A Comparison of Mixed-Integer Programming Models for Non-Convex Piecewise Linear Cost Minimization Problems

We study a generic minimization problem with separable non-convex piecewise linear costs, showing that the linear programming (LP) relaxation of three textbook mixed integer programming formulations each approximates the cost function by its lower convex envelope. We also show a relationship between this result and classical Lagrangian duality theory

Deterministic global optimization approach to bilinear process network synthesis

Master'sMASTER OF ENGINEERIN

Algorithms for Nonconvex Optimization Problems in Machine Learning and Statistics

The purpose of this thesis is the design of algorithms that can be used to determine optimal solutions to nonconvex data approximation problems. In Part I of this thesis, we consider a very general class of nonconvex and large-scale data approximation problems and devise an algorithm that efficiently computes locally optimal solutions to these problems. As a type of trust-region Newton-CG method, the algorithm can make use of directions of negative curvature to escape saddle points, which otherwise might slow down the optimization process when solving nonconvex problems. We present results of numerical experiments on convex and nonconvex problems which support our claim that our algorithm has significant advantages compared to methods like stochastic gradient descent and its variance-reduced versions. In Part II we consider the univariate least-squares spline approximation problem with free knots, which is known to possess a large number of locally minimal points far from the globally optimal solution. Since in typical applications, neither the dimension of the decision variable nor the number of data points is particularly large, it is possible to make use of the specific problem structure in order to devise algorithmic approaches to approximate the globally optimal solution of problem instances of relevant sizes. We propose to approximate the continuous original problem with a combinatorial optimization problem, and investigate two algorithmic approaches for the computation of the optimal solution of the latter

Identifying quantitative operation principles in metabolic pathways: a systematic method for searching feasible enzyme activity patterns leading to cellular adaptive responses

<p>Abstract</p> <p>Background</p> <p>Optimization methods allow designing changes in a system so that specific goals are attained. These techniques are fundamental for metabolic engineering. However, they are not directly applicable for investigating the evolution of metabolic adaptation to environmental changes. Although biological systems have evolved by natural selection and result in well-adapted systems, we can hardly expect that actual metabolic processes are at the theoretical optimum that could result from an optimization analysis. More likely, natural systems are to be found in a feasible region compatible with global physiological requirements.</p> <p>Results</p> <p>We first present a new method for globally optimizing nonlinear models of metabolic pathways that are based on the Generalized Mass Action (GMA) representation. The optimization task is posed as a nonconvex nonlinear programming (NLP) problem that is solved by an outer-approximation algorithm. This method relies on solving iteratively reduced NLP slave subproblems and mixed-integer linear programming (MILP) master problems that provide valid upper and lower bounds, respectively, on the global solution to the original NLP. The capabilities of this method are illustrated through its application to the anaerobic fermentation pathway in <it>Saccharomyces cerevisiae</it>. We next introduce a method to identify the feasibility parametric regions that allow a system to meet a set of physiological constraints that can be represented in mathematical terms through algebraic equations. This technique is based on applying the outer-approximation based algorithm iteratively over a reduced search space in order to identify regions that contain feasible solutions to the problem and discard others in which no feasible solution exists. As an example, we characterize the feasible enzyme activity changes that are compatible with an appropriate adaptive response of yeast <it>Saccharomyces cerevisiae </it>to heat shock</p> <p>Conclusion</p> <p>Our results show the utility of the suggested approach for investigating the evolution of adaptive responses to environmental changes. The proposed method can be used in other important applications such as the evaluation of parameter changes that are compatible with health and disease states.</p

Relaxations and discretizations for the pooling problem

The pooling problem is a folklore NP-hard global optimization problem that finds applications in industries such as petrochemical refining, wastewater treatment and mining. This paper assimilates the vast literature on this problem that is dispersed over different areas and gives new insights on prevalent techniques. We also present new ideas for computing dual bounds on the global optimum by solving high-dimensional linear programs. Finally, we propose discretization methods for inner approximating the feasible region and obtaining good primal bounds. Valid inequalities are derived for the discretized models, which are formulated as mixed integer linear programs. The strength of our relaxations and usefulness of our discretizations is empirically validated on random test instances. We report best known primal bounds on some of the large-scale instances

Optimality-based bound contraction with multiparametric disaggregation for the global optimization of mixed-integer bilinear problems

We address nonconvex mixed-integer bilinear problems where the main challenge is the computation of a tight upper bound for the objective function to be maximized. This can be obtained by using the recently developed concept of multiparametric disaggregation following the solution of a mixed-integer linear relaxation of the bilinear problem. Besides showing that it can provide tighter bounds than a commercial global optimization solver within a given computational time, we propose to also take advantage of the relaxed formulation for contracting the variables domain and further reduce the optimality gap. Through the solution of a real-life case study from a hydroelectric power system, we show that this can be an efficient approach depending on the problem size. The relaxed formulation from multiparametric formulation is provided for a generic numeric representation system featuring a base between 2 (binary) and 10 (decimal)