scientific article; zbMATH DE number 2068063

MaRDI QIDQ4464670zbMATH OpenFDO

Authors Josef Kallrath

Publication date 27 May 2004

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Portfolio theory (91G10)

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Cited in

(9)

• Indicator of power convex and exponential transformations for solving nonlinear problems containing posynomial terms
• QPLIB: a library of quadratic programming instances
• Improved logarithmic linearizing method for optimization problems with free-sign pure discrete signomial terms
• Global solution approach for a nonconvex MINLP problem in product portfolio optimization
• Global optimization advances in mixed-integer nonlinear programming, MINLP, and constrained derivative-free optimization, CDFO
• Efficient Convexification Strategy for Generalized Geometric Programming Problems
• On a local-search heuristic for a class of tracking error minimization problems in portfolio management
• Solving planning and design problems in the process industry using mixed integer and global optimization
• A review of recent advances in global optimization

Describes a project that uses

Uses Software

• BARON
• GAMS
• SBB
• XPRESS

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