Constrained Nonlinear Optimization

Solving Power-Constrained Gas Transportation Problems using an MIP-based Alternating Direction Method

  • Björn Geißler
  • Antonio Morsi
  • Lars Schewe
  • Martin Schmidt
    • Categories (Mixed) Integer Nonlinear Programming, Applications - Science and Engineering, Constrained Nonlinear Optimization Tags , , , ,

    We present a solution algorithm for problems from steady-state gas transport optimization. Due to nonlinear and nonconvex physics and engineering models as well as discrete controllability of active network devices, these problems lead to hard nonconvex mixed-integer nonlinear optimization models. The proposed method is based on mixed-integer linear techniques using piecewise linear relaxations of the … Read more

    Sequential Threshold Control in Descent Splitting Methods for Decomposable Optimization Problems

  • Igor V. Konnov
    • Categories Constrained Nonlinear Optimization, Data-Mining, Nonsmooth Optimization

    We suggest a modification of the descent splitting methods for decomposable composite optimization problems, which maintains the basic convergence properties, but enables one to reduce the computational expenses per iteration and to provide computations in a distributed manner. It consists in making coordinate-wise steps together with a special threshold control. CitationKazan Federal University, Kazan 420008, … Read more

    A Filter Active-Set Algorithm for Ball/Sphere Constrained Optimization Problem

  • Shen Chungen
  • Zhang Lei-Hong
  • Weihong Yang
    • Categories Constrained Nonlinear Optimization Tags , , , , , ,

    In this paper, we propose a filter active-set algorithm for the minimization problem over a product of multiple ball/sphere constraints. By making effective use of the special structure of the ball/sphere constraints, a new limited memory BFGS (L-BFGS) scheme is presented. The new L-BFGS implementation takes advantage of the sparse structure of the Jacobian of … Read more

    Iteration Bounds for Finding the $\epsilonhBcStationary Points for Structured Nonconvex Optimization

  • Bo Jiang
  • Shuzhong Zhang
    • Categories Constrained Nonlinear Optimization, Nonsmooth Optimization Tags , , ,

    In this paper we study proximal conditional-gradient (CG) and proximal gradient-projection type algorithms for a block-structured constrained nonconvex optimization model, which arises naturally from tensor data analysis. First, we introduce a new notion of $\epsilon$-stationarity, which is suitable for the structured problem under consideration. %, compared with other similar solution concepts. We then propose two … Read more

    High Detail Stationary Optimization Models for Gas Networks: Validation and Results

  • Martin Schmidt
  • Marc C. Steinbach
  • Bernhard M. Willert
    • Categories Applications - Science and Engineering, Constrained Nonlinear Optimization, Systems governed by Differential Equations Optimization Tags , , ,

    Due to strict regulatory rules in combination with complex nonlinear physics, major gas network operators in Germany and Europe face hard planning problems that call for optimization. In part 1 of this paper we have developed a suitable model hierarchy for that purpose. Here we consider the more practical aspects of modeling. We validate individual … Read more

    On an inexact trust-region SQP-filter method for constrained nonlinear optimization

  • Lorenz T. Biegler
  • Andrea Walther
    • Categories Constrained Nonlinear Optimization Tags , ,

    A class of trust-region algorithms is developed and analyzed for the solution of optimization problems with nonlinear equality and inequality constraints. Based on composite-step trust region methods and a filter approach, the resulting algorithm also does not require the computation of exact Jacobians; only Jacobian vector products are used along with approximate Jacobian matrices. As … Read more

    A Flexible Iterative Solver for Nonconvex, Equality-Constrained Quadratic Subproblems

  • Alp Dener
  • Jason Hicken
    • Categories Constrained Nonlinear Optimization, Multidisciplinary Design Optimization, Optimization of Systems modeled by PDEs Tags , , , , ,

    We present an iterative primal-dual solver for nonconvex equality-constrained quadratic optimization subproblems. The solver constructs the primal and dual trial steps from the subspace generated by the generalized Arnoldi procedure used in flexible GMRES (FGMRES). This permits the use of a wide range of preconditioners for the primal-dual system. In contrast with FGMRES, the proposed … Read more

    Weak and Strong Superiorization: Between Feasibility-Seeking and Minimization

  • Yair Censor
    • Categories Constrained Nonlinear Optimization, Convex Optimization

    We review the superiorization methodology, which can be thought of, in some cases, as lying between feasibility-seeking and constrained minimization. It is not quite trying to solve the full fledged constrained minimization problem; rather, the task is to find a feasible point which is superior (with respect to an objective function value) to one returned … Read more

    A collision detection approach for maximizing the material utilization

  • Volker Maag
    • Categories Constrained Nonlinear Optimization, Semi-infinite Programming Tags , , , ,

    We introduce a new method for a task of maximal material utilization, which is is to fit a flexible, scalable three-dimensional body into another aiming for maximal volume whereas position and shape may vary. The difficulty arises from the containment constraint which is not easy to handle numerically. We use a collision detection method to … Read more

    Normally admissible stratifications and calculation of normal cones to a finite union of polyhedral sets

  • Lukáš Adam
  • Michal Cervinka
  • Miroslav Pistek
    • Categories Complementarity and Variational Inequalities, Constrained Nonlinear Optimization, Nonsmooth Optimization Tags , , , , , ,

    This paper considers computation of Fr\’echet and limiting normal cones to a finite union of polyhedra. To this aim, we introduce a new concept of normally admissible stratification which is convenient for calculations of such cones and provide its basic properties. We further derive formulas for the above mentioned cones and compare our approach to … Read more