Zobrazeno 1 - 3
of 3
pro vyhledávání: '"Brais González-Rodríguez"'
Autor:
Bissan Ghaddar, Ignacio Gómez-Casares, Julio González-Díaz, Brais González-Rodríguez, Beatriz Pateiro-López, Sofía Rodríguez-Ballesteros
Publikováno v:
INFORMS Journal on Computing.
The use of machine learning techniques to improve the performance of branch-and-bound optimization algorithms is a very active area in the context of mixed integer linear problems, but little has been done for nonlinear optimization. To bridge this g
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::ba567b6193efdcb34f551fb35a306999
https://doi.org/10.1287/ijoc.2022.0090
https://doi.org/10.1287/ijoc.2022.0090
Autor:
Brais González-Rodríguez, Joaquín Ossorio-Castillo, Julio González-Díaz, Ángel M. González-Rueda, David R. Penas, Diego Rodríguez-Martínez
In this paper we introduce RAPOSa, a global optimization solver specifically designed for (continuous) polynomial programming problems with box-constrained variables. Written entirely in C++, RAPOSa is based on the Reformulation-Linearization (Sheral
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::f8eda14321643dae0953eae7bb210ccc
https://hdl.handle.net/10347/29971
https://hdl.handle.net/10347/29971
Publikováno v:
Omega. 102:102353
This paper deals with a portfolio selection problem with transaction costs and two levels of decision-making. It is assumed that the decision making structure is twofold: there is a broker-dealer that controls the fees to be charged on the different
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::de5c4e0376699325b56a26f79be78e47
https://doi.org/10.1016/j.omega.2020.102353
https://doi.org/10.1016/j.omega.2020.102353