This work considers nonconvex mixed integer nonlinear programming where nonlinearity comes from the presence of the two-dimensional euclidean norm in the objective or the constraints. We build from the euclidean norm ...
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This work considers nonconvex mixed integer nonlinear programming where nonlinearity comes from the presence of the two-dimensional euclidean norm in the objective or the constraints. We build from the euclidean norm piecewise linearization proposed by Camino et al. (Comput. Optim. Appl. https://***/10.1007/s10589-019-00083-z, 2019) that allows to solve such nonconvex problems via mixed-integer linear programming with an arbitrary approximation guarantee. Theoretical results are established that prove that this linearization is able to satisfy any given approximation level with the minimum number of pieces. An extension of the piecewise linearization approach is proposed. It shares the same theoretical properties for elliptic constraints and/or objective. An application shows the practical appeal of the elliptic linearization on a nonconvex beam layout mixed optimization problem coming from an industrial application.
We design an unmanned aerial vehicle (UAV) based wireless network with wireless access and backhaul links leveraging an intelligent reflecting surface (IRS). This design aims to maximize the sum rate achieved by groun...
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We design an unmanned aerial vehicle (UAV) based wireless network with wireless access and backhaul links leveraging an intelligent reflecting surface (IRS). This design aims to maximize the sum rate achieved by ground users (GUs) through optimizing the UAV placement, IRS phase shifts, and sub-channel assignments considering the wireless backhaul capacity constraint. To tackle the underlying mixedinteger non-linear optimization problem (MINLP), we first derive the closed-form IRS phase shift solution;we then optimize the sub-channel assignment and UAV placement by using the alternating optimization method. Specifically, we propose an iterative sub-channel assignment method to efficiently utilize the bandwidth and balance bandwidth allocation for wireless access and backhaul links while maintaining the backhaul capacity constraint. Moreover, we employ the successive convex approximation (SCA) method to solve the UAV placement optimization sub-problem. We show the effectiveness of our proposed design via extensive numerical studies.
We investigate the problem of separating cover inequalities of maximum-depth exactly. We propose a pseudopolynomial-time dynamic-programming algorithm for its solution, thanks to which we show that this problem is wea...
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We investigate the problem of separating cover inequalities of maximum-depth exactly. We propose a pseudopolynomial-time dynamic-programming algorithm for its solution, thanks to which we show that this problem is weakly NP-hard (similarly to the problem of separating cover inequalities of maximum violation). We carry out extensive computational experiments on instances of the knapsack and the multi-dimensional knapsack problems with and without conflict constraints. The results show that, with a cutting-plane generation method based on the maximum-depth criterion, we can optimize over the cover-inequality closure by generating a number of cuts smaller than when adopting the standard maximum-violation criterion. We also introduce the Point-to-Hyperplane Distance Knapsack Problem (PHD-KP), a problem closely related to the separation problem for maximum-depth cover inequalities, and show how the proposed dynamic programming algorithm can be adapted for effectively solving the PHD-KP as well.
This paper concerns a general formulation for a longstanding problem. This is the problem of determining a replenishment schedule that minimises the total cost of stocking and holding an inventory in a deterministic f...
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This paper concerns a general formulation for a longstanding problem. This is the problem of determining a replenishment schedule that minimises the total cost of stocking and holding an inventory in a deterministic finite-horizon inventory model. The formulation permits the treatment of seemingly unrelated models in a single framework. These include classical lot-size models, batching models, repair models, recovery models and others. Admissible control policies are restricted to a partition of some closed interval on the real line. The solution of a mixed integer nonlinear programming problem (MINLP) delivers the optimal partition. It is shown that the MINLP possesses an optimal solution under very mild conditions. The theory of submodular functions on a lattice is the key to handling the integer variable. This theory permits the recovery and generalisations of earlier results on the interleaving property of optimal partitions and a convexity property of the value of the objective function. Past intractable inventory models with demand driven by a general differential equation and in the absence and in the presence of shortages and inflation are solved. This generalises a number of existing results in the literature.
Recent studies show that the number of flights is expected to be increased significantly by 2030, leading to air traffic capacity and congestion issues in the air sectors. This challenging management of the anticipate...
