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Mixed Integer Programming
United States
เข้าร่วมเมื่อ 26 พ.ค. 2020
Closing
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!
มุมมอง: 147
วีดีโอ
Optimization in practice from long to short, from planning to operation of power grids
มุมมอง 2202 หลายเดือนก่อน
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
มุมมอง 642 หลายเดือนก่อน
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
มุมมอง 1512 หลายเดือนก่อน
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
มุมมอง 5082 หลายเดือนก่อน
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
มุมมอง 1752 หลายเดือนก่อน
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
มุมมอง 1502 หลายเดือนก่อน
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.
มุมมอง 3242 หลายเดือนก่อน
Examples of optimization and machine learning applications
Optimizing vehicle and crew schedules in public transport
มุมมอง 1612 หลายเดือนก่อน
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
มุมมอง 1062 หลายเดือนก่อน
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
มุมมอง 992 หลายเดือนก่อน
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
มุมมอง 922 หลายเดือนก่อน
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
มุมมอง 1102 หลายเดือนก่อน
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
มุมมอง 852 หลายเดือนก่อน
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
มุมมอง 892 หลายเดือนก่อน
The energy transition presents complex challenges that span multiple disciplines and scales. This talk explores diverse strategies in developing decision support tools where mathematical optimization (MO), particularly data-driven methods, plays a crucial role. We will show how MO techniques refine the operations of large energy networks and enhance the intricate processes of semiconductor crys...
Optimal decision making problems with trained surrogate models embedded
มุมมอง 1972 หลายเดือนก่อน
Optimal decision making problems with trained surrogate models embedded
ML augmented Branch and Bound for MILP
มุมมอง 2552 หลายเดือนก่อน
ML augmented Branch and Bound for MILP
Building upon MIP and non smooth optimization to learn robust deep neural networks
มุมมอง 1432 หลายเดือนก่อน
Building upon MIP and non smooth optimization to learn robust deep neural networks
"Excuse me, Sir, we ordered 31 minutes ago!" How to address time delays in food delivery
มุมมอง 1322 หลายเดือนก่อน
"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
มุมมอง 4312 หลายเดือนก่อน
Exact Algorithms for Vehicle Routing advances, challenges, and perspectives
The Role of Machine Learning for Mathematics
มุมมอง 3102 หลายเดือนก่อน
The Role of Machine Learning for Mathematics
Learning Augmented Algorithms for Scheduling
มุมมอง 1432 หลายเดือนก่อน
Learning Augmented Algorithms for Scheduling
Explainable AI, Learning Objectives, and the Clever Hans Effect
มุมมอง 1612 หลายเดือนก่อน
Explainable AI, Learning Objectives, and the Clever Hans Effect
Global Optimization of Mixed Integer Nonlinear Programs
มุมมอง 1613 หลายเดือนก่อน
Global Optimization of Mixed Integer Nonlinear Programs
Solving Mixed Integer Semidefinite Programs
มุมมอง 1213 หลายเดือนก่อน
Solving Mixed Integer Semidefinite Programs
Thanks for the great material! What text do the definitions come from?
Moore Elizabeth Johnson Carol Gonzalez Ruth
Interesting, thanks!
What is the benchmark instance gaia100m appearing 4:12 to 4:42 in the video?
@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.
Very interesting, thank you.
Just awesome!
Thorsten says that the creature at 7:30 is a mammal, which has some very disturbing biological implications.
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?
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?
Thank you my GOAT
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?
Oops, I needed to wait for one more slide!
what a time to be alive! Please continue your work integer programming Jesus
Adding for completeness and the aid of other novices: MIP :: "Mixed Integer Programming".
Is Primal-Dual Hybrid Gradient amenable to large speedup if implemented on GPU?
There are promising research results that indeed indicate that PDHG nicely benefits from a GPU implementation
I can't believe this is content that exists now. Thanks! 🎉
Why is your herrSolver is better than Gurobi?
Thank you! Really love the idea of having shorts of this kind and would encourage more!
Thank you!
Thanks for a valuable tutorial. Ive been finding this kind of concrete implementation of decomposition methods (which are rare compared to theoretical tutorials 🥹)
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?
Great work Suresh
Great lecture. Thanks a lot!
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.
brilliant lecture!
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.
Robotized measurement ---> th-cam.com/video/dEW5YO7l5TQ/w-d-xo.html For more details see ---> www.nature.com/articles/s43246-022-00235-5
Incredible lecture! Thanks!
Thank you!
Awesome video by the way!! Very clear!
Awesome stuff with lovely explanations. Many thanks for sharing! :)
Glad you liked it!
Does Nair mean that there leaves much small room to introduce the ML learning techniques to solve the MIPs?
The person who gave this talk was Zixuan Cao, not Zhewei Huang (me). Sorry we didn't make it clear.
My apologies and thanks for pointing this out. I fixed the title.
Excellent presentation! thank you!
There is a mistake in the dual of subproblem (7:06), the constraint sign should be <=, not >=.
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
there is something wrong with the maxChange constraint
the left-hand-side expression is always 0
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.
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!
awesome!
Adrian, it's absolutely amazing presentation
Thanks for sharing. It helps me a lot.
Thanks! It helps a lot.
Thnaks for this class!
I lack all the math foundations i think to understand this. Any advice how to develop an understanding? where to start...?
first take an undergrad in optimization
Top!
The 15% bit is gold haha
❤OR
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
Hi, have you found any answer to that? I'm trying to use Savings as well, but not working.
@@aliyeselinulu629 Hey :) no unfortunately not.. I used Path Cheapest Arc instead of savings, works also but probably not the answer you wanna hear ^^
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?
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.
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.
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.
Beatiful
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!