Mixed integer programming
even though integrality has not yet resulted due to the branching. For example, it may be that many of theinteger variables, while not integral, have values that are quite close to integral. We could then consider rounding some of these variables to their nearby values, fixing them to these...
Furthermore, while the mixed-integer linear programming solver intlinprog does handle discrete constraints, it does not address quadratic objective functions. This example constructs a sequence of MILP problems that satisfy the constraints, and that increasingly approximate the quadratic objective functio...
In particular, we determine for the first time the exact adversarial accuracy of an MNIST classifier to perturbations with bounded l1 norm = 0:1: for this classifier, we find an adversarial example for 4.38% of samples, and a certificate of robustness to norm-bounded perturbations for the ...
The following example is using a locally hosted server: fromcuopt_sh_clientimportCuOptServiceSelfHostClientimportjson# If cuOpt is not running on localhost:5000, edit ip and port parameterscuopt_service_client=CuOptServiceSelfHostClient(ip="localhost",port=5000,timeout_exception=False)repoll_tries...
This example shows how to solve a Mixed-Integer Quadratic Programming (MIQP) portfolio optimization problem using the problem-based approach. The idea is to iteratively solve a sequence of mixed-integer linear programming (MILP) problems that locally approximate the MIQP problem. For the solver-based...
Mixed-Integer Linear Programming Basics: Solver-Based Simple example of mixed-integer linear programming. Factory, Warehouse, Sales Allocation Model: Solver-Based Example of optimizing logistics in a small supply chain. Traveling Salesman Problem: Solver-Based The classic traveling salesman problem, wi...
When the solution of the relaxed problem is not an integer, rounding up or integer programming algorithms must be applied to find the solution for the original problem. Further details can be found in Chapter 19 that discusses integer programming. Example 16.3 Venix is a toy company and it is...
This is the case, for example, of warehouses that have to manage a large number of different customers (e.g., stores), each requiring a given set of items. For this problem, we present Mixed-Integer Linear Programming heuristics based on problem substructures that lead to easy-to-solve ...
The Sequential Mixed Integer Nonlinear Programming (SMINLP) optimizer is equivalent to the SNLP optimizer with only one difference. Many problems require variables take only discrete values. One example might be to optimize on the number of turns in a coil. To be able to optimize on number of...