Simulated Entropy and Global Optimization

Nonlinear optimization deals with the problem of optimizing a single objective function, such as physical weight or cost, in the presence of equality and inequality constraints. Usually engineering design applications are highly non-linear and engineers are always interested in not finding a feasible design that is locally optimal in the design space, but globally optimal … Read more

Solving a Quantum Chemistry problem with Deterministic Global Optimization

The Hartree-Fock method is well known in quantum chemistry, and widely used to obtain atomic and molecular eletronic wave functions, based on the minimization of a functional of the energy. This gives rise to a multi-extremal, nonconvex, polynomial optimization problem. We give a novel mathematical programming formulation of the problem, which we solve by using … Read more

GRASP for nonlinear optimization

We propose a Greedy Randomized Adaptive Search Procedure (GRASP) for solving continuous global optimization problems subject to box constraints. The method was tested on benchmark functions and the computational results show that our approach was able to find, in a few seconds, optimal solutions for all tested functions despite not using any gradient information about … Read more

New results for molecular formation under pairwise potential minimization

We establish new lower bounds on the distance between two points of a minimum energy configuration of $N$ points in $\mathbb{R}^3$ interacting according to a pairwise potential function. For the Lennard-Jones case, this bound is 0.67985 (and 0.7633 in the planar case). A similar argument yields an estimate for the minimal distance in Morse clusters, … Read more

Phylogenetic Analysis Via DC Programming

The evolutionary history of species may be described by a phylogenetic tree whose topology captures ancestral relationships among the species, and whose branch lengths denote evolution times. For a fixed topology and an assumed probabilistic model of nucleotide substitution, we show that the likelihood of a given tree is a d.c. (difference of convex) function … Read more

An Explicit Semidefinite Characterization of Satisfiability for Tseitin Instances

This paper is concerned with the application of semidefinite programming to the satisfiability problem, and in particular with using semidefinite liftings to efficiently obtain proofs of unsatisfiability. We focus on the Tseitin satisfiability instances which are known to be hard for many proof systems. We present an explicit semidefinite programming problem with dimension linear in … Read more

Optimal Information Monitoring Under a Politeness Constraint

We describe scheduling algorithms for monitoring an information source whose contents change at times modeled by a nonhomogeneous Poisson process. In a given time period of length T, we enforce a politeness constraint that we may only probe the source at most n times. This constraint, along with an optional constraint that no two probes … Read more

Transposition theorems and qualification-free optimality conditions

New theorems of the alternative for polynomial constraints (based on the Positivstellensatz from real algebraic geometry) and for linear constraints (generalizing the transposition theorems of Motzkin and Tucker) are proved. Based on these, two Karush-John optimality conditions — holding without any constraint qualification — are proved for single- or multi-objective constrained optimization problems. The first … Read more

A Semidefinite Optimization Approach for the Single-Row Layout Problem with Unequal Dimensions

The facility layout problem is concerned with the arrangement of a given number of rectangular facilities so as to minimize the total cost associated with the (known or projected) interactions between them. We consider the one-dimensional space allocation problem (ODSAP), also known as the single-row facility layout problem, which consists in finding an optimal linear … Read more

SparsePOP : a Sparse Semidefinite Programming Relaxation of Polynomial Optimization Problems

SparesPOP is a MATLAB implementation of a sparse semidefinite programming (SDP) relaxation method proposed for polynomial optimization problems (POPs) in the recent paper by Waki et al. The sparse SDP relaxation is based on a hierarchy of LMI relaxations of increasing dimensions by Lasserre, and exploits a sparsity structure of polynomials in POPs. The efficiency … Read more