Improved algorithm for mixed-integer quadratic programs and a computational study

1985 ◽  
Vol 32 (1) ◽  
pp. 100-113 ◽  
Author(s):  
Rafael Lazimy
Keyword(s):  
Computational Study ◽  
Mixed Integer ◽  
Quadratic Programs ◽  
Improved Algorithm

scholarly journals Solving the nuclear dismantling project scheduling problem by combining mixed-integer and constraint programming techniques and metaheuristics

2021 ◽  
Author(s):  
Felix Hübner ◽  
Patrick Gerhards ◽  
Christian Stürck ◽  
Rebekka Volk
Keyword(s):  
Constraint Programming ◽  
Project Scheduling ◽  
Computational Study ◽  
Real Life ◽  
Mixed Integer ◽  
Extensive Literature ◽  
Scheduling Problem ◽  
Multiple Modes ◽  
Project Scheduling Problem ◽  
Optimisation Techniques

AbstractScheduling of megaprojects is very challenging because of typical characteristics, such as expected long project durations, many activities with multiple modes, scarce resources, and investment decisions. Furthermore, each megaproject has additional specific characteristics to be considered. Since the number of nuclear dismantling projects is expected to increase considerably worldwide in the coming decades, we use this type of megaproject as an application case in this paper. Therefore, we consider the specific characteristics of constrained renewable and non-renewable resources, multiple modes, precedence relations with and without no-wait condition, and a cost minimisation objective. To reliably plan at minimum costs considering all relevant characteristics, scheduling methods can be applied. But the extensive literature review conducted did not reveal a scheduling method considering the special characteristics of nuclear dismantling projects. Consequently, we introduce a novel scheduling problem referred to as the nuclear dismantling project scheduling problem. Furthermore, we developed and implemented an effective metaheuristic to obtain feasible schedules for projects with about 300 activities. We tested our approach with real-life data of three different nuclear dismantling projects in Germany. On average, it took less than a second to find an initial feasible solution for our samples. This solution could be further improved using metaheuristic procedures and exact optimisation techniques such as mixed-integer programming and constraint programming. The computational study shows that utilising exact optimisation techniques is beneficial compared to standard metaheuristics. The main result is the development of an initial solution finding procedure and an adaptive large neighbourhood search with iterative destroy and recreate operations that is competitive with state-of-the-art methods of related problems. The described problem and findings can be transferred to other megaprojects.

Conflict Analysis for MINLP

2021 ◽  
Author(s):  
Timo Berthold ◽  
Jakob Witzig
Keyword(s):  
Nonlinear Optimization ◽  
Branch And Bound ◽  
Computational Study ◽  
General Purpose ◽  
Conflict Analysis ◽  
Mixed Integer ◽  
Mixed Integer Program ◽  
Global Optimality ◽  
Nonlinear Programs ◽  
The Impact

The generalization of mixed integer program (MIP) techniques to deal with nonlinear, potentially nonconvex, constraints has been a fruitful direction of research for computational mixed integer nonlinear programs (MINLPs) in the last decade. In this paper, we follow that path in order to extend another essential subroutine of modern MIP solvers toward the case of nonlinear optimization: the analysis of infeasible subproblems for learning additional valid constraints. To this end, we derive two different strategies, geared toward two different solution approaches. These are using local dual proofs of infeasibility for LP-based branch-and-bound and the creation of nonlinear dual proofs for NLP-based branch-and-bound, respectively. We discuss implementation details of both approaches and present an extensive computational study, showing that both techniques can significantly enhance performance when solving MINLPs to global optimality. Summary of Contribution: This original article concerns the advancement of exact general-purpose algorithms for solving one of the largest and most prominent problem classes in optimization, mixed integer nonlinear programs (MINLPs). It demonstrates how methods for conflict analysis that learn from infeasible subproblems can be transferred to nonlinear optimization. Further, it develops theory for how nonlinear dual infeasibility proofs can be derived from a nonlinear relaxation. This paper features a thoroughly computational study regarding the impact of conflict analysis techniques on the overall performance of a state-of-the-art MINLP solver when solving MINLPs to global optimality.

Lagrangian Bounds and a Heuristic for the Two-Stage Capacitated Facility Location Problem

2012 ◽  
Vol 1 (1) ◽  
pp. 59-71 ◽  
Author(s):  
Igor Litvinchev ◽  
Edith L. Ozuna
Keyword(s):  
Facility Location ◽  
Location Problem ◽  
Computational Study ◽  
Facility Location Problem ◽  
Mixed Integer ◽  
Variable Cost ◽  
Fixed Cost ◽  
Two Stage ◽  
Capacitated Facility Location Problem ◽  
Capacitated Facility Location

In the two-stage capacitated facility location problem, a single product is produced at some plants in order to satisfy customer demands. The product is transported from these plants to some depots and then to the customers. The capacities of the plants and depots are limited. The aim is to select cost minimizing locations from a set of potential plants and depots. This cost includes fixed cost associated with opening plants and depots, and variable cost associated with both transportation stages. In this work, two different mixed integer linear programming formulations are considered for the problem. Several Lagrangian relaxations are analyzed and compared, and a Lagrangian heuristic producing feasible solutions is presented. The results of a computational study are reported.

