«mixed integer quadratic programing»
۴۹۲ نتیجهGlobal optimization of mixed-integer quadratically-constrained quadratic programs (MIQCQP) through piecewise-linear and edge-concave relaxations
We propose a deterministic global optimization approach, whose novel contributions are rooted in the edge-concave and piecewise-linear underestimators, to address nonconvex mixed-integer quadratically-constrained quadratic programs (MIQCQP) to ε-global optimality. The facets of l
Concave Quadratic Cuts for Mixed-Integer Quadratic Problems
The technique of semidefinite programming (SDP) relaxation can be used to obtain a nontrivial bound on the optimal value of a nonconvex quadratically constrained quadratic program (QCQP). We explore concave quadratic inequalities that hold for any vector in the integer lattice Z,
Global optimization on non-convex two-way interaction truncated linear multivariate adaptive regression splines using mixed integer quadratic programming
Multivariate adaptive regression splines (MARS) has been adopted as a popular surrogate function to model the unknown relationships between input and output variables in complex systems. Searching optimal solutions on complicated response surface of MARS serves important tasks va
Global optimization of mixed-integer nonlinear programs: A theoretical and computational study
This work addresses the development of an efficient solution strategy for obtaining global optima of continuous, integer, and mixed-integer nonlinear programs. Towards this end, we develop novel relaxation schemes, range reduction tests, and branching strategies which we incorpor
Improved quadratic cuts for convex mixed-integer nonlinear programs
This paper presents scaled quadratic cuts based on scaling the second-order Taylor expansion terms for the decomposition methods Outer Approximation (OA) and Partial Surrogate Cuts (PSC) used for solving convex Mixed Integer Nonlinear Programing (MINLP). The scaled quadratic cut
Solving mixed integer nonlinear programming problems for mine production planning with stockpiling
The open-pit mine production scheduling problem has received a great deal of attention in recent years, both in the academic literature, and in the mining industry. Optimization approaches to strategic planning for mine exploitation have become the industry standard, as the recen
GloMIQO: Global mixed-integer quadratic optimizer
This paper introduces the Global Mixed-Integer Quadratic Optimizer, GloMIQO, a numerical solver addressing mixed-integer quadratically-constrained quadratic programs (MIQCQP) to ε-global optimality. The algorithmic components are presented for: reformulating user input, detecting
Solving the quadratic assignment problem by means of general purpose mixed integer linear programming solvers
The Quadratic Assignment Problem (QAP) can be solved by linearization, where one formulates the QAP as a mixed integer linear programming (MILP) problem. On the one hand, most of these linearization are tight, but hardly exploited within a reasonable computing time because of the
An empirical evaluation of a walk-relax-round heuristic for mixed integer convex programs
Recently, a walk-and-round heuristic was proposed by Huang and Mehrotra [26] for generating high quality feasible solutions of mixed integer linear programs (MILPs). This approach uses geometric random walks on a polyhedral set to sample points in this set. It subsequently rounds
Non-convex mixed-integer nonlinear programming: A survey
A wide range of problems arising in practical applications can be formulated as Mixed-Integer Nonlinear Programs (MINLPs). For the case in which the objective and constraint functions are convex, some quite effective exact and heuristic algorithms are available. When nonconvexiti