Optimization under Composite Monotonic Constraints and Constrained Optimization over the Efficient Set | p. 3 |
Introduction | p. 3 |
Some basic concepts and results of monotonic optimization | p. 5 |
Problems with composite monotonic constraints | p. 7 |
Constrained optimization over the efficient set | p. 11 |
Solution method for problem (Q) | p. 15 |
Improvements for problems (OWE) and (OE) | p. 19 |
Problems with a composite monotonic objective function | p. 25 |
Illustrative examples and computational results | p. 26 |
References | p. 29 |
On a Local Search for Reverse Convex Problems | p. 33 |
Introduction | p. 33 |
Some features of RCP | p. 34 |
Local search methods | p. 36 |
Computational testing | p. 40 |
Conclusion | p. 42 |
References | p. 42 |
Some Transformation Techniques in Global Optimization | p. 45 |
Introduction | p. 45 |
The MINLP Problem | p. 46 |
The transformation approach | p. 47 |
Examples of transformations | p. 52 |
The GGPECP algorithm | p. 55 |
Convergence to the globally optimal solution | p. 57 |
A numerical example | p. 59 |
Some aspects on the numerical solution approach | p. 64 |
Conclusions | p. 70 |
References | p. 71 |
Solving Nonlinear Mixed Integer Stochastic Problems: a Global Perspective | p. 75 |
Introduction | p. 76 |
Motivations | p. 76 |
SMINLP: state of the art | p. 77 |
Problem formulation | p. 84 |
The two-phase solution approach | p. 86 |
Illustrative application: the Stochastic Trim Loss Problem | p. 98 |
Concluding Remarks | p. 104 |
References | p. 106 |
Application of Quasi Monte Carlo Methods in Global Optimization | p. 111 |
Introduction | p. 111 |
Analysis of Quasirandom Search methods | p. 114 |
Single linkage and multilevel single linkage methods | p. 117 |
Computational experiments | p. 120 |
Conclusion | p. 131 |
References | p. 131 |
GLOB - A new VNS-based Software for Global Optimization | p. 135 |
Introduction | p. 135 |
VNS methodology | p. 136 |
Software package GLOB | p. 137 |
Numerical experiments | p. 141 |
Conclusion | p. 147 |
References | p. 148 |
Disciplined Convex Programming | p. 155 |
Introduction | p. 155 |
Motivation | p. 156 |
Convex programming | p. 162 |
Modeling frameworks | p. 169 |
Disciplined convex programming | p. 171 |
The convexity ruleset | p. 172 |
The atom library | p. 183 |
Verification | p. 188 |
Creating disciplined convex programs | p. 191 |
Implementing atoms | p. 193 |
Conclusion | p. 199 |
References | p. 200 |
Writing Global Optimization Software | p. 211 |
Introduction | p. 211 |
Global Optimization algorithms | p. 214 |
Global Optimization software | p. 223 |
Optimization software framework design | p. 232 |
Symbolic manipulation of mathematical expressions | p. 240 |
Local solvers | p. 247 |
Global solvers | p. 248 |
Conclusion | p. 257 |
References | p. 258 |
MathOptimizer Professional: Key Features and Illustrative Applications | p. 263 |
Introduction | p. 263 |
Global Optimization | p. 266 |
LGO Solver Suite | p. 267 |
MathOptimizer Professional | p. 268 |
Illustrative applications: solving sphere packing models | p. 271 |
Conclusions | p. 276 |
References | p. 277 |
Variable Neighborhood Search for Extremal Graphs 14: The AutoGraphiX 2 System | p. 281 |
Introduction | p. 281 |
AGX 2 Interactive functions | p. 283 |
Algebraic syntax used in AutoGraphiX | p. 291 |
Optimization using Variable Neighborhood Search | p. 294 |
AutoGraphiX Tasks | p. 299 |
Automated proofs | p. 301 |
Some examples | p. 305 |
Conclusion | p. 308 |
References | p. 308 |
From Theory to Implementation: Applying Metaheuristics | p. 311 |
Introduction | p. 311 |
Class hierarchy | p. 316 |
Implementation: The p-Median Problem | p. 333 |
Conclusions | p. 338 |
References | p. 339 |
ooMILP - AC++ Callable Object-oriented Library and the Implementation of its Parallel Version using CORBA | p. 353 |
Introduction | p. 353 |
ooMILP Overview | p. 356 |
C++ objects and pre-CORBA serial implementation | p. 357 |
Initial CORBA Version | p. 361 |
Partially decomposable MILPs | p. 366 |
Parallel solution software architecture | p. 368 |
Conclusions | p. 375 |
References | p. 375 |
Global Order-Value Optimization by means of a Multistart Harmonic Oscillator Tunneling Strategy | p. 379 |
Introduction | p. 379 |
Local algorithm | p. 381 |
Lissajous motions | p. 382 |
Global algorithm | p. 384 |
Hidden patterns | p. 387 |
Numerical experiments | p. 388 |
Conclusions | p. 394 |
References | p. 397 |
On generating Instances for the Molecular Distance Geometry Problem | p. 405 |
Introduction | p. 405 |
Moré-Wu instances | p. 406 |
New instances | p. 407 |
Conclusion | p. 413 |
References | p. 414 |
Index | p. 415 |
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