A novel method for inference of acyclic chemical compounds with bounded branch-height based on artificial neural networks and integer programming. [PDF]
Algorithms Mol Biol, 2021 Azam NA +7 more
europepmc +1 more source
A Two-Level Approach to Large Mixed-Integer Programs with Application to Cogeneration in Energy-Efficient Buildings [PDF]
, 2015 We study a two-stage mixed-integer linear program (MILP) with more than 1 million binary variables in the second stage. We develop a two-level approach by constructing a semi-coarse model (coarsened with respect to variables) and a coarse model ...
Leyffer, Sven, Lin, Fu, Munson, Todd
core
Mathematical optimization in classification and regression trees. [PDF]
Top (Berl), 2021 Carrizosa E +2 more
europepmc +1 more source
An ALM Model for Pension Funds using Integrated Chance Constraints [PDF]
We discuss integrated chance constraints in their role of short-term risk constraints in a strategic ALM model for Dutch pension funds. The problem is set up as a multistage recourse model, with special attention for modeling the guidelines proposed by ...
Klein Haneveld, W.K.. +2 more
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A Survey on Mixed-Integer Programming Techniques in Bilevel Optimization
EURO Journal on Computational Optimization, 2021 Thomas Kleinert +3 more
semanticscholar +1 more source
Convex approximations for complete integer recourse models [PDF]
We consider convex approximations of the expected value function of a two-stage integer recourse problem. The convex approximations are obtained by perturbing the distribution of the random right-hand side vector.
Vlerk, Maarten H. van der
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A numerical study of transformed mixed-integer optimal control problems
Mathematical Programming ComputationTime transformation is a ubiquitous tool in theoretical sciences, especially in physics. It can also be used to transform switched optimal control problems into control problems with a fixed switching order and purely continuous decisions.
S. Sager, Manuel Tetschke, Clemens Zeile
semanticscholar +1 more source
Exact solutions to a class of stochastic generalized assignment problems [PDF]
This paper deals with a stochastic Generalized Assignment Problem with recourse. Only a random subset of the given set of jobs will require to be actually processed.
Albareda-Sambola, Maria +2 more
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Approximation in stochastic integer programming [PDF]
Approximation algorithms are the prevalent solution methods in the field of stochastic programming. Problems in this field are very hard to solve. Indeed, most of the research in this field has concentrated on designing solution methods that approximate ...
Stougie, Leen, Vlerk, Maarten H. van der
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Mixed-integer programming in motion planning
Annual Reviews in Control, 2020 Daniel-Mihail Ioan +4 more
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