Month: June 2016

An Adaptive Discretization MINLP Algorithm for Optimal Synthesis of Decentralized Energy Supply Systems

  • Björn Bahl
  • André Bardow
  • Arie M.C.A. Koster
  • Marco E. Lübbecke
  • Sebastian Goderbauer
  • Philip Voll
    • Categories (Mixed) Integer Nonlinear Programming, Applications - Science and Engineering Tags , , , ,

    Decentralized energy supply systems (DESS) are highly integrated and complex systems designed to meet time-varying energy demands, e.g., heating, cooling, and electricity. The synthesis problem of DESS addresses combining various types of energy conversion units, choosing their sizing and operations to maximize an objective function, e.g., the net present value. In practice, investment costs and … Read more

    Inexact Newton-Type Optimization with Iterated Sensitivities

  • Moritz Diehl
  • Sebastien Gros
  • Rien Quirynen
    • Categories Systems governed by Differential Equations Optimization Tags , , ,

    This paper presents and analyzes an Inexact Newton-type optimization method based on Iterated Sensitivities (INIS). A particular class of Nonlinear Programming (NLP) problems is considered, where a subset of the variables is defined by nonlinear equality constraints. The proposed algorithm considers an arbitrary approximation for the Jacobian of these constraints. Unlike other inexact Newton methods, … Read more

    An exact hybrid method for the vehicle routing problem with time windows and multiple deliverymen

  • Aldair Álvarez
  • Pedro Munari
    • Categories Combinatorial Optimization, Transportation

    The vehicle routing problem with time windows and multiple deliverymen (VRPTWMD) is a variant of the vehicle routing problem with time windows in which service times at customers depend on the number of deliverymen assigned to the route that serves them. Hence, in addition to the usual routing and scheduling decisions, the crew size for … Read more

    On cone based decompositions of proper Pareto optimality

  • Marlon Braun
  • Hartmut Schmeck
  • Pradyumn Kumar Shukla
    • Categories Global Optimization, Multi-Criteria Optimization Tags , , ,

    In recent years, the research focus in multi-objective optimization has shifted from approximating the Pareto optimal front in its entirety to identifying solutions that are well-balanced among their objectives. Proper Pareto optimality is an established concept for eliminating Pareto optimal solutions that exhibit unbounded tradeo ffs. Imposing a strict tradeo ff bound allows specifying how many units … Read more

    The proximal point method for locally Lipschitz functions in multiobjective optimization

  • Glaydston Bento
  • João Xavier da Cruz Neto
  • Antoine Soubeyran
  • João Carlos Souza
  • G. López
    • Categories Applications - OR and Management Sciences, Multi-Criteria Optimization Tags , , , , ,

    This paper studies the constrained multiobjective optimization problem of finding Pareto critical points of vector-valued functions. The proximal point method considered by Bonnel et al. (SIAM J. Optim., 4 (2005), pp. 953-970) is extended to locally Lipschitz functions in the finite dimensional multiobjective setting. To this end, a new approach for convergence analysis of the … Read more

    Efficient Subgradient Methods for General Convex Optimization

  • James Renegar
    • Categories Convex Optimization Tags ,

    A subgradient method is presented for solving general convex optimization problems, the main requirement being that a strictly-feasible point is known. A feasible sequence of iterates is generated, which converges to within user-specified error of optimality. Feasibility is maintained with a line-search at each iteration, avoiding the need for orthogonal projections onto the feasible region … Read more

    Scalable Robust and Adaptive Inventory Routing

  • Dimitris Bertsimas
  • Swati Gupta
  • Joel Tay
    • Categories Robust Optimization, Transportation Tags , , , , ,

    We consider the finite horizon inventory routing problem with uncertain demand, where a supplier must deliver a particular commodity to its customers periodically, such that even under uncertain demand the customers do not stock out, e.g. supplying residential heating oil to customers. Current techniques that solve this problem with stochastic demand, robust or adaptive optimization … Read more

    Three ideas for a Feasibility Pump for nonconvex MINLP

  • Pietro Belotti
  • Timo Berthold
    • Categories (Mixed) Integer Nonlinear Programming Tags , ,

    We describe an implementation of the Feasibility Pump heuristic for nonconvex MINLPs. Our implementation takes advantage of three novel techniques, which we discuss here: a hierarchy of procedures for obtaining an integer solution, a generalized definition of the distance function that takes into account the nonlinear character of the problem, and the insertion of linearization … Read more

    The implicit convex feasibility problem and its application to adaptive image denoising

  • Yair Censor
  • Aviv Gibali
  • Frank Lenzen
  • Christoph Schnörr
    • Categories Biomedical Applications, Convex and Nonsmooth Optimization Tags , , , , ,

    The implicit convex feasibility problem attempts to find a point in the intersection of a finite family of convex sets, some of which are not explicitly determined but may vary. We develop simultaneous and sequential projection methods capable of handling such problems and demonstrate their applicability to image denoising in a specific medical imaging situation. … Read more

    On a conjecture in second-order optimality conditions

  • Roger Behling
  • Gabriel Haeser
  • Alberto Ramos
  • Daiana O. Santos
    • Categories Constrained Nonlinear Optimization Tags , , ,

    In this paper we deal with optimality conditions that can be verified by a nonlinear optimization algorithm, where only a single Lagrange multiplier is avaliable. In particular, we deal with a conjecture formulated in [R. Andreani, J.M. Martinez, M.L. Schuverdt, “On second-order optimality conditions for nonlinear programming”, Optimization, 56:529–542, 2007], which states that whenever a … Read more