Kevin C Furman – Optimization Online

Sample Average Approximation for Stochastic Nonconvex Mixed Integer Nonlinear Programming via Outer Approximation

Published: 2019/12/09, Updated: 2019/12/11

Stochastic mixed-integer nonlinear programming (MINLP) is a very challenging type of problem. Although there have been recent advances in developing decomposition algorithms to solve stochastic MINLPs, none of the existing algorithms can address stochastic MINLPs with continuous distributions. We propose a sample average approximation-based outer approximation algorithm (SAAOA) that can address nonconvex two-stage stochastic programs … Read more

A computationally useful algebraic representation of nonlinear disjunctive convex sets using the perspective function

Published: 2016/07/14, Updated: 2020/03/30

Kevin C Furman

Ignacio E. Grossmann

Nicolas Sawaya

(Mixed) Integer Nonlinear Programming

Nonlinear disjunctive convex sets arise naturally in the formulation or solution methods of many discrete–continuous optimization problems. Often, a tight algebraic representation of the disjunctive convex set is sought, with the tightest such representation involving the characterization of the convex hull of the disjunctive convex set. In the most general case, this can be explicitly … Read more

Parallel Large-Neighborhood Search Techniques for LNG Inventory Routing

Published: 2014/04/17

Badrinarayanan Velamur Asokan

Parallel Algorithms, Supply Chain Management, Transportation

Liquefied natural gas (LNG) is estimated to account for a growing portion of the world natural gas trade. For profitable operation of a capital intensive LNG project, it is necessary to optimally design various aspects of the supply chain associated with it. Of particular interest is optimization of ship schedules and the inventories on the … Read more

Bound Improvement for LNG Inventory Routing

Published: 2014/02/14, Updated: 2014/02/17

Applications - OR and Management Sciences, Supply Chain Management, Transportation

Liquefied Natural Gas (LNG) is steadily becoming a common mode for commercializing natural gas. In this paper, we develop methods for improving both lower and upper bounds for a previously stated form of an LNG inventory routing problem. A Dantzig-Wolfe-based decomposition approach is developed for LNG inventory routing problem (LNG-IRP) attempting to overcome poor lower … Read more

Constraint Programming for LNG Ship Scheduling and Inventory Management

Published: 2014/01/22, Updated: 2014/01/27

Production and Logistics, Supply Chain Management, Transportation constraint programming, inventory, routing

We propose a constraint programming approach for the optimization of inventory routing in the liquefied natural gas industry. We present two constraint programming models that rely on a disjunctive scheduling representation of the problem. We also propose an iterative search heuristic to generate good feasible solutions for these models. Computational results on a set of … Read more

Using diversification, communication and parallelism to solve mixed-integer linear programs

Published: 2013/05/30

(Mixed) Integer Linear Programming, Optimization Software and Modeling Systems, Parallel Algorithms Branch-and-Bound, communication, diversification, integer programming, parallelism, performance variability

Performance variability of modern mixed-integer programming solvers and possible ways of exploiting this phenomenon present an interesting opportunity in the development of algorithms to solve mixed-integer linear programs (MILPs). We propose a framework using multiple branch-and-bound trees to solve MILPs while allowing them to share information in a parallel execution. We present computational results on … Read more

Large Neighborhood Search for LNG Inventory Routing

Published: 2012/02/03, Updated: 2012/11/12

Liquefied Natural Gas (LNG) is steadily becoming a common mode for commercializing natural gas. Due to the capital intensive nature of LNG projects, the optimal design of LNG supply chains is extremely important from a profitability perspective. Motivated by the need for a model that can assist in the design analysis of LNG supply chains, … Read more