Search type Search syntax
Tags [tag]
Exact "words here"
Author user:1234
user:me (yours)
Score score:3 (3+)
score:0 (none)
Answers answers:3 (3+)
answers:0 (none)
isaccepted:yes
hasaccepted:no
inquestion:1234
Views views:250
Code code:"if (foo != bar)"
Sections title:apples
body:"apples oranges"
URL url:"*.example.com"
Saves in:saves
Status closed:yes
duplicate:no
migrated:no
wiki:no
Types is:question
is:answer
Exclude -[tag]
-apples
For more details on advanced search visit our help page
Results tagged with
Search options answers only not deleted user 141766

Nonlinear objectives, nonlinear constraints, non-convex objective, non-convex feasible region.

0 votes
Accepted

Round Robin volleyball Tournament

Assuming binary decision variable $x_{ijd}$ indicates whether teams $i$ and $j$ play each other on day $d$, introduce a decision variable $z$, and maximize $z$ subject to linear constraints $$z \le \f …
RobPratt's user avatar
  • 5,029
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 …
RobPratt's user avatar
  • 5,029
1 vote

Transformation of an unconstrained binary quadratic optimization problem into a constrained ...

Yes, the linearization of a product of binary variables is well known: https://or.stackexchange.com/questions/37/how-to-linearize-the-product-of-two-binary-variables
RobPratt's user avatar
  • 5,029
0 votes
Accepted

How to find the maximum of a sum of squares of sums?

You can solve the problem via binary quadratic programming as follows. Let binary decision variable $x_{id}$ indicate whether row $i$ is rotated $d$ places. The problem is to maximize $$\sum_{j=0}^{ …
RobPratt's user avatar
  • 5,029
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_ …
RobPratt's user avatar
  • 5,029
2 votes
Accepted

How to integrate an indicator function/constraint into the cost function of a linear program?

I will simplify the notation to illustrate the idea. You want to minimize $$\sigma \max\left(\sum_{i,j} d_{ij} x_i x_j - \alpha, 0\right).$$ Introduce binary decision variable $y_{ij}$ to represent t …
RobPratt's user avatar
  • 5,029
1 vote

How to solve the optimization problem $\max_{\mathbf{w}}\sum_i\text{sign}(\mathbf{w}^T \math...

Let $L_i$ be a constant lower bound on $\mathbf{w}^T \mathbf{x}_i$. You can linearize the problem by introducing binary decision variable $y_i\in\{0,1\}$ to indicate whether $\mathbf{w}^T \mathbf{x}_i …
RobPratt's user avatar
  • 5,029
1 vote

What is the computational complexity of the calculation of $ \Psi(x) $?

This is a variant of the integer equality knapsack problem and can be solved via dynamic programming. The complexity is described here. For a DP recursion, first define $$\Psi_k(x):=\min_{\begin{arra …
RobPratt's user avatar
  • 5,029
2 votes

Optimization over permutation

By introducing a dummy depot node, you can think of this as a special case of the time-dependent traveling salesman problem. The dummy node is adjacent to all other nodes, with zero-cost links. You mi …
RobPratt's user avatar
  • 5,029