Search Results - subject:"Quadratic programming"

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

Disassembly line optimization with reinforcement learning

Kegyes, Tamás; Süle, Zoltán; Abonyi, János - In: Central European journal of operations research 32 (2024) 4, pp. 1115-1142

Persistent link: https://www.econbiz.de/10015077930

Inductive linearization for binary quadratic programs with linear constraints : a computational study

Mallach, Sven - In: 4OR : quarterly journal of the Belgian, French and … 22 (2024) 1, pp. 47-87

Persistent link: https://www.econbiz.de/10014531256

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

An efficient and provable sequential quadratic programming method for American and swing option pricing

Shen, Jinye; Huang, Weizhang; Ma, Jingtang - In: European journal of operational research : EJOR 316 (2024) 1, pp. 19-35

Persistent link: https://www.econbiz.de/10014566281

The downside deviation quadratic programming for stock portfolio optimisation : an empirical study of shariah and conventional indices in Indonesia

Mussafi, Noor Saif Muhammad; Zuhaimy Ismail; Nur Arina … - In: Afro-Asian Journal of Finance and Accounting : AAJFA 14 (2024) 3, pp. 350-371

Persistent link: https://www.econbiz.de/10014546115

Inductive linearization for binary quadratic programs with linear constraints: a computational study

Mallach, Sven - In: 4OR 22 (2023) 1, pp. 47-87

The computational utility of inductive linearizations for binary quadratic programs when combined with a mixed-integer programming solver is investigated for several combinatorial optimization problems and established benchmark instances.

Persistent link: https://www.econbiz.de/10015323807

A universal noise-suppressing neural algorithm framework aided with nonconvex activation function for time-varying quadratic programming problems

Sun, Yingyi; Cao, Jianmin; Li, Chunxu - In: Journal of the Operational Research Society 74 (2023) 6, pp. 1443-1461

Persistent link: https://www.econbiz.de/10014335398

Inductive linearization for binary quadratic programs with linear constraints: a computational study

Mallach, Sven - In: 4OR 22 (2023) 1, pp. 47-87

Persistent link: https://www.econbiz.de/10015402106