Models, applications and linear programming relaxation

Article Abstract:

A new, more general method is introduced in a review of the bilinear programming problem. Two decision vectors form the basis of this model, which is reduced to a linear program when one of these decision programs is constant. A linear programming relaxation technique that can be used as a subproblem in algorithmic solution plans is also presented, based on outer approximation and branch and bound.

Models, Linear programming, Quadratic programming

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Difference of convex solution of quadratically constrained optimization problems

Article Abstract:

Formulation of convex programs to solve quadratically constrained problems pertaining to global optimization is described. Empirical analysis of computational performance of algorithms under different conditions is presented.

Algorithms, Algorithm, Mathematical optimization, Optimization theory

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Beam search heuristic to solve stochastic integer problems under probabilistic constraints

Article Abstract:

A beam search heuristic method for resolving stochastic integer problems under probabilistic drawback is presented. The proposed algorithm provides an optimal solution for combinatorial problems.

Italy, Methods, Stochastic processes, Heuristic, Combinatorial optimization, Heuristics (Psychology)

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