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
Weighted sum based approaches to multiobjective optimization is computationally very efficient. However,they have two main weakness: 1) Only one Pareto solution can be obtained in one run 2) The solutions in the concave part of the Pareto front cannot be obtained. This paper proposes a new theory on multiobjective optimization using weighted aggregation approach. Based … Read more
We investigate the solution of large scale instances of the capacitated and uncapacitated facility location problems. Let n be the number of customers and m the number of potential facility sites. For the uncapacitated case we solved instances of size m x n=3000 x 3000; for the capacitated case the largest instances were 1000 x … Read more
This is a short guide to use the Matlab package WASP designed for the numerical solution of two-point linear boundary value problems that arise typically in linear quadratic optimal control. The method relies upon an adaptive computation of discretization based on a wavelet analysis. On a given refined grid, finite differences of various order are … Read more
We discuss convex optimization problems where some of the variables are constrained to be finite autocorrelation sequences. Problems of this form arise in signal processing and communications, and we describe applications in filter design and system identification. Autocorrelation constraints in optimization problems are often approximated by sampling the corresponding power spectral density, which results in … Read more
We consider convex optimization problems with the constraint that the variables form a finite autocorrelation sequence, or equivalently, that the corresponding power spectral density is nonnegative. This constraint is often approximated by sampling the power spectral density, which results in a set of linear inequalities. It can also be cast as a linear matrix inequality … Read more
The open loop optimal control (dynamic optimization) of distributed parameter systems is considered here. These problems are usually solved by the Control Vector Parameterization (CVP) approach, which transforms the original dynamic optimization method into an outer nonlinear programming problem, which requires the solution of an inner initial value problem (IVP). The solution of this IVP … Read more