Questions tagged [integer-programming]
Integer programming regards optimization problems, where one seeks to find integer values for a set of unknowns, that optimizes the objective function. A common subset of this type of problems are integer linear programming problems, where all inequalities, equalities and the objective function are linear in the unknowns.
198 questions
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What's the meaning of this inequality in the lot-sizing and scheduling problem
I learned about the MILP models proposed by Pochet and Wolsey. Here are the formulations of one of these models(MILP3).
So the decision variables and the primary formulation are as following:
Based ...
- 21
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1
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128
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What is the computational complexity of the calculation of $ \Psi(x) $?
What is the computational complexity of the calculation of $ \Psi(x) $ described below:
Let $\left\{ f_i : \{0,1,\dots,m\} \to \mathbb{R} \right\}_{i=1}^n$. For each $x \in \{0,1,\dots,m\}$ we ...
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0
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78
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$\mathsf{NP}$ complete version of Skolem arithmetic
Definable subsets of $\mathbb N$ in the language of Presburger arithmetic are exactly the eventually periodic sets and quantifier free part corresponds to Integer Programming with linear inequalities.
...
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1
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1
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630
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Allowing an "OR" option between equations in a linear program
I am looking for a way to express an "or" option in a system of linear inequalities for a linear program I am working on.
I will explain what I mean precisely: Lets say I have a set of ...
- 141
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119
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Complete graph invariant based on integer programming?
Roughly speaking, we are trying to find complete graph invariant
as the lexicographically first matrix from the permutations
of the adjacency matrix.
Let $G$ be graph, possibly directed graph, of ...
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0
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108
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Solutions to matrix equations in the non-negative integers
For an integer matrix $S$, and an integer vector $y$, I'm looking for solutions to $xS = y$ where the entries in $x$ are in the non-negative integers.
I've been doing this with Sage's mixed integer ...
- 101
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103
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How to solve MILP problem on several linear subspaces
I have a set of close mixed-integer programming problems. More exactly, all the problems share the same set of (binary and continuous) variables, the same set of linear inequality constraints, and the ...
- 39
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125
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Does Barvinok's algorithm apply to convex integer program?
Barvinok provided a counting algorithm to count number of integer solutions to integer linear program that runs in polynomial time if the number of integer variables is fixed.
If we have convex ...
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Structural properties of polytopes for mainstream integer or linear programs
Are there any papers/textbooks/monographs that describe distinguishing properties of the polytopes that arise when solving the linear relaxation of well-known integer programs? For example, it is ...
- 4,049
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Constructivity of two problems on a standard simplex?
Maximizing a hyperplane $\sum_i a_ix_i$ where $a_i\in\mathbb R$ and each $a_i$ are fixed and non-negative and $x_i$ are variables over a standard simplex $\sum_i x_i\leq 1$ with $0\leq x_i$ always ...
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Maximizing the length of a sequence under constraints
Fix $\{w_n\}_n$ a sequence of positive real numbers, fix positive integers $N,K$, and fix $\eta>1$. I'm looking for a sequence of integers $\{k_n\}_n$ optimizing the following problem:
$$
\begin{...
- 5,405
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0
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Pros and cons of using integer programming alone or combined integer and global optimization?
First, I am not sure if this is the right question to ask in this forum. But I have been looking for answers for a long time and I have been also asking my university's "engineering" professors but I ...
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Deciding whether a system of linear integer inequalities has infinitely many solutions
I have a quick question that I am struggling to find a solution to:
Given a system of linear integer inequalities $A\textbf{x} \leq \textbf{b}$, where $A\in \mathbb{Z}^{m\times n}$ and $\textbf{b}\...
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Maximize sum of supermodular functions over nested sets
Let $R$ be a function that maps a set and a positive integer to a real positive number. We have that for any positive integer $t$ and $S \subseteq \{1, \ldots, t\}$, $R(S, t)$ satisfies:
For all $t &...
1
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2
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963
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Integer linear programming (ILP) formulation of connectivity of induced subgraph
Can anyone assist me to find out what should be the ILP formulation of a case when I try to label vertices by say $0$, $1$ and $2$ and want the subgraph of graph $(V,E)$ made by same vertex set but ...
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How do you refer to the feasible set of solutions to a mixed-integer program?
I frequently want to refer to the feasible set of solutions to a mixed integer programming instance. Is there a name for a subset of $\mathbb{R}^n\times\{0,1\}^m$ of the form $\{(x,a)| Ax + Ba\leq b\}$...
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Gröbner basis via integer programming
I have studied some papers related to solving integer programs via Gröbner bases. I wonder if the other way is possible or not — i.e., given any ideal, can we find the Gröbner basis by translating ...
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150
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What are all the possibilities of $A$ s.t. $\det(A)=k$?
