Mixed Integer Programming
Mixed Integer Programming
  • Видео 175
  • Просмотров 178 822
What's New in FICO Xpress Solver 9.5? (Timo Berthold)
We will give an overview of the latest enhancements, the newest features, and the most recent performance improvements to FICO Xpress Solver for mixed-integer linear and nonlinear optimization problems. These include new pre-solving and cutting techniques, a more streamlined API, and updates to our global MINLP solver.
Просмотров: 199

Видео

Closing
Просмотров 1533 месяца назад
A heartfelt closing to CO@Work 2024, recognizing the contributions of speakers, participants, and sponsors. We reflect on the event’s success, the inspiring talks, the challenges faced, and the friendships made. A big thank you to everyone who helped make CO@Work a memorable experience!
Optimization in practice from long to short, from planning to operation of power grids
Просмотров 2293 месяца назад
With the European Green Deal, the EU has set itself targets for climate neutrality by 2050. This requires the expansion of electricity grids, taking into account the development of other technologies and infrastructures. In particular, the proportion of renewable energies in Europe is rising steadily. As a result, our electricity generation is becoming more and more dependent on the weather and...
Dimension Local Energy Hubs to Reduce Grid Congestion
Просмотров 703 месяца назад
DoingTheMath is a small consulting company that develops custom-made forecasting and decision support tools to help organisations on their way to more sustainable operations. The presented use case deals with capacity decisions in local multi-energy systems called "Energy Hubs", which are part of the solution to the congestion problems in the Dutch power grid. Besides discussing the problem des...
Gurobi OptiMods - Painless Optimization Templates
Просмотров 1643 месяца назад
One of the most important aspects of mathematical optimization and Operations Research is getting your data into a form that optimization solvers can understand and work with. The "art of modeling" as it is often referred to, can all too easily get in the way of actually solving the problem at hand. Gurobi's open-source OptiMods are data-driven Python APIs for different common optimization use ...
Combinatorial Optimization at Google tools, solvers, and applications
Просмотров 5463 месяца назад
Google Optimization Tools (aka OR-Tools, developers.google.com/optimization) is a mature, open source software suite for combinatorial optimization, tuned for tackling the world's toughest problems in i) integer and linear programming, ii) satisfiability and constraint programming, iii) vehicle routing and iv) graph flows. We present the available modeling APIs and solvers. In more details, we ...
Mastering the Optimization Pipeline: A Consultant’s Perspective
Просмотров 1823 месяца назад
In the realm of mathematical optimization, the role of a consultant extends far beyond technical expertise. This talk dives into the nuances of consulting in mathematical optimization, exploring both the rewarding and challenging aspects of the job. I will share insights from real-world projects, highlighting the often significant gap between a client's initial description of their needs and th...
SAP Supply Chain Optimization
Просмотров 1623 месяца назад
SAP, a global leader in Supply Chain Management Software, offers a wide range of cloud and on-premise solutions for supply chain planning, logistics, manufacturing, and more. For over 25 years, optimization algorithms have been a crucial component of SAP's supply chain solutions. However, applying these algorithms to real-world, large-scale supply chains presents significant challenges in terms...
Amazon: optimizing the journey of a package.
Просмотров 3353 месяца назад
Examples of optimization and machine learning applications
Optimizing vehicle and crew schedules in public transport
Просмотров 1653 месяца назад
Vehicle and crew scheduling are two fundamental problems in public transport optimization. We introduce these problems along with solution methods. We also highlight challenges that we encounter when solving such problems in practice.
Periodic timetable optimization in public transport
Просмотров 1073 месяца назад
We will introduce the standard modeling of periodic timetabling problems in public transport by means of event-activity networks and the Periodic Event Scheduling Problem (PESP). We discuss the mathematical structure and complexity of this problem, and focus on how to use techniques from combinatorial optimization and mathematical programming to compute good-quality timetables.
Design of Public Transit Systems
Просмотров 1003 месяца назад
The design of the infrastructure, the line system, and the fare prices defines the level of service that a public transit system offers to the public. These decisions are of great importance and are not easily revised, hence they should be taken with great care. However, unlike operational decisions on resource allocations of vehicles and crews, which are nowadays routinely optimized using math...
Multi objective design and operation optimization for district heating networks
Просмотров 1003 месяца назад
Supporting decision-making processes for transforming district heating networks poses a challenge in the energy transition. Exploring transformation pathways for the grid while simultaneously optimizing its operation is vital. We model both design and operational decisions via mixed integer linear programming and combine them in an integrated way. However, the goal for decision-making between p...
Quota Steiner Tree Problem and its Application on Wind Farm Planning
Просмотров 1143 месяца назад
We discuss the Quota Steiner Tree Problem in graphs (QSTP) and its application for the integrated layout and cable routing problem of onshore wind farm planning. We shortly introduce the general Steiner tree problem in graphs and Scip-Jack, a software package for solving Steiner tree related problems. We present a transformation of the QSTP that significantly outperforms standard out-of-the-box...
Data Preprocessing and Data Quality Assessment for Energy System Optimization
Просмотров 853 месяца назад
The European energy system is undergoing a fundamental transition due to decarbonization efforts. Besides, in recent years, the energy system’s needs have been subject to significant changes due to disruptive events. Under these circumstances, decision-makers need more complex energy system optimization models to make effective decisions at all levels, from policy-making to energy transport. To...
From Energy Systems to Material Science: Optimization for a Sustainable Future
Просмотров 953 месяца назад
From Energy Systems to Material Science: Optimization for a Sustainable Future
Optimal decision making problems with trained surrogate models embedded
Просмотров 2013 месяца назад
Optimal decision making problems with trained surrogate models embedded
ML augmented Branch and Bound for MILP
Просмотров 2793 месяца назад
ML augmented Branch and Bound for MILP
Building upon MIP and non smooth optimization to learn robust deep neural networks
Просмотров 1523 месяца назад
Building upon MIP and non smooth optimization to learn robust deep neural networks
Machine Learning inside MIP solvers
Просмотров 1503 месяца назад
Machine Learning inside MIP solvers
Stochastic Local Search Heuristics
Просмотров 2453 месяца назад
Stochastic Local Search Heuristics
"Excuse me, Sir, we ordered 31 minutes ago!" How to address time delays in food delivery
Просмотров 1353 месяца назад
"Excuse me, Sir, we ordered 31 minutes ago!" How to address time delays in food delivery
Exact Algorithms for Vehicle Routing advances, challenges, and perspectives
Просмотров 4433 месяца назад
Exact Algorithms for Vehicle Routing advances, challenges, and perspectives
Deep Learning in Robust Optimization
Просмотров 5603 месяца назад
Deep Learning in Robust Optimization
The Role of Machine Learning for Mathematics
Просмотров 3193 месяца назад
The Role of Machine Learning for Mathematics
Learning Augmented Algorithms for Scheduling
Просмотров 1493 месяца назад
Learning Augmented Algorithms for Scheduling
Explainable AI, Learning Objectives, and the Clever Hans Effect
Просмотров 1633 месяца назад
Explainable AI, Learning Objectives, and the Clever Hans Effect
Branch-and-Price Crash Course
Просмотров 5273 месяца назад
Branch-and-Price Crash Course
Numerics in LP & MIP Solvers
Просмотров 2143 месяца назад
Numerics in LP & MIP Solvers
Global Optimization of Mixed Integer Nonlinear Programs
Просмотров 1673 месяца назад
Global Optimization of Mixed Integer Nonlinear Programs

