Systems | Information | Learning | Optimization
 

Spectral relaxations and branching strategies for global optimization of mixed-integer quadratic programs

We consider the global optimization of nonconvex quadratic programs and mixed-integer quadratic programs. We present a family of convex quadratic relaxations which are derived by convexifying nonconvex quadratic functions through perturbations of the quadratic matrix. We investigate the theoretical properties of these quadratic relaxations and show that they are equivalent …

Multiple change point detection on air pollution via genetic algorithms with bayesian-MDL on non-homogeneous Poisson periods

In this talk, the change points of the time series of PM10 of the city of Bogotá are considered.  The number of change points and their respective locations are determined using the genetic algorithm. This algorithm considers the interaction of two chromosomes (mother and father) and their mutations, to conceive new generations of descendants …