In this paper, we propose an algorithm for solving nonlinear nonconvex programming problems, which is based on the interior-point approach. Main theoretical results concern direction determination and step-length selection. We split inequality constraints into active and inactive to overcome problems with stability. Inactive constraints are eliminated directly while active constraints are used to define symmetric … Read more
In this paper, we propose an algorithm for solving nonlinear nonconvex programming problems, which is based on the nonsmooth equation approach. This Algorithm was implemented in the interactive system for universal functional optimization UFO. Results of numerical experiments are reported. CitationReport V844, Institute of Computer Science, AV CR, Pod Vodarenskou Vezi 2, 18207 Praha 8, … Read more
RIOTS_95 is a group of programs and utilities, written mostly in C, Fortran and M-file scripts and designed as a toolbox for MATLAB, that provides an interactive environment for solving a very broad class of optimal control problems (OCP’s). RIOTS_95 comes pre-compiled for use with the Windows 95/98/2000 or Windows NT operating systems. The user’s … Read more
At the Fraunhofer Institute UMSICHT a nonlinear model has been developed facilitating the dynamic optimisation of combined heat and power production systems. The strategy called “dynamic supply temperature optimisation” is a very promising approach to use the DH-network itself as a large heat storage causing no additional investment cost. The pipeline system of a district … Read more
We use the notion of domination ratio introduced by Glover and Punnen in 1997 to present a new classification of combinatorial optimization (CO) problems: $\DOM$-easy and $\DOM$-hard problems. It follows from results proved already in the 1970’s that {\tt min TSP} (both symmetric and asymmetric versions) is $\DOM$-easy. We prove that several CO problems are … Read more
This paper describes an active-set algorithm for large-scale nonlinear programming based on the successive linear programming method proposed by Fletcher and Sainz de la Maza. The step computation is performed in two stages. In the first stage a linear program is solved to estimate the active set at the solution. The linear program is obtained … Read more
We consider the design of transparent optical networks from a practical perspective. Network operators aim at satisfying the communication demands at minimum cost. Such an optimization involves three interdependent planning issues: the dimensioning of the physical topology, the routing of lightpaths, and the wavelength assignment. Further topics include the reliability of the configuration and sparse … Read more
This paper concerns general (nonconvex) nonlinear optimization when first and second derivatives of the objective and constraint functions are available. The proposed method is based on finding an approximate solution of a sequence of unconstrained subproblems parameterized by a scalar parameter. The objective function of each unconstrained subproblem is an augmented penalty-barrier function that involves … Read more
We consider the following integer feasibility problem: “Given positive integer numbers $a_0,a_1,\dots,a_n,$ with $\gcd(a_1,\dots,a_n)=1$ and $\va=(a_1,\dots,a_n)$, does there exist a vector $\vx\in\bbbz^n_{\ge \zero}$ satisfying $\va\vx = a_0$?” Some instances of this type have been found to be extremely hard to solve by standard methods such as branch-and-bound, even if the number of variables is as … Read more
In this paper, we consider a continuous version of the convex network flow problem which involves the integral of the Euclidean norm of the flow and its square in the objective function. A discretized version of this problem can be cast as a second-order cone program, for which efficient primal-dual interior-point algorithms have been developed … Read more