Tagged Questions
4
votes
2answers
72 views
Optimization algorithm selection for 3 variable integer
I have a cost function: $f(x,y,z) \rightarrow \mathbb{R}$
it is very expensive to evaluate
$x,y,z \in \mathbb{Z}$
0 < x < 10
0 < y < 30
0 < z < 100
I thought it was convex, not ...
2
votes
1answer
46 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.)
...
5
votes
3answers
105 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 ...
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
103 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
...
