Fundamental analysis is used in asset selection for equity portfolio management. In this
paper, a generalized data envelopment analysis (DEA) model is developed to analyze a …

One of the challenging optimization problems is determining the minimizer of a nonlinear
programming problem that has binary variables. A vexing difficulty is the rate the work to …

A discrete filled function method is developed in this paper to solve discrete global
optimization problems over “strictly pathwise connected domains.” Theoretical properties of …

Data envelopment analysis (DEA), as generally used, assumes precise knowledge
regarding which variables are inputs and outputs; however, in many applications, there …

A novel method, entitled the discrete global descent method, is developed in this paper to
solve discrete global optimization problems and nonlinear integer programming problems …

A new approach to solving nonlinear optimization problems with discrete variables using
continuation methods is described. Our focus is on pure integer nonlinear optimization …

A filled function method is presented in this paper to solve constrained nonlinear integer
programming problems. It is shown that for a given non-global local minimizer, a better local …

In this paper, we develop a new filled function method to solve nonlinear integer
programming problem. It is shown that any local minimizer of the new filled function …

In this paper, a new transformation function was proposed for finding global minimizer of
discrete optimization problems. We proved that under some general assumptions the new …

In this paper, we consider the box constrained nonlinear integer programming problem. We
present an auxiliary function, which has the same discrete global minimizers as the problem …