Explanipedia

Producer's Best Response in Pay-as-clear Electricity Market with Uncertain Demand Open

Didier Aussel, Martin Branda, René Henrion, Miroslav Pištěk · 2019

Machine learning approach to chance-constrained problems: An algorithm based on the stochastic gradient descent Open

Lukáš Adam, Martin Branda · 2019

We consider chance-constrained problems with discrete random distribution. We aim for problems with a large number of scenarios. We propose a novel method based on the stochastic gradient descent method which performs updates of the decisi…

Downstream logistics optimization at EWOS Norway Open

Martin Branda, Kjetil K. Haugen, Jan Novotný Haugen, Asmund Olstad · 2017

The Norwegian company EWOS AS produces sh feed for the salmon farming industry, supplying approximately 300 customers spread along the coast of Norway. The feed is produced at three factory locations and distributed by a eet of 10 dedicate…

Convergence of a Scholtes-type Regularization Method for Cardinality-Constrained Optimization Problems with an Application in Sparse Robust Portfolio Optimization Open

Martin Branda, Max Bucher, Michal Červinka, Alexandra Schwartz · 2017

We consider general nonlinear programming problems with cardinality constraints. By relaxing the binary variables which appear in the natural mixed-integer programming formulation, we obtain an almost equivalent nonlinear programming probl…

Convergence of a Scholtes-type Regularization Method for\n Cardinality-Constrained Optimization Problems with an Application in Sparse\n Robust Portfolio Optimization Open

Martin Branda, Max Bucher, Michal Červinka, Alexandra Schwartz · 2017

We consider general nonlinear programming problems with cardinality\nconstraints. By relaxing the binary variables which appear in the natural\nmixed-integer programming formulation, we obtain an almost equivalent nonlinear\nprogramming pr…

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