Results 21 to 30 of about 89 (86)

A Survey on Mixed-Integer Programming Techniques in Bilevel Optimization

EURO Journal on Computational Optimization, 2021
Bilevel optimization is a field of mathematical programming in which some variables are constrained to be the solution of another optimization problem. As a consequence, bilevel optimization is able to model hierarchical decision processes.
Thomas Kleinert, Martine Labbé, Ivana Ljubić, Martin Schmidt   +3 more
doaj   +1 more source

Sufficient pruning conditions for MINLP in gas network design

EURO Journal on Computational Optimization, 2017
One-quarter of Europe’s energy demand is provided by natural gas distributed through a vast pipeline network covering the whole of Europe. At a cost of 1 million Euros per kilometer the extension of the European pipeline network is already a multi ...
Jesco Humpola, Felipe Serrano
doaj   +1 more source

The summed start-up costs in a unit commitment problem

EURO Journal on Computational Optimization, 2017
We consider the sum of the incurred start-up costs of a single unit in a Unit Commitment problem. Our major result is a correspondence between the facets of its epigraph and some binary trees for concave start-up cost functions CU, which is bijective if ...
René Brandenberg, Matthias Huber, Matthias Silbernagl   +2 more
doaj   +1 more source

Portfolio selection under downside risk measures and cardinality constraints based on DC programming and DCA

, 2009
Portfolio selection, Downside risk, DC programming, DCA, Branch-and-Bound, 90C11, 90C26, 91B28,
Moeini, Mahdi, Pham Dinh, Tao, Mahdi Moeini, Hoai Le Thi, Le Thi, Hoai An, Tao Pham Dinh   +5 more
core   +1 more source

Lagrangean relaxation

, 2003
Integer programming, Lagrangean relaxation, column generation, 90C11, 90-02,
Monique Guignard
core   +1 more source

Towards optimizing the deployment of optical access networks

EURO Journal on Computational Optimization, 2014
In this paper we study the cost-optimal deployment of optical access networks considering variants of the problem such as fiber to the home (FTTH), fiber to the building (FTTB), fiber to the curb (FTTC), or fiber to the neighborhood (FTTN).
Martin Grötschel, Christian Raack, Axel Werner   +2 more
doaj   +1 more source

Pseudo basic steps: bound improvement guarantees from Lagrangian decomposition in convex disjunctive programming

EURO Journal on Computational Optimization, 2018
An elementary, but fundamental, operation in disjunctive programming is a basic step, which is the intersection of two disjunctions to form a new disjunction.
DimitriJ. Papageorgiou, Francisco Trespalacios   +1 more
doaj   +1 more source

Mathematical programming and electricity markets

, 2001
Electric power, competitive markets, large-scale optimization, mixed-integer optimization, 90B30, 90C06, 90C11, 91B26,
Francisco Prieto, Conejo, Antonio J., Prieto, Francisco J., Antonio Conejo   +3 more
core   +1 more source

BFC-MSMIP: an exact branch-and-fix coordination approach for solving multistage stochastic mixed 0–1 problems

, 2009
Multistage stochastic mixed 0–1 programming, Branch-and-fix coordination, Nonanticipativity constraints, Twin node family, Scenario-clustering, Branch and node selection, 90C11, 90C15,
Araceli Garín, María Merino, Laureano F. Escudero, Laureano Escudero, Gloria Pérez   +4 more
core   +1 more source

Speeding up column generation for robust wireless network planning

EURO Journal on Computational Optimization, 2013
The wireless network planning problem consists of base station placement and traffic node assignment to base stations. To incorporate traffic demand uncertainties, we follow the Γ-robustness approach by Bertsimas and Sim.
Grit Claßen, Arie M.C.A. Koster, Anke Schmeink   +2 more
doaj   +1 more source