Search Results - subject:"convexification"

Extended formulations for convex envelopes

Ballerstein, Martin; Michaels, Dennis - In: Journal of Global Optimization 60 (2014) 2, pp. 217-238

In this work we derive explicit descriptions for the convex envelope of nonlinear functions that are component-wise concave on a subset of the variables and convex on the other variables. These functions account for more than 30 % of all nonlinearities in common benchmark libraries. To overcome...

Persistent link: https://www.econbiz.de/10010994052

Global optimization of signomial geometric programming problems

Xu, Gongxian - In: European Journal of Operational Research 233 (2014) 3, pp. 500-510

transformation and convexification strategies can be used to convert the original signomial geometric programming problem into a … effectiveness of the proposed successive convexification framework is demonstrated by seven numerical experiments. Some …

Persistent link: https://www.econbiz.de/10010719581

Global optimization of signomial geometric programming problems

Xu, Gongxian - In: European journal of operational research : EJOR 233 (2014) 3, pp. 500-510

Persistent link: https://www.econbiz.de/10010228247

Enhanced joint pricing and lotsizing problem in a two-echelon supply chain with logit demand function

Yaghin, R. Ghasemy; Fatemi Ghomi, S. M. T.; Torabi, S. A. - In: International journal of production research 52 (2014) 17, pp. 4967-4983

Persistent link: https://www.econbiz.de/10010419128

A lifting method for generalized semi-infinite programs based on lower level Wolfe duality

Diehl, M.; Houska, B.; Stein, O.; Steuermann, P. - In: Computational Optimization and Applications 54 (2013) 1, pp. 189-210

This paper introduces novel numerical solution strategies for generalized semi-infinite optimization problems (GSIP), a class of mathematical optimization problems which occur naturally in the context of design centering problems, robust optimization problems, and many fields of engineering...

Persistent link: https://www.econbiz.de/10010896529

On saddle points in nonconvex semi-infinite programming

Guerra-Vázquez, Francisco; Rückmann, Jan-J.; Werner, Ralf - In: Journal of Global Optimization 54 (2012) 3, pp. 433-447

In this paper we apply two convexification procedures to the Lagrangian of a nonconvex semi-infinite programming …

Persistent link: https://www.econbiz.de/10010994130

Relaxed cutting plane method with convexification for solving nonlinear semi-infinite programming problems

Shiu, Ting-Jang; Wu, Soon-Yi - In: Computational Optimization and Applications 53 (2012) 1, pp. 91-113

an adaptive convexification relaxation to approximate the nonlinear constraint function. The αBB method, used widely in … global optimization, is applied to construct the convexification relaxation. We then combine the idea of the cutting plane … method with the convexification relaxation to propose a new algorithm to solve NSIP problems. With some given tolerances, our …

Persistent link: https://www.econbiz.de/10010998250

How to solve a semi-infinite optimization problem

Stein, Oliver - In: European Journal of Operational Research 223 (2012) 2, pp. 312-320

well as branch and bound techniques in adaptive convexification procedures. A section on recent genericity results includes …

Persistent link: https://www.econbiz.de/10010594991

Convexification for data fitting

Lo, James - In: Journal of Global Optimization 46 (2010) 2, pp. 307-315

Persistent link: https://www.econbiz.de/10008591055

Optimization Under First Order Stochastic Dominance Constraints

Dentcheva, Darinka; Ruszczynski, Andrzej - EconWPA - 2004

non- convexity of the problem. We also show that the convexification of stochastic ordering relation is equivalent to …

Persistent link: https://www.econbiz.de/10005556746