Комментарии

  • @pettepiero
    @pettepiero Месяц назад

    Thanks for the great material! What text do the definitions come from?

  • @GaryRichardson-x9x
    @GaryRichardson-x9x 3 месяца назад

    Moore Elizabeth Johnson Carol Gonzalez Ruth

  • @nathansudermann-merx4586
    @nathansudermann-merx4586 3 месяца назад

    Interesting, thanks!

  • @BenChampion-i9g
    @BenChampion-i9g 3 месяца назад

    What is the benchmark instance gaia100m appearing 4:12 to 4:42 in the video?

  • @oldironchops
    @oldironchops 3 месяца назад

    @oldironchops 7:12 Client who's trying to improve inventory management says that his suppliers don't deliver on time. And the O.R. analyst thinks that's not relevant? Sounds like a very deterministic mindset. Perhaps the O.R. analyst would benefit from greater stochastic awareness when doing optimization modeling.

  • @nathansudermann-merx4586
    @nathansudermann-merx4586 3 месяца назад

    Very interesting, thank you.

  • @nathansudermann-merx4586
    @nathansudermann-merx4586 3 месяца назад

    Just awesome!

  • @Stayawayfrommyname
    @Stayawayfrommyname 3 месяца назад

    Thorsten says that the creature at 7:30 is a mammal, which has some very disturbing biological implications.

  • @pythonilekodlama2391
    @pythonilekodlama2391 3 месяца назад

    There is an extremely annoying noise at 0:43 - 0:44. I had to throw away the headphones to escape the torture. Is it possible to fix it?

  • @oldironchops
    @oldironchops 3 месяца назад

    1) At 28:29 the slide lists "Huge Scale LP problems" under Simplex method, but that item is not discussed. Please clarify, whether that is a qualifier to "Very sparse LP problems"? Because I thought that, other than restart (as mentioned in next item), as problem gets huge, the advantage shifts in favor of barrier. 2) Can you address PDHG for LP on GPU applied to solving in parallel a large number of very small (perhaps single digit number of variables and constraints) dense continuous LPs all having identical size and structure, but different input data (some of the LPs might be feasible, and others infeasible). Can GPUs be used effectively to do that? If not, are there first order methods which could be exploited on GPUs?

