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MP
2002
95views more  MP 2002»
13 years 4 months ago
The mathematics of playing golf, or: a new class of difficult non-linear mixed integer programs
We consider a class of non-linear mixed integer programs with n integer variables and k continuous variables. Solving instances from this class to optimality is an NP-hard problem....
Giovanni Rinaldi, Ulrich Voigt, Gerhard J. Woeging...
WSC
2008
13 years 7 months ago
The mathematics of continuous-variable simulation optimization
Continuous-variable simulation optimization problems are those optimization problems where the objective function is computed through stochastic simulation and the decision variab...
Sujin Kim, Shane G. Henderson
ATAL
2005
Springer
13 years 10 months ago
A decentralized bargaining protocol on dependent continuous multi-issue for approximate pareto optimal outcomes
Negotiation techniques have been demonstrated to be effective in solving complex multi-objective problems. When the optimization process operates on continuous variables, it can b...
Nicola Gatti, Francesco Amigoni
WSC
2004
13 years 6 months ago
Solving Stochastic Mathematical Programs with Complementarity Constraints Using Simulation
Recently, simulation-based methods have been successfully used for solving challenging stochastic optimization problems and equilibrium models. Here we report some of the recent p...
S. Ilker Birbil, Gül Gürkan, Ovidiu List...