Understanding Complexity in Multiobjective Optimization

This report documents the program and outcomes of the Dagstuhl Seminar 15031 Understanding Complexity in Multiobjective Optimization. This seminar carried on the series of four previous Dagstuhl Seminars (04461, 06501, 09041 and 12041) that were focused on Multiobjective Optimization, and strengthening the links between the Evolutionary Multiobjective Optimization (EMO) and Multiple Criteria Decision Making (MCDM) communities. The purpose of the seminar was to bring together researchers from the two communities to take part in a wide-ranging discussion about the different sources and impacts of complexity in multiobjective optimization. The outcome was a clarified viewpoint of complexity in the various facets of multiobjective optimization, leading to several research initiatives with innovative approaches for coping with complexity

AIRO 2016. 46th Annual Conference of the Italian Operational Research Society. Emerging Advances in Logistics Systems Trieste, September 6-9, 2016 - Abstracts Book

The AIRO 2016 book of abstract collects the contributions from the conference participants. The AIRO 2016 Conference is a special occasion for the Italian Operations Research community, as AIRO annual conferences turn 46th edition in 2016. To reflect this special occasion, the Programme and Organizing Committee, chaired by Walter Ukovich, prepared a high quality Scientific Programme including the first initiative of AIRO Young, the new AIRO poster section that aims to promote the work of students, PhD students, and Postdocs with an interest in Operations Research. The Scientific Programme of the Conference offers a broad spectrum of contributions covering the variety of OR topics and research areas with an emphasis on “Emerging Advances in Logistics Systems”. The event aims at stimulating integration of existing methods and systems, fostering communication amongst different research groups, and laying the foundations for OR integrated research projects in the next decade. Distinct thematic sections follow the AIRO 2016 days starting by initial presentation of the objectives and features of the Conference. In addition three invited internationally known speakers will present Plenary Lectures, by Gianni Di Pillo, Frédéric Semet e Stefan Nickel, gathering AIRO 2016 participants together to offer key presentations on the latest advances and developments in OR’s research

International Conference on Continuous Optimization (ICCOPT) 2019 Conference Book

The Sixth International Conference on Continuous Optimization took place on the campus of the Technical University of Berlin, August 3-8, 2019. The ICCOPT is a flagship conference of the Mathematical Optimization Society (MOS), organized every three years. ICCOPT 2019 was hosted by the Weierstrass Institute for Applied Analysis and Stochastics (WIAS) Berlin. It included a Summer School and a Conference with a series of plenary and semi-plenary talks, organized and contributed sessions, and poster sessions. This book comprises the full conference program. It contains, in particular, the scientific program in survey style as well as with all details, and information on the social program, the venue, special meetings, and more

Development of advanced mathematical programming methods for sustainable engineering and system biology

The main goal of this thesis is to develop advanced mathematical programming tools to address the design and planning of sustainable engineering systems and the modeling and optimization of biological systems. First we introduce a novel framework for the coupled use of Geographical Information Systems (GIS), Mixed-Integer Linear Programming (MILP) and decomposition algorithm for GIS based MILP models. Our approaches combine optimization tools, spatial decision support tools, economic and environmental analysis. Second we propose the general framework for sustainable design of energy systems like heat exchanger networks and utility plant. Our method is based on the combined use of the multi-objective optimization tools, Life Cycle Assessment methodology (LCA) and a rigorous dimensionality reduction method that allows identifying key environmental metrics. Finally we introduce multi-objective Mixed-Integer Non-Linear Programming (MINLP) based method for identifying in a rigorous and systematic manner the most probable biological objective functions explaining the operation of metabolic networks.El objetivo principal de esta tesis es el desarrollo de herramientas de programación matemática para abordar el diseño y planificación de procesos industriales sostenibles y la optimización en el área de la biología de sistemas. Primeramente se establece un nuevo marco para el uso simultáneo de Sistemas de Información Geográfica (GIS), Programación Lineal Entera Mixta (MILP) y algoritmos de descomposición para modelo basados en MILP-GIS. Nuestros enfoques combinan herramientas de optimización, herramientas espaciales para la toma de decisiones y análisis económicos y medioambientales. En segundo lugar, se propone el marco general para el diseño de sistemas de energía sostenibles, como las redes de intercambio de calor y plantas de servicio para la industria del proceso. Nuestro método se basa en el uso combinado de herramientas de optimización multiobjetivo, metodología de Análisis de Ciclo de Vida (LCA) y un riguroso método de reducción de dimensionalidad que permite la identificación de indicadores ambientales clave. Finalmente introducimos un método basado en Programación Multiobjetivo Mixta Entera no Lineal (MINLP) aplicado a la identificación rigurosa y sistemática de las funciones objetivo biológicas más probables que explican el funcionamiento de las redes metabólica

