An Efficient Solution Algorithm for Large-Scale Stochastic Mixed-Integer Linear Programs1

2012 ◽  
Vol 45 (15) ◽  
pp. 892-897
Author(s):  
Arul Sundaramoorthy ◽  
Xiang Li ◽  
James M.B. Evans ◽  
Paul I. Barton
2007 ◽  
Vol 04 (02) ◽  
pp. 249-263 ◽  
Author(s):  
Z. S. MOUROUTIS ◽  
G. A. MARKOU ◽  
M. PAPADRAKAKIS ◽  
D. C. CHARMPIS

The purpose of this paper is to present a robust mesh updating technique combined with an efficient solution algorithm applicable to large-scale fluid–structure interaction problems. We show that a combination of the dimensional torsional spring concept and a preconditioned conjugated gradient type method, for the solution of the "elasticity" problem, provides a powerful tool for this computationally intensive problem.


2013 ◽  
Vol 221 (3) ◽  
pp. 190-200 ◽  
Author(s):  
Jörg-Tobias Kuhn ◽  
Thomas Kiefer

Several techniques have been developed in recent years to generate optimal large-scale assessments (LSAs) of student achievement. These techniques often represent a blend of procedures from such diverse fields as experimental design, combinatorial optimization, particle physics, or neural networks. However, despite the theoretical advances in the field, there still exists a surprising scarcity of well-documented test designs in which all factors that have guided design decisions are explicitly and clearly communicated. This paper therefore has two goals. First, a brief summary of relevant key terms, as well as experimental designs and automated test assembly routines in LSA, is given. Second, conceptual and methodological steps in designing the assessment of the Austrian educational standards in mathematics are described in detail. The test design was generated using a two-step procedure, starting at the item block level and continuing at the item level. Initially, a partially balanced incomplete item block design was generated using simulated annealing, whereas in a second step, items were assigned to the item blocks using mixed-integer linear optimization in combination with a shadow-test approach.


Author(s):  
Ismail Chabini

A solution is provided for what appears to be a 30-year-old problem dealing with the discovery of the most efficient algorithms possible to compute all-to-one shortest paths in discrete dynamic networks. This problem lies at the heart of efficient solution approaches to dynamic network models that arise in dynamic transportation systems, such as intelligent transportation systems (ITS) applications. The all-to-one dynamic shortest paths problem and the one-to-all fastest paths problems are studied. Early results are revisited and new properties are established. The complexity of these problems is established, and solution algorithms optimal for run time are developed. A new and simple solution algorithm is proposed for all-to-one, all departure time intervals, shortest paths problems. It is proved, theoretically, that the new solution algorithm has an optimal run time complexity that equals the complexity of the problem. Computer implementations and experimental evaluations of various solution algorithms support the theoretical findings and demonstrate the efficiency of the proposed solution algorithm. The findings should be of major benefit to research and development activities in the field of dynamic management, in particular real-time management, and to control of large-scale ITSs.


Author(s):  
Alexander Murray ◽  
Timm Faulwasser ◽  
Veit Hagenmeyer ◽  
Mario E. Villanueva ◽  
Boris Houska

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.


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