scholarly journals Computational Comparison of Exact Solution Methods for 0-1 Quadratic Programs: Recommendations for Practitioners

2020 ◽  
Vol 2020 ◽  
pp. 1-21
Author(s):  
Richard J. Forrester ◽  
Noah Hunt-Isaak
Keyword(s):  
Exact Solution ◽  
Large Scale ◽  
Optimization Problems ◽  
Computational Study ◽  
Integer Program ◽  
Integer Optimization ◽  
Quadratic Programs ◽  
Solution Methods ◽  
Computational Comparison ◽  
Linear Reformulation

This paper is concerned with binary quadratic programs (BQPs), which are among the most well-studied classes of nonlinear integer optimization problems because of their wide variety of applications. While a number of different solution approaches have been proposed for tackling BQPs, practitioners need techniques that are both efficient and easy to implement. We revisit two of the most widely used linearization strategies for BQPs and examine the effectiveness of enhancements to these formulations that have been suggested in the literature. We perform a detailed large-scale computational study over five different classes of BQPs to compare these two linearizations with a more recent linear reformulation and direct submission of the nonlinear integer program to an optimization solver. The goal is to provide practitioners with guidance on how to best approach solving BQPs in an effective and easily implemented manner.

scholarly journals Partially distributed outer approximation

2021 ◽  
Author(s):  
Alexander Murray ◽  
Timm Faulwasser ◽  
Veit Hagenmeyer ◽  
Mario E. Villanueva ◽  
Boris Houska
Keyword(s):  
Large Scale ◽  
Optimization Problems ◽  
Outer Approximation ◽  
Mixed Integer ◽  
Global Optimality ◽  
Integer Optimization ◽  
Global Minimizers ◽  
Outer Approximation Method ◽  
Coupling Constraints ◽  
Outer Approximation Algorithm

AbstractThis paper presents a novel partially distributed outer approximation algorithm, named PaDOA, for solving a class of structured mixed integer convex programming problems to global optimality. The proposed scheme uses an iterative outer approximation method for coupled mixed integer optimization problems with separable convex objective functions, affine coupling constraints, and compact domain. PaDOA proceeds by alternating between solving large-scale structured mixed-integer linear programming problems and partially decoupled mixed-integer nonlinear programming subproblems that comprise much fewer integer variables. We establish conditions under which PaDOA converges to global minimizers after a finite number of iterations and verify these properties with an application to thermostatically controlled loads and to mixed-integer regression.

scholarly journals Benchmarks for Current Linear and Mixed Integer Optimization Solvers

2015 ◽  
Vol 63 (6) ◽  
pp. 1923-1928 ◽  
Author(s):  
Josef Jablonský
Keyword(s):  
Linear Programming ◽  
Mixed Integer Linear Programming ◽  
Large Scale ◽  
Optimization Problems ◽  
Academic Research ◽  
Mixed Integer ◽  
Important Class ◽  
Integer Optimization ◽  
Computational Performance ◽  
Optimization Solvers

Linear programming (LP) and mixed integer linear programming (MILP) problems belong among very important class of problems that find their applications in various managerial consequences. The aim of the paper is to discuss computational performance of current optimization packages for solving large scale LP and MILP optimization problems. Current market with LP and MILP solvers is quite extensive. Probably among the most powerful solvers GUROBI 6.0, IBM ILOG CPLEX 12.6.1, and XPRESS Optimizer 27.01 belong. Their attractiveness for academic research is given, except their computational performance, by their free availability for academic purposes. The solvers are tested on the set of selected problems from MIPLIB 2010 library that contains 361 test instances of different hardness (easy, hard, and not solved).

Bilevel Integer Programs with Stochastic Right-Hand Sides

2021 ◽  
Author(s):  
Junlong Zhang ◽  
Osman Y. Özaltın
Keyword(s):  
Structural Properties ◽  
Large Scale ◽  
Value Function ◽  
Integer Program ◽  
Value Functions ◽  
Integer Programs ◽  
Solution Algorithms ◽  
Right Hand ◽  
Solution Methods ◽  
The Value Function

We develop an exact value function-based approach to solve a class of bilevel integer programs with stochastic right-hand sides. We first study structural properties and design two methods to efficiently construct the value function of a bilevel integer program. Most notably, we generalize the integer complementary slackness theorem to bilevel integer programs. We also show that the value function of a bilevel integer program can be characterized by its values on a set of so-called bilevel minimal vectors. We then solve the value function reformulation of the original bilevel integer program with stochastic right-hand sides using a branch-and-bound algorithm. We demonstrate the performance of our solution methods on a set of randomly generated instances. We also apply the proposed approach to a bilevel facility interdiction problem. Our computational experiments show that the proposed solution methods can efficiently optimize large-scale instances. The performance of our value function-based approach is relatively insensitive to the number of scenarios, but it is sensitive to the number of constraints with stochastic right-hand sides. Summary of Contribution: Bilevel integer programs arise in many different application areas of operations research including supply chain, energy, defense, and revenue management. This paper derives structural properties of the value functions of bilevel integer programs. Furthermore, it proposes exact solution algorithms for a class of bilevel integer programs with stochastic right-hand sides. These algorithms extend the applicability of bilevel integer programs to a larger set of decision-making problems under uncertainty.

Large Scale Plant Optimization Problems

1988 ◽  
Author(s):  
Paul Cronin ◽  
Harry Woerde ◽  
Rob Vasbinder
Keyword(s):  
Large Scale ◽  
Optimization Problems ◽  
Plant Optimization

Accelerated Discovery of High-Refractive-Index Polyimides via First-Principles Molecular Modeling, Virtual High-Throughput Screening, and Data Mining

2019 ◽  
Author(s):  
Mohammad Atif Faiz Afzal ◽  
Mojtaba Haghighatlari ◽  
Sai Prasad Ganesh ◽  
Chong Cheng ◽  
Johannes Hachmann
Keyword(s):  
Data Mining ◽  
Refractive Index ◽  
High Throughput ◽  
First Principles ◽  
High Throughput Screening ◽  
Large Scale ◽  
Computational Study ◽  
High Refractive Index ◽  
Structural Features ◽  
Learning Program

<div>We present a high-throughput computational study to identify novel polyimides (PIs) with exceptional refractive index (RI) values for use as optic or optoelectronic materials. Our study utilizes an RI prediction protocol based on a combination of first-principles and data modeling developed in previous work, which we employ on a large-scale PI candidate library generated with the ChemLG code. We deploy the virtual screening software ChemHTPS to automate the assessment of this extensive pool of PI structures in order to determine the performance potential of each candidate. This rapid and efficient approach yields a number of highly promising leads compounds. Using the data mining and machine learning program package ChemML, we analyze the top candidates with respect to prevalent structural features and feature combinations that distinguish them from less promising ones. In particular, we explore the utility of various strategies that introduce highly polarizable moieties into the PI backbone to increase its RI yield. The derived insights provide a foundation for rational and targeted design that goes beyond traditional trial-and-error searches.</div>

scholarly journals A Practical Algorithm for General Large Scale Nonlinear Optimization Problems

1999 ◽  
Vol 9 (3) ◽  
pp. 755-778 ◽  
Author(s):  
Paul T. Boggs ◽  
Anthony J. Kearsley ◽  
Jon W. Tolle
Keyword(s):  
Nonlinear Optimization ◽  
Large Scale ◽  
Optimization Problems ◽  
Practical Algorithm
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