A Storm of Feasibility Pumps for Nonconvex MINLP

One of the foremost difficulties in solving Mixed Integer Nonlinear Programs, either with exact or heuristic methods, is to find a feasible point. We address this issue with a new feasibility pump algorithm tailored for nonconvex Mixed Integer Nonlinear Programs. Feasibility pumps are algorithms that iterate between solving a continuous relaxation and a mixed-integer relaxation of the original problems. Such approaches currently exist in the literature for Mixed-Integer Linear Programs and convex Mixed-Integer Nonlinear Programs: both cases exhibit the distinctive property that the continuous relaxation can be solved in polynomial time. In nonconvex Mixed Integer Nonlinear Programming such a property does not hold, and therefore special care has to be exercised in order to allow feasibility pumps algorithms to rely only on local optima of the continuous relaxation. Based on a new, high level view of feasibility pumps algorithms as a special case of the well-known successive projection method, we show that many possible different variants of the approach can be developed, depending on how several different (orthogonal) implementation choices are taken. A remarkable twist of feasibility pumps algorithms is that, unlike most previous successive projection methods from the literature, projection is "naturally" taken in two different norms in the two different subproblems. To cope with this issue while retaining the local convergence properties of standard successive projection methods we propose the introduction of appropriate norm constraints in the subproblems; these actually seem to significantly improve the practical performances of the approach. We present extensive computational results on the MINLPLib, showing the effectiveness and efficiency of our algorithm

Model predictive control techniques for hybrid systems

This paper describes the main issues encountered when applying model predictive control to hybrid processes. Hybrid model predictive control (HMPC) is a research field non-fully developed with many open challenges. The paper describes some of the techniques proposed by the research community to overcome the main problems encountered. Issues related to the stability and the solution of the optimization problem are also discussed. The paper ends by describing the results of a benchmark exercise in which several HMPC schemes were applied to a solar air conditioning plant.Ministerio de Eduación y Ciencia DPI2007-66718-C04-01Ministerio de Eduación y Ciencia DPI2008-0581

Ten years of feasibility pump, and counting

The Feasibility Pump (fp) is probably the best-known primal heuristic for mixed-integer programming. The original work by Fischetti et al. (Math Program 104(1):91\u2013104, 2005), which introduced the heuristic for 0\u20131 mixed-integer linear programs, has been succeeded by more than twenty follow-up publications which improve the performance of the fp and extend it to other problem classes. Year 2015 was the tenth anniversary of the first fp publication. The present paper provides an overview of the diverse Feasibility Pump literature that has been presented over the last decade

Derivation of near-optimal pump schedules for water distribution by simulated annealing

The scheduling of pumps for clean water distribution is a partially discrete non-linear problem with many variables. The scheduling method described in this paper typically produces costs within 1% of a linear program-based solution, and can incorporate realistic non-linear costs that may be hard to incorporate in linear programming formulations. These costs include pump switching and maximum demand charges. A simplified model is derived from a standard hydraulic simulator. An initial schedule is produced by a descent method. Two-stage simulated annealing then produces solutions in a few minutes. Iterative recalibration ensures that the solution agrees closely with the results from a full hydraulic simulation