D*******a
发帖数: 3688 | 1 【 以下文字转载自 EE 讨论区 】
发信人: DrumMania (嫑跑，兲), 信区: EE
标 题: MINLP里面如何证明local optimality
发信站: BBS 未名空间站 (Tue Mar 27 14:28:11 2007), 站内
发信人: DrumMania (嫑跑，兲), 信区: Mathematics
标 题: MINLP里面如何证明local optimality
发信站: BBS 未名空间站 (Tue Mar 27 14:28:06 2007), 转信
有这么一个MINLP问题：
min f(x,y)
Ax<=b
x ~ {0,1}
y ~ unconstrained real number
现在找到了一个解(x*,y*)，其中f'_y(x*,y*)=0，如果需要证明(x*,y*)是local
minimum，
还需要什么条件？
因为有整数，KKT定理没法apply，请问应该引用什么定理？
thanks a lot！ |
|
l*****i
发帖数: 3929 | 2 there is a solver called minlp |
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D*******a
发帖数: 3688 | 3 有这么一个MINLP问题：
min f(x,y)
Ax<=b
x ~ {0,1}
y ~ unconstrained real number
现在找到了一个解(x*,y*)，其中f'_y(x*,y*)=0，如果需要证明(x*,y*)是local
minimum，
还需要什么条件？
因为有整数，KKT定理没法apply，请问应该引用什么定理？
thanks a lot！ |
|
N******e
发帖数: 58 | 4 Computational optimization techniques applied to microgrids planning: A
review
A MINLP technique for optimal placement of multiple DG units in distribution
systems
Optimized generation capacity expansion using a further improved screening
curve method
Allocation and sizing of distribution transformers and feeders for optimal
planning of MV/LV distribution networks using optimal integrated
biogeography based optimization method
多谢 麻烦了！ |
|
N******e
发帖数: 58 | 5 Computational optimization techniques applied to microgrids planning: A
review
A MINLP technique for optimal placement of multiple DG units in distribution
systems
Optimized generation capacity expansion using a further improved screening
curve method
Allocation and sizing of distribution transformers and feeders for optimal
planning of MV/LV distribution networks using optimal integrated
biogeography based optimization method
多谢 麻烦了！ |
|
|
i********c
发帖数: 54 | 7 Thanks Xentar for comments.
The original problem is simplified to some extent. In general, it might not be
quadratic objective function. It is the reason that I want to use GAMS, which
is supposed to be powerful for NLP, MINLP, etc.
However, it seems GAMS is quite limited on this type of problem ...
optimization
30,
bag
B, |
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l*****i
发帖数: 3929 | 8 Google "MINLP", written by Fletcher and Leyffer. Maybe your problem is just
a piece of cake for it. There is a link for it with AMPL input. Or you can c
ontact Sven Leyffer (he is a nice guy) for help.
know |
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D*******a
发帖数: 3688 | 9 请问有没有什么solver可以解这种优化问题：
min \sum_i x_i f(y_i)
s.t. AX<=b
x_i \in {0,1}
y_i unconstrained real
where f(y_i) is convex in y_i |
|
|
S*M
发帖数: 536 | 11 if you use GAMS, solvers such as DICOPT, SBB, BARON can handle it
if use AMPL, -- BARON
AIMMS -- AOA, BARON
if C++, then try COIN-OR solver BONMIN |
|
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mw
发帖数: 525 | 13 我手里有个小项目，您要是有兴趣请微信我。
多谢了！ |
|
mw
发帖数: 525 | 14 我手里有个小项目，您要是有兴趣请微信我。
多谢了！ |
|
D*******a
发帖数: 3688 | 15 i think you can serialize the variables and make it an MINLP
then there are some solvers available, e. g. MINLPBB, BARON...
conve
metho |
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m*****n
发帖数: 93 | 16 各位版上大神，
弱弱求助关于optimization和OR的比较好的教材 文献review。我感觉在混合整数非线
性优化（MINLP）的各种解法，非凸集逼近等算法，总是看不懂啊。
~~~ |
|
m*****n
发帖数: 93 | 17 各位版上大神，
弱弱求助关于optimization和OR的比较好的教材 文献review。我感觉在混合整数非线
性优化（MINLP）的各种解法，非凸集逼近等算法，总是看不懂啊。
~~~ |
|
mw
发帖数: 525 | 18 我手里有个小项目，您要是有兴趣请微信我。
多谢了！ |
|
|
