A multiplicative weights update algorithm for MINLP

We discuss an application of the well-known multiplicative weights update (MWU) algorithm to non-convex and mixed-integer non-linear programming. We present applications to: (a) the distance geometry problem, which arises in the positioning of mobile sensors and in protein conformation; (b) a hydro...

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Autores principales:	Luca Mencarelli, Youcef Sahraoui, Leo Liberti
Formato:	article
Lenguaje:	EN
Publicado:	Elsevier 2017
Materias:	Mixed Integer Nonlinear Programming (MINLP) Multiplicative Weights Update (MWU) MWU Algorithm Distance Geometry Problem (DGP) Unit Commitment Problem Applied mathematics. Quantitative methods T57-57.97 Electronic computers. Computer science QA75.5-76.95
Acceso en línea:	https://doaj.org/article/cbd2729d77d54386a6a492ebe46bc038
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id	oai:doaj.org-article:cbd2729d77d54386a6a492ebe46bc038
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spelling	oai:doaj.org-article:cbd2729d77d54386a6a492ebe46bc0382021-12-02T05:00:58ZA multiplicative weights update algorithm for MINLP2192-440610.1007/s13675-016-0069-8https://doaj.org/article/cbd2729d77d54386a6a492ebe46bc0382017-03-01T00:00:00Zhttp://www.sciencedirect.com/science/article/pii/S2192440621000745https://doaj.org/toc/2192-4406We discuss an application of the well-known multiplicative weights update (MWU) algorithm to non-convex and mixed-integer non-linear programming. We present applications to: (a) the distance geometry problem, which arises in the positioning of mobile sensors and in protein conformation; (b) a hydro unit commitment problem arising in the energy industry, and (c) a class of Markowitz’ portfolio selection problems. The interest of the MWU with respect to one of its closest competitors (classic multi-start) is that it provides a relative approximation guarantee on a certain quality measure of the solution.Luca MencarelliYoucef SahraouiLeo LibertiElsevierarticleMixed Integer Nonlinear Programming (MINLP)Multiplicative Weights Update (MWU)MWU AlgorithmDistance Geometry Problem (DGP)Unit Commitment ProblemApplied mathematics. Quantitative methodsT57-57.97Electronic computers. Computer scienceQA75.5-76.95ENEURO Journal on Computational Optimization, Vol 5, Iss 1, Pp 31-86 (2017)
institution	DOAJ
collection	DOAJ
language	EN
topic	Mixed Integer Nonlinear Programming (MINLP) Multiplicative Weights Update (MWU) MWU Algorithm Distance Geometry Problem (DGP) Unit Commitment Problem Applied mathematics. Quantitative methods T57-57.97 Electronic computers. Computer science QA75.5-76.95
spellingShingle	Mixed Integer Nonlinear Programming (MINLP) Multiplicative Weights Update (MWU) MWU Algorithm Distance Geometry Problem (DGP) Unit Commitment Problem Applied mathematics. Quantitative methods T57-57.97 Electronic computers. Computer science QA75.5-76.95 Luca Mencarelli Youcef Sahraoui Leo Liberti A multiplicative weights update algorithm for MINLP
description	We discuss an application of the well-known multiplicative weights update (MWU) algorithm to non-convex and mixed-integer non-linear programming. We present applications to: (a) the distance geometry problem, which arises in the positioning of mobile sensors and in protein conformation; (b) a hydro unit commitment problem arising in the energy industry, and (c) a class of Markowitz’ portfolio selection problems. The interest of the MWU with respect to one of its closest competitors (classic multi-start) is that it provides a relative approximation guarantee on a certain quality measure of the solution.
format	article
author	Luca Mencarelli Youcef Sahraoui Leo Liberti
author_facet	Luca Mencarelli Youcef Sahraoui Leo Liberti
author_sort	Luca Mencarelli
title	A multiplicative weights update algorithm for MINLP
title_short	A multiplicative weights update algorithm for MINLP
title_full	A multiplicative weights update algorithm for MINLP
title_fullStr	A multiplicative weights update algorithm for MINLP
title_full_unstemmed	A multiplicative weights update algorithm for MINLP
title_sort	multiplicative weights update algorithm for minlp
publisher	Elsevier
publishDate	2017
url	https://doaj.org/article/cbd2729d77d54386a6a492ebe46bc038
work_keys_str_mv	AT lucamencarelli amultiplicativeweightsupdatealgorithmforminlp AT youcefsahraoui amultiplicativeweightsupdatealgorithmforminlp AT leoliberti amultiplicativeweightsupdatealgorithmforminlp AT lucamencarelli multiplicativeweightsupdatealgorithmforminlp AT youcefsahraoui multiplicativeweightsupdatealgorithmforminlp AT leoliberti multiplicativeweightsupdatealgorithmforminlp
_version_	1718400853896855552

A multiplicative weights update algorithm for MINLP

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