[PDF] Relaxation And Decomposition Methods For Mixed Integer Nonlinear Programming eBook

Author : Ivo Nowak
Publisher : Springer Science & Business Media
Page : 213 pages
File Size : 43,39 MB
Release : 2006-03-28
Category : Computers
ISBN : 3764373741

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Nonlinearoptimizationproblemscontainingbothcontinuousanddiscretevariables are called mixed integer nonlinear programs (MINLP). Such problems arise in many ?elds, such as process industry, engineering design, communications, and ?nance. There is currently a huge gap between MINLP and mixed integer linear programming(MIP) solvertechnology.With a modernstate-of-the-artMIP solver itispossibletosolvemodelswithmillionsofvariablesandconstraints,whereasthe dimensionofsolvableMINLPsisoftenlimitedbyanumberthatissmallerbythree or four orders of magnitude. It is theoretically possible to approximate a general MINLP by a MIP with arbitrary precision. However, good MIP approximations are usually much larger than the original problem. Moreover, the approximation of nonlinear functions by piecewise linear functions can be di?cult and ti- consuming. In this book relaxation and decomposition methods for solving nonconvex structured MINLPs are proposed. In particular, a generic branch-cut-and-price (BCP) framework for MINLP is presented. BCP is the underlying concept in almost all modern MIP solvers. Providing a powerful decomposition framework for both sequential and parallel solvers, it made the success of the current MIP technology possible. So far generic BCP frameworks have been developed only for MIP, for example,COIN/BCP (IBM, 2003) andABACUS (OREAS GmbH, 1999). In order to generalize MIP-BCP to MINLP-BCP, the following points have to be taken into account: • A given (sparse) MINLP is reformulated as a block-separable program with linear coupling constraints.The block structure makes it possible to generate Lagrangian cuts and to apply Lagrangian heuristics. • In order to facilitate the generation of polyhedral relaxations, nonlinear c- vex relaxations are constructed. • The MINLP separation and pricing subproblems for generating cuts and columns are solved with specialized MINLP solvers.

Author : Ivo Nowak
Publisher : Birkhäuser
Page : 213 pages
File Size : 11,40 MB
Release : 2006-03-28
Category : Computers
ISBN : 9783764373740

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Nonlinearoptimizationproblemscontainingbothcontinuousanddiscretevariables are called mixed integer nonlinear programs (MINLP). Such problems arise in many ?elds, such as process industry, engineering design, communications, and ?nance. There is currently a huge gap between MINLP and mixed integer linear programming(MIP) solvertechnology.With a modernstate-of-the-artMIP solver itispossibletosolvemodelswithmillionsofvariablesandconstraints,whereasthe dimensionofsolvableMINLPsisoftenlimitedbyanumberthatissmallerbythree or four orders of magnitude. It is theoretically possible to approximate a general MINLP by a MIP with arbitrary precision. However, good MIP approximations are usually much larger than the original problem. Moreover, the approximation of nonlinear functions by piecewise linear functions can be di?cult and ti- consuming. In this book relaxation and decomposition methods for solving nonconvex structured MINLPs are proposed. In particular, a generic branch-cut-and-price (BCP) framework for MINLP is presented. BCP is the underlying concept in almost all modern MIP solvers. Providing a powerful decomposition framework for both sequential and parallel solvers, it made the success of the current MIP technology possible. So far generic BCP frameworks have been developed only for MIP, for example,COIN/BCP (IBM, 2003) andABACUS (OREAS GmbH, 1999). In order to generalize MIP-BCP to MINLP-BCP, the following points have to be taken into account: • A given (sparse) MINLP is reformulated as a block-separable program with linear coupling constraints.The block structure makes it possible to generate Lagrangian cuts and to apply Lagrangian heuristics. • In order to facilitate the generation of polyhedral relaxations, nonlinear c- vex relaxations are constructed. • The MINLP separation and pricing subproblems for generating cuts and columns are solved with specialized MINLP solvers.

Author : Jon Lee
Publisher : Springer Science & Business Media
Page : 687 pages
File Size : 36,29 MB
Release : 2011-12-02
Category : Mathematics
ISBN : 1461419271

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Many engineering, operations, and scientific applications include a mixture of discrete and continuous decision variables and nonlinear relationships involving the decision variables that have a pronounced effect on the set of feasible and optimal solutions. Mixed-integer nonlinear programming (MINLP) problems combine the numerical difficulties of handling nonlinear functions with the challenge of optimizing in the context of nonconvex functions and discrete variables. MINLP is one of the most flexible modeling paradigms available for optimization; but because its scope is so broad, in the most general cases it is hopelessly intractable. Nonetheless, an expanding body of researchers and practitioners — including chemical engineers, operations researchers, industrial engineers, mechanical engineers, economists, statisticians, computer scientists, operations managers, and mathematical programmers — are interested in solving large-scale MINLP instances.

