Exact And Fast Algorithms For Mixed Integer Nonlinear Programming

Author : Ambros Gleixner
Publisher : Unknown
Page : 0 pages
File Size : 52,9 Mb
Release : 2015
Category : Dissertations
ISBN : 383254190X

Get Book

Exact and Fast Algorithms for Mixed-integer Nonlinear Programming by Ambros Gleixner Pdf

The discipline of mixed-integer nonlinear programming (MINLP) deals with finite-dimensional optimization problems featuring both discrete choices and nonlinear functions. By this combination, it facilitates more accurate models of real-world systems than possible with purely continuous or purely linear models alone. This book presents new methods that improve the numerical reliability and the computational performance of global MINLP solvers. The author addresses numerical accuracy directly at the linear programming level by means of LP iterative refinement: a new algorithm to solve linear programs to arbitrarily high levels of precision. The computational performance of LP-based MINLP solvers is enhanced by efficient methods to execute and approximate optimization-based bound tightening and by new branching rules that exploit the presence of nonlinear integer variables, i.e., variables both contained in nonlinear terms and required to be integral. The new algorithms help to solve problems which could not be solved before, either due to their numerical complexity or because of limited computing resources.

Author : Mohit Tawarmalani,Nikolaos V. Sahinidis
Publisher : Springer Science & Business Media
Page : 492 pages
File Size : 46,8 Mb
Release : 2013-04-17
Category : Mathematics
ISBN : 9781475735321

Get Book

Convexification and Global Optimization in Continuous and Mixed-Integer Nonlinear Programming by Mohit Tawarmalani,Nikolaos V. Sahinidis Pdf

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 : Jon Lee,Sven Leyffer
Publisher : Springer Science & Business Media
Page : 687 pages
File Size : 41,6 Mb
Release : 2011-12-02
Category : Mathematics
ISBN : 9781461419273

Get Book

Mixed Integer Nonlinear Programming by Jon Lee,Sven Leyffer Pdf

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 : Matthias Köppe
Publisher : Unknown
Page : 209 pages
File Size : 41,7 Mb
Release : 2002
Category : Electronic
ISBN : 3832211225

Get Book

Exact Primal Algorithms for General Integer and Mixed Integer Linear Programs by Matthias Köppe Pdf

Author : Michel Rueher
Publisher : Springer
Page : 899 pages
File Size : 50,7 Mb
Release : 2016-08-22
Category : Mathematics
ISBN : 9783319449531

Get Book

Principles and Practice of Constraint Programming by Michel Rueher Pdf

This book constitutes the refereed conference proceedings of the 22nd International Conference on Principles and Practice of Constraint Programming, CP 2016, held in Toulouse, France, in September 2016. The 63 revised regular papers presented together with 4 short papers and the abstracts of 4 invited talks were carefully reviewed and selected from 157 submissions. The scope of CP 2016 includes all aspects of computing with constraints, including theory, algorithms, environments, languages, models, systems, and applications such as decision making, resource allocation, scheduling, configuration, and planning. The papers are grouped into the following tracks: technical track; application track; computational sustainability track; CP and biology track; music track; preference, social choice, and optimization track; testing and verification track; and journal-first and sister conferences track.

Author : Renato de Leone,Almerico Murli,Panos M. Pardalos,Gerardo Toraldo
Publisher : Springer Science & Business Media
Page : 379 pages
File Size : 49,7 Mb
Release : 2013-12-01
Category : Mathematics
ISBN : 9781461332794

Get Book

High Performance Algorithms and Software in Nonlinear Optimization by Renato de Leone,Almerico Murli,Panos M. Pardalos,Gerardo Toraldo Pdf

This book contains a selection of papers presented at the conference on High Performance Software for Nonlinear Optimization (HPSN097) which was held in Ischia, Italy, in June 1997. The rapid progress of computer technologies, including new parallel architec tures, has stimulated a large amount of research devoted to building software environments and defining algorithms able to fully exploit this new computa tional power. In some sense, numerical analysis has to conform itself to the new tools. The impact of parallel computing in nonlinear optimization, which had a slow start at the beginning, seems now to increase at a fast rate, and it is reasonable to expect an even greater acceleration in the future. As with the first HPSNO conference, the goal of the HPSN097 conference was to supply a broad overview of the more recent developments and trends in nonlinear optimization, emphasizing the algorithmic and high performance software aspects. Bringing together new computational methodologies with theoretical ad vances and new computer technologies is an exciting challenge that involves all scientists willing to develop high performance numerical software. This book contains several important contributions from different and com plementary standpoints. Obviously, the articles in the book do not cover all the areas of the conference topic or all the most recent developments, because of the large number of new theoretical and computational ideas of the last few years.

Author : Ray Pörn
Publisher : Unknown
Page : 47 pages
File Size : 45,5 Mb
Release : 2000
Category : Electronic
ISBN : 9521206810

Get Book

Mixed Integer Non-linear Programming by Ray Pörn Pdf

Author : John K. Karlof
Publisher : CRC Press
Page : 333 pages
File Size : 45,9 Mb
Release : 2005-09-22
Category : Business & Economics
ISBN : 9781420039597

Get Book

Integer Programming by John K. Karlof Pdf

Integer Programming: Theory and Practice contains refereed articles that explore both theoretical aspects of integer programming as well as major applications. This volume begins with a description of new constructive and iterative search methods for solving the Boolean optimization problem (BOOP). Following a review of recent developments

Author : Christian Kirches
Publisher : Springer Science & Business Media
Page : 380 pages
File Size : 50,6 Mb
Release : 2011-11-23
Category : Computers
ISBN : 9783834882028

Get Book

Fast Numerical Methods for Mixed-Integer Nonlinear Model-Predictive Control by Christian Kirches Pdf

Christian Kirches develops a fast numerical algorithm of wide applicability that efficiently solves mixed-integer nonlinear optimal control problems. He uses convexification and relaxation techniques to obtain computationally tractable reformulations for which feasibility and optimality certificates can be given even after discretization and rounding.

