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GECCO
2007
Springer
300views Optimization» more  GECCO 2007»
13 years 11 months ago
A NSGA-II, web-enabled, parallel optimization framework for NLP and MINLP
Engineering design increasingly uses computer simulation models coupled with optimization algorithms to find the best design that meets the customer constraints within a time con...
David J. Powell, Joel K. Hollingsworth
GECCO
2006
Springer
143views Optimization» more  GECCO 2006»
13 years 9 months ago
Hybrid search for cardinality constrained portfolio optimization
In this paper, we describe how a genetic algorithm approach added to a simulated annealing (SA) process offers a better alternative to find the mean variance frontier in the portf...
Miguel A. Gomez, Carmen X. Flores, Maria A. Osorio
WEA
2010
Springer
243views Algorithms» more  WEA 2010»
13 years 11 months ago
Experiments with a Feasibility Pump Approach for Nonconvex MINLPs
We present a new Feasibility Pump algorithm tailored for nonconvex Mixed Integer Nonlinear Programming problems. Differences with the previously proposed Feasibility Pump algorith...
Claudia D'Ambrosio, Antonio Frangioni, Leo Liberti...
CORR
2006
Springer
127views Education» more  CORR 2006»
13 years 5 months ago
A Semidefinite Relaxation for Air Traffic Flow Scheduling
We first formulate the problem of optimally scheduling air traffic low with sector capacity constraints as a mixed integer linear program. We then use semidefinite relaxation tech...
Alexandre d'Aspremont, Laurent El Ghaoui
MP
2006
119views more  MP 2006»
13 years 5 months ago
Approximate extended formulations
Mixed integer programming (MIP) formulations are typically tightened through the use of a separation algorithm and the addition of violated cuts. Using extended formulations involv...
Mathieu Van Vyve, Laurence A. Wolsey