Search Results - subject:"Quadratic programming"

A canonical dual approach for solving linearly constrained quadratic programs

Xing, Wenxun; Fang, Shu-Cherng; Sheu, Ruey-Lin; Wang, Ziteng - In: European Journal of Operational Research 218 (2012) 1, pp. 21-27

This paper provides a canonical dual approach for minimizing a general quadratic function over a set of linear constraints. We first perturb the feasible domain by a quadratic constraint, and then solve a “restricted” canonical dual program of the perturbed problem at each iteration to...

Persistent link: https://www.econbiz.de/10011052648

An optimization method to estimate models with store-level data: A case study

Trindade, Graça; Ambrósio, Jorge - In: European Journal of Operational Research 217 (2012) 3, pp. 664-672

Quadratic Programming method (SQP) is the only that, for all scenarios tested for this type of problem, guarantees of …

Persistent link: https://www.econbiz.de/10011052809

A hybrid FCASO-SQP method for solving the economic dispatch problems with valve-point effects

Cai, Jiejin; Li, Qiong; Li, Lixiang; Peng, Haipeng; … - In: Energy 38 (2012) 1, pp. 346-353

sequential quadratic programming (SQP) techniques, named FCASO-SQP method, is presented for solving the economic dispatch (ED …

Persistent link: https://www.econbiz.de/10011053308

Exact and Heuristic Approaches for the Index Tracking Problem with UCITS Constraints

Scozzari, Andrea; Tardella, Fabio; Paterlini, Sandra; … - Dipartimento di Economia "Marco Biagi", Università … - 2012

Mixed Integer Quadratic Programming (MIQP) formulation for the constrained index tracking problem with the UCITS rules …

Persistent link: https://www.econbiz.de/10010584054

Interior point methods 25 years later

Gondzio, Jacek - In: European Journal of Operational Research 218 (2012) 3, pp. 587-601

field of optimization. Interior point methods for linear and (convex) quadratic programming display several features which …

Persistent link: https://www.econbiz.de/10010574208

Fitting piecewise linear continuous functions

Toriello, Alejandro; Vielma, Juan Pablo - In: European Journal of Operational Research 219 (2012) 1, pp. 86-95

We consider the problem of fitting a continuous piecewise linear function to a finite set of data points, modeled as a mathematical program with convex objective. We review some fitting problems that can be modeled as convex programs, and then introduce mixed-binary generalizations that allow...

Persistent link: https://www.econbiz.de/10010577614

Duality and solutions for quadratic programming over single non-homogeneous quadratic constraint

Feng, Joe-Mei; Lin, Gang-Xuan; Sheu, Reuy-Lin; Xia, Yong - In: Journal of Global Optimization 54 (2012) 2, pp. 275-293

This paper extends and completes the discussion by Xing et al. (Canonical dual solutions to the quadratic programming … over a quadratic constraint, submitted) about the quadratic programming over one quadratic constraint (QP1QC). In … al. (Canonical dual solutions to the quadratic programming over a quadratic constraint, submitted). Copyright Springer Science …

Persistent link: https://www.econbiz.de/10010994010

Minimizing weighted earliness–tardiness on a single machine with a common due date using quadratic models

Alvarez-Valdes, Ramon; Crespo, Enric; Tamarit, Jose; … - In: TOP: An Official Journal of the Spanish Society of … 20 (2012) 3, pp. 754-767

In this paper we study the problem of minimizing weighted earliness and tardiness on a single machine when all the jobs share the same due date. We propose two quadratic integer programming models for solving both cases of unrestricted and restricted due dates, an auxiliary model based on...

Persistent link: https://www.econbiz.de/10010995416

Lagrangian decomposition and mixed-integer quadratic programming reformulations for probabilistically constrained quadratic programs

Zheng, Xiaojin; Sun, Xiaoling; Li, Duan; Cui, Xueting - In: European Journal of Operational Research 221 (2012) 1, pp. 38-48

Probabilistically constrained quadratic programming (PCQP) problems arise naturally from many real-world applications … problem via a new Lagrangian decomposition scheme. We then give a mixed integer quadratic programming (MIQP) reformulation of …

Persistent link: https://www.econbiz.de/10010597655

Parameter identification in financial market models with a feasible point SQP algorithm

Gerlich, F.; Giese, A.; Maruhn, J.; Sachs, E. - In: Computational Optimization and Applications 51 (2012) 3, pp. 1137-1161

Persistent link: https://www.econbiz.de/10010539369