Global Optimization Applications

Nonlinear Regression Analysis by Global Optimization: A Case Study in Space Engineering

  • Alessandro Castellazzo
  • Giorgio Fasano
  • János Pintér
  • Mariachiara Vola
    • Categories Applications - Science and Engineering, Global Optimization Applications, Optimization Software and Modeling Systems Tags , , , , , ,

    The search for a better understanding of complex systems calls for quantitative model development. Within this development process, model fitting to observational data (calibration) often plays an important role. Traditionally, local optimization techniques have been applied to solve nonlinear (as well as linear) model calibration problems numerically: the limitations of such approaches in the nonlinear … Read more

    Optimized Ellipse Packings in Regular Polygons Using Embedded Lagrange Multipliers

  • Ignacio Castillo
  • Frank J. Kampas
  • János Pintér
    • Categories Global Optimization, Global Optimization Applications, Optimization Software and Modeling Systems

    In this work, we present model development and numerical solution approaches to the general problem of packing a collection of ellipses into an optimized regular polygon. Our modeling and solution strategy is based on the concept of embedded Lagrange multipliers. This concept is applicable to a wide range of optimization problems in which explicit analytical … Read more

    Mixed Integer Programming for the Global Solution of the Economic Load Dispatch Problem With Valve-Point Effect

  • Pierre-Antoine Absil
  • S. Easter Selvan
  • Michael Azzam
  • Augustin Lefèvre
    • Categories Global Optimization Applications, Production and Logistics

    Optimal distribution of power among generating units to meet a specific demand subject to system constraints is an ongoing research topic in the power system community. The problem, even in a static setting, turns out to be hard to solve with conventional optimization methods owing to the consideration of valve-point effects, which make the cost … Read more

    Discrete flow pooling problems in coal supply chains

  • Natashia Boland
  • Thomas Kalinowski
  • Fabian Rigterink
    • Categories (Mixed) Integer Nonlinear Programming, Constrained Nonlinear Optimization, Global Optimization Applications

    The pooling problem is a nonconvex nonlinear programming problem (NLP) with applications in the refining and petrochemical industries, but also the coal mining industry. The problem can be stated as follows: given a set of raw material suppliers (inputs) and qualities of the supplies, find a cost-minimising way of blending these raw materials in intermediate … Read more

    A special case of the generalized pooling problem arising in the mining industry

  • Natashia Boland
  • Thomas Kalinowski
  • Fabian Rigterink
  • Martin Savelsbergh
    • Categories Constrained Nonlinear Optimization, Global Optimization Applications

    Iron ore and coal are substantial contributors to Australia’s export economy. Both are blended products that are made-to-order according to customers’ desired product qualities. Mining companies have a great interest in meeting these target qualities since deviations generally result in contractually agreed penalties. This paper studies a variation of the generalized pooling problem (GPP) arising … Read more

    Convex Relaxations for Gas Expansion Planning

  • Scott Backhaus
  • Conrado Borraz-Sanchez
  • Hassan L. Hijazi
  • Pascal Van Hentenryck
  • Russell Bent
    • Categories (Mixed) Integer Nonlinear Programming, Applications - OR and Management Sciences, Global Optimization Applications Tags , , ,

    Expansion of natural gas networks is a critical process involving substantial capital expenditures with complex decision-support requirements. Given the non-convex nature of gas transmission constraints, global optimality and infeasibility guarantees can only be offered by global optimisation approaches. Unfortunately, state-of-the-art global optimisation solvers are unable to scale up to real-world size instances. In this study, … Read more

    New multi-commodity flow formulations for the pooling problem

  • Natashia Boland
  • Thomas Kalinowski
  • Fabian Rigterink
    • Categories Constrained Nonlinear Optimization, Global Optimization Applications

    The pooling problem is a nonconvex nonlinear programming problem with numerous applications. The nonlinearities of the problem arise from bilinear constraints that capture the blending of raw materials. Bilinear constraints are well-studied and significant progress has been made in solving large instances of the pooling problem to global optimality. This is due in no small … Read more

    Successive Rank-One Approximations of Nearly Orthogonally Decomposable Symmetric Tensors

  • Donald Goldfarb
  • Daniel Hsu
  • Cun Mu
    • Categories Data-Mining, Global Optimization Applications, Statistics Tags , , ,

    Many idealized problems in signal processing, machine learning and statistics can be reduced to the problem of finding the symmetric canonical decomposition of an underlying symmetric and orthogonally decomposable (SOD) tensor. Drawing inspiration from the matrix case, the successive rank-one approximations (SROA) scheme has been proposed and shown to yield this tensor decomposition exactly, and … Read more

    An optimization-based method for feature ranking in nonlinear regression problems

  • Luca Bravi
  • Veronica Piccialli
  • Marco Sciandrone
    • Categories Data-Mining, Global Optimization Applications

    In this work we consider the feature ranking problem where, given a set of training instances, the task is to associate a score to the features in order to assess their relevance. Feature ranking is a very important tool for decision support systems, and may be used as an auxiliary step of feature selection to … Read more

    A Parallel Evolution Strategy for an Earth Imaging Problem in Geophysics

  • H. Calandra
  • Serge Gratton
  • Luis Nunes Vicente
  • Y. Diouane
  • X. Vasseur
    • Categories Basic Sciences Applications, Global Optimization Applications, Optimization of Simulated Systems Tags , , , , , ,

    In this paper we propose a new way to compute a warm starting point for a challenging global optimization problem related to Earth imaging in geophysics. The warm start consists of a velocity model that approximately solves a full-waveform inverse problem at low frequency. Our motivation arises from the availability of massively parallel computing platforms … Read more