Reformulation and Sampling to Solve a Stochastic Network Interdiction Problem

The Network Interdiction Problem involves interrupting an adversary’s ability to maximize flow through a capacitated network by destroying portions of the network. A budget constraint limits the amount of the network that can be destroyed. In this paper, we study a stochastic version of the network interdiction problem in which the successful destruction of an … Read more

MW: A Software Framework for Combinatorial Optimization on Computational Grids

Our goal in this paper is to demonstrate that branch-and-bound algorithms for combinatorial optimization can be effectively implemented on a relatively new type of multiprocessor platform known as a computational grid. We will argue that to easily and effectively harness the power of computational grids for branch-and-bound algorithms, the master-worker paradigm should be used to … Read more

Solving large MINLPs on computational grids

We consider the solution of Mixed Integer Nonlinear Programming (MINLP) problems by a parallel implementation of nonlinear branch-and-bound on a computational grid or meta-computer. Computational experience on a set of large MINLPs is reported which indicates that this approach is efficient for the solution of large MINLPs. Citation Numerical Analysis Report NA/200, Department of Mathematics, … Read more

Optimization on Computational Grids

We define the concept of a computational grid, and describe recent work in solving large and complex optimization problems on this type of platform; in particular, integer programming, the quadratic assignment problem, and stochastic programming problems. This article focuses on work conducted in the metaneos project. Citation Preprint, Mathematics and Computer Science Division, Argonne National … Read more