Search Results - subject:"Linear approximation"

Enhancements of discretization approaches for non-convex mixed-integer quadratically constrained quadratic programming: Part I

Beach, Benjamin; Burlacu, Robert; Bärmann, Andreas; … - In: Computational Optimization and Applications 87 (2024) 3, pp. 835-891

We study mixed-integer programming (MIP) relaxation techniques for the solution of non-convex mixed-integer quadratically constrained quadratic programs (MIQCQPs). We present MIP relaxation methods for non-convex continuous variable products. In this paper, we consider MIP relaxations based on...

Persistent link: https://www.econbiz.de/10015361670

Enhancements of discretization approaches for non-convex mixed-integer quadratically constrained quadratic programming: Part II

Beach, Benjamin; Burlacu, Robert; Bärmann, Andreas; … - In: Computational Optimization and Applications 87 (2024) 3, pp. 893-934

This is Part II of a study on mixed-integer programming (MIP) relaxation techniques for the solution of non-convex mixed-integer quadratically constrained quadratic programs (MIQCQPs). We set the focus on MIP relaxation methods for non-convex continuous variable products where both variables are...

Persistent link: https://www.econbiz.de/10015361673

Piecewise linear approximation with minimum number of linear segments and minimum error : a fast approach to tighten and warm start the hierarchical mixed integer formulation

Ploussard, Quentin - In: European journal of operational research : EJOR 315 (2024) 1, pp. 50-62

Persistent link: https://www.econbiz.de/10014558915

A statistical method for estimating piecewise linear sales trends

Moriyama, Taku; Kuwano, Masashi; Nakayama, Masahito - In: Journal of marketing analytics : JMA 12 (2024) 2, pp. 436-444

Persistent link: https://www.econbiz.de/10015138025

A linear programming approach to difference-of-convex piecewise linear approximation

Kazda, Kody; Li, Xiang - In: European journal of operational research : EJOR 312 (2024) 2, pp. 493-511

Persistent link: https://www.econbiz.de/10014456292

Utility preference robust optimization with moment-type information structure

Guo, Shaoyan; Xu, Huifu; Zhang, Sainan - In: Operations research 72 (2024) 5, pp. 2241-2261

Persistent link: https://www.econbiz.de/10015361808

Hybrid simplicial-randomized approximate stochastic dynamic programming for multireservoir optimization

Zephyr, Luckny; Lamond, Bernard F.; Lang, Pascal - In: Computational management science 21 (2024) 1, pp. 1-44

Persistent link: https://www.econbiz.de/10014636803

Algorithms for a risk-averse Stackelberg game with multiple adversaries

Chicoisne, Renaud; Ordóñez, Fernando - In: Computers & operations research : and their … 160 (2023), pp. 1-13

Persistent link: https://www.econbiz.de/10014434467

Asymptotically tight conic approximations for chance-constrained AC optimal power flow

Fathabad, Abolhassan; Cheng, Jianqiang; Pan, Kai; Yang, … - In: European journal of operational research : EJOR 305 (2023) 2, pp. 738-753

Persistent link: https://www.econbiz.de/10013479295

Linear and piecewise linear formulations for a hierarchical facility location and sizing problem

Karatas, Mumtaz; Eriskin, Levent - In: Omega : the international journal of management science 118 (2023), pp. 1-21

Persistent link: https://www.econbiz.de/10014444321