Optimal expected-distance separating halfspace

One recently proposed criterion to separate two datasets in discriminant analysis, is to use a hyperplane which minimises the sum of distances to it from all the misclassified data points. Here all distances are supposed to be measured by way of some fixed norm, while misclassification means lying on the wrong side of the hyperplane, … Read more

Optimal distance separating halfspace

One recently proposed criterion to separate two datasets in discriminant analysis, is to use a hyperplane which minimises the sum of distances to it from all the misclassified data points. Here all distances are supposed to be measured by way of some fixed norm,while misclassification means lying on the wrong side of the hyperplane, or … Read more

A Piecewise Linearization Framework for Retail Shelf Space Management Models

Managing shelf space is critical for retailers to attract customers and to optimize profit. This paper develops a shelf space allocation optimization model that explicitly incorporates essential in-store costs and considers space- and cross-elasticities. The resultant model maximizes a signomial objective function over linear and bilinear constraints in mixed-integer variables. We propose a piecewise linearization … Read more

Fuzzy Modeling with Adaptive Simulated Annealing

A new method for data-based fuzzy system modeling is presented. The approach uses Takagi-Sugeno models and Adaptive Simulated Annealing (ASA) to achieve its goal . The problem to solve is well defined – given a training set containing a finite number of input-output pairs, construct a fuzzy system that approximates the behavior of the real … Read more

A Global Optimization Problem in Portfolio Selection

This paper deals with the issue of buy-in thresholds in portfolio optimization using the Markowitz approach. Optimal values of invested fractions calculated using, for instance, the classical minimum-risk problem can be unsatisfactory in practice because they imply that very small amounts of certain assets are purchased. Realistically, we want to impose a disjoint restriction so … Read more

Mathematical optimization for the inverse problem of intensity modulated radiation therapy

In this tutorial we discuss modeling issues in intensity modulated radiation therapy, contrasting the continuous model with the fully-discretized one and considering feasibility formulations versus optimization setups. We review briefly some mathematical optimization techniques for IMRT. These include global optimization, multi-objective optimization, linear and mixed integer programming and projection methods. Citation in: J.R. Palta and … Read more

A randomized global optimization method for protein-protein docking

In this paper we report results on the problem of docking two large proteins by means of a two-phase monotonic basin hopping method. Given an appropriate force field which is used to measure the interaction energy between two biomolecules which are considered as rigid bodies, we used a randomized global optimization methods based upon the … Read more

A fast swap-based local search procedure for location problems

We present a new implementation of a widely used swap-based local search procedure for the P-median problem, proposed in 1968 by Teitz and Bart. Our method produces the same output as the best alternatives described in the literature and, even though its worst-case complexity is similar, it can be significantly faster in practice: speedups of … Read more

Global Optimization: Software, Test Problems, and Applications

We provide a concise review of the most prominent global optimization (GO) strategies currently available. This is followed by a discussion of GO software, test problems and several important types of applications, with additional pointers. The exposition is concentrated around topics related to continuous GO, although in certain aspects it is also pertinent to analogous … Read more