检索结果-内蒙古大学图书馆

A dual ascent method for the portfolio selection problem with multiple constraints and linked proposals

EUROPEAN JOURNAL OF OPERATIONAL RESEARCH 1998年第1期108卷 196-207页

作者： Syam, SS Marquette Univ Coll Business Adm Dept Management Milwaukee WI 53201 USA

Portfolio selection is an important but complicated topic in finance. This paper uses quadratic and integer programming methods (dual ascent, branch-and-bound) to solve portfolio selection problems involving risk (variance), return, multiple restrictions (constraints), and proposals that are linked in various ways. A detailed description of the methodology is provided, along with extensive computational results on a variety of problems. (C) 1998 Elsevier Science B.V.

关键词： mathematical programming finance portfolio selection quadratic integer programming

来源：评论

学校读者我要写书评

暂无评论

CDDS: Constraint-driven document summarization models

引用

EXPERT SYSTEMS WITH APPLICATIONS 2013年第2期40卷 458-465页

作者： Alguliev, Rasim M. Aliguliyev, Ramiz M. Isazade, Nijat R. Azerbaijan Natl Acad Sci Inst Informat Technol Baku Azerbaijan

This paper proposes a constraint-driven document summarization approach emphasizing the following two requirements: (1) diversity in summarization, which seeks to reduce redundancy among sentences in the summary and (2) sufficient coverage, which focuses on avoiding the loss of the document's main information when generating the summary. The constraint-driven document summarization models with tuning the constraint parameters can drive content coverage and diversity in a summary. The models are formulated as a quadratic integer programming (QIP) problem. To solve the QIP problem we used a discrete PSO algorithm. The models are implemented on multi-document summarization task. The comparative results showed that the proposed models outperform other methods on DUC2005 and DUC2007 datasets. (C) 2012 Elsevier Ltd. All rights reserved.

关键词： Constraint-driven summarization Coverage-driven summarization Diversity-driven summarization quadratic integer programming Particle swarm optimization

来源：评论

学校读者我要写书评

暂无评论

Capacitor placement and real time control in large-scale unbalanced distribution systems: Loss reduction formula, problem formulation, solution methodology and mathematical justification

引用

IEEE TRANSACTIONS ON POWER DELIVERY 1997年第2期12卷 953-958页

作者： Wang, JC Chiang, HD Miu, KN Darling, G NYSEG CORP DISTRIBUT SYST DEPTBINGHAMTONNY 13902

A comprehensive study of capacitor placements and real-time control in general unbalanced distribution systems is undertaken. New developments in a loss reduction formula, problem formulations, solution methodology and mathematical justification are presented. The problem is decoupled into two subproblems: the capacitor placement subproblem and the real-time control subproblem. An effective solution algorithm for placing capacitors and determining their real-time control schemes for general unbalanced distribution systems is proposed. To meet the need for efficient implementation in real-time environments, a fast pseudo gradient type mechanism for deriving capacitor control settings is incorporated into the solution algorithms. A quadratic integer programming based approach is proposed to determine the number, locations and sizing of capacitors to be placed in the distribution systems. The subproblem of determining capacitor control settings under varying loading conditions is formulated as another quadratic integer programming problem. Mathematical justification is provided to show that the proposed algorithms are guaranteed to yield local optimal solutions. Numerical studies on the determination of capacitor number, size, location and real-time control schemes on large-scale unbalanced distribution systems under nonlinear load variations are presented in great detail in the companion paper [17].

关键词： VAR/volt control capacitor placement real-time control loss formula quadratic integer programming unbalanced distribution systems large-scale systems

来源：评论

学校读者我要写书评

暂无评论

Solving Clique Partitioning Problems: A Comparison of Models and Commercial Solvers

引用

INTERNATIONAL JOURNAL OF INFORMATION TECHNOLOGY & DECISION MAKING 2022年第1期21卷 59-81页

作者： Du, Yu Kochenberger, Gary Glover, Fred Wang, Haibo Lewis, Mark Xie, Weihong Tsuyuguchi, Takeshi Univ Colorado Denver Denver CO 80204 USA Univ Colorado Boulder Boulder CO USA Texas A&M Int Univ Laredo TX USA Missouri State Univ Springfield MO USA Guangdong Univ Technol Guangzhou Peoples R China

Finding good solutions to clique partitioning problems remains a computational challenge. With rare exceptions, finding optimal solutions for all but small instances is not practically possible. However, choosing the most appropriate modeling structure can have a huge impact on what is practical to obtain from exact solvers within a reasonable amount of run time. Commercial solvers have improved tremendously in recent years and the combination of the right solver and the right model can significantly increase our ability to compute acceptable solutions to modest-sized problems with solvers like CPLEX, GUROBI and XPRESS. In this paper, we explore and compare the use of three commercial solvers on modest sized test problems for clique partitioning. For each problem instance, a conventional linear model from the literature and a relatively new quadratic model are compared. Extensive computational experience indicates that the quadratic model outperforms the classic linear model as problem size grows.