  • @alexisschneider1627
    @alexisschneider1627 4 месяца назад

    Thank you my GOAT

  • @TheEditorify
    @TheEditorify 4 месяца назад

    Why do we ignore π₀ in the objective function of the DW pricing problem? If the minimum reduced cost is of an extreme ray, then there might be an extreme point with smaller reduced cost but we cannot determine that because we compute it without π₀? I do not know what I am missing?

    • @TheEditorify
      @TheEditorify 4 месяца назад

      Oops, I needed to wait for one more slide!

  • @Bospiszczak
    @Bospiszczak 5 месяцев назад

    what a time to be alive! Please continue your work integer programming Jesus

  • @gregglind
    @gregglind 7 месяцев назад

    Adding for completeness and the aid of other novices: MIP :: "Mixed Integer Programming".

  • @oldironchops
    @oldironchops 7 месяцев назад

    Is Primal-Dual Hybrid Gradient amenable to large speedup if implemented on GPU?

    • @mixedintegerprogramming
      @mixedintegerprogramming 3 месяца назад

      There are promising research results that indeed indicate that PDHG nicely benefits from a GPU implementation

  • @modernsolutions6631
    @modernsolutions6631 Год назад

    I can't believe this is content that exists now. Thanks! 🎉

  • @GiveUpTheD
    @GiveUpTheD Год назад

    Why is your herrSolver is better than Gurobi?

  • @sohomchat
    @sohomchat Год назад

    Thank you! Really love the idea of having shorts of this kind and would encourage more!

  • @danielschwegler5220
    @danielschwegler5220 Год назад

    Thank you!

  • @sw98630
    @sw98630 Год назад

    Thanks for a valuable tutorial. Ive been finding this kind of concrete implementation of decomposition methods (which are rare compared to theoretical tutorials 🥹)

  • @001HK0
    @001HK0 Год назад

    On the slide entitled "Nonlinearity Brings New Challenges" you state that continuous relaxation of nonconvex problems no longer give a lower bound. Surely this is only true for local solutions? For global solutions because the relaxation is a strict superset, a global solution would still be a valid bound, no?

  • @ShilpiBhargavaiitb
    @ShilpiBhargavaiitb 2 года назад

    Great work Suresh

  • @matiasramos97
    @matiasramos97 2 года назад

    Great lecture. Thanks a lot!

  • @alejandro06201
    @alejandro06201 2 года назад

    Professor Lubbecke gives an excellent presentation. It is also a great resource to have softwares like SCIP and gcg !!!! I would like to know which decomposition techniques other than Dantzig Wolfe and Benders have been investigated for the exact solution of MIPs? Could you recommend me some bibliography on this subject? Thank you very much, greetings from the city of Medellin, Colombia.

  • @senzhan221
    @senzhan221 2 года назад

    brilliant lecture!

  • @rifatbinhasan8128
    @rifatbinhasan8128 2 года назад

    I was looking for an example with Dantzig Wolfe decomposition with Big M method to solve infeasibility. If someone has any example file or solver code that will be great. thank you.

  • @shahrammoradi5698
    @shahrammoradi5698 2 года назад

    Robotized measurement ---> ruclips.net/video/dEW5YO7l5TQ/видео.html For more details see ---> www.nature.com/articles/s43246-022-00235-5

  • @Snowmanver2
    @Snowmanver2 2 года назад

    Incredible lecture! Thanks!

  • @lidiias5976
    @lidiias5976 2 года назад

    Thank you!

  • @alexandersvozil
    @alexandersvozil 2 года назад

    Awesome video by the way!! Very clear!

  • @yodalf3548
    @yodalf3548 3 года назад

    Awesome stuff with lovely explanations. Many thanks for sharing! :)

  • @杨翔宇-l1h
    @杨翔宇-l1h 3 года назад

    Does Nair mean that there leaves much small room to introduce the ML learning techniques to solve the MIPs?

  • @黄哲威-m4u
    @黄哲威-m4u 3 года назад

    The person who gave this talk was Zixuan Cao, not Zhewei Huang (me). Sorry we didn't make it clear.

  • @andrewwang9405
    @andrewwang9405 3 года назад

    Excellent presentation! thank you!

  • @andrewwang9405
    @andrewwang9405 3 года назад

    There is a mistake in the dual of subproblem (7:06), the constraint sign should be <=, not >=.

