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Facing challenges with troubleshooting integer programming constraints?

When integer programming constraints cause headaches, it's essential to break down the problem methodically. Here are some strategies:

- Review your model constraints for accuracy and completeness.

- Use diagnostic tools or software to identify where the model may be failing.

- Simplify the problem by breaking it into smaller, more manageable parts.

How do you approach solving tough integer programming issues? Feel free to share your techniques.

Operations Research Operations Research

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Facing challenges with troubleshooting integer programming constraints?

When integer programming constraints cause headaches, it's essential to break down the problem methodically. Here are some strategies:

- Review your model constraints for accuracy and completeness.

- Use diagnostic tools or software to identify where the model may be failing.

- Simplify the problem by breaking it into smaller, more manageable parts.

How do you approach solving tough integer programming issues? Feel free to share your techniques.

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15 answers
  • Contributor profile photo
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    Mina Valaei

    Industrial Engineering Associate at Nova Scotia Department of Health and Wellness

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    Decomposition Algorithms: - Dantzig-Wolfe Decomposition: If the problem has a block structure, decompose it into smaller subproblems that can be solved independently and then combined. - Benders Decomposition: For problems with complicating variables, separate the problem into a master problem and subproblems, solving them iteratively.

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    Ali Al Zoobi, PhD

    Research Engineer | Operational Research | Graph Theory

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    - Deactivate constraints - Relax binary / integer variables - Test on tiny instances - Play with the solver parameters Not so much different than any classical programming troubleshooting challenge.

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    Warren Powell

    Professor Emeritus, Princeton University/ Co-Founder, Optimal Dynamics/ Executive-in-Residence Rutgers Business School

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    If there is a time dimension, break the problem into smaller time ranges. Note that deterministic approximations do not necessarily make a problem easier. Optimizing a sequential problem over multiple time periods because we assume we know the future can make the problem much harder.

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    Alireza Soroudi, PhD

    Lead Data Scientist || SMIEEE || Optimization expert || Healthcare management || Lab Digitalization || Power and Energy systems || Developer || Author / Speaker || (views are mine)

    (edited)
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    - Develop unit tests (small examples that should work with your complex model) - Deactivate teh constraints one by one and run the model to spot the problem making consraints. - Visualize the output to find the problem - Print the values of inoput values to the functions (sometimes the value that the function gets is not what we expect) - Relax the integer variables and check the feasibility

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    Borja Menéndez Moreno

    PhD | Lead Operations Research Engineer at Trucksters

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    In my experience, there are several ways of identifying constraints that make a model infeasible. Some of them are: - Isolate them. Start by reducing the set of constraints of your problem and adding them one by one. That way you know which one is breaking the model. - Move the constraint as a penalty of the objective function. That way you will spot constraints that breaks the model without actually breaking it. - If you're using Google OR-Tools, it's good to have binary variables that apply only when a constraint is activated. Each solver may have different ways of spotting them.

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