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.
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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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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- 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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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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- 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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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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