共查询到20条相似文献,搜索用时 9 毫秒
1.
Mathematical programming (MP) discriminant analysis models can be used to develop classification models for assigning observations of unknown class membership to one of a number of specified classes using values of a set of features associated with each observation. Since most MP discriminant analysis models generate linear discriminant functions, these MP models are generally used to develop linear classification models. Nonlinear classifiers may, however, have better classification performance than linear classifiers. In this paper, a mixed integer programming model is developed to generate nonlinear discriminant functions composed of monotone piecewise-linear marginal utility functions for each feature and the cut-off value for class membership. It is also shown that this model can be extended for feature selection. The performance of this new MP model for two-group discriminant analysis is compared with statistical discriminant analysis and other MP discriminant analysis models using a real problem and a number of simulated problem sets. 相似文献
2.
Nonlinear integer programming problems with bounded feasible sets are considered. It is shown how the number of constraints in such problems can be reduced with the aid of an exact penalty function approach. This approach can be used to construct an equivalent unconstrained problem, or a problem with a constraint set which makes it easier to solve. The application of this approach to various nonlinear integer programming problems is discussed. 相似文献
3.
非线性整数规划问题是一类复杂的优化问题,填充函数算法是求解整数规划问题的一类有效方法.构造一个新的单参数填充函数,分析并证明了其填充性质;然后,基于该填充函数并结合离散最速下降法提出了一种新的填充函数算法;最后,采用新算法对6个测试函数进行数值实验,结果表明该算法具有良好的计算效果,是有效可行的. 相似文献
4.
The multi-transshipment problem is NP-hard already for two commodities over bipartite networks. Nonetheless, using our recent
theory of n-fold integer programming and extensions developed herein, we are able to establish the polynomial time solvability of the
problem in two broad situations. First, for any fixed number of commodities and number of suppliers, we solve the problem
over bipartite networks with variable number of consumers in polynomial time. This is very natural in operations research
applications where few facilities serve many customers. Second, for every fixed network, we solve the problem with variable
number of commodities in polynomial time. 相似文献
5.
We consider maximin and minimax nonlinear mixed integer programming problems which are nonsymmetric in duality sense. Under weaker (pseudo-convex/pseudo-concave) assumptions, we show that the supremum infimum of the maximin problem is greater than or equal to the infimum supremum of the minimax problem. As a particular case, this result reduces to the weak duality theorem for minimax and symmetric dual nonlinear mixed integer programming problems. Further, this is used to generalize available results on minimax and symmetric duality in nonlinear mixed integer programming. 相似文献
6.
We present a review of available tools for solving mixed integer nonlinear programming problems. Our aim is to give the reader
a flavor of the difficulties one could face and to discuss the tools one could use to try to overcome such difficulties. 相似文献
7.
利用连续总体优化填充函数法的思想,本文设计了非线性整数规划的一个近似算法.首先,给出了非线性整数规划问题离散局部极小解的定义,设计了找离散局部极小解的局部搜索算法;其次,用所设计的局部搜索算法极小化填充函数来找比当前离散局部极小解好的解.本文的近似算法是直接法,且与连续总体优化的填充函数法相比,本文填充函数中的参数易于选取.数值试验表明,本文的近似算法是有效的. 相似文献
8.
Nonlinear Lagrangian theory offers a success guarantee for the dual search via construction of a nonlinear support of the perturbation function at the optimal point. In this paper, a new nonlinear dual formulation of an exponential form is proposed for bounded integer programming. This new formulation possesses an asymptotic strong duality property and guarantees a success in identifying a primal optimum solution. No actual dual search is needed in the solution process when the parameter of the nonlinear Lagrangian formulation is set to be large enough. 相似文献
10.
In this paper, we address the thesis defence scheduling problem, a critical academic scheduling management process, which has been overshadowed in the literature by its counterparts, course timetabling and exam scheduling. Specifically, we address the single defence assignment type of thesis defence scheduling problems, where each committee is assigned to a single defence, scheduled for a specific day, hour and room. We formulate a multi-objective mixed-integer linear programming model, which aims to be applicable to a broader set of cases than other single defence assignment models present in the literature, which have a focus on the characteristics of their universities. For such a purpose, we introduce a different decision variable, propose constraint formulations that are not regulation and policy specific, and cover and offer new takes on the more common objectives seen in the literature. We also include new objective functions based on our experience with the problem at our university and by applying knowledge from other academic scheduling problems. We also propose a two-stage solution approach. The first stage is employed to find the number of schedulable defences, enabling the optimisation of instances with unschedulable defences. The second stage is an implementation of the augmented -constraint method, which allows for the search of a set of different and non-dominated solutions while skipping redundant iterations. The methodology is tested for case-studies from our university, significantly outperforming the solutions found by human schedulers. A novel instance generator for thesis scheduling problems is presented. Its main benefit is the generation of the availability of committee members and rooms in availability and unavailability blocks, resembling their real-world counterparts. A set of 96 randomly generated instances of varying sizes is solved and analysed regarding their relative computational performance, the number of schedulable defences and the distribution of the considered types of iterations. The proposed method can find the optimal number of schedulable defences and present non-dominated solutions within the set time limits for every tested instance. 相似文献
11.
