This paper presents a hybrid optimization algorithm which combines an external call type optimization method and a general stochastic iterative algorithm for the nonlinear integer programming with genetic algorithm (G...
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This paper presents a hybrid optimization algorithm which combines an external call type optimization method and a general stochastic iterative algorithm for the nonlinear integer programming with genetic algorithm (GA). GA can rapidly search the approximate global optimum under a complicated design environment such as a ship structure. Meanwhile it can handle optimization problems involving discrete design variables. In addition, there are many parameters that have to be set for GA which greatly affect the accuracy and calculation time of the optimum solution. However, the setting process is difficult for users, and there are no rules to decide these parameters. Therefore, to overcome these difficulties, the optimization of these parameters has been also conducted by using GA itself. It is proven using the trial function that the parameters are optimal. Finally, the verification of validity and usefulness of nonlinear integer programming is performed by applying this method to the compass deck of a ship where the vibration problem is frequently occurs.
This paper suggests an approximate algorithm, designed to solve nonlinearinteger problems. This algorithm belongs to the class of component algorithms of feasible integer directions. The search for a feasible integer...
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This paper suggests an approximate algorithm, designed to solve nonlinearinteger problems. This algorithm belongs to the class of component algorithms of feasible integer directions. The search for a feasible integer direction is done on the basis of a linear approximation of the objective function and the constraints at the integer points under consideration. Theoretical analysis is presented, as well as experimental investigation, using the algorithm for test examples taken from the literature.
We examine a branch and bound algorithm for solving nonlinear (convex) integerprogramming problems. In this note we generalize previous results for the quadratic case. The variables are branched in such a way that th...
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We examine a branch and bound algorithm for solving nonlinear (convex) integerprogramming problems. In this note we generalize previous results for the quadratic case. The variables are branched in such a way that the number of branch and bound nodes checked in the process is small. Numerical results confirm the efficiency.
In this paper, we present algorithms for solving families of nonlinear integer programming problems in which the problems are related by having identical objective coefficients and constraint matrix coefficients. We c...
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In this paper, we present algorithms for solving families of nonlinear integer programming problems in which the problems are related by having identical objective coefficients and constraint matrix coefficients. We consider two types of right-hand sides which have the forms b(l) and b(i) + theta-i(d)i where {b(l)}l = 1,...,L is a given set of vectors, b(i) + theta-i(d)i is a parametric function and the parameter theta-i varies from zero to one. The approach consists primarily of solving the most relaxed problem using branch and search method and then finding the optimal solutions of the proposed parametric programming problems. The application of this methodology to a parametric chance-constrained problem is illustrated with applications in system reliability optimization problems.
This paper presents an approximate algorithm, which is modified from the Filled Function method for continuous global optimization, to solve nonlinear integer programming problems. Unlike the other approximate methods...
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This paper presents an approximate algorithm, which is modified from the Filled Function method for continuous global optimization, to solve nonlinear integer programming problems. Unlike the other approximate methods, the algorithm tries to improve a discrete local minimal solution by minimizing a filled function. It is a direct method. Numerical experiments show that this algorithm is efficient. (C) 1998 Elsevier Science Inc. All rights reserved.
We consider two related nonlinear integer programming problems arising in series-parallel reliability systems: the constrained redundancy problem and the cost minimization problem. We propose in this paper an efficien...
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We consider two related nonlinear integer programming problems arising in series-parallel reliability systems: the constrained redundancy problem and the cost minimization problem. We propose in this paper an efficient method for solving these two types of nonlinear integer programming problems. The proposed convergent Lagrangian method combines Lagrangian relaxation with a duality reduction technique. An outer approximation method is used to search for the optimal dual solution and to generate Lagrangian bounds of the primal problem. To reduce the duality gap, we derive a special partition scheme by exploiting the inherent monotonicity and separability of the problem. Furthermore, a special optimality criterion is adopted to improve feasible solutions and to fathom integer subboxes. Computational results show that the algorithm is capable of solving large-scale optimization problems in series-parallel reliability systems. Comparison numerical results with other existing methods are also reported.
We consider two related nonlinear integer programming problems arising in series-parallel reliability systems: the constrained redundancy problem and the cost minimization problem. We propose in this paper an efficien...
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We consider two related nonlinear integer programming problems arising in series-parallel reliability systems: the constrained redundancy problem and the cost minimization problem. We propose in this paper an efficient method for solving these two types of nonlinear integer programming problems. The proposed convergent Lagrangian method combines Lagrangian relaxation with a duality reduction technique. An outer approximation method is used to search for the optimal dual solution and to generate Lagrangian bounds of the primal problem. To reduce the duality gap, we derive a special partition scheme by exploiting the inherent monotonicity and separability of the problem. Furthermore, a special optimality criterion is adopted to improve feasible solutions and to fathom integer subboxes. Computational results show that the algorithm is capable of solving large-scale optimization problems in series-parallel reliability systems. Comparison numerical results with other existing methods are also reported.
An approach lo the solution of large-scale nonlinearprogramming problems with integer restrictions on some of the variables is described. The method is based on the MINOS large-scale optimization algorithm and involv...
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Filled function method is an approach to find the global minimum of nonlinear functions. Many Problems, such as computing, communication control, and management, in real applications naturally result in global optimiz...
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ISBN:
(纸本)9783540859291
Filled function method is an approach to find the global minimum of nonlinear functions. Many Problems, such as computing, communication control, and management, in real applications naturally result in global optimization formulations in a form of nonlinear global integerprogramming. This paper gives a modified filled function method to solve the nonlinear global integerprogramming problem. The properties of the proposed modified filled function are also discussed in this paper. The results of preliminary numerical experiments are also reported.
A nonlinear integer programming model for expanding the trans- portation system of an underdeveloped country is presented. The model uses integer 0-1 decision variables. The basic model has linear con- straints and a ...
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A nonlinear integer programming model for expanding the trans- portation system of an underdeveloped country is presented. The model uses integer 0-1 decision variables. The basic model has linear con- straints and a nonlinear objective function. Seme special situations and extensions to the model are presented. The benefits being maximized in the objective function are discussed, as are the problems of param- eterization and suboptimization. A solution procedure for the model is suggested, but an efficient algorithm is not available for solving the model. Seme areas for future research are also suggested.
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