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Recent studies show that the number of flights is expected to be increased significantly by 2030, leading to air traffic capacity and congestion issues in the air sectors. This challenging management of the anticipated volume of flights has emerged new derivatives and procedures from the European Union and EUROCONTROL. Aligned with the new vision of future Air Traffic Flow Management (ATFM), such as Trajectory Based Operations, this study proposes a mixedintegernonlinear formulation of ATFM based on 4D trajectories and free flight aspects. The model targets to minimize the total costs derived from airborne and ground holding delays, speed deviations, route alterations and cancellation policies. To solve the proposed nonlinear formulation, a novel n - D ant colony optimization algorithm integrated with fuzzy logic (n - DACOF) is presented. Each flight level is represented as graph and the n - D stands for the n number of permitted flight levels. n - DACOF can solve the ATFM problem by constructing a route moving among n graphs. Due to the multi-objective formulation, fuzzy logic permits the qualitative evaluation of the generated routes by the algorithm. The results showed that n - DACOF outperformed the baseline algorithm ACO, as well as, the CPLEX solver within computing time limits.
The optimal operation of microgrid (MG) is an important problem to attain significant benefits, which mainly improves the cost reduction in energy operation and also lowers the emission of environmental pollutants. Th...
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This paper considers a joint dynamic pricing and production planning decisions problem for a profit-maximizing firm that produces and sells multiple products. The objective is to develop a coordinated decision approac...
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This paper considers a joint dynamic pricing and production planning decisions problem for a profit-maximizing firm that produces and sells multiple products. The objective is to develop a coordinated decision approach for multi-product pricing and lot sizing decisions for a manufacturer considering a limited production capacity. The demand for each product is assumed to be iso-elastic and integrates the complementarity and the substitution effects between the products. First, the problem is formulated as a non-convex mixed integer nonlinear programming model (MINLP) incorporating capacity constraints, setup costs, and nonlinear demand functions. Then, since the model is nonlinear and non-convex, a set of approximate approaches based on the Genetic algorithm, Late Acceptance Hill Climbing and Simulated Annealing methods are designed to solve this problem. Based on this study, the performances of two variants of approximate methods: matheuristics and metaheuristics are discussed and analyzed. The extensive experimental study, performed on real-world inspired instances, shows that matheuristic methods with setup-variables encoding scheme outperform the rest of the methods. The research outcomes show that coordinating a decision-making process by optimizing both prices and production plans simultaneously can result in significant profit for a company. However, one must consider the joint effect of the parameters of the demand function as well as the impact of the production capacity. This comprehensive understanding enables the company to avoid excessive investments in less lucrative products with lower sales potential, thereby ensuring resource allocation aligns with profitability and market demand.
This work focuses on the approximation of bivariate functions into piecewise linear ones with a minimal number of pieces and under a bounded approximation error. Applications include the approximation of mixedinteger...
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ISBN:
(纸本)9783031185298;9783031185304
This work focuses on the approximation of bivariate functions into piecewise linear ones with a minimal number of pieces and under a bounded approximation error. Applications include the approximation of mixedintegernonlinear optimization problems into mixedinteger linear ones that are in general easier to solve. A framework to build dedicated linearization algorithms is introduced, and a comparison to the state of the art heuristics shows their efficiency.
As electric vehicles (EVs) are eco-friendly and have the feature of flexible power storage, the electric vehicle development is strongly supported by many governments. The market share of EVs has been rising steadily ...
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As electric vehicles (EVs) are eco-friendly and have the feature of flexible power storage, the electric vehicle development is strongly supported by many governments. The market share of EVs has been rising steadily in recent years to promote the long-term growth of the available EV battery resources to participate in vehicle to grid (V2G). When a large number of electric vehicles can connect to grids randomly for charging or discharging, this inevitably brings large load fluctuation in regions and new challenges to the operation scheduling and control of power systems. Therefore, this paper proposed a new multi-level optimal V2G scheduling approach, ensuring the smooth operation and control from the V2G control center to the EV users. This paper also introduced a new EV economic dispatch optimization model to minimize the operating costs of regional V2G systems. A case analysis of the IEEE 33-bus system with 100 EVs verified the feasibility of the proposed model and indicated that the proper size control of total EV battery capacities with ramp adjustment can reduce additional load fluctuations caused by large-scale vehicles to grid. Moreover, the multi-stage TOU pricing mode is another effective measures that can trigger a next round of EV charging and discharging service. (C) 2021 The Authors. Published by Elsevier Ltd.
The generalization of mixedinteger program (MIP) techniques to deal with nonlinear, potentially nonconvex, constraints has been a fruitful direction of research for computational mixedintegernonlinear programs (MIN...
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The generalization of mixedinteger program (MIP) techniques to deal with nonlinear, potentially nonconvex, constraints has been a fruitful direction of research for computational mixedintegernonlinear 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, mixedintegernonlinear 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.
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