scholarly journals Piecewise Constant Decision Rules via Branch-and-Bound Based Scenario Detection for Integer Adjustable Robust Optimization

2020 ◽  
Author(s):  
Ward Romeijnders ◽  
Krzysztof Postek
Keyword(s):  
Robust Optimization ◽  
Branch And Bound ◽  
Decision Rules ◽  
Route Planning ◽  
Static Problem ◽  
General Purpose ◽  
Planning Problem ◽  
Uncertain Parameters ◽  
Piecewise Constant ◽  
Uncertainty Set

Multistage problems with uncertain parameters and integer decisions variables are among the most difficult applications of robust optimization (RO). The challenge in these problems is to find optimal here-and-now decisions, taking into account that the wait-and-see decisions have to adapt to the revealed values of the uncertain parameters. An existing approach to solve these problems is to construct piecewise constant decision rules by adaptively partitioning the uncertainty set. The partitions of this set are iteratively updated by separating so-called criticial scenarios, and methods for identifying these critical scenarios are available. However, these methods are most suitable for problems with continuous decision variables and many uncertain constraints, providing no mathematically rigorous methodology for partitioning in case of integer decisions. In particular, they are not able to identify sets of critical scenarios for integer problems with uncertainty in the objective function only. In this paper, we address this shortcoming by introducing a general critical scenario detection method. The new method leverages the information embedded in the dual vectors of the LP relaxations at the nodes of the branch-and-bound tree used to solve the corresponding static problem. Numerical experiments on a route planning problem show that our general-purpose method outperforms a problem-specific approach from the literature.

scholarly journals APLIKASI ALGORITME BRANCH AND BOUND DALAM MODEL OPTIMISASI ROBUST

2019 ◽  
Vol 8 (4) ◽  
pp. 285
Author(s):  
LAILATUL RIZKIANA ◽  
NI KETUT TARI TASTRAWATI ◽  
NI LUH PUTU SUCIPTAWATI
Keyword(s):  
Robust Optimization ◽  
Travel Time ◽  
Branch And Bound ◽  
Optimization Problems ◽  
Branch And Bound Algorithm ◽  
Tourist Attraction ◽  
Traffic Conditions ◽  
Uncertainty Set ◽  
Time Distance ◽  
The Many

Bali is one of the regions in Indonesia which is famous for its tourism. Vacationing in Bali seems to be a must for every tourist, both domestic and foreign tourists. For tourists who are on vacation many things are considered be it time, distance, cost and others. Travel time with a distance that is already known is something that can not be estimated with certainty, given the many factors that influence including traffic conditions, weather, or road infrastructure. Robust optimization is one area of ??optimization that solves problems with uncertainty which in this study uses a box uncertainty set approach. Optimization problems can be solved by a branch and bound algorithm, the results obtained in the form of tourist attraction routes should be chosen with a minimum time and influenced by indefinite factors.

Route planning of intelligent bridge cranes based on an improved artificial potential field method

2021 ◽  
pp. 1-8
Author(s):  
Zhengyan Chang ◽  
Zhengwei Zhang ◽  
Qiang Deng ◽  
Zheren Li
Keyword(s):  
Potential Field ◽  
Autonomous Navigation ◽  
Route Planning ◽  
Simple Algorithm ◽  
Field Method ◽  
Artificial Potential Field ◽  
Planning Problem ◽  
Operating Characteristics ◽  
Potential Field Method ◽  
Artificial Potential Field Method

The artificial potential field method is usually applied to the path planning problem of driverless cars or mobile robots. For example, it has been applied for the obstacle avoidance problem of intelligent cars and the autonomous navigation system of storage robots. However, there have been few studies on its application to intelligent bridge cranes. The artificial potential field method has the advantages of being a simple algorithm with short operation times. However, it is also prone to problems of unreachable targets and local minima. Based on the analysis of the operating characteristics of bridge cranes, a two-dimensional intelligent running environment model of a bridge crane was constructed in MATLAB. According to the basic theory of the artificial potential field method, the double-layer artificial potential field method was deduced, and the path and track fuzzy processing method was proposed. These two methods were implemented in MATLAB simulations. The results showed that the improved artificial potential field method could avoid static obstacles efficiently.

scholarly journals Oracle-based algorithms for binary two-stage robust optimization

