EURO-Online login
- New to EURO? Create an account
- I forgot my username and/or my password.
- Help with cookies
(important for IE8 users)
1489. Global optimization in operations research problems
Invited abstract in session MC-41: Stochastic and Deterministic Global Optimization, stream Stochastic and Deterministic Global Optimization.
Monday, 12:30-14:00Room: 97 (building: 306)
Authors (first author is the speaker)
| 1. | Anatolii Kosolap
|
| computer system, University of Chemical Engineering |
Abstract
Most optimization models of operations research problems are multimodal. Such problems are NP-hard. They include the optimization problems with continuous and Boolean variables. Existing methods and solvers do not allow us to effectively find optimal solutions to such problems. We propose to use the original method of exact quadratic regularization to solve such problems. Quadratic regularization allows us to transform the multimodal problems into the problem of the maximum of the norm of a vector on a convex set. For solving the transformed problem, it is enough to have a local solver. We solved many multimodal problems using this method. In particular, linear and quadratic knapsack problems, packing problems, scheduling problems, reliability of systems, and many others. We have performed significant comparative computational experiments. Our method allowed us to obtain significantly better solutions for various operations research problems.
Keywords
- Global Optimization
- Continuous Optimization
- Combinatorial Optimization
Status: accepted
Back to the list of papers