Essays about: "mixed integer programming"

Showing result 6 - 10 of 101 essays containing the words mixed integer programming.

1. 6. Portfolio Optimization Problems with Cardinality Constraints

   University essay from KTH/Skolan för teknikvetenskap (SCI)

   Author : Abolgasem Esmaeily; Felix Loge; [2023]
   Keywords : Portfolio Optimization; Modern Portfolio Theory MPT • Mixed Integer Programming MIP ; Efficient Frontier; Cardinality Constraints; Daily Returns; Expected Returns; Asset Allocation; Diversification;

   Abstract : This thesis analyzes the mean variance optimization problem with respect to cardinalityconstraints. The aim of this thesis is to figure out how much of an impact transactionchanges has on the profit and risk of a portfolio. We solve the problem by implementingmixed integer programming (MIP) and solving the problem by using the Gurobi solver. READ MORE

3. 7. An Evaluation of GeneticAlgorithm Approaches for theUnit Commitment Problem inPower Generation Scheduling

   University essay from Uppsala universitet/Institutionen för informationsteknologi

   Author : Nandini Mattathil Suresh; [2023]
   Keywords : Unit Commitment Problem; Genetic Algorithm; Meta-heuristics; Economic Dispatch; Constrained Optimization; Encoding; Crossover; Mutation; Selection;

   Abstract : The Unit Commitment Problem (UCP) poses a significant challenge in optimizing powergeneration schedules within complex and dynamic energy systems. This study explores theapplication of Genetic Algorithms (GAs) as a promising approach to address UCP, their ability tonavigate complex solution spaces and adapt to changing operational conditions. READ MORE

4. 8. Network reconfiguration for renewable generation maximization

   University essay from Lunds universitet/Industriell elektroteknik och automation

   Author : Gabriel Malmer; Lovisa Thorin; [2023]
   Keywords : distributed generation; hosting capacity; network reconfiguration; optimal power flow; power distribution; optimization; mixed-integer programming; Technology and Engineering;

   Abstract : Increasing the amount of renewable generation in distribution networks is a fundamental part of the energy transition. Multiple methods exist to increase the hosting capacity in a grid, to allow larger injections of generation and more efficiently utilize existing infrastructure before operational limits are breached. READ MORE

5. 9. Ray-tracing Based Investigations on the Deployment of RISs in Indoor Scenarios

   University essay from Lunds universitet/Institutionen för elektro- och informationsteknik

   Author : Swaroop Divya Sai Prem Nambala; Dexin Kong; [2023]
   Keywords : Reconfigurable intelligent surface; RIS; optimization; Ray-tracing; Mixed integer linear programming MILP ; Complex impulse response; Wireless Insite.; Technology and Engineering;

   Abstract : Reconfigurable intelligence surface (RIS) is a promising candidate technology for future 6G wireless communication systems. In existing communication systems, the network operators are unable to control the propagation environment, which causes significant limitations on communication performance. READ MORE

6. 10. Comparison of two mixed integer solvers with real world data from combinatorial auctions

   University essay from Uppsala universitet/Institutionen för informationsteknologi

   Author : Kristoffer Norrman; [2023]
   Keywords : ;

   Abstract : Coupa is a software company specialising in Business Spending Management, BSM. In the Uppsala office they utilise MIP solvers to help their clients lower sourcing outlays by translating sourcing auc- tions into MIP problems [1] [2]. READ MORE