Year: 2012

Limited Memory Block Krylov Subspace Optimization for Computing Dominant Singular Value Decompositions

  • Xin Liu
  • Zaiwen Wen
  • Yin Zhang
    • Categories Constrained Nonlinear Optimization, Data-Mining Tags , , ,

    In many data-intensive applications, the use of principal component analysis (PCA) and other related techniques is ubiquitous for dimension reduction, data mining or other transformational purposes. Such transformations often require efficiently, reliably and accurately computing dominant singular value decompositions (SVDs) of large unstructured matrices. In this paper, we propose and study a subspace optimization technique … Read more

    Scatter search algorithms for the single row facility layout problem

  • Diptesh Ghosh
  • Ravi Kothari
    • Categories Applications - OR and Management Sciences, Facility Planning and Design

    The single row facility layout problem (SRFLP) is the problem of arranging facilities with given lengths on a line, with the objective of minimizing the weighted sum of the distances between all pairs of facilities. The problem is NP-hard and research has focused on heuristics to solve large instances of the problem. In this paper … Read more

    Economic and Environmental Analysis of Photovoltaic Energy Systems via Robust Optimization

  • Shimpei Okido
  • Akiko Takeda
    • Categories Applications - OR and Management Sciences, Robust Optimization Tags , , , ,

    This paper deals with the problem of determining the optimal size of a residential grid-connected photovoltaic system to meet a certain CO2 reduction target at a minimum cost. Ren et al. proposed a novel approach using a simple linear programming that minimizes the total energy costs for residential buildings in Japan. However, their approach is … Read more

    Approximate Maximum Principle for Discrete Approximations of Optimal Control Systems with Nonsmooth Objectives and Endpoint Constraints

  • Boris S. Mordukhovich
  • Ilya Shvartsman
    • Categories Control Applications, Convex and Nonsmooth Optimization Tags , , ,

    The paper studies discrete/finite-difference approximations of optimal control problems governed by continuous-time dynamical systems with endpoint constraints. Finite-difference systems, considered as parametric control problems with the decreasing step of discretization, occupy an intermediate position between continuous-time and discrete-time (with fixed steps) control processes and play a significant role in both qualitative and numerical aspects of … Read more

    Nonsmooth cone-constrained optimization with applications to semi-infinite programming

  • Boris S. Mordukhovich
  • Nghia Tran
    • Categories Nonsmooth Optimization, Semi-infinite Programming Tags , ,

    The paper is devoted to the study of general nonsmooth problems of cone-constrained optimization (or conic programming) important for various aspects of optimization theory and applications. Based on advanced constructions and techniques of variational analysis and generalized differentiation, we derive new necessary optimality conditions (in both “exact” and “fuzzy” forms) for nonsmooth conic programs, establish … Read more

    MILP formulation for islanding of power networks

  • Waqquas Bukhsh
  • Andreas Grothey
  • Kenneth McKinnon
  • Paul Trodden
    • Categories (Mixed) Integer Linear Programming, Applications - Science and Engineering

    In this paper, a mathematical formulation for the islanding of power networks is presented. Given an area of uncertainty in the network, the proposed approach uses mixed integer linear programming to isolate uncertain components and create islands, by intentionally (i) cutting lines, (ii) shedding loads and (iii) switching generators, while maximizing load supply. A key … Read more

    Stochastic Optimization Approach to Water Management in Cooling-Constrained Power Plants

  • Emil M. Constantinescu
  • Victor M. Zavala
  • Urmila Diwekar
  • Juan M. Salazar
    • Categories Applications - OR and Management Sciences, Constrained Nonlinear Optimization, Stochastic Programming

    We propose a stochastic optimization framework to perform water management in coolingconstrained power plants. The approach determines optimal set-points to maximize power output in the presence of uncertain weather conditions and water intake constraints. Weather uncertainty is quantified in the form of ensembles using the state-of-the-art numerical weather prediction model WRF. The framework enables us … Read more

    A Low-Memory Approach For Best-State Estimation Of Hidden Markov Models With Model Error

  • Mihai Anitescu
  • Emil M. Constantinescu
  • Xiaoyan Zeng
    • Categories Civil and Environmental Engineering, Statistics, Unconstrained Optimization Tags , , , ,

    We present a low-memory approach for the best-state estimate (data assimilation) of hidden Markov models where model error is considered. In particular, our findings apply for the 4D- Var framework. The novelty of our approach resides in the fact that the storage needed by our estimation framework, while including model error, is dramatically reduced from … Read more

    A Dynamic Programming Heuristic for the Quadratic Knapsack Problem

  • Franklin Djeumou Fomeni
  • Adam N. Letchford
    • Categories (Mixed) Integer Nonlinear Programming, Combinatorial Optimization, Dynamic Programming Tags , ,

    It is well known that the standard (linear) knapsack problem can be solved exactly by dynamic programming in O(nc) time, where n is the number of items and c is the capacity of the knapsack. The quadratic knapsack problem, on the other hand, is NP-hard in the strong sense, which makes it unlikely that it … Read more

    Compact formulations of the Steiner traveling salesman problem and related problems

  • Adam N. Letchford
  • Saeideh Nasiri
  • Dirk Oliver Theis
    • Categories Combinatorial Optimization, Integer Programming Tags , ,

    The Steiner Traveling Salesman Problem (STSP) is a variant of the Traveling Salesman Problem (TSP) that is particularly suitable when dealing with sparse networks, such as road networks. The standard integer programming formulation of the STSP has an exponential number of constraints, just like the standard formulation of the TSP. On the other hand, there … Read more