Data-Driven Optimization of Reward-Risk Ratio Measures

2020 ◽  
Author(s):  
Ran Ji ◽  
Miguel A. Lejeune
Keyword(s):  
Optimization Problems ◽  
State Of The Art ◽  
Convergence Property ◽  
Computational Study ◽  
Data Driven ◽  
Mixed Integer ◽  
Finite Convergence ◽  
Integer Nonlinear Programming ◽  
Distributionally Robust ◽  
Risk Ratios

We investigate a class of fractional distributionally robust optimization problems with uncertain probabilities. They consist in the maximization of ambiguous fractional functions representing reward-risk ratios and have a semi-infinite programming epigraphic formulation. We derive a new fully parameterized closed-form to compute a new bound on the size of the Wasserstein ambiguity ball. We design a data-driven reformulation and solution framework. The reformulation phase involves the derivation of the support function of the ambiguity set and the concave conjugate of the ratio function. We design modular bisection algorithms which enjoy the finite convergence property. This class of problems has wide applicability in finance, and we specify new ambiguous portfolio optimization models for the Sharpe and Omega ratios. The computational study shows the applicability and scalability of the framework to solve quickly large, industry-relevant-size problems, which cannot be solved in one day with state-of-the-art mixed-integer nonlinear programming (MINLP) solvers.

scholarly journals Advances in verification of ReLU neural networks

2020 ◽  
Author(s):  
Ansgar Rössig ◽  
Milena Petkovic
Keyword(s):  
Neural Networks ◽  
Information Processing ◽  
Computational Study ◽  
Autonomous Driving ◽  
Mixed Integer ◽  
Data Set ◽  
Approximation Techniques ◽  
Neural Information ◽  
Neural Information Processing ◽  
Algorithmic Approaches

Abstract We consider the problem of verifying linear properties of neural networks. Despite their success in many classification and prediction tasks, neural networks may return unexpected results for certain inputs. This is highly problematic with respect to the application of neural networks for safety-critical tasks, e.g. in autonomous driving. We provide an overview of algorithmic approaches that aim to provide formal guarantees on the behaviour of neural networks. Moreover, we present new theoretical results with respect to the approximation of ReLU neural networks. On the other hand, we implement a solver for verification of ReLU neural networks which combines mixed integer programming with specialized branching and approximation techniques. To evaluate its performance, we conduct an extensive computational study. For that we use test instances based on the ACAS Xu system and the MNIST handwritten digit data set. The results indicate that our approach is very competitive with others, i.e. it outperforms the solvers of Bunel et al. (in: Bengio, Wallach, Larochelle, Grauman, Cesa-Bianchi, Garnett (eds) Advances in neural information processing systems (NIPS 2018), 2018) and Reluplex (Katz et al. in: Computer aided verification—29th international conference, CAV 2017, Heidelberg, Germany, July 24–28, 2017, Proceedings, 2017). In comparison to the solvers ReluVal (Wang et al. in: 27th USENIX security symposium (USENIX Security 18), USENIX Association, Baltimore, 2018a) and Neurify (Wang et al. in: 32nd Conference on neural information processing systems (NIPS), Montreal, 2018b), the number of necessary branchings is much smaller. Our solver is publicly available and able to solve the verification problem for instances which do not have independent bounds for each input neuron.

scholarly journals A Constraint Programming Method for Advanced Planning and Scheduling System with Multilevel Structured Products

2014 ◽  
Vol 2014 ◽  
pp. 1-7 ◽  
Author(s):  
Yunfang Peng ◽  
Dandan Lu ◽  
Yarong Chen
Keyword(s):  
Constraint Programming ◽  
Programming Model ◽  
Computational Study ◽  
Constraint Propagation ◽  
Mixed Integer ◽  
Release Time ◽  
Planning And Scheduling ◽  
Structured Products ◽  
Advanced Planning And Scheduling ◽  
Advanced Planning

This paper deals with the advanced planning and scheduling (APS) problem with multilevel structured products. A constraint programming model is constructed for the problem with the consideration of precedence constraints, capacity constraints, release time and due date. A new constraint programming (CP) method is proposed to minimize the total cost. This method is based on iterative solving via branch and bound. And, at each node, the constraint propagation technique is adapted for domain filtering and consistency check. Three branching strategies are compared to improve the search speed. The results of computational study show that the proposed CP method performs better than the traditional mixed integer programming (MIP) method. And the binary constraint heuristic branching strategy is more effective than the other two branching strategies.

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