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Linear programming is the study of optimizing a linear function over a set of linear inequalities. The Simplex Method, Ellipsoid Method and Interior Point Method are popular algorithms to solve linear programs.

2 votes

How to implement linear constraints that include several absolute values

Without having more information about the problem, I would suggest to generate the constraints of the +/- form on the fly. Several approaches are possible: You can solve the problem, generate the vi …
J Fabian Meier's user avatar
2 votes

Is it possible to represent non-linear ranking type constraints as equivalent linear constra...

In addition to the binary restrictions, take $z^1_{ij}(a) \geq z_i(a) + \sum_{b<a} z_j(b) - 1$ and similar for the second equation.
J Fabian Meier's user avatar
1 vote

Linear programming with exponentially many constraints and variables

If you have exponentially many variables, but usually, only a few of them are non-zero, you can try Column-Generation or Branch-and-Price. Having exponentially many variables AND constraints is usua …
J Fabian Meier's user avatar
1 vote

Constrained vs Unconstrained Optimization

This depends on the kind of non-linearity, especially if these constraints are convex. It is also possible to try to convert the non-linear constraints into a possibly exponential number of linear co …
J Fabian Meier's user avatar
1 vote
Accepted

ILP for minimum edge coloring problem

If $c$ is an upper bound for the number of colours (in case of doubt use $|E|$), then you could use binary assigment variables $x_{ie}$ for assigning colour $i$ to edge $e$. Then, for every two edges …
J Fabian Meier's user avatar
2 votes

Fastest 'Oracle' Algorithm for satisfying a single linear constraint on a convex set?

Actually, I guess that they do not mean that such an oracle always exists. Usually, the argument is of the form: If, for your special problem, you have a quick method of checking if this problem has a …
J Fabian Meier's user avatar
6 votes
1 answer
255 views

Algorithm that solves every Mixed Integer Linear Program (to optimality)?

Given a Mixed Integer Linear Program with rational coefficients (both for the objective functions and all constraints), is it always possible to solve it algorithmically? I know that you usually solv …
J Fabian Meier's user avatar
1 vote

Speed up Linear programming

Following the comment of Robert Israel, I would suggest to solve the problem offline for a large set of different $c$, which are "similar" to those expected in the online optimization. If you store th …
J Fabian Meier's user avatar
1 vote

Heuristic for choosing n-vectors from n-sets

First of all, I would suggest to model the problem as Mixed Integer Program and try to solve it with a MIP solver. If it turns out to be to hard because the problem is too large, you can try a heurist …
J Fabian Meier's user avatar