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# Operations Research : Recent Questions and Answers

## How to optimize a utility function that contains step function?

I have an optimization problem with an uncommon utility: to find a $beta$ that maximizes $$r^{T}cdot H(Xcdotbeta)$$ where $H()$ is a Heaviside step function as...

## How to display the range of coefficients in docplex log?

A typical gurobi log can have a section where it shows the range of coefficients. Something like:Coefficient statistics: Matrix range [1e+00, 6e+01] Objective...

## Scenario based approach to value-at-risk optimization using mixed-integer programming

For a discrete set of scenarios, minimising value at risk can be formulated as a mixed integer linear programming problem. If each scenario has equal probability then this can be...

## Multiple Knapsacks with splitting

I am trying to solve a problem that I believe is a variation of the multiple knapsacks. Like the classical multiple knapsacks problem, I have a set...

Asked on 12/20/2021 by Cesar Canassa

## How to balance the workload of teachers in OR-Tools (maximization of the minimum)

I am very new to optimization and OR-Tools. I am trying to solve a very simple question. Let's assume that we have $n$ students. Each student needs to be...

## How to linearize a quadratic constraint to add it then via a callback function

Suppose we have a positive continuous variables $0 le x le UB$ where $UB$ is a known upper bound. How can we linearize the term $x^2$? Detailled...

Asked on 12/09/2021 by Farouk Hammami

## Decision variable transformation in Gurobi

I'm trying to find a way of setting the values of a binary MVar object (which is my decision variable) of size n to {-1,1}. Right now I have a...

## Possibility of indexing decision variables with 2 indices using a set of tuples in Pyomo

I am currently attempting to solve a network problem that is not fully connected.Thus, I have attempted to do some preprocessing of data so as to form a set of...

## View of Constraints and Decision Variables in Pyomo

I have just attempted to construct my first Pyomo model. However, I was unable to locate any documentation that shows how to view constraints, decision variables. As my model is...

## CPLEX Python API Manual with References

I am currently attempting to code a model using the Python API. However, the IBM Site seems to not have one that is similar in formating and content depth such...