Author : Antonio J. Conejo
Publisher : Springer Science & Business Media
Page : 542 pages
File Size : 19,82 MB
Release : 2006-04-28
Category : Technology & Engineering
ISBN : 3540276866

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Optimization plainly dominates the design, planning, operation, and c- trol of engineering systems. This is a book on optimization that considers particular cases of optimization problems, those with a decomposable str- ture that can be advantageously exploited. Those decomposable optimization problems are ubiquitous in engineering and science applications. The book considers problems with both complicating constraints and complicating va- ables, and analyzes linear and nonlinear problems, with and without in- ger variables. The decomposition techniques analyzed include Dantzig-Wolfe, Benders, Lagrangian relaxation, Augmented Lagrangian decomposition, and others. Heuristic techniques are also considered. Additionally, a comprehensive sensitivity analysis for characterizing the solution of optimization problems is carried out. This material is particularly novel and of high practical interest. This book is built based on many clarifying, illustrative, and compu- tional examples, which facilitate the learning procedure. For the sake of cl- ity, theoretical concepts and computational algorithms are assembled based on these examples. The results are simplicity, clarity, and easy-learning. We feel that this book is needed by the engineering community that has to tackle complex optimization problems, particularly by practitioners and researchersinEngineering,OperationsResearch,andAppliedEconomics.The descriptions of most decomposition techniques are available only in complex and specialized mathematical journals, di?cult to understand by engineers. A book describing a wide range of decomposition techniques, emphasizing problem-solving, and appropriately blending theory and application, was not previously available.

Author : Egon Balas
Publisher : Springer
Page : 238 pages
File Size : 46,67 MB
Release : 2018-11-27
Category : Mathematics
ISBN : 3030001482

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Disjunctive Programming is a technique and a discipline initiated by the author in the early 1970's, which has become a central tool for solving nonconvex optimization problems like pure or mixed integer programs, through convexification (cutting plane) procedures combined with enumeration. It has played a major role in the revolution in the state of the art of Integer Programming that took place roughly during the period 1990-2010. The main benefit that the reader may acquire from reading this book is a deeper understanding of the theoretical underpinnings and of the applications potential of disjunctive programming, which range from more efficient problem formulation to enhanced modeling capability and improved solution methods for integer and combinatorial optimization. Egon Balas is University Professor and Lord Professor of Operations Research at Carnegie Mellon University's Tepper School of Business.

Author : Mohit Tawarmalani
Publisher : Springer Science & Business Media
Page : 492 pages
File Size : 16,14 MB
Release : 2013-04-17
Category : Mathematics
ISBN : 1475735324

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Interest in constrained optimization originated with the simple linear pro gramming model since it was practical and perhaps the only computationally tractable model at the time. Constrained linear optimization models were soon adopted in numerous application areas and are perhaps the most widely used mathematical models in operations research and management science at the time of this writing. Modelers have, however, found the assumption of linearity to be overly restrictive in expressing the real-world phenomena and problems in economics, finance, business, communication, engineering design, computational biology, and other areas that frequently demand the use of nonlinear expressions and discrete variables in optimization models. Both of these extensions of the linear programming model are NP-hard, thus representing very challenging problems. On the brighter side, recent advances in algorithmic and computing technology make it possible to re visit these problems with the hope of solving practically relevant problems in reasonable amounts of computational time. Initial attempts at solving nonlinear programs concentrated on the de velopment of local optimization methods guaranteeing globality under the assumption of convexity. On the other hand, the integer programming liter ature has concentrated on the development of methods that ensure global optima. The aim of this book is to marry the advancements in solving nonlinear and integer programming models and to develop new results in the more general framework of mixed-integer nonlinear programs (MINLPs) with the goal of devising practically efficient global optimization algorithms for MINLPs.

