#### Filter Results:

- Full text PDF available (10)

#### Publication Year

1968

2016

- This year (0)
- Last 5 years (1)
- Last 10 years (4)

#### Publication Type

#### Co-author

#### Journals and Conferences

#### Key Phrases

Learn More

- Ivo Nowak, Hernán Alperin, Stefan Vigerske
- COCOS
- 2002

The paper describes a software package called LaGO for solving nonconvex mixed integer nonlinear programs (MINLPs). The main component of LaGO is a convex relaxation which is used for generating solution candidates and computing lower bounds of the optimal value. The relaxation is generated by reformulating the given MINLP as a block-separable problem, and… (More)

- Ivo Nowak
- J. Global Optimization
- 1999

- Ivo Nowak
- J. Global Optimization
- 2000

- Ivo Nowak, Stefan Vigerske
- CEJOR
- 2008

We present a Branch and Cut algorithm of the software package LaGO to solve nonconvex mixed-integer nonlinear programs (MINLPs). A linear outer approximation is constructed from a convex relaxation of the problem. Since we do not require an algebraic representation of the problem, reformulation techniques for the construction of the convex relaxation cannot… (More)

- Ivo Nowak
- Math. Program.
- 2005

e-mail: ivo@mathematik.hu-berlin.de Abstract. The purpose of this paper is threefold. First we propose splitting schemes for reformulating non-separable problems as block-separable problems. Second we show that the Lagrangian dual of a block-separable mixed-integer all-quadratic program (MIQQP) can be formulated as an eigenvalue optimization problem keeping… (More)

- Hernán Alperin, Ivo Nowak
- J. Heuristics
- 2005

This paper presents a smoothing heuristic for an NP-hard combinatorial problem. Starting with a convex Lagrangian relaxation, a pathfollowing method is applied to obtain good solutions while gradually transforming the relaxed problem into the original problem formulated with an exact penalty function. Starting points are drawn using different sampling… (More)

- Turang Ahadi-Oskui, Stefan Vigerske, Ivo Nowak, George Tsatsaronis
- Computers & Chemical Engineering
- 2010

The paper examines the applicability of mathematical programming methods to the simultaneous optimization of the structure and the operational parameters of a combined-cycle-based cogeneration plant. The optimization problem is formulated as a non-convex mixed-integer nonlinear problem (MINLP) and solved by the MINLP solver LaGO. The algorithm generates a… (More)

- Stefan Vigerske, Ivo Nowak
- Math. Meth. of OR
- 2007

min x FI(x,ξ) := ∑ i∈I pi f (xi,ξi) s.t. gt(n)(x 1, . . . ,xn,ζn) ≤ 0, xn ∈ Xt(n), n ∈ N(I) f (x,ξ), gt(x,ξ) convex in x, Xt convex, t = 1, . . . ,T Notation ξi i ∈ I scenarios of stoch. process ξ ξn := ξi,t(n) ζn := (ξ1, . . . ,ξn) xi i ∈ I decision vector for scenario i xn := xi,t(n) pi i ∈ I scenario probabilities N(I) nodes of scenario tree defined by… (More)

- Ivo Nowak
- 1998

In this paper we propose a global optimality criterion for globally minimizing a quadratic form over the standard simplex which in addition provides a sharp lower bound for the optimal value The approach is based on the solution of a semide nite program SDP and a convex quadratic program QP Since there exist fast polynomial time algorithms for solving SDP s… (More)

- Ivo Nowak
- 1998

In this paper we compare two methods for estimating a global minimizer of an inde nite quadratic form over a simplex The rst method is based on the enumeration of local minimizers of a so called control polytope The second method is based on an approximation of the convex envelope using semide nite programming In order to test the algorithms a method for… (More)