What is the Best Way to Do Something? A Discreet Tour of Discrete Optimization

Thiago Serra

Published: 2025/9/7

Abstract

In mathematical optimization, we want to find the best possible solution for a decision-making problem. Curiously, these problems are harder to solve if they have discrete decisions. Imagine that you would like to buy chocolate: you can buy no chocolate or one chocolate bar, but typically you cannot buy just half of a bar. Now imagine that you could also buy many other items, and that you need to meet nutritional needs while minimizing the grocery bill. With more options and more demands, finding the best solution becomes trickier. But since many real-world settings benefit from mathematical optimization, such as scheduling trains and flights, planning truck deliveries, and making better investment decisions, these problems are widely studied in a branch of mathematics called Operations Research (OR). Sometimes we can simply write the mathematical model and find an optimal solution with OR software, but for larger problems we may need to develop new mathematical models and even write our own algorithms. We explore both cases with a simple and well-known problem (the traveling salesperson problem), some computer programming (in Python), and software that is free for academic use (Gurobi).

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