摘要:

An approach to the solution of large-scale nonlinear programming problems with initeger restrictions on some of the variables is described. The method is based on the MINOS large-scale optimization algorithm and involves adjustment of the superbasic variables in integer steps. The directhsearch procedure commences from a continuous (relaxed) optimal solution and seeks the nearest integer-feasible solution in terms of objective function value. Computational experience on a wide variety of nonlinear problems is reported.

ISSN:1055-6788    

DOI:10.1080/10556789408805586

出版商:Gordon and Breach Science Publishers    

年代:1994

数据来源: Taylor

摘要:

Minimum cost network flow problems with a piecewise linear convex cost function are used to model various optimization problems. They are also used extensively to approximate nonlinear cost functions which may otherwise be difficult to handle. Solving the piecewise linear problems using a reformulation approach is possible but may be inefficient. In thispaper we discuss a specializeddirectapproach and its implementation for solving such problems. Thedirectapproach handles the piecewise linear structure of the cost function by allowing each arc to have varying costs on different segments. Computational results havel been reported, from which we conclude that using such an approach has adistinct advantage over using a reformulation approach.

ISSN:1055-6788    

DOI:10.1080/10556789408805587

出版商:Gordon and Breach Science Publishers    

年代:1994

数据来源: Taylor

摘要:

A modified auction algorithm for solving the shortest path problem is presented and convergence is established. The proposed method differs from the standard auction algorithm in the way dual variables are updated. By relaxing the dual feasibility requirement we were able to reduce the total number of iterations required by the auction algorithm to compute the shortest path. Computational results show the advantage of this new approach, especially when the number of intermediate nodes in the shortest path from the origin to the destination is large.

ISSN:1055-6788    

DOI:10.1080/10556789408805588

出版商:Gordon and Breach Science Publishers    

年代:1994

数据来源: Taylor

摘要:

A method for improving the productivity of users for solving optimal control problems is proposed. This method basically consists of two elements of which one is an automatic differentiation algorithm and the other is a dedicated compiler for providing more problem transparency.

ISSN:1055-6788    

DOI:10.1080/10556789408805589

出版商:Gordon and Breach Science Publishers    

年代:1994

数据来源: Taylor

ISSN:1055-6788    

DOI:10.1080/10556789408805585

出版商:Gordon and Breach Science Publishers    

年代:1994

数据来源: Taylor