49,092 research outputs found
A Computational Comparison of Optimization Methods for the Golomb Ruler Problem
The Golomb ruler problem is defined as follows: Given a positive integer n,
locate n marks on a ruler such that the distance between any two distinct pair
of marks are different from each other and the total length of the ruler is
minimized. The Golomb ruler problem has applications in information theory,
astronomy and communications, and it can be seen as a challenge for
combinatorial optimization algorithms. Although constructing high quality
rulers is well-studied, proving optimality is a far more challenging task. In
this paper, we provide a computational comparison of different optimization
paradigms, each using a different model (linear integer, constraint programming
and quadratic integer) to certify that a given Golomb ruler is optimal. We
propose several enhancements to improve the computational performance of each
method by exploring bound tightening, valid inequalities, cutting planes and
branching strategies. We conclude that a certain quadratic integer programming
model solved through a Benders decomposition and strengthened by two types of
valid inequalities performs the best in terms of solution time for small-sized
Golomb ruler problem instances. On the other hand, a constraint programming
model improved by range reduction and a particular branching strategy could
have more potential to solve larger size instances due to its promising
parallelization features
Nonlinear Integer Programming
Research efforts of the past fifty years have led to a development of linear
integer programming as a mature discipline of mathematical optimization. Such a
level of maturity has not been reached when one considers nonlinear systems
subject to integrality requirements for the variables. This chapter is
dedicated to this topic.
The primary goal is a study of a simple version of general nonlinear integer
problems, where all constraints are still linear. Our focus is on the
computational complexity of the problem, which varies significantly with the
type of nonlinear objective function in combination with the underlying
combinatorial structure. Numerous boundary cases of complexity emerge, which
sometimes surprisingly lead even to polynomial time algorithms.
We also cover recent successful approaches for more general classes of
problems. Though no positive theoretical efficiency results are available, nor
are they likely to ever be available, these seem to be the currently most
successful and interesting approaches for solving practical problems.
It is our belief that the study of algorithms motivated by theoretical
considerations and those motivated by our desire to solve practical instances
should and do inform one another. So it is with this viewpoint that we present
the subject, and it is in this direction that we hope to spark further
research.Comment: 57 pages. To appear in: M. J\"unger, T. Liebling, D. Naddef, G.
Nemhauser, W. Pulleyblank, G. Reinelt, G. Rinaldi, and L. Wolsey (eds.), 50
Years of Integer Programming 1958--2008: The Early Years and State-of-the-Art
Surveys, Springer-Verlag, 2009, ISBN 354068274
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A tree search approach for the solution of set problems using alternative relaxations
A number of alternative relaxations for the family of set problems (FSP) in general and set covering problems (SCP) in particular are introduced and discussed. These are (i) Network flow relaxation, (ii) Assignment relaxation, (iii) Shortest route relaxation, (iv) Minimum spanning tree relaxation. A unified tree search method is developed which makes use of these relaxations. Computational experience of processing a collection of test problems is reported
The Voice of Optimization
We introduce the idea that using optimal classification trees (OCTs) and
optimal classification trees with-hyperplanes (OCT-Hs), interpretable machine
learning algorithms developed by Bertsimas and Dunn [2017, 2018], we are able
to obtain insight on the strategy behind the optimal solution in continuous and
mixed-integer convex optimization problem as a function of key parameters that
affect the problem. In this way, optimization is not a black box anymore.
Instead, we redefine optimization as a multiclass classification problem where
the predictor gives insights on the logic behind the optimal solution. In other
words, OCTs and OCT-Hs give optimization a voice. We show on several realistic
examples that the accuracy behind our method is in the 90%-100% range, while
even when the predictions are not correct, the degree of suboptimality or
infeasibility is very low. We compare optimal strategy predictions of OCTs and
OCT-Hs and feedforward neural networks (NNs) and conclude that the performance
of OCT-Hs and NNs is comparable. OCTs are somewhat weaker but often
competitive. Therefore, our approach provides a novel insightful understanding
of optimal strategies to solve a broad class of continuous and mixed-integer
optimization problems
A MINLP Solution for Pellet Reactor Modeling
A fluidized bed reactor for phosphate precipitation and removal from wastewater is modeled according to a two-step procedure. The first modeling phase, based on the development of a thermodynamic model for the computation of phosphate conversion, previously presented elsewhere
is not reported here. The second step is related to the reactor modeling in the core of this paper.
The pellet reactor is modeled as a reactor network involving a set of elementary cells representing
ideal flow patterns. All the potential solutions are imbedded into a superstructure and the modeling
problem is expressed as a MINLP problem. The MINLP problem is solved by means of the GAMS package, first for two flow rate values corresponding to two experimental fluidized bed
behaviours, and then for the two flow rates considered simultaneously. In each case, the problem consists in finding an output concentration as close as possible to the experimental output concentration.
Three objective functions are studied. The results are compared with those of Montastruc et al. (2004) who used a different numerical procedure. Whatever the considered case, the solutions found are structurally simpler than the ones of Montastruc et al. (2004). A major assessment
of this study is that the reactor efficiency can easily be deduced, without any precise knowledge of some key parameters such as the density and thickness of the calcium phosphate layer. Finally a last numerical study concerning the superstructure definition shows that too complex a
superstructure does not provide significant refinements on the solution
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