Results 241 to 250 of about 131,179 (271)

Nonlinear and Mixed Integer Linear Programming

2012
In this chapter we compare continuous nonlinear optimization with mixed integer optimization of water supply networks by means of a meso scaled network instance. We introduce a heuristic approach, which handles discrete decisions arising in water supply network optimization through penalization using nonlinear programming.
Kolb, Oliver, Morsi, Antonio, Lang, Jens, Martin, Alexander   +3 more
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Experiments in mixed-integer linear programming

Mathematical Programming, 1971
This paper presents a “branch and bound” method for solving mixed integer linear programming problems. After briefly discussing the bases of the method, new concepts called pseudo-costs and estimations are introduced. Then, the heuristic rules for generating the tree, which are the main features of the method, are presented.
Benichou, M., Gauthier, J. M., Girodet, P., Hentges, G., Ribière, G., Vincent, O.   +5 more
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From Mixed-Integer Linear to Mixed-Integer Bilevel Linear Programming

2017
Bilevel Optimization is a very challenging framework where two players (with different objectives) compete for the definition of the final solution. In this paper we address a generic mixed-integer bilevel linear program, i.e., a bilevel optimization problem where the objective functions and constraints are all linear, and some variables are required ...
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Linear and Mixed Integer Programming

2000
Linear Programming (LP) is one of the most famous optimization techniques introduced independently by Kantarowitsch in 1939 and by Dantzig in 1949 (Kreko, 1973). LP is applicable in decision situations where quantities (variables) can take any real values only restricted by linear (in-) equalities, e. g. for representing capacity constraints. Still, LP
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Testing cut generators for mixed-integer linear programming

Mathematical Programming Computation, 2009
In this paper, a methodology for testing the accuracy and strength of cut generators for mixed-integer linear programming is presented. The procedure amounts to random diving towards a feasible solution, recording several kinds of failures. This allows for a ranking of the accuracy of the generators. Then, for generators deemed to have similar accuracy,
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Irrigation Scheduling Using Mixed-Integer Linear Programming

Journal of Irrigation and Drainage Engineering, 2001
A mixed-integer program is presented for scheduling canal irrigation among a group of users where the duration of flow of each outlet and a target start time is specified by the users. Two models are developed. The first is a single-period model which uses as input a minimized demand at the head of the canal.
Anwar, A. A., Clarke, D.
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Linear and Mixed Integer Programming for Portfolio Optimization

2015
This book presents solutions to the general problem of single period portfolio optimization. It introduces different linear models, arising from different performance measures, and the mixed integer linear models resulting from the introduction of real features.
MANSINI, Renata, Ogryczak, Włodzimierz, SPERANZA, Maria Grazia   +2 more
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Mixed integer linear programming and building retrofits

Energy and Buildings, 1998
When a building is subject for refurbishment it is important to add only such measures that will reduce the Life Cycle Cost (LCC), for the building. Even better is to add measures that will, not only reduce the cost, but minimise the LCC. One means for such an optimisation is to use the so called Linear Programming (LP), technique. One drawback with LP
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The Mixed Integer Linear Bilevel Programming Problem

Operations Research, 1990
A two-person, noncooperative game in which the players move in sequence can be modeled as a bilevel optimization problem. In this paper, we examine the case where each player tries to maximize the individual objective function over a jointly constrained polyhedron. The decision variables are variously partitioned into continuous and discrete sets. The
James T. Moore, Jonathan F. Bard
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Mixed Integer Linear Programming for Mixed Integer Quadratic Programming

2003
Abstract. In this paper we consider the mixed integer general quadratic problem (MIGQP) that consists in maximizing a quadratic function subject to quadratic constraints, with three types of variables: binary, integer and real. Given a precision , we show how to associate two mixed integer linear programs and with MIGQP.
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