Showing 1 - 10 of 11
We propose a general solution approach for min-max-robust counterparts of combinatorial optimization problems with uncertain linear objectives. We focus on the discrete scenario case, but our approach can be extended to other types of uncertainty sets such as polytopes or ellipsoids. Concerning...
Persistent link: https://www.econbiz.de/10015403295
Application problems can often not be solved adequately by numerical algorithms as several difficulties might arise at the same time. When developing and improving algorithms which hopefully allow to handle those difficulties in the future, good test instances are required. These can then be...
Persistent link: https://www.econbiz.de/10015191615
In multi-objective mixed-integer convex optimization, multiple convex objective functions need to be optimized simultaneously while some of the variables are restricted to take integer values. In this paper, we present a new algorithm to compute an enclosure of the nondominated set of such...
Persistent link: https://www.econbiz.de/10015191675
Current generalizations of the central ideas of single-objective branch-and-bound to the multiobjective setting do not seem to follow their train of thought all the way. The present paper complements the various suggestions for generalizations of partial lower bounds and of overall upper bounds...
Persistent link: https://www.econbiz.de/10014501278
For a continuous multi-objective optimization problem, it is usually not a practical approach to compute all its nondominated points because there are infinitely many of them. For this reason, a typical approach is to compute an approximation of the nondominated set. A common technique for this...
Persistent link: https://www.econbiz.de/10014501617
In a single-objective setting, nonconvex quadratic problems can equivalently be reformulated as convex problems over the cone of completely positive matrices. In small dimensions this cone equals the cone of matrices which are entrywise nonnegative and positive semidefinite, so the convex...
Persistent link: https://www.econbiz.de/10014501675
Persistent link: https://www.econbiz.de/10014504258
An important aspect of optimization algorithms, for instance evolutionary algorithms, are termination criteria that measure the proximity of the found solution to the optimal solution set. A frequently used approach is the numerical verification of necessary optimality conditions such as the...
Persistent link: https://www.econbiz.de/10014504554
We consider nonlinear model predictive control (MPC) with multiple competing cost functions. In each step of the scheme, a multiobjective optimal control problem with a nonlinear system and terminal conditions is solved. We propose an algorithm and give performance guarantees for the resulting...
Persistent link: https://www.econbiz.de/10015081276
Application problems can often not be solved adequately by numerical algorithms as several difficulties might arise at the same time. When developing and improving algorithms which hopefully allow to handle those difficulties in the future, good test instances are required. These can then be...
Persistent link: https://www.econbiz.de/10015400892