Numerical Results for the Multi-objective Trust Region Algorithm MHT

A set of 78 test examples is presented for the trust region method MHT described in J. Thomann, G. Eichfelder, A trust region algorithm for heterogeneous multi-objective optimization, 2018 (available as preprint: http://optimization-online.org/DB_HTML/2018/03/6495.html) . It is designed for multi-objective heterogeneous optimization problems where one of the objective functions is an expensive black-box function, for example … Read more

On Augmentation Algorithms for Linear and Integer-Linear Programming: From Edmonds-Karp to Bland and Beyond

Motivated by Bland’s linear-programming generalization of the renowned Edmonds-Karp efficient refinement of the Ford-Fulkerson maximum-flow algorithm, we discuss three closely-related natural augmentation rules for linear and integer-linear optimization. In several nice situations, we show that polynomially-many augmentation steps suffice to reach an optimum. In particular, when using “discrete steepest-descent augmentations” (i.e., directions with the best … Read more

On Test Sets for Nonlinear Integer Maximization

A finite test set for an integer maximization problem enables us to verify whether a feasible point attains the global maximum. We establish in this paper several general results that apply to integer maximization problems with nonlinear objective functions. Citation Operations Research Letters 36 (2008) 439–443 Article Download View On Test Sets for Nonlinear Integer … Read more