2020 ◽  
Vol 77 (2) ◽  
pp. 539-569
Author(s):  
Nicolas Kämmerling ◽  
Jannis Kurtz
Keyword(s):  
Robust Optimization ◽  
Branch And Bound ◽  
Optimization Problems ◽  
Capital Budgeting ◽  
Hub Location Problem ◽  
Two Stage ◽  
Generation Algorithm ◽  
Constraint Generation ◽  
Deterministic Problem ◽  
Objective Uncertainty

Abstract In this work we study binary two-stage robust optimization problems with objective uncertainty. We present an algorithm to calculate efficiently lower bounds for the binary two-stage robust problem by solving alternately the underlying deterministic problem and an adversarial problem. For the deterministic problem any oracle can be used which returns an optimal solution for every possible scenario. We show that the latter lower bound can be implemented in a branch and bound procedure, where the branching is performed only over the first-stage decision variables. All results even hold for non-linear objective functions which are concave in the uncertain parameters. As an alternative solution method we apply a column-and-constraint generation algorithm to the binary two-stage robust problem with objective uncertainty. We test both algorithms on benchmark instances of the uncapacitated single-allocation hub-location problem and of the capital budgeting problem. Our results show that the branch and bound procedure outperforms the column-and-constraint generation algorithm.

A New Formulation for the Dial-a-Ride Problem

2021 ◽  
Author(s):  
Yannik Rist ◽  
Michael A. Forbes
Keyword(s):  
Time Window ◽  
Valid Inequalities ◽  
Route Planning ◽  
Branch And Cut ◽  
Mixed Integer ◽  
Planning Problem ◽  
Current State ◽  
New Formulation ◽  
First Time ◽  
Delivery Location

This paper proposes a new mixed integer programming formulation and branch and cut (BC) algorithm to solve the dial-a-ride problem (DARP). The DARP is a route-planning problem where several vehicles must serve a set of customers, each of which has a pickup and delivery location, and includes time window and ride time constraints. We develop “restricted fragments,” which are select segments of routes that can represent any DARP route. We show how to enumerate these restricted fragments and prove results on domination between them. The formulation we propose is solved with a BC algorithm, which includes new valid inequalities specific to our restricted fragment formulation. The algorithm is benchmarked on existing and new instances, solving nine existing instances to optimality for the first time. In comparison with current state-of-the-art methods, run times are reduced between one and two orders of magnitude on large instances.

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.

scholarly journals Data Driven Robust Energy and Reserve Dispatch Based on a Nonparametric Dirichlet Process Gaussian Mixture Model

Energies ◽  
2020 ◽  
Vol 13 (18) ◽  
pp. 4642
Author(s):  
Li Dai ◽  
Dahai You ◽  
Xianggen Yin
Keyword(s):  
Robust Optimization ◽  
Dirichlet Process ◽  
Forecast Error ◽  
Optimization Methods ◽  
Optimization Method ◽  
Gaussian Mixture ◽  
Data Driven ◽  
Uncertainty Sets ◽  
Uncertainty Set ◽  
Simulation Results

Traditional robust optimization methods use box uncertainty sets or gamma uncertainty sets to describe wind power uncertainty. However, these uncertainty sets fail to utilize wind forecast error probability information and assume that the wind forecast error is symmetrical and independent. This assumption is not reasonable and makes the optimization results conservative. To avoid such conservative results from traditional robust optimization methods, in this paper a novel data driven optimization method based on the nonparametric Dirichlet process Gaussian mixture model (DPGMM) was proposed to solve energy and reserve dispatch problems. First, we combined the DPGMM and variation inference algorithm to extract the GMM parameter information embedded within historical data. Based on the parameter information, a data driven polyhedral uncertainty set was proposed. After constructing the uncertainty set, we solved the robust energy and reserve problem. Finally, a column and constraint generation method was employed to solve the proposed data driven optimization method. We used real historical wind power forecast error data to test the performance of the proposed uncertainty set. The simulation results indicated that the proposed uncertainty set had a smaller volume than other data driven uncertainty sets with the same predefined coverage rate. Furthermore, the simulation was carried on PJM 5-bus and IEEE-118 bus systems to test the data driven optimization method. The simulation results demonstrated that the proposed optimization method was less conservative than traditional data driven robust optimization methods and distributionally robust optimization methods.

Sign in / Sign up

Export Citation Format

Share Document