In a recent paper some duality results were proved for a pair of nonsymmetric and nonlinear mixed integer programming problems under pseudo-convexity/pseudo-concavity, separability and an additional feasibility assumption. In this note the same results have been obtained under strong pseudoconvexity/strong pseudo-concavity and separability assumptions only. 相似文献
12.
A local trajectory-based method for solving mixed integer nonlinear programming problems is proposed. The method is based on the trajectory-based method for continuous optimization problems. The method has three phases, each of which performs continuous minimizations via the solution of systems of differential equations. A number of novel contributions, such as an adaptive step size strategy for numerical integration and a strategy for updating the penalty parameter, are introduced. We have shown that the optimal value obtained by the proposed method is at least as good as the minimizer predicted by a recent definition of a mixed integer local minimizer. Computational results are presented, showing the effectiveness of the method. 相似文献
13.
In this paper, we consider the box constrained nonlinear integer programming problem. We present an auxiliary function, which has the same discrete global minimizers as the problem. The minimization of the function using a discrete local search method can escape successfully from previously converged discrete local minimizers by taking increasing values of a parameter. We propose an algorithm to find a global minimizer of the box constrained nonlinear integer programming problem. The algorithm minimizes the auxiliary function from random initial points. We prove that the algorithm can converge asymptotically with probability one. Numerical experiments on a set of test problems show that the algorithm is efficient and robust. 相似文献
14.
In this paper, a partial enumeration algorithm is developed for a class of pure IP problems. Then, a computational algorithm, named PE_SPEEDUP (partial enumeration speedup), has been developed to use whatever explicit linear constraints are present to speedup the search for a solution. The method is easy to understand and implement, yet very effective in dealing with many pure IP problems, including knapsack problems, reliability optimization, and spare allocation problems. The algorithm is based on monotonicity properties of the problem functions, and uses function values only; it does not require continuity or differentiability of the problem functions. This allows its use on problems whose functions cannot be expressed in closed algebraic form. The reliability and efficiency of the proposed algorithm and the PE_SPEEDUP algorithm has been demonstrated on some integer optimization problems taken from the literature. 相似文献
15.
We present a Lagrangean decomposition to study integer nonlinear programming problems. Solving the dual Lagrangean relaxation we have to obtain at each iteration the solution of a nonlinear programming with continuous variables and an integer linear programming. Decreasing iteratively the primal—dual gap we propose two algorithms to treat the integer nonlinear programming.This work was partially supported by CNPq and FINEP. 相似文献
16.
We present a review of available tools for solving mixed integer nonlinear programming problems. Our aim is to give the reader a flavor of the difficulties one could face and to discuss the tools one could use to try to overcome such difficulties. 相似文献
17.
We present two new algorithms for convex Mixed Integer Nonlinear Programming (MINLP), both based on the well known Extended Cutting Plane (ECP) algorithm proposed by Weterlund and Petersson. Our first algorithm, Refined Extended Cutting Plane (RECP), incorporates additional cuts to the MILP relaxation of the original problem, obtained by solving linear relaxations of NLP problems considered in the Outer Approximation algorithm. Our second algorithm, Linear Programming based Branch-and-Bound (LP-BB), applies the strategy of generating cuts that is used in RECP, to the linear approximation scheme used by the LP/NLP based Branch-and-Bound algorithm. Our computational results show that RECP and LP-BB are highly competitive with the most popular MINLP algorithms from the literature, while keeping the nice and desirable characteristic of ECP, of being a first-order method. 相似文献
18.
We formulate two pairs of second order symmetric duality for nonlinear multiobjective mixed integer programs for arbitrary cones. By using the concepts of efficiency and second order invexity, we establish weak, strong, converse and self-duality theorems for the dual models. Several known results are obtained as special cases. 相似文献
19.
The filled function method is an approach to find the global minimum of multidimensional functions. This paper proposes a new definition of the filled function for integer programming problem. A filled function which satisfies this definition is presented. Furthermore, we discuss the properties of the filled function and design a new filled function algorithm. Numerical experiments on several test problems with up to 50 integer variables have demonstrated the applicability and efficiency of the proposed method. 相似文献
20.
We formulate two pairs of symmetric duality for nonlinear multiobjective mixed integer programs for arbitrary cones. By using the concept of efficiency, we establish the weak, strong, converse and self-duality theorems for our symmetric models. Several known results are obtained as special cases. 相似文献
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