Yauhen Yakimenka

I 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...

I 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...

(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...

In my optimisation problem, I need to find a minimum of information entropy: $$-\sum_i p_i \log p_i \rightarrow \min$$ where variables `p_i` are bilinear in decision variables. At the moment, I mod...

I have a start solution for MIP (with some bilinear and MIN constraints). However, it seems the solver ignores it: I get User MIP start did not produce a new incumbent solution message. I wonder if...