关键词： Clique partitioning combinatorial optimization quadratic integer programming

来源：评论

学校读者我要写书评

暂无评论

quadratic cone cutting surfaces for quadratic programs with on-off constraints

引用

DISCRETE OPTIMIZATION 2017年 24卷 32-50页

作者： Jeon, Hyemin Linderoth, Jeff Miller, Andrew Univ Wisconsin Dept Ind & Syst Engn 1513 Univ Ave Madison WI 53706 USA UPS 55 Glenlake Pkwy Atlanta GA 30328 USA

We study the convex hull of a set arising as a relaxation of difficult convex mixed integer quadratic programs (MIQP). We characterize the extreme points of the convex hull of the set and the extreme points of its continuous relaxation. We derive four quadratic cutting surfaces that improve the strength of the continuous relaxation. Each of the cutting surfaces is second-order-cone representable. Via a shooting experiment, we provide empirical evidence as to the importance of each inequality type in improving the relaxation. Computational results that employ the new cutting surfaces to strengthen the relaxation for MIQPs arising from portfolio optimization applications are promising. (C) 2016 Elsevier B.V. All rights reserved.

关键词： quadratic integer programming Second-order cone relaxations Portfolio optimization

来源：评论

学校读者我要写书评

暂无评论

Constructing uniform designs: A heuristic integer programming method

引用

JOURNAL OF COMPLEXITY 2012年第2期28卷 224-237页

作者： Zhou, Yong-Dao Fang, Kai-Tai Ning, Jian-Hui Sichuan Univ Coll Math Chengdu 610064 Peoples R China BNU HKBU United Int Coll Zhuhai 519085 Peoples R China Chinese Acad Sci Inst Appl Math Beijing 100190 Peoples R China Cent China Normal Univ Coll Math & Stat Wuhan 430079 Peoples R China

In this paper, the wrap-around L-2-discrepancy (WD) of asymmetrical design is represented as a quadratic form, thus the problem of constructing a uniform design becomes a quadratic integer programming problem. By the theory of optimization, some theoretic properties are obtained. Algorithms for constructing uniform designs are then studied. When the number of runs n is smaller than the number of all level-combinations m, the construction problem can be transferred to a zero-one quadratic integer programming problem, and an efficient algorithm based on the simulated annealing is proposed. When n >= m, another algorithm is proposed. Empirical study shows that when n is large, the proposed algorithms can generate designs with lower WD compared to many existing methods. Moreover, these algorithms are suitable for constructing both symmetrical and asymmetrical designs. (C) 2011 Elsevier Inc. All rights reserved.

关键词： quadratic integer programming Simulated annealing Uniform design Wrap-around L-2-discrepancy

来源：评论

学校读者我要写书评

暂无评论

SDP-based branch-and-bound for non-convex quadratic integer optimization

引用

JOURNAL OF GLOBAL OPTIMIZATION 2019年第3期73卷 485-514页

作者： Buchheim, Christoph Montenegro, Maribel Wiegele, Angelika TU Dortmund Fak Math Vogelpothsweg 87 D-44227 Dortmund Germany Alpen Adria Univ Klagenfurt Univ Str 65-67 A-9020 Klagenfurt Austria

Semidefinite programming (SDP) relaxations have been intensively used for solving discrete quadratic optimization problems, in particular in the binary case. For the general non-convex integer case with box constraints, the branch-and-bound algorithm Q-MIST has been proposed by Buchheim and Wiegele (Math Program 141(1-2):435-452, 2013), which is based on an extension of the well-known SDP-relaxation for max-cut. For solving the resulting SDPs, Q-MIST uses an off-the-shelf interior point algorithm. In this paper, we present a tailored coordinate ascent algorithm for solving the dual problems of these SDPs. Building on related ideas of Dong(SIAM J Optim 26(3):1962-1985, 2016), it exploits the particular structure of the SDPs, most importantly a small rank of the constraint matrices. The latter allows both an exact line search and a fast incremental update of the inverse matrices involved, so that the entire algorithm can be implemented to run in quadratic time per iteration. Moreover, we describe how to extend this approach to a certain two-dimensional coordinate update. Finally, we explain how to include arbitrary linear constraints into this framework, and evaluate our algorithm experimentally.

