We introduce a new T-F function for solving discrete general minimization problems with a general function over box-constrained domain. A T-F function is constructed at a local minimizer of the objective function such...
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We introduce a new T-F function for solving discrete general minimization problems with a general function over box-constrained domain. A T-F function is constructed at a local minimizer of the objective function such that it achieves local maximum at the current solution. Moreover, a local minimizer of the T-F function leads to a new solution to the original problem with lower objective function value. Iteration follows in this manner to reach a global minimizer. Promising computational results are included and show the efficiency of the T-F function method.
In many decentralized organizations, resource planning with sequential decision making can be formulated as a multi-level programming problem. In such cases, the decision variables are partitioned among the decision m...
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In many decentralized organizations, resource planning with sequential decision making can be formulated as a multi-level programming problem. In such cases, the decision variables are partitioned among the decision makers. Each of the decision makers optimizes his/her own objective function. This paper presents an algorithm using parametric analysis to solve a typical kind of nonlinearinteger multilevel programming problems, called separable integer monotone bilevel programming (SIMBP), and then extends the algorithm for solving a parametric SIMBP problem. A numerical example with application of reliability optimization is given to illustrate the solution method.
Several nonlinear Lagrangian formulations have been recently proposed for bounded integerprogramming problems. While possessing an asymptotic strong duality property, these formulations offer a success guarantee for ...
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Several nonlinear Lagrangian formulations have been recently proposed for bounded integerprogramming problems. While possessing an asymptotic strong duality property, these formulations offer a success guarantee for the identification of an optimal primal solution via a dual search. Investigating common features of nonlinear Lagrangian formulations in constructing a nonlinear support for nonconvex piecewise constant perturbation function, this paper proposes a generalized nonlinear Lagrangian formulation of which many existing nonlinear Lagrangian formulations become special cases.
We propose a level-set characterization of the value function of a class of nonlinearinteger programs with finite domain. We study the theoretical properties of this characterization and show the equivalence between ...
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We propose a level-set characterization of the value function of a class of nonlinearinteger programs with finite domain. We study the theoretical properties of this characterization and show the equivalence between the set of level-set minimal vectors and a set of non-dominated right-hand side vectors. We use these properties to develop a solution approach for two-stage nonconvex integer programs with stochastic right-hand sides. The proposed approach can solve problems with pure integer variables in both stages. We demonstrate the effectiveness of the proposed approach using a nonlinear generalized assignment problem with uncertain capacity. We also conduct computational experiments using two-stage quadratically-constrained quadratic integer programs with stochastic right-hand sides. The proposed value function-based approach can solve instances whose extensive forms are among the largest stochastic quadratic integer programs solved in the literature with respect to the number of rows and variables in extensive form, and with considerably more rows.
Real-time applications demand fast computation, this paper proposes an efficient algorithm for real-time network reconfiguration on large unbalanced distribution networks. A novel formulation of the network reconfigur...
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Real-time applications demand fast computation, this paper proposes an efficient algorithm for real-time network reconfiguration on large unbalanced distribution networks. A novel formulation of the network reconfiguration to achieve loss minimization and load balancing is given. To reduce computational requirements for the solution algorithm, well justified power how and loss reduction formulas in terms of the on/off status of network switches are proposed for efficient system updating. The algorithm relies only on a few full power flow studies based on system states attained by explicit expressions using backward-forward sweeps for efficient computation of system's states at the critical system operating points. The solution algorithm runs in an amount of time linearly proportional to the number of tie switches and the number of sectionalizing switches in the system. The solution algorithm has been implemented into a software package and tested on unbalanced distribution systems including a system with 292-buses, 76-laterals, 7 transformers, 45 switches and 255 line sections under diverse system conditions.
A discrete location problem with nonlinear objective is addressed. A set of p plants is to be open to serve a given set of clients. Together with the locations, the number p of facilities is also a decision variable. ...
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A discrete location problem with nonlinear objective is addressed. A set of p plants is to be open to serve a given set of clients. Together with the locations, the number p of facilities is also a decision variable. The objective is to minimize the total cost, represented as the transportation cost between clients and plants, plus an increasing nonlinear function of p. Two Lagrangean relaxations are considered to derive lower bounds. Dual information is also used to design a core heuristic. Computational results are given, showing that nearly optimal solutions are obtained in short running times. (C) 2012 Elsevier Ltd. All rights reserved.
