Yauhen Yakimenka
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Latest activity by Yauhen Yakimenka
Yauhen Yakimenka commented,
Thanks, Jaromił.(Sorry, I thought I posted my reply on Friday but now I see that I actually didn't.) Your problem is an LP. Does your statement mean that you know that there is an infinite number ...

Yauhen Yakimenka created a post,
Optimal LP solution with minimum number of nonzero variables
AnsweredI have an LP problem with a pretty standard formulation: \[ \begin{align} &\min d^T p \\ \text{s.t. } &Ap \leq b \\ &\sum_i p_i = 1 \\ &p \geq 0 \end{align} \] (The vector \(p\) is a vector of pro...

Yauhen Yakimenka commented,
Hi Matthias, Thanks for the detailed answer. I will check further sensitivity analysis. Kind regards,/Y.

Yauhen Yakimenka commented,
By the way, why is that you suggest to add the new unequality constraint? Since it was an optimal value, we have that for any feasible solution, $$c^T x \ge c^*$$ Should the new constraint be just ...

Yauhen Yakimenka commented,
P.S. How do you type mutliline formulas here? I can't figure it out and don't see any information on how to type Latex here... :)

Yauhen Yakimenka commented,
Hi, Matthias, That's very simple and elegant solution. Thanks! Regards,/Y.

Yauhen Yakimenka created a post,
Find the same basis optimal solution for two related LPs
AnsweredI have two very similar linear programs. The first one is $$c^T x \rightarrow \min$$ $$\text{s.t. } Ax = b, \quad x \ge 0$$ And the second is different in the optimisation goal: $$d^T x \rightarrow...

Yauhen Yakimenka commented,
I will try my luck with callbacks :) Thanks!

Yauhen Yakimenka created a post,
Objective function tolerance
Answered(I see a lot of different parameters which sound like they might be what I need but I am not exactly sure.) In my problem (which is MIP but also with bilinear constraints), the objective function i...

Yauhen Yakimenka commented,
Yep, this seems to be exactly what I need. Thanks, Eli! /Y.