关键词： quadratic integer programming Semidefinite programming Coordinate-wise optimization

来源：评论

学校读者我要写书评

暂无评论

Matching Misaligned Two-Resolution Metrology Data

引用

IEEE TRANSACTIONS ON AUTOMATION SCIENCE AND ENGINEERING 2017年第1期14卷 222-237页

作者： Wang, Yaping Moreno-Centeno, Erick Ding, Yu Texas A&M Univ Dept Ind & Syst Engn College Stn TX 77843 USA

Multiresolution metrology devices coexist in today's manufacturing environment, producing coordinate measurements complementing each other. Typically, the high-resolution (HR) device produces a scarce but accurate data set, whereas the low-resolution (LR) one produces a dense but less accurate data set. Research has shown that combining the two data sets of different resolutions makes better predictions of the geometric features of a manufactured part. A challenge, however, is how to effectively match each HR data point to an LR counterpart that measures approximately the same physical location. A solution to this matching problem appears a prerequisite to a good final prediction. We solved this problem by formulating it as a quadratic integer program, aiming at minimizing the maximum interpoint distance difference among all potential correspondences. Due to the combinatorial nature of the optimization model, solving it to optimality is computationally prohibitive even for a small problem size. We therefore propose a two-stage matching framework capable of solving real-life-sized problems within a reasonable amount of time. This two-stage framework consists of downsampling the full-size problem, solving the downsampled problem to optimality, extending the solution of the downsampled problem to the full-size problem, and refining the solution using iterative local search. Numerical experiments show that the proposed approach outperforms two popular point set registration alternatives, the iterative closest point and coherent point drift methods, using different performance metrics. The numerical results also show that our approach scales much better as the instance size increases, and is robust to the changes in initial misalignment between the two data sets. Note to Practitioners-The central message of this paper is that aligning multiresolution data sets is important, but solving it turns out to be a nasty problem. If one throws it into an existing off-the-shelf op

关键词： Coherent point drift (CPD) coordinate measuring machine correspondences iterative closest point (ICP) quadratic integer programming rigid point set registration (RPSR) two-stage matching framework (TSMF)

来源：评论

学校读者我要写书评

暂无评论

A STATIONARY CYCLICAL PRODUCTION SCHEDULING PROBLEM UNDER A NONADDITIVE OUTPUT FUNCTION

引用

ENGINEERING OPTIMIZATION 1994年第3期22卷 203-212页

作者： MEHREZ, A BRIMBERG, J SPEIRS, PA ROYAL MIL COLL CANADA DEPT ENGNKINGSTON K7K 5L0ONCANADA

The purpose of this paper is to formulate and solve a nonlinear mixed zero-one integer programming problem aimed to maximize total output by scheduling the operational time of N non-identical machines. Properties of the optimal solution are identified under restrictions imposed on machine availability and various budget constraints. A branch and bound algorithm to solve the problem is suggested.

关键词： NONLINEAR OPTIMIZATION quadratic integer programming BRANCH AND BOUND OPERATION PROCESSES

来源：评论

学校读者我要写书评

暂无评论

Speed of discrete optimization solvers for real time sewer control

引用

URBAN WATER JOURNAL 2013年第5期10卷 354-363页

作者： van Nooijen, Ronald R. Kolechkina, Alla Delft Univ Technol NL-2628 CN Delft Netherlands

In the project Integrale sturing afvalwater en oppervlakte water Hoeksche Waard' (integral management of the drainage and sewer system on the island Hoeksche Waard') in the southwestern Netherlands a central controller was developed for small sewer systems. The aim was the improvement of water quality through the reduction of combined sewer overflows. Two field tests of the controller went very well. Extension to a larger system resulted in timing problems. This paper investigates these problems. The controller minimizes the deviation from proportional distribution of the volume of sewage over the system. The pumping stations contain several pumps that can be either on or off, so the variables to be optimized do not vary continuously, but are only allowed to have integer values. The computational cost is investigated for different solvers. This cost determines the applicability of a solver for a given system size and time step.

关键词： sewer system real time control quadratic integer programming optimization computational compelexity

来源：评论

学校读者我要写书评

暂无评论

建议与咨询留下您的常用邮箱和电话号码，以便我们向您反馈解决方案和替代方法

时间限定

文献类型

馆藏选择

核心期刊

语言

文献类型

帮助

文字说明：

检索规则说明：

检索范例：

分类表

所选分类

限定检索结果

文献类型

馆藏范围

日期分布

学科分类号

主题

机构

作者

语言

请选择保存的检索档案：

请选择收藏分类：

通借通还

建议与咨询 留下您的常用邮箱和电话号码，以便我们向您反馈解决方案和替代方法

时间限定

文献类型

馆藏选择

核心期刊

语言

文献类型

帮助

文字说明：

检索规则说明：

检索范例：

分类表

所选分类

限定检索结果

文献类型

馆藏范围

日期分布

学科分类号

主题

机构

作者

语言

请选择保存的检索档案： 新增检索档案 确定 取消

请选择收藏分类： 新增自定义分类 确定 取消

通借通还

建议与咨询留下您的常用邮箱和电话号码，以便我们向您反馈解决方案和替代方法

请选择保存的检索档案：

请选择收藏分类：