Alexander Paskov

I have an LP (in standard form Ax=b, x>=0) with around 1 million decision variables, of which only about 1000 will be non-zero. After optimizing, is it possible to directly iterate over those non-z...

Hi, I have a MIP that takes the following form Where f(x) is some linear, function of the x-matrix.  I have 2 questions: 1) I need to quickly get an upper bound for this problem for every i in {1,...

I'm solving the problem   I've gone through the forums and implemented it in Python as such   However, as shown in the following log, the pre-solve yields a sub-Optimal result. Is this possibly a...