In this paper a deterministic method is proposed for the global optimization of mathematical programs that involve the sum of linear fractional and/or bilinear terms. Linear and nonlinear convex estimator functions ar...
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In this paper a deterministic method is proposed for the global optimization of mathematical programs that involve the sum of linear fractional and/or bilinear terms. Linear and nonlinear convex estimator functions are developed for the linear fractional and bilinear terms. Conditions under which these functions are nonredundant are established. It is shown that additional estimators can be obtained through projections of the feasible region that can also be incorporated in a convex nonlinear underestimator problem for predicting lower bounds for the global optimum. The proposed algorithm consists of a spatial branch and bound search for which several branching rules are discussed. Illustrative examples and computational results are presented to demonstrate the efficiency of the proposed algorithm.
Multilinear optimization problems arise in many contexts, yet already the bilinear case, even for variables restricted to parallelotopes, is intractable in general. As an example of a manageable case, which may also b...
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Multilinear optimization problems arise in many contexts, yet already the bilinear case, even for variables restricted to parallelotopes, is intractable in general. As an example of a manageable case, which may also be used to bound other cases, the elementary problem of maximizing the inner product of two vectors, each constrained to a sphere, is solved here.
The pooling problem is a well-studied global optimization problem with applications in oil refining and petrochemical industry. Despite the strong NP-hardness of the problem, which is proved formally in this paper, mo...
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The pooling problem is a well-studied global optimization problem with applications in oil refining and petrochemical industry. Despite the strong NP-hardness of the problem, which is proved formally in this paper, most instances from the literature have recently been solved efficiently by use of strong formulations. The main contribution from this paper is a new formulation that proves to be stronger than other formulations based on proportion variables. Moreover, we propose a promising branching strategy for the new formulation and provide computational experiments confirming the strength of the new formulation and the effectiveness of the branching strategy.
Given an H-polytope P and a nu-polytope Q, the decision problem of whether P is contained in Q is co-NP-complete. This hardness remains if P is restricted to be a standard cube and Q is restricted to be the affine ima...
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Given an H-polytope P and a nu-polytope Q, the decision problem of whether P is contained in Q is co-NP-complete. This hardness remains if P is restricted to be a standard cube and Q is restricted to be the affine image of a cross polytope. While this hardness classification by Freund and Orlin dates back to 1985, for general dimension there seems to be only limited progress on the decision problem so far. Based on a formulation of the problem in terms of a bilinear feasibility problem, we study sum of squares certificates to decide the containment problem. These certificates can be computed by a semidefinite hierarchy. As a main result, we show that under mild and explicitly known preconditions the semidefinite hierarchy converges in finitely many steps. In particular, if P is contained in a large nu-polytope Q (in a well-defined sense), then containment is certified by the first step of the hierarchy.
We propose a numerical method to compute stabilizing state feedback control laws and associated polyhedral invariant sets for nonlinear systems represented by Fuzzy TakagiSugeno (T-S) models, subject to state and cont...
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We propose a numerical method to compute stabilizing state feedback control laws and associated polyhedral invariant sets for nonlinear systems represented by Fuzzy TakagiSugeno (T-S) models, subject to state and control constraints, and persistent disturbances. Sufficient conditions are derived under which a given polyhedral set is positively invariant under a Parallel Distributed Compensation (PDC), in the form of bilinear algebraic inequalities. Then, a bilinear programming (BP) problem is proposed to compute the state feedback gains and an associated positively invariant polyhedron, with predefined complexity, which solve a constrained regulation problem for the Fuzzy T-S system. A numerical example illustrates the effectiveness of the method. Copyright (C) 2020 The Authors.
Japan's increased import of grain in the last decades has brought about the need for Japanese farmers to convert from rice production to other crops in which they are unexperienced. This paper presents a model and...
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Japan's increased import of grain in the last decades has brought about the need for Japanese farmers to convert from rice production to other crops in which they are unexperienced. This paper presents a model and analyses to find effective means for inducing the farmers to convert in an acceptable way. The model is composed of several subproblems to represent different interest groups. The farmer's subproblems are to maximise their revenues whereas the government subproblem is to save expenditure in attaining the conversion. These subproblems are coordinated from a holistic point of view by a coordination subproblem of goal programming on equity among farms and on the soundness of government budget. Part of computation was carried out interactively with the participation of experts.
Interval estimation problem for stationary state probability distribution of set-chain Markov model uncertainties of transition matrix parameters is considered. To obtain final probability vector interval estimates, a...
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ISBN:
(纸本)9781728167602
Interval estimation problem for stationary state probability distribution of set-chain Markov model uncertainties of transition matrix parameters is considered. To obtain final probability vector interval estimates, an optimization approach is proposed using regularized Lagrange function. To solve the obtained regularized bilinear programming problem, computational gradient algorithms are used with ensures the stability of resulting estimates. An example of Markov model of a Bonus-Malus system with interval uncertainties of claim flow intensity is presented.
The explicit computation of stabilizing Static Output Feedback (SOF) and State Feedback (StF) control gains is treated in this work by considering polyhedral Lyapunov functions (PLF). More specifically, the associated...
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ISBN:
(纸本)9781538655863
The explicit computation of stabilizing Static Output Feedback (SOF) and State Feedback (StF) control gains is treated in this work by considering polyhedral Lyapunov functions (PLF). More specifically, the associated nonlinear algebraic necessary and sufficient conditions that prove closed-loop stability are exploited to propose bilinear optimization problems that allow to explicitly design the control gains. The objective function considered here in allows to weigh the speed of states convergence and the control effort or the size of a region of admissible initial conditions in case of constrained control inputs. Furthermore, the proposed design for optimization problems can be implemented by using an existing non-linear optimization solver that shows to be specially efficient to deal with the considered bilinearities. A numerical example is presented to show the effectiveness of our proposal for both SOF and StF designs. Some comments about future research directions using the considered framework are also provided.
This paper studies the widely applied fixed charge network flow problem (FCNFP), which is NP-hard. We approximate the FCNFP with a bilinear programming problem that is determined by a parameter epsilon. When epsilon i...
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This paper studies the widely applied fixed charge network flow problem (FCNFP), which is NP-hard. We approximate the FCNFP with a bilinear programming problem that is determined by a parameter epsilon. When epsilon is small enough, the optimal solution to the bilinear programming problem is the same as the optimal solution to the FCNFP. Therefore, solving the FCNFP can be transformed into solving a series of bilinear programming problems with decreasing epsilon. In this paper, these bilinear programming problems are solved by alternately solving two coupled linear programming problems. A dynamic method is proposed to update epsilon after solving one of the linear programming problems rather than solving the whole bilinear programming problem. Numerical experiments show the performance of the proposed method. Copyright (C) 2020 The Authors.
This paper proposes the improved 3D bilinear Multidimensional Morphable Models (BMMMs) which can be used in face recognition, etc. In each level of the multidimensional model, we introduce the bilinear programming mod...
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ISBN:
(纸本)9781479931972
This paper proposes the improved 3D bilinear Multidimensional Morphable Models (BMMMs) which can be used in face recognition, etc. In each level of the multidimensional model, we introduce the bilinear programming model for the model matching problem as well as a globally optimal algorithm for bilinear programs. Both tight convex relaxations of the objective function and a convergent branching strategy contribute to the success of the globally optimal algorithm for bilinear programs. Experiments with synthetic data validate that the 3D bilinear Multidimensional Morphable Models outperform the 3D Morphable Models in optimality, model matching speed, convergence rate and robustness to noise and outliers.
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