The bi-objective R&S problem is a special case of the multi-objective simulation optimization problem in which two conflicting objectives are known only through dependent Monte Carlo estimators, the decision space or number of systems is finite, and each system can be sampled to some extent. The solution to the bi-objective R&S problem is a set … Read more
This paper presents a class of efficient Newton-type algorithms for solving the nonlinear programs (NLPs) arising from applying a direct collocation approach to continuous time optimal control. The idea is based on an implicit lifting technique including a condensing and expansion step, such that the structure of each subproblem corresponds to that of the multiple … Read more
Direct optimal control algorithms first discretize the continuous-time optimal control problem and then solve the resulting finite dimensional optimization problem. If Newton type optimization algorithms are used for solving the discretized problem, accurate first as well as second order sensitivity information needs to be computed. This article develops a novel approach for computing Hessian matrices … Read more
The problem of identifying a specific design or architecture that allows to satisfy all the system requirements becomes more difficult when uncertainties are taken into account. When a requirement is subject to uncertainty there are a number approaches available to the system engineer, each one with its own benefits and disadvantages. Classical robust optimization is … Read more
Representability results for mixed-integer linear systems play a fundamental role in optimization since they give geometric characterizations of the feasible sets that can be formulated by mixed-integer linear programming. We consider a natural extension of mixed-integer linear systems obtained by adding just one ellipsoidal inequality. The set of points that can be described, possibly using … Read more
In constrained nonlinear optimization, the squared slack variables can be used to transform a problem with inequality constraints into a problem containing only equality constraints. This reformulation is usually not considered in the modern literature, mainly because of possible numerical instabilities. However, this argument only concerns the development of algorithms, and nothing stops us in … Read more
Concave Mixed-Integer Quadratic Programming is the problem of minimizing a concave quadratic polynomial over the mixed-integer points in a polyhedral region. In this work we describe an algorithm that finds an ε-approximate solution to a Concave Mixed-Integer Quadratic Programming problem. The running time of the proposed algorithm is polynomial in the size of the problem … Read more
In this paper, we consider the Multilinear set defined as the set of binary points satisfying a collection of multilinear equations. Such sets appear in factorable reformulations of many types of nonconvex optimization problems, including binary polynomial optimization. A great simplification in studying the facial structure of the convex hull of the Multilinear set is … Read more
This paper deals with a variant of the well-known Cluster Editing Problem (CEP), more precisely, the \textit{p}-CEP, in which a given input graph should be edited by adding and/or removing edges in such a way that \textit{p} vertex-disjoint cliques (clusters) are generated with the minimum number of editions. We introduce several valid inequalities where some … Read more
We describe pyomo.dae, an open source Python-based modeling framework that enables high-level abstract specification of optimization problems with differential and algebraic equations. The pyomo.dae framework is integrated with the Pyomo open source algebraic modeling language, and is available at http: //www.pyomo.org. One key feature of pyomo.dae is that it does not restrict users to standard, … Read more