We propose to solve global optimal control problems with a new algorithm that is based on Bock’s direct multiple shooting method. We provide conditions and numerical evidence for a significant overall runtime reduction compared to the standard single shooting approach. Citation Optimal Control Applications and Methods, Vol. 39 (2), pp. 449–470, 2017 DOI 10.1002/oca.2324 Article … Read more
This paper describes the extensions that were added to the constraint integer programming framework SCIP in order to enable it to solve convex and nonconvex mixed-integer nonlinear programs (MINLPs) to global optimality. SCIP implements a spatial branch-and-bound algorithm based on a linear outer-approximation, which is computed by convex over- and underestimation of nonconvex functions. An … Read more
This chapter examines the problem of packing tetris-like items, orthogonally, with the possibility of rotations, into a convex domain, in the presence of additional conditions. An MILP (Mixed Integer Linear Programming) and an MINLP (Mixed Integer Nonlinear Programming) models, previously studied by the author, are surveyed. An efficient formulation of the objective function, aimed at … Read more
This work discusses the following general packing problem-class: given a finite collection of d-dimensional spheres with arbitrarily chosen radii, find the smallest sphere in R^d that contains the entire collection of these spheres in a non-overlapping arrangement. Generally speaking, analytical solution approaches cannot be expected to apply to this general problem-type, except for very small … Read more
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
Optimization-based bound tightening (OBBT) is one of the most effective procedures to reduce variable domains of nonconvex mixed-integer nonlinear programs (MINLPs). At the same time it is one of the most expensive bound tightening procedures, since it solves auxiliary linear programs (LPs)—up to twice the number of variables many. The main goal of this paper … Read more
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
This paper studies the iteration-complexity of a new primal-dual algorithm based on Rockafellar’s proximal method of multipliers (PMM) for solving smooth convex programming problems with inequality constraints. In each step, either a step of Rockafellar’s PMM for a second-order model of the problem is computed or a relaxed extragradient step is performed. The resulting algorithm … Read more
The general ellipse packing problem is to find a non-overlapping arrangement of 𝑛 ellipses with (in principle) arbitrary size and orientation parameters inside a given type of container set. Here we consider the general ellipse packing problem with respect to an optimized circle container with minimal radius. Following the review of selected topical literature, we … Read more
In this paper we exploit a slight variant of a result previously proved in [11] to define a procedure which delivers the convex envelope of some bivariate functions over polytopes. The procedure is based on the solution of a KKT system and simplifies the derivation of the convex envelope with respect to previously proposed techniques. … Read more