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In this paper, we present the derivation of the multiparametric disaggregation technique (MDT) by Teles et al. (J. Glob. Optim., <CitationRef CitationID="CR30">2011</CitationRef>) for solving nonconvex bilinear programs. Both upper and lower bounding formulations corresponding to mixed-integer linear programs are derived using disjunctive...</citationref>
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In this article we survey mathematical programming approaches to problems in the field of drinking water distribution network optimization. Among the predominant topics treated in the literature, we focus on two different, but related problem classes. One can be described by the notion of...
Persistent link: https://www.econbiz.de/10011209319
We address nonconvex mixed-integer bilinear problems where the main challenge is the computation of a tight upper bound for the objective function to be maximized. This can be obtained by using the recently developed concept of multiparametric disaggregation following the solution of a...
Persistent link: https://www.econbiz.de/10010793966
This study investigates how intermarket influences can be used to help the prediction of the direction (up or down) of the next day's close price of the Australian All Ordinary Index (AORD). First, intermarket influences from the potential influential markets on the AORD are quantified by...
Persistent link: https://www.econbiz.de/10009484585
Current generalizations of the central ideas of single-objective branch-and-bound to the multiobjective setting do not seem to follow their train of thought all the way. The present paper complements the various suggestions for generalizations of partial lower bounds and of overall upper bounds...
Persistent link: https://www.econbiz.de/10014501278
The computation of lower bounds via the solution of convex lower bounding problems depicts current state-of-the-art in deterministic global optimization. Typically, the nonlinear convex relaxations are further underestimated through linearizations of the convex underestimators at one or several...
Persistent link: https://www.econbiz.de/10014501779
It is folklore knowledge that nonconvex mixed-integer nonlinear optimization problems can be notoriously hard to solve in practice. In this paper we go one step further and drop analytical properties that are usually taken for granted in mixed-integer nonlinear optimization. First, we only...
Persistent link: https://www.econbiz.de/10014501901