Optimization Software and Modeling Systems

Scalable Parallel Nonlinear Optimization with PyNumero and Parapint

  • Jose Rodriguez
  • Robert Parker
  • Carl D. Laird
  • Bethany Nicholson
  • John D. Siirola
  • Michael Lee Bynum
    • Categories Nonlinear Optimization, Parallel Algorithms Tags ,

    We describe PyNumero, an open-source, object-oriented programming framework in Python that supports rapid development of performant parallel algorithms for structured nonlinear programming problems (NLP’s) using the Message Passing Interface (MPI). PyNumero provides three fundamental building blocks for developing NLP algorithms: a fast interface for calculating first and second derivatives with the AMPL Solver Library (ASL), … Read more

    RSOME in Python: An Open-Source Package for Robust Stochastic Optimization Made Easy

  • Peng Xiong
  • Zhi Chen
    • Categories Modeling Languages and Systems, Robust Optimization Tags , , ,

    We develop a Python package called RSOME for modeling a wide spectrum of robust and distributionally robust optimization problems. RSOME serves as a modeling platform for formulating various optimization problems subject to distributional ambiguity in a highly readable and mathematically intuitive manner. Compared with the MATLAB version, RSOME in Python is more versatile and well … Read more

    MatQapNB User Guide: A branch-and-bound program for QAPs in Matlab with the Newton-Bracketing method

  • Koichi Fujii
  • Naoki Ito
  • Sunyoung Kim
  • Masakazu Kojima
  • Hans D Mittelmann
  • Kim-Chuan Toh
  • Yuji Shinano
    • Categories Global Optimization Applications, Optimization Software Design Principles, Quadratic Programming Tags , , ,

    MatQapNB is a MATLAB toolbox that implements a parallel branch-and-bound method using NewtBracket (the Newton bracketing method [4]) for its lower bounding procedure. It can solve small to medium scale Quadratic Assignment Problem (QAP) instances with dimension up to 30. MatQapNB was used in the numerical experiments on QAPs in the recent article “Solving challenging … Read more

    Parallel Strategies for Direct Multisearch

  • C. P. Brás
  • Ana Luisa Custódio
  • S. Tavares
  • V. Duarte
  • P. Medeiros
    • Categories Bound-constrained Optimization, Multi-Criteria Optimization, Parallel Algorithms

    Direct Multisearch (DMS) is a Derivative-free Optimization class of algorithms suited for computing approximations to the complete Pareto front of a given Multiobjective Optimization problem. It has a well-supported convergence analysis and simple implementations present a good numerical performance, both in academic test sets and in real applications. Recently, this numerical performance was improved with … Read more

    NOMAD version 4: Nonlinear optimization with the MADS algorithm

  • Charles Audet
  • Sébastien Le Digabel
  • Viviane Rochon Montplaisir
  • Christophe Tribes
    • Categories Nonlinear Optimization, Optimization Software and Modeling Systems Tags , , ,

    NOMAD is software for optimizing blackbox problems. In continuous development since 2001, it constantly evolved with the integration of new algorithmic features published in scientific publications. These features are motivated by real applications encountered by industrial partners. The latest major release of NOMAD, version 3, dates from 2008. Minor releases are produced as new features … Read more

    Maintenance Optimization of Wagons Mix

  • Carmo C. Melo
  • L.M. Vianna
    • Categories Modeling Languages and Systems, Production and Logistics, Transportation Tags , , , ,

    This work proposes to create a tool for support for cost reduction in wagon maintenance through the distribution of the annual plan in workshops. The distribution depends on the type of wagon, the scope of the maintenance service that each workshop serves, and the capacity that is supported by the workshops. This plan is a … Read more

    A support tool for planning classrooms considering social distancing between students

  • J. C. Bortolete
  • Luís Felipe Bueno
  • R. Butkeraites
  • Antonio Chaves
  • G. Collaço
  • M. Magueta
  • Luiz Leduíno Salles Neto
  • T. Silva
  • Thiago P. Siqueira
  • Francisco N. C. Sobral
  • F. J. R. Pelogia
  • Horacio Hideki Yanasse
    • Categories Applications - OR and Management Sciences, Global Optimization, Optimization Software and Modeling Systems Tags , , , , ,

    In this paper, we present the online tool salaplanejada.unifesp.br developed to assist the layout planning of classrooms considering the social distance in the context of the COVID-19 pandemic. We address both the allocation problem in rooms where seats are fixed as well as the problem in rooms where seats can be moved freely. For the … Read more

    FrankWolfe.jl: a high-performance and flexible toolbox for Frank-Wolfe algorithms and Conditional Gradients

  • Mathieu Besançon
  • Alejandro Carderera
  • Sebastian Pokutta
    • Categories Constrained Nonlinear Optimization, Convex Optimization, Optimization Software and Modeling Systems Tags , ,

    We present FrankWolfe.jl, an open-source implementation of several popular Frank-Wolfe and Conditional Gradients variants for first-order constrained optimization. The package is designed with flexibility and high-performance in mind, allowing for easy extension and relying on few assumptions regarding the user-provided functions. It supports Julia’s unique multiple dispatch feature, and interfaces smoothly with generic linear optimization … Read more

    A Computational Study of Perspective Cuts

  • Ksenia Bestuzheva
  • Ambros Gleixner
  • Stefan Vigerske
    • Categories (Mixed) Integer Nonlinear Programming, Cutting Plane Approaches, Optimization Software and Modeling Systems Tags , , ,

    The benefits of cutting planes based on the perspective function are well known for many specific classes of mixed-integer nonlinear programs with on/off structures. However, we are not aware of any empirical studies that evaluate their applicability and computational impact over large, heterogeneous test sets in general-purpose solvers. This paper provides a detailed computational study … Read more

    Use of static surrogates in hyperparameter optimization

  • Dounia Lakhmiri
  • Sébastien Le Digabel
    • Categories Nonlinear Optimization, Optimization Software and Modeling Systems Tags , ,

    Optimizing the hyperparameters and architecture of a neural network is a long yet necessary phase in the development of any new application. This consuming process can benefit from the elaboration of strategies designed to quickly discard low quality configurations and focus on more promising candidates. This work aims at enhancing HyperNOMAD, a library that adapts … Read more