Suppose we have $A \in M_3(\Bbb N\cup\{0\})$ s.t. sum of the elements of each row is $k $ for some fixed $k\in \Bbb N\cup\{0\}$. What are all the possibilities of $A$ s.t. $\det(A)=k$?
We can start ...
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How do I solve this integer programming problem with non convex constraints?
I am not sure if this is the right place to post this question, please point me to the correct forum if I posted in a wrong place.
I have an optimization problem like this
...
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863
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Is Binary Integer Linear Programming solvable in polynomial time?
The paper Solving the Binary Linear Programming Model in Polynomial Time claims that Binary Integer Linear Programming is in P. However, it seems that no subsequent literature in the mainstream has ...
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Integer programming problem
I have an integer optimization problem with a non-linear function ($F(X)$) in the objective and one of the constraints.
$F(X)=x_n^{i,j}\Big[\sum\limits_{\forall s\neq i}\sum\limits_{\forall m\in\...
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Modelling exact unions of polytopes in homogeneous case?
We can model disjunctions (note I am not looking for convex hull) of $t$ unbounded convex polyhedra given by $A^{(1)}x^{(1)}\leq b^{(1)}$,$\dots$,$A^{(t)}x^{(t)}\leq b^{(t)}$ exactly with a mixed ...
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Mixed integer formulation of union of polytopes?
Given $t$ different unbounded polyhedra $P_1:A^{(1)}x^{(1)}\leq b^{(1)},\dots,P_t:A^{(t)}x^{(t)}\leq b^{(t)}$ we are looking for the representation of $\bigcup_{i=1}^tP_i$ (not their convex hull) with ...
- 1,836
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2
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533
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Convex integer program with totally unimodular constraints
Suppose I have a convex (nonlinear) integer program with totally unimodular linear constraints. What are sufficient conditions one can impose on the convex objective function such that relaxing the ...
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1
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110
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Algorithm for (binary) integer programming
I am looking for an algorithm that can solve the following (binary) integer programming problem. The problem description is given below:
\begin{align*}
&\max\sum_{i\in I}\sum_{j\in J}g_{ij}w_{ij} \...
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6
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410
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Efficient solutions to general Bézout’s identity $a_1 b_1 + \dots + a_n b_n = 1$
Suppose I have integers $a_1, \dots, a_n$ which are coprime, meaning that
$$a_1 b_1 + \dots + a_n b_n = 1$$
has a solution in integers $b_1, \dots, b_n$.
I would like to get a bound saying ...
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Fast certficate of negativity for objective value of mixed-integer linear program
Let $c \in \mathbb R^n$, $A \in \mathbb R^{m \times n}$, $b \in \mathbb R^m$, and $I \subseteq \{1,2,\ldots,n\}$. Consider the Mixed integer linear program (MILP)
$$
\begin{split}
f^* = &\max \; ...
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Smallest integer lattice point by box measure in a polytope?
Given an integer lattice $\mathcal L\subseteq\mathbb Z^n$ represented by basis $\mathcal B$ and an integer linear program $Ax\leq b$ where $x\in\mathbb Z^n$ is unknown with $A\in\mathbb Z^{m\times n}$ ...
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Numbers that are the sum of 2 distinct nonzero squares in exactly 1 way [closed]
I need to emulate this sequence for a program: http://oeis.org/A025302
Stuff that I've taken into account:
After finding the prime divisors of a number. I take any divisor as p and apply the ...
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Minimizing sum of ratio of linear functions (Sum of Linear Ratios Problem)
Given constants $c_i \in \mathbb{R}$ and $d_i \in \mathbb{R}$ and variables $x_i \in \mathbb{R}$, where $c_i > 0, d_i > 0, x_i > 0$ can we easily solve the following optimization problem:
$$...
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When are quadratic integer programs "easy to solve"?
Let $N_i=\{0,1,\dots,\bar{n}_i\}$ and define $N=N_1\times \dots \times N_I$. I want to maximize $f$ on $N$. $f$ has the following form
$$
f(n) = \sum_i A_i n_i -\sum_i \sum_{j\neq i} B_{ij} (n_i-n_j)^...
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How good is the LP relaxation?
Consider the optimization problem
\begin{align}
\max_{x\in\mathbb{R}^n}~c^Tx~, \text{ s.t. } Ax=b,~x_i\in\{0,1\}~\forall i
\end{align}where $c,b\in\mathbb{R}_{+}^n$ and $A\in\mathbb{R}_{+}^{n\times n}$...
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2
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What are the definable sets in Skolem arithmetic?
Definable subsets of $\mathbb N$ in the language of Presburger arithmetic are exactly the eventually periodic sets and quantifier free part corresponds to Integer Programming with linear inequalities ...
- 13.9k
1
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0
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101
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How to solve such integer program problem?
