non-linear programming

Inductive Linearization for Binary Quadratic Programs with Linear Constraints: A Computational Study

  • Sven Mallach
    • Categories (Mixed) Integer Nonlinear Programming, 0-1 Programming, Quadratic Programming Tags , , ,

    The computational performance of inductive linearizations for binary quadratic programs in combination with a mixed-integer programming solver is investigated for several combinatorial optimization problems and established benchmark instances. Apparently, a few of these are solved to optimality for the first time. Citationpreprint (no internal series / number): University of Bonn, Germany June 11, 2021ArticleDownload View … Read more

    A fully mixed-integer linear programming formulation for economic dispatch with valve-point effects, transmission loss and prohibited operating zones

  • Huangyue Chen
  • Jinbao Jian
  • Shanshan Pan
  • Linfeng Yang
    • Categories (Mixed) Integer Linear Programming, Applications - Science and Engineering Tags , , , , ,

    Economic dispatch (ED) problem considering valve-point effects (VPE), transmission loss and prohibited operating zones (POZ) is a very challenging issue due to its intrinsic non-convex, non-smooth and non-continuous natures. To achieve a near globally solution, a fully mixed-integer linear programming (FMILP) formulation is proposed for such an ED problem. Since the original loss function is … Read more

    Solution for short-term hydrothermal scheduling with a logarithmic size MILP formulation

  • Jinbao Jian
  • Shanshan Pan
  • Linfeng Yang
    • Categories Applications - Science and Engineering Tags , , , ,

    Short-term hydrothermal scheduling (STHS) is a non-convex and non-differentiable optimization problem that is difficult to solve efficiently. One of the most popular strategy is to reformulate the complicated STHS by various linearization techniques that makes the problem easy to solve. However, in this process, a large number of extra continuous variables, binary variables and constraints … Read more

    Optimization by the Fixed-Point Method, Version 2.17

  • Jalaluddin Abdullah
    • Categories Constrained Nonlinear Optimization, Linear Programming Tags , , ,

    Abstract: After developing necessary background theory, the original primal and dual are specified, and the invariant primal and dual LP’s are defined. Pairs of linear mappings are defined which establish an effectively one-to-one correspondences between solutions to the original and invariant problems. The invariant problems are recast as a fixed-point problem and precise solution conditions … Read more