Mathematical Programming Computation
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TACO: a toolkit for AMPL control optimization
Mathematical Programming Computation - Tập 5 - Trang 227-265 - 2013
We describe a set of extensions to the AMPL modeling language to conveniently model mixed-integer optimal control problems for ODE or DAE dynamic processes. These extensions are realized as AMPL user functions and suffixes and do not require intrusive changes to the AMPL language standard or implementation itself. We describe and provide TACO, a Toolkit for AMPL Control Optimization that reads AMP...... hiện toàn bộ
Large-scale optimization with the primal-dual column generation method
Mathematical Programming Computation - Tập 8 - Trang 47-82 - 2015
The primal-dual column generation method (PDCGM) is a general-purpose column generation technique that relies on the primal-dual interior point method to solve the restricted master problems. The use of this interior point method variant allows to obtain suboptimal and well-centered dual solutions which naturally stabilizes the column generation process. As recently presented in the literature, re...... hiện toàn bộ
On efficiently combining limited-memory and trust-region techniques
Mathematical Programming Computation - Tập 9 - Trang 101-134 - 2016
Limited-memory quasi-Newton methods and trust-region methods represent two efficient approaches used for solving unconstrained optimization problems. A straightforward combination of them deteriorates the efficiency of the former approach, especially in the case of large-scale problems. For this reason, the limited-memory methods are usually combined with a line search. We show how to efficiently ...... hiện toàn bộ
Feasibility pump 2.0
Mathematical Programming Computation - Tập 1 - Trang 201-222 - 2009
Finding a feasible solution of a given mixed-integer programming (MIP) model is a very important
$${\mathcal{NP}}$$
-complete problem that can be extremely hard in practice. Feasibility Pump (FP) is a heuristic scheme for finding a feasible solution to general MIPs that can be viewed as a clever way to r...... hiện toàn bộ
A branch-and-cut algorithm for mixed integer bilevel linear optimization problems and its implementation
Mathematical Programming Computation - - 2020
New global algorithms for quadratic programming with a few negative eigenvalues based on alternative direction method and convex relaxation
Mathematical Programming Computation - Tập 11 - Trang 119-171 - 2018
We consider a quadratic program with a few negative eigenvalues (QP-r-NE) subject to linear and convex quadratic constraints that covers many applications and is known to be NP-hard even with one negative eigenvalue (QP1NE). In this paper, we first introduce a new global algorithm (ADMBB), which integrates several simple optimization techniques such as alternative direction method, and branch-and-...... hiện toàn bộ
SCIP: solving constraint integer programs
Mathematical Programming Computation - Tập 1 - Trang 1-41 - 2009
Constraint integer programming (CIP) is a novel paradigm which integrates constraint programming (CP), mixed integer programming (MIP), and satisfiability (SAT) modeling and solving techniques. In this paper we discuss the software framework and solver SCIP (Solving Constraint Integer Programs), which is free for academic and non-commercial use and can be downloaded in source code. This paper give...... hiện toàn bộ
Độ nhạy tối ưu dựa trên IPOPT Dịch bởi AI
Mathematical Programming Computation - Tập 4 - Trang 307-331 - 2012
Chúng tôi giới thiệu một triển khai linh hoạt, mã nguồn mở cung cấp độ nhạy tối ưu của các giải pháp cho các bài toán lập trình phi tuyến (NLP), và được thích ứng cho một bộ giải nhanh dựa trên phương pháp rào cản NLP. Chương trình, được gọi là sIPOPT, đánh giá độ nhạy của hệ thống Karush–Kuhn–Tucker (KKT) liên quan đến các tham số nhiễu loạn. Nó được kết hợp với bộ giải NLP IPOPT mã nguồn mở và t...... hiện toàn bộ
A new novel local search integer-programming-based heuristic for PCB assembly on collect-and-place machines
Mathematical Programming Computation - - 2015
This paper presents the development of a novel vehicle-routing-based algorithm for optimizing component pick-up and placement on a collect-and-place type machine in printed circuit board manufacturing. We present a two-phase heuristic that produces solutions of remarkable quality with respect to other known approaches in a reasonable amount of computational time. In the first phase, a construction...... hiện toàn bộ
Information-based branching schemes for binary linear mixed integer problems
Mathematical Programming Computation - Tập 1 - Trang 249-293 - 2010
Branching variable selection can greatly affect the effectiveness and efficiency of a branch-and-bound algorithm. Traditional approaches to branching variable selection rely on estimating the effect of the candidate variables on the objective function. We propose an approach which is empowered by exploiting the information contained in a family of fathomed subproblems, collected beforehand from an...... hiện toàn bộ
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