Journal:Informatica
Volume 20, Issue 2 (2009), pp. 203–216
Abstract
One of the most known applications of Discrete Optimization is on scheduling. In contrast, one of the most known applications of Continuous Nonlinear Optimization is on the control of dynamic systems. In this paper, we combine both views, solving scheduling problems as dynamic systems, modeled as discrete-time nonlinear optimal control problems with state and control continuous variables subjected to upper and lower bounds. Complementarity constraints are used to represent scheduling decisions. One example we discuss in detail is the crude oil scheduling in ports, with numerical results presented.
Journal:Informatica
Volume 2, Issue 3 (1991), pp. 352–366
Abstract
Error bounds are developed for a class of quadratic programming problems. The absolute error between an approximate feasible solution, generated via a dual formulation, and the true optimal solution is measured. Furthermore, these error bounds involve considerably less work computationally than existing estimates.
Journal:Informatica
Volume 1, Issue 1 (1990), pp. 40–58
Abstract
A new concept of an exact auxiliary function (EAF) is introduced. A function is said to be EAF, if the set of global minimizers of this function coincides with the global solution set of the initial optimization problem. Sufficient conditions for exact equivalence of the constrained minimization problem and minimization of EAF are provided. The paper presents various classes of EAF for a non linear programming problem, which has a saddle point of Lagra ge function.