Results 11 to 20 of about 336,796 (327)
Global optimization of mixed-integer nonlinear programs with SCIP 8 [PDF]
Journal of Global Optimization, 2023 For over 10 years, the constraint integer programming framework SCIP has been extended by capabilities for the solution of convex and nonconvex mixed-integer nonlinear programs (MINLPs).
Ksenia Bestuzheva +5 more
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Multistage robust mixed-integer optimization under endogenous uncertainty [PDF]
European Journal of Operational Research, 2020 Endogenous, i.e. decision-dependent, uncertainty has received increased interest in the stochastic programming community. In the robust optimization context, however, it has rarely been considered.
Wei Feng, Yiping Feng, Qi Zhang
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Dyna, 2021 This paper addresses the optimal location and sizing of photovoltaic (PV) sources in isolated direct current (DC) electrical networks, considering time-varying load and renewable generation curves.
Alexander Molina +2 more
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Inverse Mixed Integer Optimization: Polyhedral Insights and Trust Region Methods [PDF]
INFORMS journal on computing, 2020 Inverse optimization—determining parameters of an optimization problem that render a given solution optimal—has received increasing attention in recent years.
Merve Bodur, T. Chan, Ian Yihang Zhu
semanticscholar +1 more source
Operations Research Perspectives, 2023 In the last decade, increasing costs and organizational concerns regarding the funding and allocation of financial resources have led to significant attention being given to financial flow and its effects on planning decisions throughout supply chain ...
Ehsan Badakhshan, Peter Ball
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Prescriptive price optimization using optimal regression trees
Operations Research Perspectives, 2023 This paper is concerned with prescriptive price optimization, which integrates machine learning models into price optimization to maximize future revenues or profits of multiple items.
Shunnosuke Ikeda +3 more
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CMA-ES with margin: lower-bounding marginal probability for mixed-integer black-box optimization [PDF]
Annual Conference on Genetic and Evolutionary Computation, 2022 This study targets the mixed-integer black-box optimization (MI-BBO) problem where continuous and integer variables should be optimized simultaneously.
Ryoki Hamano +3 more
semanticscholar +1 more source
Information complexity of mixed-integer convex optimization
Mathematical Programming, 2023 We investigate the information complexity of mixed-integer convex optimization under different types of oracles. We establish new lower bounds for the standard first-order oracle, improving upon the previous best known lower bound. This leaves only a lower order linear term (in the dimension) as the gap between the lower and upper bounds.
Basu, Amitabh +3 more
openaire +2 more sources
A Unified Approach to Mixed-Integer Optimization Problems With Logical Constraints [PDF]
SIAM Journal on Optimization, 2019 We propose a unified framework to address a family of classical mixed-integer optimization problems with logically constrained decision variables, including network design, facility location, unit commitment, sparse portfolio selection, binary quadratic ...
D. Bertsimas +2 more
semanticscholar +1 more source
Another pedagogy for mixed-integer Gomory
EURO Journal on Computational Optimization, 2017 We present a version of GMI (Gomory mixed-integer) cuts in a way so that they are derived with respect to a “dual form” mixed-integer optimization problem and applied on the standard-form primal side as columns, using the primal simplex algorithm.
Jon Lee, Angelika Wiegele
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