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Integer programming #3

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ramanshah opened this issue Apr 20, 2022 · 4 comments
Open

Integer programming #3

ramanshah opened this issue Apr 20, 2022 · 4 comments

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@ramanshah
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Part of the workflow (as I hope to present formally) is real integer programming to finesse the final order, not the ham-fisted heuristics I used with the posterior.

I'll need to choose a library and implement this integer programming.

One point of discussion will be runtime: the current order builds in a few seconds on my 2015 MacBook Air. Integer programming is NP-Complete, and it will be interesting to see how different the "real" optimal order will be, and at what runtime cost.

@ramanshah
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https://towardsdatascience.com/integer-programming-in-python-1cbdfa240df2 - I need to think about the combinatorial vs convex setting. Why is cvxpy a potential tool?

@ramanshah
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python-mip might be a useful tool - advertises mixed-integer linear programming: https://docs.python-mip.com/en/latest/intro.html

@ramanshah
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Still pending - but I implemented a brute-force search in the neighborhood of the heuristic solution today.

@ramanshah
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Potential reference:

https://web.mit.edu/15.053/www/AMP-Chapter-09.pdf

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