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Showing 1-20 of 34 results
  1. A primal-dual interior-point relaxation method with global and rapidly local convergence for nonlinear programs

    Based on solving an equivalent parametric equality constrained mini-max problem of the classic logarithmic-barrier subproblem, we present a novel...

    **n-Wei Liu, Yu-Hong Dai, Ya-Kui Huang in Mathematical Methods of Operations Research
    Article 30 August 2022
  2. The cost of not knowing enough: mixed-integer optimization with implicit Lipschitz nonlinearities

    It is folklore knowledge that nonconvex mixed-integer nonlinear optimization problems can be notoriously hard to solve in practice. In this paper we...

    Martin Schmidt, Mathias Sirvent, Winnifried Wollner in Optimization Letters
    Article Open access 25 November 2021
  3. Exact methods for discrete \({\varGamma }\)-robust interdiction problems with an application to the bilevel knapsack problem

    Develo** solution methods for discrete bilevel problems is known to be a challenging task—even if all parameters of the problem are exactly known....

    Yasmine Beck, Ivana Ljubić, Martin Schmidt in Mathematical Programming Computation
    Article Open access 10 July 2023
  4. Matheuristics to optimize refueling and maintenance planning of nuclear power plants

    Planning the maintenance of nuclear power plants is a complex optimization problem, involving a joint optimization of maintenance dates, fuel...

    Nicolas Dupin, El-Ghazali Talbi in Journal of Heuristics
    Article 02 September 2020
  5. Optimal control of the stationary Kirchhoff equation

    We consider an optimal control problem for the steady-state Kirchhoff equation, a prototype for nonlocal partial differential equations, different...

    Masoumeh Hashemi, Roland Herzog, Thomas M. Surowiec in Computational Optimization and Applications
    Article Open access 13 March 2023
  6. An oracle-based framework for robust combinatorial optimization

    We propose a general solution approach for min-max-robust counterparts of combinatorial optimization problems with uncertain linear objectives. We...

    Enrico Bettiol, Christoph Buchheim, ... Francesco Rinaldi in Journal of Global Optimization
    Article Open access 25 January 2023
  7. Outer approximation for global optimization of mixed-integer quadratic bilevel problems

    Bilevel optimization problems have received a lot of attention in the last years and decades. Besides numerous theoretical developments there also...

    Thomas Kleinert, Veronika Grimm, Martin Schmidt in Mathematical Programming
    Article Open access 08 February 2021
  8. Modeling design and control problems involving neural network surrogates

    We consider nonlinear optimization problems that involve surrogate models represented by neural networks. We demonstrate first how to directly embed...

    Dominic Yang, Prasanna Balaprakash, Sven Leyffer in Computational Optimization and Applications
    Article 14 November 2022
  9. A Corrected Inexact Proximal Augmented Lagrangian Method with a Relative Error Criterion for a Class of Group-Quadratic Regularized Optimal Transport Problems

    The optimal transport (OT) problem and its related problems have attracted significant attention and have been extensively studied in various...

    Lei Yang, Ling Liang, ... Kim-Chuan Toh in Journal of Scientific Computing
    Article 04 May 2024
  10. An exact projection-based algorithm for bilevel mixed-integer problems with nonlinearities

    We propose an exact global solution method for bilevel mixed-integer optimization problems with lower-level integer variables and including nonlinear...

    Maximilian Merkert, Galina Orlinskaya, Dieter Weninger in Journal of Global Optimization
    Article Open access 28 June 2022
  11. A Projection Algorithm for Non-Monotone Variational Inequalities

    We introduce a projection-type algorithm for solving the variational inequality problem for point-to-set operators, and establish its convergence...

    Regina S. Burachik, R. Díaz Millán in Set-Valued and Variational Analysis
    Article 25 July 2019
  12. An infeasible-start framework for convex quadratic optimization, with application to constraint-reduced interior-point and other methods

    A framework is proposed for solving general convex quadratic programs (CQPs) from an infeasible starting point by invoking an existing feasible-start ...

    M. Paul Laiu, André L. Tits in Mathematical Programming
    Article 21 July 2021
  13. A Frank–Wolfe based branch-and-bound algorithm for mean-risk optimization

    We present an exact algorithm for mean-risk optimization subject to a budget constraint, where decision variables may be continuous or integer. The...

    Christoph Buchheim, Marianna De Santis, ... Long Trieu in Journal of Global Optimization
    Article 20 September 2017
  14. A new warmstarting strategy for the primal-dual column generation method

    This paper presents a new warmstarting technique in the context of a primal-dual column generation method applied to solve a particular class of...

    Jacek Gondzio, Pablo González-Brevis in Mathematical Programming
    Article 22 May 2014
  15. Scenario reduction revisited: fundamental limits and guarantees

    The goal of scenario reduction is to approximate a given discrete distribution with another discrete distribution that has fewer atoms. We...

    Napat Rujeerapaiboon, Kilian Schindler, ... Wolfram Wiesemann in Mathematical Programming
    Article 06 April 2018
  16. An interior-point implementation developed and tuned for radiation therapy treatment planning

    While interior-point methods share the same fundamentals, the implementation determines the actual performance. In order to attain the highest...

    Sebastiaan Breedveld, Bas van den Berg, Ben Heijmen in Computational Optimization and Applications
    Article Open access 28 June 2017
  17. A parallel quadratic programming method for dynamic optimization problems

    Quadratic programming problems (QPs) that arise from dynamic optimization problems typically exhibit a very particular structure. We address the...

    Janick V. Frasch, Sebastian Sager, Moritz Diehl in Mathematical Programming Computation
    Article 01 May 2015
  18. Active-set prediction for interior point methods using controlled perturbations

    We propose the use of controlled perturbations to address the challenging question of optimal active-set prediction for interior point methods....

    Coralia Cartis, Yiming Yan in Computational Optimization and Applications
    Article 19 January 2016
  19. CBLIB 2014: a benchmark library for conic mixed-integer and continuous optimization

    The Conic Benchmark Library is an ongoing community-driven project aiming to challenge commercial and open source solvers on mainstream cone support....

    Article 16 October 2015
  20. Warmstarting the homogeneous and self-dual interior point method for linear and conic quadratic problems

    We present two strategies for warmstarting primal-dual interior point methods for the homogeneous self-dual model when applied to mixed linear and...

    Anders Skajaa, Erling D. Andersen, Yinyu Ye in Mathematical Programming Computation
    Article 19 August 2012
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