Discrete Nonlinear Optimization by State-Space Decompositions

This paper investigates a decomposition approach for binary optimization problems with nonlinear objectives and linear constraints. Our methodology relies on the partition of the objective function into separate low-dimensional dynamic programming (DP) models, each of which can be equivalently repre...

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Veröffentlicht in:	Management Science 2018, Vol.64 (10)
Hauptverfasser:	Bergman, David, Cire, Andre A
Format:	Report
Sprache:	eng
Schlagworte:	Analysis Dynamic programming Health services administration Mathematical optimization Portfolio management
Online-Zugang:	Volltext
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