    • @ggPescesgg
      @ggPescesgg 2 года назад

      I was looking at this for the past 3 hours, thinking if there is some magical Benders witchcraft going on, but I guess its really just a typo lmao

  • @unknown-utuber9186
    @unknown-utuber9186 3 года назад

    there is something wrong with the maxChange constraint

    • @unknown-utuber9186
      @unknown-utuber9186 3 года назад

      the left-hand-side expression is always 0

    • @alexandersvozil
      @alexandersvozil 2 года назад

      correct! It should be sum_b=1..B sum_i =1...I Placed(i,b) * place(i,b) <= MaxChange. Then, if we place an item in the current LP place(i,b) is 1 and summed up term evaluates to 1. Otherwise, if we do not change place(i,b) the left side is 0 and does not add anything to the sum.

  • @utkarshkonge3494
    @utkarshkonge3494 3 года назад

    Thanks for the brief overview! As you mentioned that there are some high-level APIs to quickly model scheduling or VRP-like problems, I was wondering if these API's can be used to model a problem that contains both routing and scheduling. An example of such can be home service assignment problem where we need to optimize the total cost to hire servers that serve multiple customers and also schedule their routes such that the customers are served in their preferred time duration. Your thoughts on this would be highly appreciated!

  • @haohuang323
    @haohuang323 3 года назад

    awesome!

  • @brains4fin226
    @brains4fin226 3 года назад

    Adrian, it's absolutely amazing presentation

  • @irving20092654g
    @irving20092654g 3 года назад

    Thanks for sharing. It helps me a lot.

  • @ZhenyuWu-i5h
    @ZhenyuWu-i5h 3 года назад

    Thanks! It helps a lot.

  • @fabricioncosta
    @fabricioncosta 3 года назад

    Thnaks for this class!

  • @DerEddieLoL
    @DerEddieLoL 3 года назад

    I lack all the math foundations i think to understand this. Any advice how to develop an understanding? where to start...?

  • @googeebooboo5621
    @googeebooboo5621 3 года назад

    Top!

  • @vaishgajaraj7629
    @vaishgajaraj7629 3 года назад

    The 15% bit is gold haha

  • @shreekantgaikwad5601
    @shreekantgaikwad5601 3 года назад

    ❤OR

  • @sonkekoster25
    @sonkekoster25 4 года назад

    I'm wondering why the SAVINGS option doesn't work for the capacity constraints python script. I use PATH_CHEAPEST_ARC instead and it works also. But back to the point, does anyone knows why SAVINGS is not working? I always get the value 2: ROUTING_FAIL: No solution found to the problem

    • @aliyeselinulu629
      @aliyeselinulu629 3 года назад

      Hi, have you found any answer to that? I'm trying to use Savings as well, but not working.

    • @sonkekoster25
      @sonkekoster25 3 года назад

      @@aliyeselinulu629 Hey :) no unfortunately not.. I used Path Cheapest Arc instead of savings, works also but probably not the answer you wanna hear ^^

  • @ferencgerocs8190
    @ferencgerocs8190 4 года назад

    I have to admit Im not a programmer so Im quite laic but I was always wondering why I need these programming tools if I can write my problem by an algebraic modeling language for example AMPL and just "give" my model to a solver. What are the advantages of formulate my problem in C++ or any other programming language?

    • @navjotsingh2251
      @navjotsingh2251 4 года назад

      Because most programming languages are open source and can do what commercial packages can do. Also, C++ is very fast and efficient, so it is very useful for intensive and high precision applications such as mix integer programming and other types.

    • @mixedintegerprogramming
      @mixedintegerprogramming 4 года назад

      The reason given by Najvot is certainly one, but there are more: 1. You might have a bigger programming project, of which solving an optimization problem is only a small subtask. That big project is written in language XYZ, thus you want to create your model in language XYZ ( and process the results in that language afterwards). 2. You might want to make use of advanced modelling capabilities. E.g., next to your base model you want to add information (like additional constraints) to the model depending on intermediate steps of the optimization process (like individual LP relaxation solutions). Some modelling languages, like Mosel, support use of so-called callbacks, others, like Zimpl, don't. At the latest when you require functionality that is limited to a specific solver, a generic modeling language will probably not support this and you need to use that solver's API.

    • @darklaker
      @darklaker Год назад

      When you talk about one of the biggest tech companies releasing a free tool for a specific task most probably is a state of the art algorithm or the second best. A preexistent tool or library won't compete with google.

  • @raincoatcat
    @raincoatcat 4 года назад

    Beatiful

  • @michaelsiebert1567
    @michaelsiebert1567 4 года назад

    I've presented the random permutation approach to the ZIB team on the June 3., 2011 as this seemed to be the most influential factor in my thesis and I've published about it later, see www.sciencedirect.com/science/article/abs/pii/S0305054813001020 resp. num.math.uni-goettingen.de/preprints/files/2013-3.pdf (preprint). Love the expression "poor man's approach", I think it catches the spirit!