The multiplicative weights update algorithm for mixed integer nonlinear programming: theory, applications, and limitations
نویسندگان
چکیده
منابع مشابه
Mixed Integer Nonlinear Programming Applications
In this contribution we apply different approaches to solve four rather different MINLP problems: special extensions to time-indexed formulations of production planning problems, a production planning problem in BASF’s petrochemical division, a site analysis of one of BASF’s bigger sites, and a process design problem. The first problem is related to a useful nonlinear extension of production pl...
متن کاملThe Multiplicative Weights Update Method: a Meta-Algorithm and Applications
Algorithms in varied fields use the idea of maintaining a distribution over a certain set and use the multiplicative update rule to iteratively change these weights. Their analysis are usually very similar and rely on an exponential potential function. We present a simple meta algorithm that unifies these disparate algorithms and drives them as simple instantiations of the meta algorithm.
متن کاملA multiplicative weights update algorithm for MINLP
We discuss an application of the well-known Multiplicative Weights Update (MWU) algorithm to non-convex and mixed-integer nonlinear programming. We present applications to: (a) the distance geometry problem, which arises in the positioning of mobile sensors and in protein conformation; (b) a hydro unit commitment problem arising in the energy industry, and (c) a class of Markowitz’ portfolio se...
متن کاملBeating the Multiplicative Weights Update Algorithm
Multiplicative weights update algorithms have been used extensively in designing iterative algorithms for many computational tasks. The core idea is to maintain a distribution over a set of experts and update this distribution in an online fashion based on the parameters of the underlying optimization problem. In this report, we study the behavior of a special MWU algorithm used for generating ...
متن کاملApplications and algorithms for mixed integer nonlinear programming
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. Problems involving both discrete variables and nonlinear const...
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ژورنال
عنوان ژورنال: 4OR
سال: 2018
ISSN: 1619-4500,1614-2411
DOI: 10.1007/s10288-018-0372-8