A user-friendly free Matlab package for defining Linear Matrix Inequality (LMI) problems. It acts as an interface for the Self-Dual-Minimisation package SeDuMi developed by Jos F. Sturm. The functionalities of SeDuMi Interface are the following: (1) Declare an LMI problem. Five Matlab functions allow to define completely an LMI problem which can be characterised by … Read more
The $p$-Center problem consists in locating $p$ facilities among a set of $M$ possible locations and assigning $N$ clients to them in order to minimize the maximum distance between a client and the facility to which he is allocated. We present a new integer linear programming formulation for this Min-Max problem with a polynomial number … Read more
It is well known that the eigenvalues of a real symmetric matrix are not everywhere differentiable. A classical result of Ky Fan states that each eigenvalue of a symmetric matrix is the difference of two convex functions. This directly implies that the eigenvalues of a symmetric matrix are semismooth everywhere. Based on a very recent … Read more
We define a class of parabolic problems with control and state constraints and identify a problem within this class which possesses a locally unique critical point satisfying the second order sufficient optimality conditions. In this solution inequality constraints on the control are strongly active. The second derivative of the Lagrangian is not globally coercive. This … Read more
We consider the solution of Mixed Integer Nonlinear Programming (MINLP) problems by a parallel implementation of nonlinear branch-and-bound on a computational grid or meta-computer. Computational experience on a set of large MINLPs is reported which indicates that this approach is efficient for the solution of large MINLPs. Citation Numerical Analysis Report NA/200, Department of Mathematics, … Read more
We propose and describe a hybrid GRASP with weight perturbations and adaptive path-relinking heuristic (HGP+PR) for the Steiner problem in graphs. In this multi-start approach, the greedy randomized construction phase of a GRASP is replaced by the use of several construction heuristics with a weight perturbation strategy that combines intensification and diversification elements, as in … Read more
The floorplanning (or facility layout) problem consists in finding the optimal positions for a given set of modules of fixed area (but perhaps varying dimensions) within a facility such that the distances between pairs of modules that have a positive connection cost are minimized. This is a hard discrete optimization problem; even the restricted version … Read more
Long-term hydrothermal coordination is one of the main problems to be solved by an electric utility. Its solution provides the optimal allocation of hydraulic, thermal and nuclear resources at the different intervals of the planning horizon. The purpose of the paper is twofold. Firstly, it presents a new package for solving the hydrothermal coordination problem. … Read more
In chemical engineering complex dynamic optimization problems formulated on moving horizons have to be solved on-line. In this work, we present a multiscale approach based on wavelets where a hierarchy of successively, adaptively refined problems are constructed.They are solved in the framework of nested iteration as long as the real-time restrictions are fulfilled. To avoid … Read more
In the literature, thermal insulation systems with a fixed number of heat intercepts have been optimized with respect to intercept locations and temperatures. The number of intercepts and the types of insulators that surround them were chosen by parametric studies. This was because the optimization methods used could not treat such categorical variables. Discrete optimization … Read more