One of the most complicated decision making problems for managers is the evaluation of bank performance, which involves various criteria. There are many studies about bank efficiency evaluation by network DEA in the literature review. These studies do not focus on multi-level network. Wu (Eur J Oper Res 207:856–864, 2010) proposed a bi-level structure for cost efficiency at the first time. In t...

Many optimization problems involve integer and continuous variables that can be modeled as mixed integer nonlinear programming (MINLP) problems. This has led to a wide range of applications, in particular in some engineering areas. Here, we provide a brief overview on MINLP, and present a simple idea for a future nonconvex MINLP solution technique.

Energy disaggregation, known in the literature as Non-Intrusive Load Monitoring (NILM), is task of inferring energy consumption each appliance given aggregate signal recorded by a single smart meter. In this paper, we propose novel two-stage optimization-based approach for disaggregation. first phase, small training set consisting disaggregated power profiles used to estimate parameters and sta...

Abstract Different versions of polyhedral outer approximation are used by many algorithms for mixed-integer nonlinear programming (MINLP). While it has been demonstrated that such methods work well convex MINLP, extending them to solve nonconvex problems traditionally challenging. The Supporting Hyperplane Optimization Toolkit (SHOT) is a solver based on approximations the feasible set MINLP pr...

Lifting is a procedure for deriving strong valid inequalities for a closed set from inequalities that are valid for its lower dimensional restrictions. It is arguably one of the most effective ways of strengthening linear programming relaxations of 0–1 programming problems. Wolsey (1977) and Gu et al. (2000) show that superadditive lifting functions lead to sequence independent lifting of valid...