Author : El-Ghazali Talbi
Publisher : John Wiley & Sons
Page : 625 pages
File Size : 47,6 Mb
Release : 2009-05-27
Category : Computers
ISBN : 9780470496909

Get Book

Metaheuristics by El-Ghazali Talbi Pdf

A unified view of metaheuristics This book provides a complete background on metaheuristics and shows readers how to design and implement efficient algorithms to solve complex optimization problems across a diverse range of applications, from networking and bioinformatics to engineering design, routing, and scheduling. It presents the main design questions for all families of metaheuristics and clearly illustrates how to implement the algorithms under a software framework to reuse both the design and code. Throughout the book, the key search components of metaheuristics are considered as a toolbox for: Designing efficient metaheuristics (e.g. local search, tabu search, simulated annealing, evolutionary algorithms, particle swarm optimization, scatter search, ant colonies, bee colonies, artificial immune systems) for optimization problems Designing efficient metaheuristics for multi-objective optimization problems Designing hybrid, parallel, and distributed metaheuristics Implementing metaheuristics on sequential and parallel machines Using many case studies and treating design and implementation independently, this book gives readers the skills necessary to solve large-scale optimization problems quickly and efficiently. It is a valuable reference for practicing engineers and researchers from diverse areas dealing with optimization or machine learning; and graduate students in computer science, operations research, control, engineering, business and management, and applied mathematics.

Author : M. L. Balinski
Publisher : Unknown
Page : 212 pages
File Size : 46,8 Mb
Release : 1974
Category : Mathematics
ISBN : UOM:39076005257030

Get Book

Approaches to Integer Programming by M. L. Balinski Pdf

Branch and bound experiments in 0-1 programming; A subadditive approach to the group problem of integer programming; Two computationaly difficult set covering problems that arise in computing the 1-width of incidence matrices of Steiner triple systems; Lagrangean relaxation for integer programming; A heuristic algorithm for mixed-integer programming problems; On the group problem for mixed integer programming; Experiments in the formulation of integer programming problems.

Author : Ding-Zhu Du,Panos M. Pardalos,Zhao Zhang
Publisher : Springer
Page : 315 pages
File Size : 55,5 Mb
Release : 2019-05-31
Category : Mathematics
ISBN : 9783030161941

Get Book

Nonlinear Combinatorial Optimization by Ding-Zhu Du,Panos M. Pardalos,Zhao Zhang Pdf

Graduate students and researchers in applied mathematics, optimization, engineering, computer science, and management science will find this book a useful reference which provides an introduction to applications and fundamental theories in nonlinear combinatorial optimization. Nonlinear combinatorial optimization is a new research area within combinatorial optimization and includes numerous applications to technological developments, such as wireless communication, cloud computing, data science, and social networks. Theoretical developments including discrete Newton methods, primal-dual methods with convex relaxation, submodular optimization, discrete DC program, along with several applications are discussed and explored in this book through articles by leading experts.

Author : G. Zoutendijk
Publisher : Unknown
Page : 524 pages
File Size : 47,5 Mb
Release : 1976
Category : Mathematics
ISBN : UCAL:B4406042

Get Book

Mathematical Programming Methods by G. Zoutendijk Pdf

Theory of linear programming; The simplex method; Numerical aspects of the simplex method; Other methods for linear programming; Special structures; Post-optimal analysis; Decomposition and partitioning methods; Integer and mixed integer linear programming; Theory of nonlinear programming; General principles of a method of feasible directions; Direction generators; Linear programming and the methods of feasible directions; Unconstrained optimization; Quadratic programming; Linearly constrained nonlinear programming; General nonlinear programming.

Author : Vincenzo Bonifaci,Camil Demetrescu,Alberto Marchetti-Spaccamela
Publisher : Springer
Page : 426 pages
File Size : 53,6 Mb
Release : 2013-05-09
Category : Computers
ISBN : 9783642385278

Get Book

Experimental Algorithms by Vincenzo Bonifaci,Camil Demetrescu,Alberto Marchetti-Spaccamela Pdf

This book constitutes the refereed proceedings of the 12th International Symposium on Experimental Algorithms, SEA 2013, held in Rome, Italy, in June 2013. The 32 revised full papers presented together with 3 invited papers were carefully reviewed and selected from 73 submissions. The papers are organized in topical sections on transportation networks and graph algorithms, combinatorics and enumeration, data structures and compression, network partitioning and bioinformatics, mathematical programming, geometry and optimization, and scheduling and local search.

Author : Lorenz T. Biegler
Publisher : SIAM
Page : 411 pages
File Size : 42,6 Mb
Release : 2010-01-01
Category : Science
ISBN : 9780898719383

Get Book

Nonlinear Programming by Lorenz T. Biegler Pdf

This book addresses modern nonlinear programming (NLP) concepts and algorithms, especially as they apply to challenging applications in chemical process engineering. The author provides a firm grounding in fundamental NLP properties and algorithms, and relates them to real-world problem classes in process optimization, thus making the material understandable and useful to chemical engineers and experts in mathematical optimization.