Showing 1 - 10 of 13
A decision support system relies on frequent re-solving of similar problem instances. While the general structure remains the same in corresponding applications, the input parameters are updated on a regular basis. We propose a generative neural network design for learning integer decision...
Persistent link: https://www.econbiz.de/10015197737
The European gas market is organized as a so-called entry-exit system with the main goal to decouple transport and trading. To this end, gas traders and the transmission system operator (TSO) sign so-called booking contracts that grant capacity rights to traders to inject or withdraw gas at...
Persistent link: https://www.econbiz.de/10014497593
In this paper, a branch and bound approach is proposed for global optimization problem (P) of the sum of generalized polynomial fractional functions under generalized polynomial constraints, which arises in various practical problems. Due to its intrinsic difficulty, less work has been devoted...
Persistent link: https://www.econbiz.de/10010949997
In this paper a solution algorithm for a class of rank-two nonconvex programs having a polyhedral feasible region is proposed. The algorithm is based on the so called optimal level solutions method. Various global optimality conditions are discussed and implemented in order to improve the...
Persistent link: https://www.econbiz.de/10010950016
This paper is concerned with the analysis and comparison of semidefinite programming (SDP) relaxations for the satisfiability (SAT) problem. Our presentation is focussed on the special case of 3-SAT, but the ideas presented can in principle be extended to any instance of SAT specified by a set...
Persistent link: https://www.econbiz.de/10010950243
Effective risk management requires adequate risk measurement. A basic problem herein is the quantification of market risks: what is the overall effect on a portfolio if market rates change? First, a mathematical problem statement is given and the concept of `Maximum Loss' (ML) is introduced as a...
Persistent link: https://www.econbiz.de/10010950257
This paper presents a set of complete solutions and optimality conditions for a nonconvex quadratic-exponential optimization problem. By using the canonical duality theory developed by the first author, the nonconvex primal problem in n-dimensional space can be converted into an one-dimensional...
Persistent link: https://www.econbiz.de/10010950316
The problem of multidimensional scaling with city-block distances in the embedding space is reduced to a two level optimization problem consisting of a combinatorial problem at the upper level and a quadratic programming problem at the lower level. A hybrid method is proposed combining...
Persistent link: https://www.econbiz.de/10010999540
When dealing with location problems we are usually given a set of existing facilities and we are looking for the location of one or several new facilities. In the classical approaches weights are assigned to existing facilities expressing the importance of the new facilities for the existing...
Persistent link: https://www.econbiz.de/10010999596
In this paper simulated annealing algorithms for continuous global optimization are considered.Under the simplifying assumption of known optimal value, the convergence of the algorithms and an upper bound for the expected first hitting time, i.e. the expected number of iterations before reaching...
Persistent link: https://www.econbiz.de/10010999739