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...
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
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...
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...
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...