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Showing 1 to 14 of 14 for “"outer-approximation"”.

  1. Interior point and outer approximation methods for conic optimization

    … methods for continuous conic problems and (ii) outer approximation methods for mixed-integer conic problems. We implement our algorithms in extensible open source solvers accessible through the convenient modeling language JuMP. From around 50 applied examples, we formulate continuous and …

    mit Repository record for Interior point and outer approximation methods for conic optimization (opens in a new tab)

  2. Mixed-integer convex optimization : outer approximation algorithms and modeling power

    … The methodology we develop is based on outer approximation, which allows us, for example, to reduce MICP to a sequence of mixed-integer linear programming (MILP) problems. By viewing MICP from the conic perspective of modern convex optimization as defined by Ben-Tal and Nemirovski, we …

    mit Repository record for Mixed-integer convex optimization : outer approximation algorithms and modeling power (opens in a new tab)

  3. Learning structure in nested logit models

    … and solve it using a variant of the linear outer approximation algorithm. We demonstrate that it is indeed possible to recover the nesting structure directly from the data by applying our method to synthetic and real datasets.

    mit Repository record for Learning structure in nested logit models (opens in a new tab)

  4. Optimisation over the non-dominated set of a multi-objective optimisation problem

    … developed based on a revised version of Benson’s outer approximation algorithm. A dual method derived from the dual variant of the outer approximation algorithm is proposed. Taking advantage of some special properties of the problem, the new methods are designed to achieve better computational …

    lancaster Repository record for Optimisation over the non-dominated set of a multi-objective optimisation problem (opens in a new tab)

  5. On Efficient Solution Methods for Mixed-Integer Nonlinear and Mixed-Integer Quadratic Optimization Problems

    … The new algorithm called MIQP-supported outer approximation (MIQPSOA) incorporates the successive solution of convex mixed-integer quadratic programs (MIQP) in a linear outer approximation framework. An extensive numerical competitive study based on several different MINLP solvers shows, …

    bayreuth Repository record for On Efficient Solution Methods for Mixed-Integer Nonlinear and Mixed-Integer Quadratic Optimization Problems (opens in a new tab)

  6. Global dynamic optimization

    … task. Based on standard optimization results, outer approximation, the affine solution to linear dynamic systems, and differential inequalities, I present a novel method for constructing convex underestimators and concave overestimators for arbitrary nonlinear dynamic systems ...

    mit Repository record for Global dynamic optimization (opens in a new tab)

  7. Integer and Matrix Optimization: A Nonlinear Approach

    … leveraging regularization and duality, we design outer-approximation algorithms to solve low-rank problems to certifiable optimality, compute lower bounds via their semidefinite relaxations, and provide near-optimal solutions through rounding and local search techniques. By invoking matrix …

    mit Repository record for Integer and Matrix Optimization: A Nonlinear Approach (opens in a new tab)

  8. Optimization and network sensitivity analysis for process retrofitting

    … is completed with a framework to implement the outer approximation algorithm taking into account the characteristics of the retrofitting problem. Case studies illustrate the benefits of the different stages of the proposed retrofitting methodology: efficient solution algorithms, systematic ways …

    mit Repository record for Optimization and network sensitivity analysis for process retrofitting (opens in a new tab)

  9. Lagrangian Relaxation / Dual Approaches For Solving Large-Scale Linear Programming Problems

    … for the discrete case, and using polyhedral outer-approximation methods for the continuous case. These problems arise in various applications in production planning, location-allocation, game theory, economics, and many engineering and systems design problems. During the solution process of …

    vt Repository record for Lagrangian Relaxation / Dual Approaches For Solving Large-Scale Linear Programming Problems (opens in a new tab)

  10. Global Optimization of Nonconvex Factorable Programs with Applications to Engineering Design Problems

    … (LP) relaxations generated through various approximation schemes that utilize, for example, the Mean-Value Theorem and Chebyshev interpolation polynomials, coordinated with a {em Reformulation-Linearization Technique} (RLT). The initial stage of the lower bounding step generates a tight, …

    vt Repository record for Global Optimization of Nonconvex Factorable Programs with Applications to Engineering Design Problems (opens in a new tab)

  11. Advances in electric power systems : robustness, adaptability, and fairness

    … of Benders decomposition type algorithm and outer approximation techniques. We present an extensive numerical study on the real-world large scale power system operated by the ISO New England (ISO-NE). Computational results demonstrate the advantages of the robust model over the traditional …

    mit Repository record for Advances in electric power systems : robustness, adaptability, and fairness (opens in a new tab)

  12. Global Optimization of the Nonconvex Containership Design Problem Using the Reformulation-Linearization Technique

    … the application of alternative modeling, approximation, and global optimization techniques for developing a multidisciplinary approach to the containership design problem. The problem involves five design variables, which prioritized according to their relative importance in the model are: …

    vt Repository record for Global Optimization of the Nonconvex Containership Design Problem Using the Reformulation-Linearization Technique (opens in a new tab)

  13. Discrete and Continuous Nonconvex Optimization: Decision Trees, Valid Inequalities, and Reduced Basis Techniques

    … that are constructed by utilizing a polyhedral outer-approximation mechanism in concert with two alternative linearization schemes having different levels of tightness and complexity. We also suggest three alternative branching schemes, each of which is proven to guarantee convergence to a …

    vt Repository record for Discrete and Continuous Nonconvex Optimization: Decision Trees, Valid Inequalities, and Reduced Basis Techniques (opens in a new tab)

  14. Resource Allocation on Networks: Nested Event Tree Optimization, Network Interdiction, and Game Theoretic Methods

    … a convex nonlinear relaxation and a linear outer-approximation, both of which are proven to converge to a global optimal solution. We also investigate a fundamental special-case variant for each of these schemes, and design an alternative direct mixed-integer programming model representation …

    vt Repository record for Resource Allocation on Networks: Nested Event Tree Optimization, Network Interdiction, and Game Theoretic Methods (opens in a new tab)