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Operations research, linear programming, control theory, systems theory, optimal control, game theory

16 votes
Accepted

Optimal search puzzle

You can solve the problem via dynamic programming. For $n\in\{1,\dots,t\}$, let $V(n)$ be the minimum expected number of steps starting from $n$. Then $V(1)=0$ and otherwise $$V(n) = 1+\min\left(\fr …
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7 votes

Snake algorithm that minimizes straight lines

This problem is a special case of the quadratic traveling salesman problem in which the cost for traversing three consecutive nodes that have no turn is $1$ and the cost is $0$ otherwise. Because you …
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4 votes
Accepted

Method for (binary) optimization under constraints

This is the transportation problem in a bipartite network, with a supply of $1$ at each $j$ node and a demand of $t_i$ at demand node $i$. The problem can be solved via linear programming, a minimum- …
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3 votes

How quickly can this IQP or its MILP relaxation be solved

For binary $P$, we have $\min\{P_{k,i},P_{l,j}\} = P_{k,i} P_{l,j}$. In your linearization, you have introduced $r_{i,k,l,j}$ to represent this product. Because of the linear constraints $$\sum_k P_ …
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3 votes
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Optimality gap between a joint linear program and decoupled sub programs

This idea is the essence of Dantzig-Wolfe decomposition, which is an exact algorithm for solving linear and mixed integer linear programming problems with such block-angular structure. The $\le 0$ co …
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2 votes
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How do I solve this integer programming problem with non convex constraints?

The nonlinear constraint $$(L_{ij} - D_{ik})(L_{ik} - D_{ij}) \le 0$$ is a disjunction: $$\left(L_{ij} - D_{ik} \ge 0 \wedge L_{ik} - D_{ij} \le 0\right) \bigvee \left(L_{ij} - D_{ik} \le 0 \wedge L_{ …
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2 votes
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How to convexify or reformulate this non-convex MIP?

As @ManfredWeis noted, the objective is equivalent to minimizing $\sum_{i=1}^K \frac{x_i^2}{y_i}$. You can reformulate this as a (convex) mixed integer second-order cone programming (MISOCP) problem …
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2 votes
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How to turn $\{-1, 0, 1\}$-valued optimization problem into integer program?

Given $n \times n$ matrix $M$, you want to find $A,B,C \subset \{1,\dots,n\}$ to maximize $$\sum\limits_{i \in A, j \in C} m_{ij} - \sum\limits_{i \in B, j \in C} m_{ij}$$ subject to $A < B < C$ and $ …
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1 vote

Variant of the linear programming problem

If $x_j \le u_j$ for some constant $u_j$, you can introduce a binary variable $y_j$, nonnegative variable $z_j$, and linear constraints: \begin{align} x_j &\le u_j y_j \\ d_j x_j + t_j - z_j &\le t_j( …
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1 vote

Optimal covering of line subsegments using a given set of disks

You can formulate this as a set covering problem. For each circle $j$, define a binary variable $x_j$ that indicates whether circle $j$ is selected. Let $C_i$ be the set of circles that intersect li …
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1 vote
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Minimize overlap penalty between paths in graph

You can formulate this as a multicommodity flow problem and solve it via linear programming. The commodities are $K = V_a \times V_b$. Let $A$ be the arc set, with one arc in each direction for each …
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1 vote

Adding valid cuts for integer feasibility problem under Benders decomposition framework?

Yes. Search for combinatorial Benders decomposition or logic-based Benders decomposition. In particular, Benders feasibility cuts for a binary master problem are “no-good” cuts of the form $$\sum_{j …
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1 vote
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Is there a redundant constraint in linear programming?

Yes, lower and upper bounds on variables can be enforced via explicit constraints. In practice, however, bounds are handled implicitly because the explicit constraints determine the size of the basis …
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0 votes
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Iterations of Dantzig-Wolfe Decomposition for a Simple Linear Programming problem

You could specialize Dantzig-Wolfe by solving the subproblems (one per $i$) with an oracle other than LP. If the constraint $\mathbf{b}_i^\top \mathbf{x}_i \le 0$ weren't there, you could enumerate t …
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0 votes

Weak duality sign

Not sure about your conic problem, but for LP you have the roles of $\min$ and $\max$ reversed.
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