Math Forum / Mathematics / Operations Research / February 2008

I am dealing a convex quadratic problem in some variables, say x_i's
and some constants a_k's. The constants a_k's are themselves the
solution of another convex quadratic problem (which does not involve
x_i's), so I call it nested programming.

I have a basic question about defining decision variables in OPL-
CPLEX. I want to define the variable in a nested format like the
following
for ( var i=0; i<=4; i++) {

Hi, can anyone help me? I solve a semidefinite programming problem,
and the solution matrix is actually full-rank cause the algorithm
omits the rank-1 constraint. So my task is to reduce this full-rank
solution matrix into rank-1 one.

Who will be on INFORMS Practice Conference?
Maybe we could arrange sci.op-research lunch session :)
A.L.

I wrote a scheduling optimization (MIP) in OPL-CPLEX for a hospital.
This is my first time doing real-world project. I am thrilled by the
final implement. My question is that I don't want to hand them the
codes and ask them to run in OPL-CPLEX since it is so easy to get

I have a question about solving MIP in CPLEX. Does adding an initial
feasible solution in CPLEX help speed up? I was suggested to do so by
someone. But I don't think it helps since CPLEX can find a feasible
solution of my problem very quickly (in seconds).

I am looking for a program or library for convex analysis.
For an m x n matrix M, I looking for v which satisfies Mv = 0. There
exists a convex set of vectors all non-negative linear combinations of
which satisfy the equation above, so-called extreme rays. I am looking

Hi all is this the correct place to ask for information on Bayesian
network related questions?

I have some questions:
-what's the utility of langrangien relaxation?
-How is it  formulate?
can use it  to solve MIP problem?

I am trying to solve a *convex* quadratic problem iin Matlab
environment. There is only a single equality constraints and all
variables are bounded.
I have tried a few solvers, but none was satisfactory.

I have written a GAMS code for solving an MIP. I have been using CPLEX
to solve it. The code works for small-size problems (n=7). But as the
number of binary variables increases (e.g. for n=15, 225 binary
variables) running the code takes a long time to solve it. I have

We're looking for a vehicle packing/loading algorithm for an
analytical study.  It's a military operation so the geometries/weights
of the equipment are not standardized to a small set of same dimension
sets like standardized containers.  I googled the problem and came up

I am looking to choose modelling software and a solver for an
commercial application. The problem will have some integer variables.
A) The model to be implemented concerns minimization of a resource
cost and relies on two stochastic components, the prices and the

Given the following IP problem:
(IP)
z = max cx
Dx <= d

I have an IP which I solve using column generation. I notice that, as
I add more columns (and go further down the tree), the running time is
mostly spent in solving the LP. The master has about 600-700 rows. At
the root node alone, we can generate up to 4000 columns, LP for the