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Refining the partition for multifold conic optimization problems
(Taylor and Francis, 2020)
In this paper, we give a unified treatment of two different definitions of complementarity partition of multifold conic programs introduced independently in Bonnans and Ramirez [Perturbation analysis of second-order cone ...
On the complexity of computing estimates of condition measures of a conic linear system
(INST OPERATIONS RESEARCH MANAGEMENT SCIENCES, 2003)
Condition numbers based on the "distance to ill-posedness" rho(d) have been shown to play a crucial role in the theoretical complexity of solving convex optimization models. In this paper, we present two algorithms and ...
Incorporating condition measures in the context of combinatorial optimization
(SIAM PUBLICATIONS, 2006)
Integer programming algorithms have some kind of exponential complexity in the worst case. However, it is also observed that data instances of similar sizes might have very different practical complexity when solved by ...
Risk-averse feasible policies for large-scale multistage stochastic linear programs
(Springer Heidelberg, 2013-04)
We consider risk-averse formulations of stochastic linear programs having a structure that is common in real-life applications. Specifically, the optimization problem corresponds to controlling over a certain horizon a ...
Modelos de programação inteira mista para a alocação ótima de bancos de capacitores em sistemas de distribuição de energia elétrica radias
(Universidade Estadual Paulista (Unesp), 2013-04-26)
This work shows the development of a mixed integer linear programming model and a mixed integer second-order conic programming model to solve the allocation problem of fixed or switched capacitors banks in radial electrical ...
Robust production management
(2016)
The problem of production management can often be cast in the form of a linear program with uncertain parameters and risk constraints. Typically, such problems are treated in the framework of multi-stage Stochastic ...
Uso de programacion lineal para conocer los parametros geometrícos de superficies cónicas convexas
(Revista Mexicana de Física, 2009)
Modelos de programação inteira mista para a alocação ótima de bancos de capacitores em sistemas de distribuição de energia elétrica radias
(Universidade Estadual Paulista (UNESP), 2014)
Modelos de programação inteira mista para a alocação ótima de bancos de capacitores em sistemas de distribuição de energia elétrica radias
(Universidade Estadual Paulista (Unesp), 2014)