Search Results - subject:"Inner approximation"

de Vries, Sven; Raach, Stephen; Vohra, Rakesh V. - In: Naval Research Logistics (NRL) 72 (2024) 1, pp. 133-147

[2017]. Second, we generalize the inner approximation framework of independence systems to inner approximations of packing … maximizing a separable discrete concave function and show that our inner approximation can be better than the greedy algorithm … algorithm to the optimal solution in this more general setting and subsumes Malinov and Kovalyov [1980]. We apply the inner …

Persistent link: https://www.econbiz.de/10015331761

Policy with guaranteed risk-adjusted performance for multistage stochastic linear problems

Merabet, Lucas; Costa, Bernardo Freitas Paulo da; … - In: Computational management science 21 (2024) 2, pp. 1-25

Persistent link: https://www.econbiz.de/10015195792

Extending the scope of robust quadratic optimization

Marandi, Ahmadreza; Ben-Tal, Aharon; Hertog, Dirk den; … - In: INFORMS journal on computing : JOC ; charting new … 34 (2022) 1, pp. 211-226

Persistent link: https://www.econbiz.de/10013358924

Approximating the Pareto Set of Multiobjective Linear Programs via Robust Optimization

Den Hertog, Dick; Gorissen, B.L. - Tilburg University, Center for Economic Research - 2012

Abstract: The Pareto set of a multiobjective optimization problem consists of the solutions for which one or more objectives can not be improved without deteriorating one or more other objectives. We consider problems with linear objectives and linear constraints and use Adjustable Robust...

Persistent link: https://www.econbiz.de/10011092495

Computing tight bounds via piecewise linear functions through the example of circle cutting problems

Rebennack, Steffen - In: Mathematical methods of operations research 84 (2016) 1, pp. 3-57

Persistent link: https://www.econbiz.de/10011673434

A fully general, exact algorithm for nesting irregular shapes

Jones, Donald - In: Journal of Global Optimization 59 (2014) 2, pp. 367-404

This paper introduces a fully general, exact algorithm for nesting irregular shapes. Both the shapes and material resource can be arbitrary nonconvex polygons. Moreover, the shapes can have holes and the material can have defective areas. Finally, the shapes can be arranged using both...

Persistent link: https://www.econbiz.de/10010994017

Continuous Piecewise Linear δ-Approximations for MINLP Problems. I. Minimal Breakpoint Systems for Univariate Functions

Rebennack, Steffen; Kallrath, Josef - Division of Economics and Business, Colorado School of Mines - 2012

For univariate functions, we compute optimal breakpoint systems subject to the condition that the piecewise linear approximation (or, under- and overestimator) never deviates more than a given δ-tolerance from the original function, over a given finite interval. The linear approximators, under-...

Persistent link: https://www.econbiz.de/10010748269

Continuous Piecewise Linear δ-Approximations for MINLP Problems. II. Bivariate and Multivariate Functions

Rebennack, Steffen; Kallrath, Josef - Division of Economics and Business, Colorado School of Mines - 2012

Following up on Rebennack and Kallrath (2012), in this paper, for functions depending on two variables, using refinement heuristics, we automatically construct triangulations subject to the condition that the continuous, piecewise linear approximation, under- or overestimation never deviates...

Persistent link: https://www.econbiz.de/10010748271