Name
Abstract | ||
|---|---|---|
In this paper, we present a novel global optimisation approach for the general solution of multi-parametric mixed integer linear programs (mp-MILPs). We describe an optimisation procedure which iterates between a (master) mixed integer nonlinear program and a (slave) multi-parametric program. Moreover, we explain how to overcome the presence of bilinearities, responsible for the non-convexity of the multi-parametric program, in two classes of mp-MILPs, with (i) varying parameters in the objective function and (ii) simultaneous presence of varying parameters in the objective function and the right-hand side of the constraints. Examples are provided to illustrate the solution steps. |
Year | DOI | Venue |
|---|---|---|
2009 | 10.1007/s10898-008-9398-3 | J. Global Optimization |
Keywords | Field | DocType |
Multi-parametric mixed-integer linear programming,Global optimization | Integer,Linear-fractional programming,Cutting-plane method,Mathematical optimization,Global optimization,Branch and price,Parametric statistics,Integer programming,Iterated function,Mathematics | Journal |
Volume | Issue | ISSN |
45 | 1 | 0925-5001 |
Citations | PageRank | References |
8 | 0.58 | 24 |
Authors | ||
4 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| N. P. FaíSca | 1 | 35 | 2.21 |
| V. D. Kosmidis | 2 | 8 | 0.58 |
| B. Rustem | 3 | 27 | 5.64 |
| Efstratios N. Pistikopoulos | 4 | 1203 | 153.85 |