Farzane Ezzati

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Activity overview

Latest activity by Farzane Ezzati
  • Farzane Ezzati created a post,

    Benders Cuts in Branch and Bound Tree

    Answered

    Hello, I am solving a two stage stochastic model in which the first stage has integer variables. I am using the Benders cuts and adding them to the MIP nodes of the branch and bound tree. This is t...

  • Farzane Ezzati created a post,

    Copy a class of model

    Answered

    Hello, I have a model that is defined inside a class. I am updating the model and apply changes to it using a class. I am applying a branch and bound algorithm and when branching is required, I wan...

  • Farzane Ezzati commented,

    Hey Maliheh, I have a question regarding your answer. Assume I have saved the model with variables named X , Y and various constraints in .mps format in a file named a.mps. I want to load/open the ...

  • Farzane Ezzati commented,

    Hello Riley, Thank you so much for the help. By T, W, r I am refering to two-stage stochastic models. I should have been more precise. Your answer helped a lot regarding the sparse matrices. By CGL...

  • Farzane Ezzati created a post,

    Cut Generation LP ( CGLP)

    Answered

    Hi, I am writing an algorithm in which after solving LP relaxation of several sub-problems from a two-stage stochastic model. I want to use CGLP to generate disjunctive cuts. To generate disjunctiv...

  • Farzane Ezzati created a post,

    Lagrangian Dual, Subgradient Method

    Answered

    Hello, I want to solve a two stage stochastic programming model and I am using scenario decomposition and lagrangian relaxation of non-anticipativity constraints to solve the problem. I am mixing l...