Showing 1 - 9 of 9
A column generation based approach is proposed for solving the cluster-wise regression problem. The proposed strategy relies firstly on several efficient heuristic strategies to insert columns into the restricted master problem. If these heuristics fail to identify an improving column, an...
Persistent link: https://www.econbiz.de/10010950401
Exact global optimization of the clusterwise regression problem is challenging and there are currently no published feasible methods for performing this clustering optimally, even though it has been over thirty years since its original proposal. This work explores global optimization of the...
Persistent link: https://www.econbiz.de/10008865194
<Para ID="Par1">The mesh adaptive direct search (<Emphasis Type="SmallCaps">Mads) algorithm is designed for blackbox optimization problems subject to general inequality constraints. Currently, <Emphasis Type="SmallCaps">Mads does not support equalities, neither in theory nor in practice. The present work proposes extensions to treat problems with linear equalities...</emphasis></emphasis></para>
Persistent link: https://www.econbiz.de/10011241253
The paper answers the three distinct questions of maximizing the perimeter, diameter and area of equilateral unit-width convex polygons. The solution to each of these problems is trivially unbounded when the number of sides is even. We show that when this number is odd, the optimal solution to...
Persistent link: https://www.econbiz.de/10010845797
This work studies multiobjective optimization (MOP) of nonsmooth functions subject to general constraints. We first present definitions and optimality conditions as well as some single-objective formulations of MOP, parameterized with respect to some reference point in the space of objective...
Persistent link: https://www.econbiz.de/10008551226
Persistent link: https://www.econbiz.de/10008533942
The pooling problem, which is fundamental to the petroleum industry, describes a situation in which products possessing different attribute qualities are mixed in a series of pools in such a way that the attribute qualities of the blended products of the end pools must satisfy given...
Persistent link: https://www.econbiz.de/10009203894
Persistent link: https://www.econbiz.de/10008925250
This paper presents two new results on the enumeration of all extreme equilibria of the sequence form of a two person extensive game. The sequence form of an extensive game is expressed, for the first time to our knowledge, as a parametric linear 0 - 1 program. Considering Ext(P) as the set of...
Persistent link: https://www.econbiz.de/10008475660