# Questions tagged [linear-programming]

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### Can we use linear regression to define the objective function in linear programming?

This is a general question about how linear programming is used in the analytics community. Is it common, or feasible to use linear regression (or perhaps even more complex models like regression ...
15 views

### Performance metric for algorithm with multiple numeric targets

I am constructing an algorithm that predicts the weights of all ingredients in a food product. This is a linear programming algorithm that chooses ingredient weights such that the nutrient profile of ...
9 views

### How to specify the number of output variables in step() stepwise selection in R? [closed]

I want to find important variables. Thus, I want the step() result to contain 20 variables, but it contains about 40 variables. Can I write some codes to accomplish this?
8 views

### Non-linear function optimization using constrOptim()

I wanted to know if choice of starting value affects the output of constrOptim() function (it uses an adaptive barrier algorithm). The problem I noticed was in the following: I have a function f(x1, ...
31 views

### Formulate Linear Programming problem from brute force approach

Suppose you have a matrix $a$ where $a_{ij}$ represents whether or not person $i_{1...m}$ likes item $j_{1...n}$. I have two things I'd like to be able to accomplish using linear programming rather ...
20 views

### Minimize variance of sum of weights in clusters

Let us assume we have $n$ products, with $w$ weight for each. Group $n$ products in $k$ bags such that the weights of the bags have least variance. Let there be $h$ bags. Let $h^{th}$ bag contain ...
41 views

### Formulating a mixed integer programming problem with a binary maximization term

Real-world description of the problem: In the US, funding for school lunch programs is given to local school districts by the Federal government. If >=40% of students in a school or group of schools ...
22 views

### An artist published M albums. How to make a selection from the album so that all my N favorite songs are covered, while minimizing my cost?

This is a real life question.. I have a list of N favorite songs from an artist. Out of all M albums from the artist ever published,I want to buy a few albums to cover all of my N favorite songs, but ...
37 views

### how to set up an optimization problem to split a group of people into two groups, with several constraints

I am a bit stuck with this problem; I found a temporary (an perhaps suboptimal) solution using Excel, but I'd like to hear your opinion /advice, please. 9 people want to form a group and go on on a ...
2k views

### Formulating quantile regression as Linear Programming problem?

How do I formulate quantile regression as a Linear Programming problem? When looking at the median quantile problem I know it is \begin{align} \text{minimize } & \sum_{i=1}^n |\beta_0 + X_i \...
105 views

### Assignment Problem (Linear Programming, Genetic Algorithm, etc.)

I'm looking for advice on how I should approach a specific problem. Some background first: The problem is about shipments falling into a bin. There are 19 such bins, which are further sorted into 20 ...
117 views

### Linear programming optimization [closed]

I have found through my reading that applying linear programming optimization techniques are substantially more expensive compared to mean squared error-based methods. Could someone please help in ...
60 views

### If we “delete” the term of norm in SVR problem formulation, can it be solved with simplex method?

The problem formulation in Support Vector Regression is, What if we don't want to take the "flatness" term, i.e., $\frac 1 2 ||w||^2$ and delete it; can we find solution from simplex method for ...
48 views

### lp_solve starting basis

I'm working with some fairly large LP problems in R and running into very slow computation times. I'm using the 'lp_solve' solver R wrapper ( through lpSolve and lpSolveAPI packages ), and found the ...
1k views

### How to use equalities as constrains with constrOptim in R

I want to solve a matrix system which have several solutions (infinite since it is overdetermined - 6 equations with 8 unknowns). However, the way I want to do it is to a criterion for the variables, ...
37 views

### Converting general form to standard form in linear programming

I am new to linear programming and I am currently trying to convert a general LP problem to standard form. The general form the problem is as follows: I have the following objective function, in ...
40 views

### Is there a method to fit a bound to the plot of an linear inequality?

I have a physical dataset that is bounded by several different processes, and thus the plot takes the form of a linear inequality: I'm specifically interested in studying the upper bound. Is there a ...
403 views

### Linear programming with variables in piecewise intervals

Problem: I am working on a linear programming problem, i.e. a linear objective function to minimize: $\mathbf{c}\cdot\mathbf{x}$, where $\mathbf{c},\mathbf{x}\in\mathbb{R}^{N}$ Subject to ...
875 views

### AIC/BIC for quantile regression

I am working on Quantile Regression (QR) and want to assess models using goodness of fit (GOF) measures. I have come across the post here, here that says, AIC/BIC can be calculated for QR model ...
4k views

### How to solve least absolute deviation by simplex method?

Here is the least absolute deviation problem under concerned: $\underset{\textbf{w}}{\arg\min} L(w)=\sum_{i=1}^{n}|y_{i}-\textbf{w}^T\textbf{x}|$. I know it can be rearranged as LP problem in ...
194 views

### Why is Coordinate Descent not used to solve Least Absolute Deviation?

I have recently been looking into why Least Absolute Deviation (LAD) is not used in place of OLS for machine learning, and it appears the primary reason is due to difficulty in computing a solution ...