Author : Christodoulos A. Floudas
Publisher : Oxford University Press
Page : 475 pages
File Size : 16,86 MB
Release : 1995-10-05
Category : Science
ISBN : 0195356551

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Filling a void in chemical engineering and optimization literature, this book presents the theory and methods for nonlinear and mixed-integer optimization, and their applications in the important area of process synthesis. Other topics include modeling issues in process synthesis, and optimization-based approaches in the synthesis of heat recovery systems, distillation-based systems, and reactor-based systems. The basics of convex analysis and nonlinear optimization are also covered and the elementary concepts of mixed-integer linear optimization are introduced. All chapters have several illustrations and geometrical interpretations of the material as well as suggested problems. Nonlinear and Mixed-Integer Optimization will prove to be an invaluable source--either as a textbook or a reference--for researchers and graduate students interested in continuous and discrete nonlinear optimization issues in engineering design, process synthesis, process operations, applied mathematics, operations research, industrial management, and systems engineering.

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Page : 0 pages
File Size : 36,5 MB
Release : 2014
Category :
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In this dissertation we study several nonconvex and combinatorial optimization problems with applications in production planning, machine learning, advertising, statistics, and computer vision. The common theme is the use of algorithmic and modelling techniques from mixed-integer programming (MIP) which include formulation strengthening, decomposition, and linear programming (LP) rounding. We first consider MIP formulations for piecewise linear functions (PLFs) that are evaluated when an indicator variable is turned on. We describe modifications to standard MIP formulations for PLFs with desirable theoretical properties and superior computational performance in this context. Next, we consider a production planning problem where the production process creates a mixture of desirable products and undesirable byproducts. In this production process, at any point in time the fraction of the mixture that is an undesirable byproduct increases monotonically as a function of the cumulative mixture production up to that time. The mathematical formulation of this continuous-time problem is nonconvex. We present a discrete time mixed-integer nonlinear programming (MINLP) formulation that exploits the increasing nature of the byproduct ratio function. We demonstrate that this new formulation is more accurate than a previously proposed MINLP formulation. We describe three different mixed-integer linear programming (MIP) approximation and relaxation models of this nonconvex MINLP, and derive modifications that strengthen the LP-relaxations of these models. We provide computational experiments that demonstrate that the proposed formulation is more accurate than the previous formulation, and that the strengthened MIP approximation and relaxation models can be used to obtain near-optimal solutions for large instances of this nonconvex MINLP. We then study production planning problems in the presence of realistic business rules like taxes, tariffs, and royalties. We propose two different solution techniques. The first is a MIP formulation while the second is a search algorithm based on a novel continuous domain formulation. We then discuss decomposition methods to compute bounds on the optimal solution. Our computational experiments demonstrate the impact of our formulations, solution techniques, and algorithms on a sample application problem. Finally, we study three classes of combinatorial optimization problems: set packing, set covering, and multiway-cut. Near-optimal solutions of these combinatorial problems can be computed by rounding the solution of an LP. We show that one can recover solutions of comparable quality by rounding an approximate LP solution instead of an exact one. These approximate LP solutions can be computed efficiently by solving a quadratic-penalty formulation of the LP using a parallel stochastic coordinate descent method. We derive worst-case runtime and solution quality guarantees of this scheme using novel perturbation and convergence analyses. Our experiments demonstrate that on these combinatorial problems our rounding scheme is up to an order of magnitude faster than Cplex (a commercial LP solver) while producing solutions of similar quality.

Author : Christos T. Maravelias
Publisher : Cambridge University Press
Page : 459 pages
File Size : 19,65 MB
Release : 2021-05-06
Category : Mathematics
ISBN : 1107154758

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Understand common scheduling as well as other advanced operational problems with this valuable reference from a recognized leader in the field. Beginning with basic principles and an overview of linear and mixed-integer programming, this unified treatment introduces the fundamental ideas underpinning most modeling approaches, and will allow you to easily develop your own models. With more than 150 figures, the basic concepts and ideas behind the development of different approaches are clearly illustrated. Addresses a wide range of problems arising in diverse industrial sectors, from oil and gas to fine chemicals, and from commodity chemicals to food manufacturing. A perfect resource for engineering and computer science students, researchers working in the area, and industrial practitioners.

Author : Ding-Zhu Du
Publisher : Springer Science & Business Media
Page : 395 pages
File Size : 47,39 MB
Release : 2006-08-18
Category : Business & Economics
ISBN : 0387238301

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This is a supplementary volume to the major three-volume Handbook of Combinatorial Optimization set. It can also be regarded as a stand-alone volume presenting chapters dealing with various aspects of the subject in a self-contained way.