BASBL: Branch-And-Sandwich BiLevel solver I. Theoretical advances and algorithmic improvements

In this paper, we consider the global solution of bilevel programs involving nonconvex functions. We present algorithmic improvements and extensions to the recently proposed deterministic Branch-and-Sandwich algorithm (Kleniati and Adjiman, J. Glob. Opt. 60, 425–458, 2014), based on the theoretical results and heuristics. Choices in the way each step of the Branch-and-Sandwich algorithm is tackled, … Read more

Optimal Design of Electrical Machines: Mathematical Programming Formulations

The optimal design of electrical machines can be mathematically modeled as a mixed-integer nonlinear optimization problem. We present six variants of such a problem, and we show, through extensive computational experiments, that, even though they are mathematically equivalent, the differences in the formulations may have an impact on the numerical performances of a local optimization … Read more

Global minimization using an Augmented Lagrangian method with variable lower-level constraints

A novel global optimization method based on an Augmented Lagrangian framework is introduced for continuous constrained nonlinear optimization problems. At each outer iteration the method requires the $\varepsilon$-global minimization of the Augmented Lagrangian with simple constraints. Global convergence to an $\varepsilon$-global minimizer of the original problem is proved. The subproblems are solved using the $\alpha$BB … Read more