Consider a $3$-tuple $(a,b,s)$ with $a,b\in\mathbb{Z}_+,s\in\mathbb{Q}_+$. Denote $ab-s$ by $\Delta$. Let $A$ be a positive number. What are the values of $A$ such that for any $(a,b,s)$ with $\Delta\...
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How to minimize n-polytope's bounding box with linear transformation?
I am working on an exact algorithm for integer linear programming for my master's thesis:
$Ax\leq b, x \in \mathbb{Z}^n$
$cx\rightarrow min$
For my idea to work out, I need a guarantee that n-...
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Relax a rectangular linear assignment problem
I wonder if there is any literature on the following problem
$$\begin{array}{ll} \underset{X \in \mathbb R^{m\times n}}{\text{minimize}} & \displaystyle\sum_{i,j} C_{i,j} X_{i,j}\\ \text{subject ...
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Feasibility Mixed integer Linear programming with quadratic constraints?
Consider the mixed integer program
$$Ax\leq b$$
$$By\leq c$$
$$\begin{bmatrix}x&y\end{bmatrix}C\begin{bmatrix}x\\y\end{bmatrix}+D\begin{bmatrix}x\\y\end{bmatrix}\leq d$$ where $x$ are integer ...
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On OR condition in Linear Programming with exponentially many constraints [closed]
Suppose we have two linear programs $Ax\leq b$ and $Bx\leq c$ is there a way to combine them into one program of possibly a larger dimension $Cy\leq d$ such that projection of vectors $y$ into a ...
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Clarification on FPTAS optimization in a paper
In the abstract of this paper by Hildebrand, Weismantel & Zemmer it is stated that they provide an FPTAS for $$\min x'Qx$$ over a fixed dimension polyhedron when $Q$ has at most one negative or ...
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Convex integer programming on totally unimodular polytope?
If
$$\min x'Qx + Rx$$
$$Ax\leq b$$
$$x\in\mathbb Z^n$$
is a quadratic program with $x'Qx$ is convex is there a polynomial time algorithm for this if $A$ is totally unimodular?
In particular if we ask ...
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Finding a point in the relative interior of the convex hull of a set of integer-valued vectors
Let $X \subset \mathbb{Z}^n$ be the set of integer-valued vectors satisfying a system of linear constraints. We can suppose that $X$ is the set of integral points in a given polyhydral set $Y \subset \...
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What does Lenstra's MILP do?
Honestly I do not understand why Lenstra's MILP is in $P$ if the number of integer dimensions is fixed.
Here is what Lenstra says in 'http://people.csail.mit.edu/rrw/presentations/Lenstra81.pdf' in ...
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Bit complexity of Barvinok's algorithm
I have seen many references which state Barvinok's algorithm has polynomial time complexity for counting integer points of polytopes in fixed dimension.
What exactly is this arithmetic complexity?
...
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2
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On software for ILP
In 'Computational Experience with Lenstra's Algorithm' by L Gao, Y Zhang it is claimed that they have an implementation of Lenstra's fixed dimension integer programming algorithm. Is this available ...
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Discrete primal-duality in optimization
I would like to inquire about the existence of something perhaps similar to the duality theorem in the convex analysis or convex programming in the discrete setting. Here is a concrete example.
Let $...
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Detection of gaps in binary vector through linear methods
Suppose I have a binary vector a = (0,1,1,1,0,0) of length $N$. I want to detect in a linear way whether a has any gaps in ...
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150
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On necessary condition for no integer points in polytope
For a convex polytope $\mathcal K$ in $\Bbb R^n$ presented by $O(n^c)$ linear inequalities is it true that for $|\mathcal K\cap \Bbb Z^n|=0$ it is necessary that at least one axis of John's ellipsoid ...
- 13.9k
4
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Under what conditions does an Integer Programming problem run in polynomial time?
Given $AX\leq B$ where $A\in\Bbb Z^{m\times n}$,$B\in\Bbb Z^m$ finding $X\in\Bbb Z^n$ where $m\geq n$ is the integer programming problem. If $A$ is totally unimodular then the problem is solvable in ...
- 13.9k
2
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0
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120
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Gap in Successive minima on lattice spanned by rational and integer combination of integer vectors
We are given a rank $r$ matrix $B\in\Bbb Z^{k\times n}$ where $0\leq r\leq k\leq n$ holds.
We have
$$\mathcal L_\Bbb Z=\{uB\in\Bbb Z^n:u\in\Bbb Z^k\}\subseteq\mathcal L_\Bbb Q=\{uB\in\Bbb Z^n:u\in\...
- 13.9k
2
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2
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Integer points spanned by real, rational and integer combination of integer vectors
We are given a rank $r$ matrix $B\in\Bbb Z^{k\times n}$ where $0\leq r\leq k\leq n$ holds.
We have $\mathcal L_\Bbb Z\subseteq \mathcal L_\Bbb Q\subseteq\mathcal L_\Bbb R$ where
$$\mathcal L_\Bbb Z=\...
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