mixed integer global optimization

A Graphical Global Optimization Framework for Parameter Estimation of Statistical Models with Nonconvex Regularization Functions

  • Danial Davarnia
    • Categories (Mixed) Integer Nonlinear Programming, Branch and Cut Algorithms, Global Optimization Theory Tags , , , ,

    Optimization problems with norm-bounding constraints appear in various applications, from portfolio optimization to machine learning, feature selection, and beyond. A widely used variant of these problems relaxes the norm-bounding constraint through Lagrangian relaxation and moves it to the objective function as a form of penalty or regularization term. A challenging class of these models uses … Read more

    A heuristic approach for packing rectangles in convex regions.

  • Andrea Cassioli
  • Marco Locatelli
    • Categories Applications - OR and Management Sciences, Global Optimization, Nonlinear Optimization Tags , , ,

    In this paper we propose a heuristic approach for the problem of packing equal rectangles within a convex region. The approach is based on an Iterated Local Search scheme (or, using a terminology employed for continuous problems, a Monotonic Basin Hopping), in which the key step is the perturbation move. Different perturbation moves, both combinatorial … Read more