Inverse optimization is the problem of determining values missing input parameters for an associated forward that are closest to given estimates and will make a target vec...

In general-purpose microprocessors, recent trends have pushed towards 64-bit word widths, primarily to accommodate the large addressing needs of some programs. Many integer problems, however, rarely need the full 64-bit dynamic range these CPUs provide. In fact, another recent instruction set trend has been increased support for sub-word operations (that is, manipulating data in quantities less...

Using concepts from computer science and mathematics I develop three algorithms to find the minimum integer weights for voting games. Games with up to at least 17 players can be solved in a reasonable amount of time. First, coalitions are mapped to constraints, reducing the problem to constraint optimization. The optimization techniques used are Gomory's all-integer simplex algorithm and a vari...

pumps are among the early instruments invented by humans to be taken advantage of in the use of water utilities. design and operation problem of pumping stations is a type of mixed integer non linear programming, in which gradient based optimization methods are not efficient for solving complex problems of this type. in this regard, such evolutionary optimization algorithms as genetic algorithm...

We discuss two families of valid inequalities for linear mixed integer programming problems with cone constraints of arbitrary order, which arise in the context of stochastic optimization with downside risk measures. In particular, we extend the results of Atamtürk and Narayanan (Math. Program., 2010, 2011), who developed mixed integer rounding cuts and lifted cuts for mixed integer programming...

Given N real numbers whose sum is an integer, we study the problem of finding N integers which match these real numbers as closely as possible, in the sense of Lp norm, while preserving the sum. We describe the structure of solutions for this integer optimization problem and propose an algorithm with complexity O(N logN) for solving it. In contrast to fractional rounding and randomized rounding...

Using concepts from computer science and mathematics I develop three algorithms to find the minimum integer weights for voting games. Games with up to at least 17 players can be solved in a reasonable amount of time. First, coalitions are mapped to constraints, reducing the problem to constraint optimization. The optimization techniques used are Gomory’s all integer simplex algorithm and a vari...

Differential Evolution is a competive method for continuous number optimization problems. A novel Structure-Encoding Differential Evolution (SEDE) algorithm was proposed for optimization problems with integer-parameter representation. In the SEDE Algorithm, each decision variable of every individual consists of two domains. One domain is float-encoding which is confined in a narrow range [0, 1]...

This paper addresses the class of nonlinear mixed integer stochastic programming problems. In particular, we consider two-stage problems with nonlinearities both in the objective function and constraints, pure integer first stage and mixed integer second stage variables. We exploit the specific problem structure to develop a global optimization algorithm. The basic idea is to decompose the orig...

Biogeography-based optimization (BBO) is a relatively new bioinspired heuristic for global optimization based on the mathematical models of biogeography. By investigating the applicability and performance of BBO for integer programming, we find that the original BBO algorithm does not perform well on a set of benchmark integer programming problems. Thus we modify the mutation operator and/or th...