A Linear Programming Approach for the Least-Squares Protein Morphing Problem

This work addresses the computation of free-energy di fferences between protein conformations by using morphing (i.e., transformation) of a source conformation into a target conformation. To enhance the morph- ing procedure, we employ permutations of atoms; we transform atom n in the source conformation into atom \sigma(n) in the target conformation rather than directly transforming atom … Read more

PSwarm: A Hybrid Solver for Linearly Constrained Global Derivative-Free Optimization

PSwarm was developed originally for the global optimization of functions without derivatives and where the variables are within upper and lower bounds. The underlying algorithm used is a pattern search method, more specifically a coordinate search method, which guarantees convergence to stationary points from arbitrary starting points. In the (optional) search step of coordinate search, … Read more

Implicitely and Densely Discrete Black-Box Optimization Problems

This paper addresses derivative-free optimization problems where the variables lie implicitly in an unknown discrete closed set. The evaluation of the objective function follows a projection onto the discrete set, which is assumed dense rather than sparse. Such a mathematical setting is a rough representation of what is common in many real-life applications where, despite … Read more

Python Optimization Modeling Objects (Pyomo)

We describe Pyomo, an open-source tool for modeling optimization applications in Python. Pyomo can be used to define abstract problems, create concrete problem instances, and solve these instances with standard solvers. Pyomo provides a capability that is commonly associated with algebraic modeling languages like AMPL and GAMS. Pyomo leverages the capabilities of the Coopr software, … Read more

Strong Valid Inequalities for Orthogonal Disjunctions and Bilinear Covering Sets

In this paper, we develop a convexification tool that enables the construction of convex hulls for orthogonal disjunctive sets using convex extensions and disjunctive programming techniques. A distinguishing feature of our technique is that, unlike most applications of disjunctive programming, it does not require the introduction of new variables in the relaxation. We develop and … Read more

A Level-3 Reformulation-linearization Technique Based Bound for the Quadratic Assignment Problem

We apply the level-3 Reformulation Linearization Technique (RLT3) to the Quadratic Assignment Problem (QAP). We then present our experience in calculating lower bounds using an essentially new algorithm, based on this RLT3 formulation. This algorithm is not guaranteed to calculate the RLT3 lower bound exactly, but approximates it very closely and reaches it in some … Read more

A Note on Split Rank of Intersection Cuts

In this note, we present a simple geometric argument to determine a lower bound on the split rank of intersection cuts. As a first step of this argument, a polyhedral subset of the lattice-free convex set that is used to generate the intersection cut is constructed. We call this subset the restricted lattice-free set. It … Read more

Chance-constrained optimization via randomization: feasibility and optimality

In this paper we study the link between a semi-infinite chance-constrained optimization problem and its randomized version, i.e. the problem obtained by sampling a finite number of its constraints. Extending previous results on the feasibility of randomized convex programs, we establish here the feasibility of the solution obtained after the elimination of a portion of … Read more

Test problems for quasi-satellite packing: Cylinders packing with behavior constraints and all the optimal solutions known

This paper presents seven test problems with all the optimal solutions known on the background of the layout optimization problem of a simplified international communication satellite module, aiming to evaluate the algorithm performance on solving three-dimensional packing problem with behavior constraints. The test problems are constructed in the following step. First, place N (=217) cylinders … Read more

Locating Restricted Facilities on Binary Maps

In this paper we consider several facility location problems with applications to cost and social welfare optimization, when the area map is encoded as a binary (0,1) mxn matrix. We present algorithmic solutions for all the problems. Some cases are too particular to be used in practical situations, but they are at least a starting … Read more