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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
Computing a sample mean of time series under dynamic time warping is NP-hard. Consequently, there is an ongoing research effort to devise efficient heuristics. The majority of heuristics have been developed for the constrained sample mean problem that assumes a solution of predefined length. In...
Persistent link: https://www.econbiz.de/10015192814
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
Persistent link: https://www.econbiz.de/10014504258
A deterministic global optimization method is developed for a class of discontinuous functions. McCormick’s method to obtain relaxations of nonconvex functions is extended to discontinuous factorable functions by representing a discontinuity with a step function. The properties of the...
Persistent link: https://www.econbiz.de/10010896411
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We present a new way to solve generalized Nash equilibrium problems. We assume the feasible set to be compact. Furthermore all functions are assumed to be polynomials. However we do not impose convexity on either the utility functions or the action sets. The key idea is to use Putinar’s...
Persistent link: https://www.econbiz.de/10010847952
We present a new way to solve generalized Nash equilibrium problems. We assume the feasible set to be compact. Furthermore all functions are assumed to be polynomials. However we do not impose convexity on either the utility functions or the action sets. The key idea is to use Putinar’s...
Persistent link: https://www.econbiz.de/10010950331
We propose and study a new method, called the Interior Epigraph Directions (IED) method, for solving constrained nonsmooth and nonconvex optimization. The IED method considers the dual problem induced by a generalized augmented Lagrangian duality scheme, and obtains the primal solution by...
Persistent link: https://www.econbiz.de/10010938217
This article presents an analysis of the convergence order of Taylor models and McCormick-Taylor models, namely Taylor models with McCormick relaxations as the remainder bounder, for factorable functions. Building upon the analysis of McCormick relaxations by Bompadre and Mitsos (J Glob Optim...
Persistent link: https://www.econbiz.de/10010994016