Euclidean metric) that is ...
2
votes
1answer
179 views
Binary Integer Programming Problem Subject to a Set of First-Order DEs
Recently, I came across an optimization problem with binary decision variables which was constrained with a set of first-order differential equations (resulting from a continuous-time Markov chain ...
4
votes
1answer
89 views
Should I include integral constraints in a integer linear program with a totally unimodular constaint matrix?
I have formulated an integer linear program (ILP). The constraint matrix for the ILP is totally unimodular.
Should I solve it as an LP without the integral constraints, or should I keep the integral ...
5
votes
2answers
96 views
What is a suitable algorithm for solving a large mixed-integer quadratic program?
I am interested in the solutions of a very large quadratic programming (QP) problem
\begin{align}
\min_{x \in \mathbb{R}^n} & x^T Q x\\
\mathrm{subject\ to} & A x = b\\
& x \in \{0,1\}^n
...
