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In this paper we present necessary conditions for global optimality for polynomial problems with box or bivalent constraints using separable polynomial relaxations. We achieve this by first deriving a numerically checkable characterization of global optimality for separable polynomial problems...
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Modern sampling designs in survey statistics, in general, are constructed in order to optimize the accuracy of estimators such as totals, means and proportions. In stratified random sampling a variance minimal solution was introduced by Neyman and Tschuprov. However, practical constraints may...
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In this paper we present sufficient conditions for global optimality of non-convex quadratic programs involving linear matrix inequality (LMI) constraints. Our approach makes use of the concept of a quadratic subgradient. We develop optimality conditions for quadratic programs with LMI...
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Geometric branch-and-bound techniques are well-known solution algorithms for non-convex continuous global optimization problems with box constraints. Several approaches can be found in the literature differing mainly in the bounds used.
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In this paper we consider the Project Scheduling Problem with resource constraints, where the objective is to minimize the project makespan. We present a new 0-1 linear programming formulation of the problem that requires an exponential number of variables, corresponding to all feasible subsets...
Persistent link: https://www.econbiz.de/10009197597
The paper describes an algorithm for the generation of a general class of precedence- and resource-constrained scheduling problems. Easy and hard instances for the single- and multi-mode resource-constrained project scheduling problem are benchmarked by using the state of the art...
Persistent link: https://www.econbiz.de/10011613720