Search Results - subject:"Nonlinear programming"

A new class of exact penalty functions and penalty algorithms

Wang, Changyu; Ma, Cheng; Zhou, Jinchuan - In: Journal of Global Optimization 58 (2014) 1, pp. 51-73

For nonlinear programming problems, we propose a new class of smooth exact penalty functions, which includes both …

Persistent link: https://www.econbiz.de/10010896410

Error estimation in nonlinear optimization

Hager, William; Mico-Umutesi, Delphine - In: Journal of Global Optimization 59 (2014) 2, pp. 327-341

Methods are developed and analyzed for estimating the distance to a local minimizer of a nonlinear programming problem …

Persistent link: https://www.econbiz.de/10010896443

Models and solution techniques for production planning problems with increasing byproducts

Sridhar, Srikrishna; Linderoth, Jeffrey; Luedtke, James - In: Journal of Global Optimization 59 (2014) 2, pp. 597-631

formulation of this continuous-time problem is nonconvex. We present a discrete-time mixed-integer nonlinear programming (MINLP … relaxations of these models. We also introduce nonlinear programming formulations to choose piecewise-linear approximations and … our nonlinear programming formulations. Copyright Springer Science+Business Media New York 2014 …

Persistent link: https://www.econbiz.de/10010793965

Optimality-based bound contraction with multiparametric disaggregation for the global optimization of mixed-integer bilinear problems

Castro, Pedro; Grossmann, Ignacio - In: Journal of Global Optimization 59 (2014) 2, pp. 277-306

We address nonconvex mixed-integer bilinear problems where the main challenge is the computation of a tight upper bound for the objective function to be maximized. This can be obtained by using the recently developed concept of multiparametric disaggregation following the solution of a...

Persistent link: https://www.econbiz.de/10010793966

Irrigation Planning and Management Through Optimization Modelling

Singh, Ajay - In: Water Resources Management 28 (2014) 1, pp. 1-14

four sections based on the programming techniques adopted. The sections include: linear programming, nonlinear programming …

Persistent link: https://www.econbiz.de/10010794357

An access network design problem with end-to-end QoS constraints

Park, Chanwoo; Lee, Youngho; Kim, Youngjin; Park, Gigyoung - In: Omega 48 (2014) C, pp. 36-48

In this paper, we present an access network design problem with end-to-end quality of service (QoS) requirement. The problem can be conceptualized as a two-level hierarchical location-allocation problem on the tree topology with nonlinear side constraints. The objective function of the nonlinear...

Persistent link: https://www.econbiz.de/10010870978

A variational inequality formulation of equilibrium models for end-of-life products with nonlinear constraints

Toyasaki, Fuminori; Daniele, Patrizia; Wakolbinger, Tina - In: European Journal of Operational Research 236 (2014) 1, pp. 340-350

Variational inequality theory facilitates the formulation of equilibrium problems in economic networks. Examples of successful applications include models of supply chains, financial networks, transportation networks, and electricity networks. Previous economic network equilibrium models that...

Persistent link: https://www.econbiz.de/10010871101

Line search methods with guaranteed asymptotical convergence to an improving local optimum of multimodal functions

Vieira, Douglas Alexandre Gomes; Lisboa, Adriano Chaves - In: European Journal of Operational Research 235 (2014) 1, pp. 38-46

This paper considers line search optimization methods using a mathematical framework based on the simple concept of a v-pattern and its properties. This framework provides theoretical guarantees on preserving, in the localizing interval, a local optimum no worse than the starting point. Notably,...

Persistent link: https://www.econbiz.de/10010871293

An Abductive-Reasoning Guide for Finance Practitioners

Tsaih, Rua-Haun; Lin, Hsiou-Wei; Ke, Wen-Chyan - In: Computational Economics 43 (2014) 4, pp. 411-431

This article proposes a process through which a finance practitioner’s knowledge interacts with artificial intelligence (AI) models. AI models are widely applied, but how these models learn or whether they learn the right things is not easily unveiled. Extant studies especially regarding...

Persistent link: https://www.econbiz.de/10010866879

The influence of the oil price on timber supply

Härtl, Fabian; Knoke, Thomas - In: Forest Policy and Economics 39 (2014) C, pp. 32-42

The world is dependent on oil, as economy relies on a constant oil supply. Therefore, other markets seem to be influenced by the oil market. Recent developments in timber prices – for example, rising fuelwood prices – as well as shifts in supply and demand on the timber markets are an...

Persistent link: https://www.econbiz.de/10011047973