# Tagged Questions

**0**

votes

**2**answers

58 views

### Approximate solution to large mixed integer programming problem

What are the available approaches to find an approximate solution to a large mixed integer programming problem?
I ran my problem in the Gurobi MIP solver.
It can find a feasible solution in ...

**2**

votes

**1**answer

140 views

### Optimization problem whose cardinality never exceeds 7 for some reason

I am working on a problem in which I have a collection of $n$ points, $x_1,\dots,x_n$, in the plane, as well as a positive definite matrix $\Sigma$ and another point $\mu$ in the plane. I am trying ...

**1**

vote

**1**answer

176 views

### Maximizing linear objective function with absolute values

This has be asked on other forums, though couldn't
find authoritative answer.
I have a linear program over the reals and don't
want to introduce integer or binary variables.
The objective function ...

**2**

votes

**2**answers

127 views

### Finding the maximum of a multivariate polynomial of degree one

I need to find the global maximum of the function
\begin{align}
f\left(x\right) & = p_1 \max\left(\sum a_{1i} x_{1i}, \sum b_{1i} x_{1i}\right) - \sum c_{1i} x_{1i} \\
&+\ldots \\
&+ p_n ...

**1**

vote

**0**answers

96 views

### Complexity of Nested Linear Optimization

My question is motivated by the fact, that among other ways, it is possible to restrict a variable to two discrete values, e.g. the prototypical $0$ and $1$, via an optimization constraint:
...

**0**

votes

**1**answer

47 views

### generalization from linear programming solution [closed]

I have a series of similar linear programs that depend on an input vector $a\in A$ and whose solution is an output vector $b\in B$. I can solve them individually, but this is wasteful. I suspect that ...

**4**

votes

**2**answers

363 views

### Simplified knapsack problem

There is a problem that I can not solve.
Given a set of items (each item has some integer weight) we have to fill bag with some number of copies of these items, with the only restriction that the ...

**3**

votes

**1**answer

151 views

### Explicit formula for an LMI solution

Suppose we have a linear matrix inequality (aka LMI aka spectahedron aka linear matrix pencil):
$$A_{0}+x_{1}A_{1}+x_{2}A_{2}+\ldots+x_{m}A_{m} \succeq 0.$$
(The notation $X \succeq Y$ means that ...

**5**

votes

**2**answers

254 views

### relation between solution of a linear program and its perturbation

I have a linear program over a finite set of points $(x_1, x_2,\ldots, x_m)\in\mathbb{R}^n$:
$$
\max_j c' x_j
$$
Suppose the solution of this LP is obtained at a point $x_{j_1}$, which is a vertex ...

**1**

vote

**2**answers

344 views

### Sherali-Adams relaxation

I am trying to find a book or a paper, which explains, how and why the Sherali-Adams relaxation method works. The original paper (1990) is difficult for me to understand. I need a more basic ...

**3**

votes

**1**answer

328 views

### Solving for Hamiltonian path with constraints on allowable routes through vertices

Suppose you have a complete graph with N vertexes, with a distinguished vertex $n=1$ ("start"), and you wish to find a route traveling exactly once through each vertex so that the distance along the ...

**1**

vote

**1**answer

93 views

### Are there intuitive/classically algorithmic analogues to Semidefinite programs on networks?

Many network optimization algorithms, including shortest path, push-relabel, augmenting path, etc, actually have an interpretation in terms of linear programming.
A famous application of semidefinite ...

**4**

votes

**2**answers

480 views

### Algorithm for the intersection of a vector subspace with a cone of non-negative vectors

Hi,
I would like to know whether there is some more effective way of how to compute an intersection of a vector subspace of $\mathbb{R}^{n}$ with a cone of vectors with non-negative entries than the ...

**10**

votes

**1**answer

518 views

### Complexity of a weirdo two-dimensional sorting problem

Please forgive me if this is easy for some reason.
Suppose given $S$, a set of $n^2$ points in $\mathbb{R}^2$.
I want to choose a bijective map $f$ from $S$ to the set of lattice points in $\lbrace ...

**3**

votes

**1**answer

317 views

### Mathematical Programming with other Algebras than Linear

Linear Programming is strongly entwined with linear algebra, as are many of its generalizations under the heading of mathematical programming / convex optimization.
What analogies are there for ...

**3**

votes

**1**answer

2k views

### Linear program to maximize the minimum absolute value of linear functions ?

I'd like to compute
$\max_{x,t} t$ such that $\forall i$, $t < a_i + |x - b_i|$.
where $a_i,\ldots, a_n$ and $b_1,\ldots,b_n$ are fixed and $x \in [0,1]$.
Can this be solved with a linear ...

**2**

votes

**1**answer

751 views

### solving multiple linear programming problems with the same set of constraints

Hi,
I need to solve a set of linear programs of the form:
Problem $i$: $\quad \max c_i \cdot x$ s.t. $ A x \leq b$.
The $c_i$'s are different vectors so each problem has a different objective ...

**1**

vote

**1**answer

480 views

### Split sum into equal terms

Given a sum of $l$ integers $r_1+...+r_k+...+r_l$ and an integer $t$.
Find indices
$1 < p_1 <...< p_h <...< p_{t-1} < l$
such that in sum
...

**2**

votes

**4**answers

352 views

### Efficient algorithm for finding the minima of a piecewise linear function

Consider real numbers $a_i$ and $b_i$ for $i=1\dots n$ and define a function by
$f(x) = \max_i ( a_i + b_i x )$
We desire to find $\min_x f(x)$. Obviously this occurs at an intersection of two ...

**3**

votes

**2**answers

2k views

### Maximum flow with negative capacities?

I'm trying to compute an (s-t) maximum flow through a network which includes a number of arc pairs ((u,v), (v,u)) that have equal, negative capacities (weights). I'm not aware of any efficient ...

**4**

votes

**1**answer

225 views

### Symmetry of the integer gap

Are there results that bound the asymmetry of the duality gap of an integer program? That is to say, if the difference between the LP solution and the IP (primal) solution is $a$, is there a function ...

**1**

vote

**4**answers

2k views

### Linear programming piecewise linear objective

I am fairly new at linear programming/optimization and am currently working on implementing a linear program that is stated like this:
max $\sum_{i=1}^{k}{p(\vec \alpha \cdot \vec c_i)}$
$s.t. $
...