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An application of Markowitz theorem on Tehran Stock Exchange [PDF]
Management Science Letters, 2014 During the past 65 years, there have been tremendous efforts on portfolio selection problem. The standard Markowitz mean–variance model to portfolio selection includes tracing out an efficient frontier, a continuous curve demonstrating the tradeoff ...
Hassan Ghodrati, Mohammad Abbasi
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Mixed integer programming with a class of nonlinear convex constraints
Discrete Optimization, 2017 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Alexander Vinel, Pavlo A. Krokhmal
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A Joint Inventory and Transport Capacity Problem With Carbon Emissions
IEEE Access, 2020 This paper considers an inventory system consisting of one supplier and one retailer, and studies a joint inventory policy and transport capacity decision for this inventory system with carbon emissions.
Zhengyi Li, Jiangtao Hai
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Optimization of load sharing for parallel compressors using a novel hybrid intelligent algorithm
Energy Science & Engineering, 2021 Compressor stations, which usually consist of multiple compressors in parallel, are installed to power natural gas travel in pipelines. Compressor station optimization, which should be expressed as a mixed integer nonlinear programming (MINLP) problem ...
Xia Li, Tao Cui, Kun Huang, Xin Ma
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Bulletin of Computational Applied Mathematics, 2016 Inexact restoration (IR) is a well established technique for continuous minimization problems with constraints that can be applied to constrained optimization problems with specific structures.
Ernesto G. Birgin +2 more
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Applied Sciences, 2020 This paper deals with a classical problem in power system analysis regarding the optimal location and sizing of distributed generators (DGs) in direct current (DC) distribution networks using the mathematical optimization.
Walter Gil-González +3 more
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Applications and algorithms for mixed integer nonlinear programming
Journal of Physics: Conference Series, 2009 The mathematical modeling of systems often requires the use of both nonlinear and discrete components. Discrete decision variables model dichotomies, discontinuities, and general logical relationships. Nonlinear functions are required to accurately represent physical properties such as pressure, stress, temperature, and equilibrium.
Sven Leyffer +4 more
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Day-Ahead Coordinated Reactive Power Optimization Dispatching Based on Semidefinite Programming
EnergiesWith access to new energy sources, the problem of reactive power optimization and dispatching has become increasingly important for research. However, the reactive power optimization problem is a mixed integer nonlinear optimization problem.
Binbin Xu +7 more
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A Group Rotate-Vector Algorithm for Mixed-Variable Optimization Problems
IEEE AccessMany engineering design optimization problems can be represented as mixed-variable optimization problems. This study presents a heuristic approach for solving mixed-variable optimization using rotation and contraction of vectors. The current optimization
Zhongming Li +3 more
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Multistage Expansion Co-Planning of Integrated Natural Gas and Electricity Distribution Systems
Energies, 2019 This paper focuses on expansion co-planning studies of natural gas and electricity distribution systems. The aim is to develop a mixed-integer linear programming (MILP) model for such problems to guarantee the finite convergence to optimality.
Mohammad Jooshaki +4 more
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