Is your research paper a star, a comet, or an asteroid?

One of the tasks I find challenging is determining what papers to recommend for introducing grad students to a particular field. How to split the assignments between classics and current hot topics? In order to help students anticipate what kind of papers they are about to read, I came up with a metaphor that I find […]

How problematic are your Big M constraints? an experiment [primal]

This post investigates whether it is still relevant to be careful about the coefficients used in so-called Big M constraints when formulating mixed-integer programming (MIP) models. I make some experiments with two-echelon supply chain design models to show that using too large values often cause the models to be harder to solve. The impact is much greater […]

What are Big M constraints? [dual]

This post presents a class of constraints that are used very often in mixed-integer programming (MIP) models. I explain what they are, why they are important and why using too large values for the big M is problematic. The associated primal post presents some experiments that outline how modern solvers handle unnecessarily large values of […]

A relevant #orms resolution for 2017: Update your solvers!

Making resolutions during the New Year has become something of a tradition. Some are followed, many are not. Here is one resolution I took years ago that has been pretty relevant. I would encourage you to use it as well : Update your solvers whenever a new version is released. Like, every time. It’s worth […]

The recommendation game [dual]

People who teach or supervise students have a tremendous influence on what solvers get adopted by the community. Once they finish their studies, many students will continue to use the tools they have learned in school; it is simply more efficient. In this post, I explain the reasons behind the choice of tools I use in class. […]

The recommendation game [primal]

People who teach or supervise students have a tremendous influence on what solvers get adopted by the operations research / industrial engineering community. Once they finish their studies, many students will continue to use the tools they have learned in school, for many reasons. First, it is simply the most efficient strategy to adopt. Also, […]

Facility location : not so difficult (with the proper tools)

In a previous post, I generated a few capacitated facility location instances (CFLP) and I ran these through MIP solvers. The instances were solved pretty quickly overall. In a comment, professor Matteo Fischetti suggested I compare my results with some instances from the literature, which I did. Overall, the results are quite fast; CPLEX takes only 21 […]

Facility location : mistake, issue and results

About two weeks ago, I generated a few capacitated facility location instances (CFLP) for some students to play with. When I ran these through the CPLEX and Gurobi solvers, all of them were solving very quickly. Gurobi in fact seemed to find the optimal solution during the presolve stage. I made a quick blog post […]

Facility location : presolved to optimality!

  ** IMPORTANT NOTICE ** This post has temporarily been suspended as some readers noticed potential problem with the model files. I will issue a corrected post shortly. I am sorry for any inconvenience. Marc-André

It’s time talk more about barrier in class

In today’s post, I argue that optimization classes and textbooks should put a greater emphasis on interior point methods. During my many years of study, I have been exposed to quite a bit of simplex theory. I also had to perform many primal and dual simplex pivots by hand, as it was considered a good […]