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Mixed-Integer Optimization II, Section 3.1 (Models in portfolio optimization)

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Autor

Oliver Stein

Beteiligtes Institut

Institut für Operations Research (IOR)

Genre

Vorlesung

Beschreibung

Lectures on nonlinear mixed-integer optimization at Karlsruhe Institute of Technology

Laufzeit (hh:mm:ss)

00:38:25

Serie

Mixed-Integer Optimization II

Publiziert am

19.09.2022

Fachgebiet

Wirtschaftswissenschaften

Lizenz

KITopen-Lizenz

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Embed-Code

Mixed-Integer Optimization II Folgen 1-31 von 31
Mixed-Integer Optimization II, Section 3.8.3 (Feasibility pump), Section 3.8.4 (Metaheuristics)
Mixed-Integer Optimization II, Section 3.8.3 (Feasibility pump), Section 3.8.4 (Metaheuristics)
Mixed-Integer Optimization II, Section 3.8.1 (Diving heuristics), Section 3.8.2 (Local branching)
Mixed-Integer Optimization II, Section 3.8.1 (Diving heuristics), Section 3.8.2 (Local branching)
Mixed-Integer Optimization II, Section 3.7.4 (Initialization)
Mixed-Integer Optimization II, Section 3.7.4 (Initialization)
Mixed-Integer Optimization II, Section 3.7.3 (Pricing)
Mixed-Integer Optimization II, Section 3.7.3 (Pricing)
Mixed-Integer Optimization II, Section 3.7.2 (Column generation)
Mixed-Integer Optimization II, Section 3.7.2 (Column generation)
Mixed-Integer Optimization II, Section 3.7.1 (Dantzig-Wolfe decomposition, motivation and construction)
Mixed-Integer Optimization II, Section 3.7.1 (Dantzig-Wolfe decomposition, motivation and construction)
Mixed-Integer Optimization II, Section 3.6.4 (A subgradient method)
Mixed-Integer Optimization II, Section 3.6.4 (A subgradient method)
Mixed-Integer Optimization II, Section 3.6.3 (Comparison to continuous relaxation)
Mixed-Integer Optimization II, Section 3.6.3 (Comparison to continuous relaxation)
Mixed-Integer Optimization II, Section 3.6.2 (Decomposition by Lagrange relaxation)
Mixed-Integer Optimization II, Section 3.6.2 (Decomposition by Lagrange relaxation)
Mixed-Integer Optimization II, Section 3.6.1 (Lagrange relaxation, construction and relaxation property)
Mixed-Integer Optimization II, Section 3.6.1 (Lagrange relaxation, construction and relaxation property)
Mixed-Integer Optimization II, Section 3.5.4 (Cutting plane method for MICP), part 2
Mixed-Integer Optimization II, Section 3.5.4 (Cutting plane method for MICP), part 2
Mixed-Integer Optimization II, Section 3.5.4 (Cutting plane method for MICP), part 1
Mixed-Integer Optimization II, Section 3.5.4 (Cutting plane method for MICP), part 1
Mixed-Integer Optimization II, Section 3.5.3 (Optimality cuts)
Mixed-Integer Optimization II, Section 3.5.3 (Optimality cuts)
Mixed-Integer Optimization II, Section 3.5.2 (Feasibility cuts)
Mixed-Integer Optimization II, Section 3.5.2 (Feasibility cuts)
Mixed-Integer Optimization II, Section 3.5.1 (Motivation of the Outer Approximation method)
Mixed-Integer Optimization II, Section 3.5.1 (Motivation of the Outer Approximation method)
Mixed-Integer Optimization II, Section 3.4.7 (Cutting plane method for MICP), part 2
Mixed-Integer Optimization II, Section 3.4.7 (Cutting plane method for MICP), part 2
Mixed-Integer Optimization II, Section 3.4.7 (Cutting plane method for MICP), part 1
Mixed-Integer Optimization II, Section 3.4.7 (Cutting plane method for MICP), part 1
Mixed-Integer Optimization II, Section 3.4.6 (Feasibility cuts)
Mixed-Integer Optimization II, Section 3.4.6 (Feasibility cuts)
Mixed-Integer Optimization II, Section 3.4.5 (Optimality cuts), part 3
Mixed-Integer Optimization II, Section 3.4.5 (Optimality cuts), part 3
Mixed-Integer Optimization II, Section 3.4.5 (Optimality cuts), part 2
Mixed-Integer Optimization II, Section 3.4.5 (Optimality cuts), part 2
Mixed-Integer Optimization II, Section 3.4.5 (Optimality cuts), part 1
Mixed-Integer Optimization II, Section 3.4.5 (Optimality cuts), part 1
Mixed-Integer Optimization II, Section 3.4.4 (A purely discrete problem equivalent to MICP)
Mixed-Integer Optimization II, Section 3.4.4 (A purely discrete problem equivalent to MICP)
Mixed-Integer Optimization II, Section 3.4.3 (A functional description of the reduced feasible set)
Mixed-Integer Optimization II, Section 3.4.3 (A functional description of the reduced feasible set)
Mixed-Integer Optimization II, Section 3.4.2 (Convexity of the reduced feasible set and of the reduced objective function)
Mixed-Integer Optimization II, Section 3.4.2 (Convexity of the reduced feasible set and of the reduced objective function)
Mixed-Integer Optimization II, Section 3.4.1 (Reduced feasible set and reduced objective function)
Mixed-Integer Optimization II, Section 3.4.1 (Reduced feasible set and reduced objective function)
Mixed-Integer Optimization II, Section 3.4 (Generalized Benders decomposition, Introduction)
Mixed-Integer Optimization II, Section 3.4 (Generalized Benders decomposition, Introduction)
Mixed-Integer Optimization II, Section 3.3.3 (The nonconvex case)
Mixed-Integer Optimization II, Section 3.3.3 (The nonconvex case)
Mixed-Integer Optimization II, Section 3.3.1 (B&B für MINLP - A conceptual algorithm), Section 3.3.2 (The convex case)
Mixed-Integer Optimization II, Section 3.3.1 (B&B für MINLP - A conceptual algorithm), Section 3.3.2 (The convex case)
Mixed-Integer Optimization II, Section 3.2 (Continuous relaxation and rounding)
Mixed-Integer Optimization II, Section 3.2 (Continuous relaxation and rounding)
Mixed-Integer Optimization II, Section 3.1 (Models in portfolio optimization)
Mixed-Integer Optimization II, Section 3.1 (Models in portfolio optimization)
Mixed-Integer Optimization II, Section 3 (Mixed-integer nonlinear optimization), Introduction
Mixed-Integer Optimization II, Section 3 (Mixed-integer nonlinear optimization), Introduction