Todd S. Munson

A Mixed-Integer PDE-Constrained Optimization Formulation for Electromagnetic Cloaking

  • Sven Leyffer
  • Todd S. Munson
  • Ryan Vogt
    • Categories (Mixed) Integer Nonlinear Programming, Applications - Science and Engineering, Optimization of Systems modeled by PDEs Tags , , ,

    We formulate a mixed-integer partial-differential equation constrained optimization problem for designing an electromagnetic cloak governed by the 2D Helmholtz equation with absorbing boundary conditions. Our formulation is an alternative to the topology optimization formulation of electromagnetic cloaking design. We extend the formulation to include uncertainty with respect to the angle of the incidence wave, and … Read more

    Minotaur: A Mixed-Integer Nonlinear Optimization Toolkit

  • Sven Leyffer
  • Jeff Linderoth
  • James R. Luedtke
  • Ashutosh Mahajan
  • Todd S. Munson
    • Categories (Mixed) Integer Nonlinear Programming, Global Optimization, Optimization Software and Modeling Systems Tags , ,

    We present a flexible framework for general mixed-integer nonlinear programming (MINLP), called Minotaur, that enables both algorithm exploration and structure exploitation without compromising computational efficiency. This paper documents the concepts and classes in our framework and shows that our implementations of standard MINLP techniques are efficient compared with other state-of-the-art solvers. We then describe structure-exploiting … Read more

    A Two-Level Approach to Large Mixed-Integer Programs with Application to Cogeneration in Energy-Efficient Buildings

  • Sven Leyffer
  • Todd S. Munson
  • Fu Lin
    • Categories (Mixed) Integer Linear Programming Tags , , , , , ,

    We study a two-stage mixed-integer linear program (MILP) with more than 1 million binary variables in the second stage. We develop a two-level approach by constructing a semi-coarse model (coarsened with respect to variables) and a coarse model (coarsened with respect to both variables and constraints). We coarsen binary variables by selecting a small number … Read more

    Exploiting Second-Order Cone Structure for Global Optimization

  • Ashutosh Mahajan
  • Todd S. Munson
    • Categories Global Optimization Theory Tags , ,

    Identifying and exploiting classes of nonconvex constraints whose feasible region is convex after branching can reduce the time to compute global solutions for nonlinear optimization problems. We develop techniques for identifying quadratic and nonlinear constraints whose feasible region can be represented as the union of a finite number of second-order cones, and we provide necessary … Read more

    A Pivoting Algorithm for Linear Programming with Linear Complementarity Constraints

  • Haw-ren Fang
  • Sven Leyffer
  • Todd S. Munson
    • Categories Complementarity and Variational Inequalities Tags , ,

    We present a pivoting algorithm for solving linear programs with linear complementarity constraints. Our method generalizes the simplex method for linear programming to deal with complementarity conditions. We develop an anticycling scheme that can verify Bouligand stationarity. We also give an optimization-based technique to find an initial feasible vertex. Starting with a feasible vertex, our … Read more

    A Filter Active-Set Trust-Region Method

  • Michael P. Friedlander
  • Nicholas I. M. Gould
  • Sven Leyffer
  • Todd S. Munson
    • Categories Constrained Nonlinear Optimization, Nonlinear Optimization Tags , ,

    We develop a new active-set method for nonlinear programming problems that solves a regularized linear program to predict the active set and then fixes the active constraints to solve an equality-constrained quadratic program for fast convergence. Global convergence is promoted through the use of a filter. We show that the regularization parameter fulfills the same … Read more

    Kestrel: An Interface from Optimization Modeling Systems to the NEOS Server

  • Elizabeth D. Dolan
  • Robert Fourer
  • Jean-Pierre Goux
  • Todd S. Munson
  • Jason Sarich
    • Categories Modeling Languages and Systems, Optimization Software and Modeling Systems, Optimization Software Design Principles Tags , , ,

    The NEOS Server provides access to a variety of optimization resources via the Internet. The new Kestrel interface to the Server enables local modeling environments to request NEOS optimization services and retrieve the results for local visualization and analysis, so that users have the same convenient access to remote NEOS solvers as to those installed … Read more

    Solving Multi-Leader-Follower Games

  • Sven Leyffer
  • Todd S. Munson
    • Categories Applications - OR and Management Sciences, Complementarity and Variational Inequalities, Constrained Nonlinear Optimization Tags , , , , , ,

    Multi-leader-follower games arise when modeling competition between two or more dominant firms and lead in a natural way to equilibrium problems with equilibrium constraints (EPECs). We examine a variety of nonlinear optimization and nonlinear complementarity formulations of EPECs. We distinguish two broad cases: problems where the leaders can cost-differentiate and problems with price-consistent followers. We … Read more

    Leader-Follower Equilibria for Electric Power and NO_x Allowances Markets

  • Yihsu Chen
  • Sven Leyffer
  • Todd S. Munson
  • Benjamin Hobbs
    • Categories Complementarity and Variational Inequalities, Finance and Economics Tags , ,

    This paper investigates the ability of the largest producer in an electricity market to manipulate both the electricity and emission allowances markets to its advantage. A Stackelberg game to analyze this situation is constructed in which the largest firm plays the role of the leader, while the medium-sized firms are treated as Cournot followers with … Read more

    Benchmarking Optimization Software with COPS 3.0

  • Elizabeth D. Dolan
  • Jorge MorĂ©
  • Todd S. Munson
    • Categories Constrained Nonlinear Optimization, Optimization Software Benchmark

    We describe version 3.0 of the COPS set of nonlinearly constrained optimization problems. We have added new problems, as well as streamlined and improved most of the problems. We also provide a comparison of the FILTER, KNITRO, LOQO, MINOS, and SNOPT solvers on these problems. CitationTechnical Report ANL/MCS-TM-273, Argonne National Laboratory, 02/04.ArticleDownload View PDF