A Multicriteria Approach to Bilevel Optimization

In this paper we study the relationship between bilevel optimization and bicriteria optimization. Given a bilevel optimization problem, we introduce an order relation such that the optimal solutions of the bilevel problem are the nondominated points with respect to the order relation. In the case where the lower level problem of the bilevel optimization problem … Read more

Global Optimization of Homogeneous Polynomials on the Simplex and on the Sphere

We obtain rigorous estimates for linear and semidefinite relaxations of global optimization problems on the simplex and on the sphere Citation Research report, February, 2003 Article Download View Global Optimization of Homogeneous Polynomials on the Simplex and on the Sphere

A randomized global optimization method for protein-protein docking

In this paper we report results on the problem of docking two large proteins by means of a two-phase monotonic basin hopping method. Given an appropriate force field which is used to measure the interaction energy between two biomolecules which are considered as rigid bodies, we used a randomized global optimization methods based upon the … Read more

New global optima for Morse clusters at $\rho=8$

We recently discovered 5 new putative globally optimum configurations for Morse clusters at $\rho=8$. This report contains some algorithmic details as well as the structures determined with our method. Citation Technical Report DSI 3-2003, Dipartimento di Sistemi e Informatica, Università degli Studi di Firenze, Firenze, 2003. Article Download View New global optima for Morse clusters … Read more

A fast swap-based local search procedure for location problems

We present a new implementation of a widely used swap-based local search procedure for the P-median problem, proposed in 1968 by Teitz and Bart. Our method produces the same output as the best alternatives described in the literature and, even though its worst-case complexity is similar, it can be significantly faster in practice: speedups of … Read more

Global and Convex Optimization in Modeling Environments: Compiler-Based, Excel, and Mathematica Implementations

We present a review of several software products that serve to analyze and solve nonlinear (specifically including global) optimization problems across different hardware and software platforms. The implementations discussed are LGO, as a stand-alone, but compiler-dependent modeling and solver environment; its Excel platform implementation; and MathOptimizer, a native solver package for Mathematica users. The discussion … Read more

The Inverse Optimal Value Problem

This paper considers the following inverse optimization problem: given a linear program, a desired optimal objective value, and a set of feasible cost coefficients, determine a cost-coefficient vector such that the corresponding optimal objective value of the linear program is closest to the given value. The above problem, referred here as the inverse optimal value … Read more

Parallel Interval Continuous Global Optimization Algorithms

We theorically study, on a distributed memory architecture, the parallelization of Hansen’s algorithm for the continuous global optimization with inequality constraints, using interval arithmetic. We propose a parallel algorithm based on a dynamic redistribution of the working list among the processors. On the other hand, we exploit the reduction technique, developped by Hansen, for computing … Read more

Efficient Algorithms for Large Scale Global Optimization: Lennard-Jones clusters

A standard stochastic global optimization method is applied to the challenging problem of finding the minimum energy conformation of cluster of identical atoms interacting through the Lennard-Jones potential. The method proposed is based on the use of a two-phase local search procedure which is capable of significantly enlarge the basin of attraction of the global … Read more

A General Framework for Convex Relaxation of Polynomial Optimization Problems over Cones

The class of POPs (Polynomial Optimization Problems) over cones covers a wide range of optimization problems such as $0$-$1$ integer linear and quadratic programs, nonconvex quadratic programs and bilinear matrix inequalities. This paper presents a new framework for convex relaxation of POPs over cones in terms of linear optimization problems over cones. It provides a … Read more