We consider a convex, or nonlinear. separable minimization problem with constraints that are 44 dual to the minimum cost network flow problem. We show how to reduce this problem to a polynomial number of minimum s.t-c...
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We consider a convex, or nonlinear. separable minimization problem with constraints that are 44 dual to the minimum cost network flow problem. We show how to reduce this problem to a polynomial number of minimum s.t-cut problems. The solution of the reduced problem utilizes the technique for solving integer programs on monotone inequalities in three variables, and a so-called proximity-scaling technique that reduces a convex problem to its linear objective counterpart. The problem is solved in this case in a logarithmic number 14 of calls. O(log U). to a minimum cut procedure, where U is the range of the variables. For a convex problem on n variables the minimum cut is solved on a graph with O(n(2)) nodes. Among the consequences of this result is a new cut-based scaling algorithm for the minimum cost network flow problem. When the objective function is an arbitrary nonlinear function we demonstrate that this constrained problem is solved in pseudopolynomial time by applying a minimum cut procedure to a graph on O(nU) nodes.
The inverse eigenstructure assignment in structural dynamics and control aims at determining the mass and stiffness parameters to ensure the desired dynamic behavior expressed in terms of the prescribed eigenstructure...
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The inverse eigenstructure assignment in structural dynamics and control aims at determining the mass and stiffness parameters to ensure the desired dynamic behavior expressed in terms of the prescribed eigenstructure. Several methods have been developed for the solution of this problem in the past. However, in the techniques proposed so far, all the design variables are assumed to be continuous. In practice, some design variables can only be changed through discrete modifications since either standard mass modules or springs are available. The determination of the discrete optimal solution of the structural modification problem cannot be performed by simply rounding the continuous optimal solution to the "nearest" integer, since rounded solutions can be considerably far from the optimality. On the other hand, the total enumeration as a solution method is infeasible for medium and large scale problems. To overcome this limitation, in this work, the eigenstructure assignment is formulated firstly as an inverse eigenvalue problem within the frame of constrained nonlinear integer programming, and then is solved by means of a partial enumeration technique with a reduced number of iterations. The experimental validation of the method on a five-degree-of-freedom lumped-parameter rig demonstrates its capability to compute effective modifications meeting the prescribed requirements and satisfying all the constraints. (C) 2012 Elsevier Ltd. All rights reserved.
This paper proposes a period representation for modeling the multidrug HIV therapies and an Adaptive Multimeme Algorithm (AMmA) for designing the optimal therapy. The period representation offers benefits in terms of ...
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This paper proposes a period representation for modeling the multidrug HIV therapies and an Adaptive Multimeme Algorithm (AMmA) for designing the optimal therapy. The period representation offers benefits in terms of flexibility and reduction in dimensionality compared to the binary representation. The AMmA is a memetic algorithm which employs a list of three local searchers adaptively activated by an evolutionary framework. These local searchers, having different features according to the exploration logic and the pivot rule, have the role of exploring the decision space from different and complementary perspectives and, thus, assisting the standard evolutionary operators in the optimization process. Furthermore, the AMmA makes use of an adaptation which dynamically sets the algorithmic parameters in order to prevent stagnation and premature convergence. The numerical results demonstrate that the application of the proposed algorithm leads to very efficient medication schedules which quickly stimulate a strong immune response to HIV. The earlier termination of the medication schedule leads to lesser unpleasant side effects for the patient due to strong antiretroviral therapy. A numerical comparison shows that the AMmA is more efficient than three popular metaheuristics. Finally, a statistical test based on the calculation of the tolerance interval confirms the superiority of the AMmA compared to the other methods for the problem under study.
In this paper, we formulate an optimal weight design problem of herical spring for a constrained allowable shearing stress, number of active coils and coil's mean diameter as a nonlinear integer programming(NIP) p...
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In this paper, we formulate an optimal weight design problem of herical spring for a constrained allowable shearing stress, number of active coils and coil's mean diameter as a nonlinear integer programming(NIP) problem and solve it directly by keeping the nonlinear constraint by using an improved genetic algorithm (GA). We discuss the efficency of the propose method. (C) 1997 Elsevier Science Ltd.
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