In this paper a solution algorithm for a class of rank-two nonconvex programs having a polyhedral feasible region is proposed. The algorithm is based on the so called optimal level solutions method. Various global optimality conditions are discussed and implemented in order to improve the...

In this paper simulated annealing algorithms for continuous global optimization are considered.Under the simplifying assumption of known optimal value, the convergence of the algorithms and an upper bound for the expected first hitting time, i.e. the expected number of iterations before reaching...

The “Montagnes Russes” algorithm for finding the global minima of a lower semi-continuous function (thus involving state constraints) is a descent algorithm applied to an auxiliary function whose local and global minima are the global minima of the original function. Although this auxiliary...

In this paper we look at two interesting extensions to the classical 2-Facility Weber Problem in ℝ d : At first problems are investigated where we do not allow the optimal locations to be in a specific region. Efficient algorithms for this Global Optimization problem are presented as well as...

This paper is concerned with the analysis and comparison of semidefinite programming (SDP) relaxations for the satisfiability (SAT) problem. Our presentation is focussed on the special case of 3-SAT, but the ideas presented can in principle be extended to any instance of SAT specified by a set...

Effective risk management requires adequate risk measurement. A basic problem herein is the quantification of market risks: what is the overall effect on a portfolio if market rates change? First, a mathematical problem statement is given and the concept of `Maximum Loss' (ML) is introduced as a...

The problem of multidimensional scaling with city-block distances in the embedding space is reduced to a two level optimization problem consisting of a combinatorial problem at the upper level and a quadratic programming problem at the lower level. A hybrid method is proposed combining...

When dealing with location problems we are usually given a set of existing facilities and we are looking for the location of one or several new facilities. In the classical approaches weights are assigned to existing facilities expressing the importance of the new facilities for the existing...

In this paper, a branch and bound approach is proposed for global optimization problem (P) of the sum of generalized polynomial fractional functions under generalized polynomial constraints, which arises in various practical problems. Due to its intrinsic difficulty, less work has been devoted...

The floorplanning (or facility layout) problem consists in finding the optimal positions for a given set of modules of fixed area (but perhaps varying height and width) within a facility such that the distances between pairs of modules that have a positive connection cost are minimized. This is...