Search Results - subject:"Nonlinear programming"

Outer approximation for generalized convex mixed-integer nonlinear robust optimization problems

Kuchlbauer, Martina - In: Operations research letters : a journal of INFORMS … 60 (2025), pp. 1-7

Persistent link: https://www.econbiz.de/10015358978

A MINP model and hybrid heuristic algorithm for railway cold chain service network design problem : a case study of China

Li, Dandan; Gan, Mi; Qiao, Yu; Ou, Qichen; Liu, Xiaobo - In: International journal of production research 63 (2025) 1, pp. 171-192

Persistent link: https://www.econbiz.de/10015197241

Second-order cone programming models for the unitary weighted Weber problem and for the minimum sum of the squares clustering problem

Linhares, Marcella Braga de Assis; Pinto, Renan Vicente; … - In: International transactions in operational research : a … 32 (2025) 2, pp. 961-972

Persistent link: https://www.econbiz.de/10015142202

Integrated train timetable with supply-demand interactions at the Chinese high-speed railway

Yuan, Jiawei; Gao, Yuan; Ke, Jiannan; Yang, Lin - In: Omega : the international journal of management science 131 (2025), pp. 1-24

Persistent link: https://www.econbiz.de/10015406767

On hub location problems in geographically flexible networks

Blanco, Víctor; Puerto, Justo - In: International transactions in operational research : a … 29 (2022) 4, pp. 2226-2249

Persistent link: https://www.econbiz.de/10012815154

PDENLPModels.jl : an NLPModel API for optimization problems with PDE-constraints

Migot, Tangi; Orban, Dominique; Siqueira, Abel S. - 2022

Persistent link: https://www.econbiz.de/10013411719

Solving constrained mean-variance portfolio optimization problems using spiral optimization algorithm

Febrianti, Werry; Sidarto, Kuntjoro Adji; Sumarti, Novriana - In: International Journal of Financial Studies : open … 11 (2023) 1, pp. 1-12

-V) portfolio models with buy-in threshold and cardinality constraints. This model can be formulated as a mixed integer nonlinear … programming (MINLP) problem. To solve this constrained mean-variance portfolio optimization problem, we propose the use of a …

Persistent link: https://www.econbiz.de/10013543067

Optimality conditions for differentiable linearly constrained pseudoconvex programs

Cambini, Riccardo; Riccardi, Rossana - In: Decisions in economics and finance : a journal of … 47 (2024) 2, pp. 497-512

Persistent link: https://www.econbiz.de/10015177125

A tight compact quadratically constrained convex relaxation of the Optimal Power Flow problem

Lambert, Amélie - In: Computers & operations research : an international journal 166 (2024), pp. 1-12

Persistent link: https://www.econbiz.de/10014564997

A branch-and-bound algorithm with growing datasets for large-scale parameter estimation

Sass, Susanne; Mitsos, Alexander; Bongartz, Dominik; … - In: European journal of operational research : EJOR 316 (2024) 1, pp. 36-45

Persistent link: https://www.econbiz.de/10014566295