[Fwd: GLPK doubt]
Andrew Makhorin <[email protected]> Thu, 08 Feb 2024 01:39:01 +0300
| Newsgroups | gmane.comp.gnu.glpk |
|---|---|
| Message-ID | <[email protected]> |
--=-Q/twE9tlEtty1zjnOOl9 Content-Type: text/plain; charset="UTF-8" Content-Transfer-Encoding: 8bit -------- Forwarded Message -------- Date: Wed, 7 Feb 2024 16:17:04 -0300 Subject: GLPK doubt To: [email protected] From: Nicolas Herculano Pires <[email protected]> > Dear esteemed GNU colleague, > > I hope this message finds you well. I am writing to address an issue I > have encountered with GLPK, albeit it may seem trivial, it remains a > pertinent concern. I am currently grappling with GLPK in the context > of solving an optimization problem, specifically pertaining to > portfolio project selection and scheduling. > > My dilemma lies in the utilization of GLPK without employing decision > variables. Allow me to elucidate further: I am employing GLPK to > tackle a portfolio project selection conundrum encompassing 200 > projects over a planning horizon of 60 months. However, I have been > unable to find any resources or documentation on how to utilize GLPK > without employing decision variables. > > You may wonder, "What is the significance of reducing these variables > through GLPK?" The essence of my inquiry lies in the potential > reduction of variables. To illustrate, envision a scenario where each > of the 60 columns represents a month, and among these, only one column > is selected per project. This leaves the remaining 59 columns > redundant. Consequently, would it not be more efficient to represent > the selected month with a single indicator column, rather than > allocating separate columns for each month? > > For instance, if GLPK selects column 30 (corresponding to month 30), > the preceding columns (1 to 29) and subsequent columns (31 to 60) > would inherently hold values of zero, rendering them unnecessary. > Therefore, it seems logical to streamline the representation by > condensing the 60 columns into a single indicator column denoting the > selected month. > > One might inquire, "But what if no month is selected?" In such > instances, I propose to designate a value of zero to indicate the > absence of a selected month, effectively reducing the total number of > variables from 12,000 to a mere 200. > > I am keen to explore any insights or guidance you may provide on this > matter. Your expertise and assistance in optimizing the utilization of > GLPK would be immensely appreciated. > > Warm regards, > Nícolas Herculano > --=-Q/twE9tlEtty1zjnOOl9 Content-Type: text/html; charset="utf-8" Content-Transfer-Encoding: quoted-printable <html><head></head><body><div>-------- Forwarded Message --------</div><div= ><br></div><div><b>Date</b>: Wed, 7 Feb 2024 16:17:04 -0300</div><div><b>Su= bject</b>: GLPK doubt</div><div><b>To</b>: <a href=3D"mailto:help-glpk@gnu.= org">[email protected]</a></div><div><b>From</b>: Nicolas Herculano Pires &= lt;<a href=3D"mailto:Nicolas%20Herculano%20Pires%20%[email protected]= %3e">[email protected]</a>></div><blockquote type=3D"cite"><!-- text= /html --><div dir=3D"ltr">Dear esteemed GNU colleague,<br><br>I hope this m= essage finds you well. I am writing to address an issue I have encountered = with GLPK, albeit it may seem trivial, it remains a pertinent concern. I am= currently grappling with GLPK in the context of solving an optimization pr= oblem, specifically pertaining to portfolio project selection and schedulin= g.<br><br>My dilemma lies in the utilization of GLPK without employing deci= sion variables. Allow me to elucidate further: I am employing GLPK to tackl= e a portfolio project selection conundrum encompassing 200 projects over a = planning horizon of 60 months. However, I have been unable to find any reso= urces or documentation on how to utilize GLPK without employing decision va= riables.<br><br>You may wonder, "What is the significance of reducing these= variables through GLPK?" The essence of my inquiry lies in the potential r= eduction of variables. To illustrate, envision a scenario where each of the= 60 columns represents a month, and among these, only one column is selecte= d per project. This leaves the remaining 59 columns redundant. Consequently= , would it not be more efficient to represent the selected month with a sin= gle indicator column, rather than allocating separate columns for each mont= h?<br><br>For instance, if GLPK selects column 30 (corresponding to month 3= 0), the preceding columns (1 to 29) and subsequent columns (31 to 60) would= inherently hold values of zero, rendering them unnecessary. Therefore, it = seems logical to streamline the representation by condensing the 60 columns= into a single indicator column denoting the selected month.<br><br>One mig= ht inquire, "But what if no month is selected?" In such instances, I propos= e to designate a value of zero to indicate the absence of a selected month,= effectively reducing the total number of variables from 12,000 to a mere 2= 00.<br><br>I am keen to explore any insights or guidance you may provide on= this matter. Your expertise and assistance in optimizing the utilization o= f GLPK would be immensely appreciated.<br><br>Warm regards,<br>N=C3=ADcolas= Herculano</div> </blockquote></body></html> --=-Q/twE9tlEtty1zjnOOl9--