Techniques for Multiobjective Optimization with Discrete Variables: Boxed Line Method and Tchebychev Weight Set Decomposition

Many real-world applications involve multiple competing objectives, but due to conflict between the objectives, it is generally impossible to find a feasible solution that optimizes all, simultaneously. In contrast to single objective optimization, the goal in multiobjective optimization is to generate a set of solutions that induces the nondominated (ND) frontier. This thesis presents two techniques for multiobjective optimization problems with discrete decision variables. First, the Boxed Line Method is an exact, criterion space search algorithm for biobjective mixed integer programs (Chapter 2). A basic version of the algorithm is presented with a recursive variant and other enhancements. The basic and recursive variants permit complexity analysis, which yields the first complexity results for this class of algorithms. Additionally, a new instance generation method is presented, and a rigorous computational study is conducted. Second, a novel weight space decomposition method for integer programs with three (or more) objectives is presented with unique geometric properties (Chapter 3). The weighted Tchebychev scalarization used for this weight space decomposition provides the benefit of including unsupported ND images but at the cost of convexity of weight set components. This work proves convexity-related properties of the weight space components, including star-shapedness. Further, a polytopal decomposition is used to properly define dimension for these nonconvex components. The weighted Tchebychev weight set decomposition is then applied as a “dual” perspective on the class of multiobjective “primal” algorithms (Chapter 4). It is shown that existing algorithms do not yield enough information for a complete decomposition, and the necessary modifications required to yield the missing information is proven. Modifications for primal algorithms to compute inner and outer approximations of the weight space components are presented. Lastly, a primal algorithm is restricted to solving for a subset of the ND frontier, where this subset represents the compromise between multiple decision makers’ weight vectors.Ph.D

Branching strategies for mixed-integer programs containing logical constraints and decomposable structure

Decision-making optimisation problems can include discrete selections, e.g. selecting a route, arranging non-overlapping items or designing a network of items. Branch-and-bound (B&B), a widely applied divide-and-conquer framework, often solves such problems by considering a continuous approximation, e.g. replacing discrete variable domains by a continuous superset. Such approximations weaken the logical relations, e.g. for discrete variables corresponding to Boolean variables. Branching in B&B reintroduces logical relations by dividing the search space. This thesis studies designing B&B branching strategies, i.e. how to divide the search space, for optimisation problems that contain both a logical and a continuous structure. We begin our study with a large-scale, industrially-relevant optimisation problem where the objective consists of machine-learnt gradient-boosted trees (GBTs) and convex penalty functions. GBT functions contain if-then queries which introduces a logical structure to this problem. We propose decomposition-based rigorous bounding strategies and an iterative heuristic that can be embedded into a B&B algorithm. We approach branching with two strategies: a pseudocost initialisation and strong branching that target the structure of GBT and convex penalty aspects of the optimisation objective, respectively. Computational tests show that our B&B approach outperforms state-of-the-art solvers in deriving rigorous bounds on optimality. Our second project investigates how satisfiability modulo theories (SMT) derived unsatisfiable cores may be utilised in a B&B context. Unsatisfiable cores are subsets of constraints that explain an infeasible result. We study two-dimensional bin packing (2BP) and develop a B&B algorithm that branches on SMT unsatisfiable cores. We use the unsatisfiable cores to derive cuts that break 2BP symmetries. Computational results show that our B&B algorithm solves 20% more instances when compared with commercial solvers on the tested instances. Finally, we study convex generalized disjunctive programming (GDP), a framework that supports logical variables and operators. Convex GDP includes disjunctions of mathematical constraints, which motivate branching by partitioning the disjunctions. We investigate separation by branching, i.e. eliminating solutions that prevent rigorous bound improvement, and propose a greedy algorithm for building the branches. We propose three scoring methods for selecting the next branching disjunction. We also analyse how to leverage infeasibility to expedite the B&B search. Computational results show that our scoring methods can reduce the number of explored B&B nodes by an order of magnitude when compared with scoring methods proposed in literature. Our infeasibility analysis further reduces the number of explored nodes.Open Acces

A Polyhedral Study of Mixed 0-1 Set

We consider a variant of the well-known single node fixed charge network flow set with constant capacities. This set arises from the relaxation of more general mixed integer sets such as lot-sizing problems with multiple suppliers. We provide a complete polyhedral characterization of the convex hull of the given set

An Evolutionary Multi-Objective Optimization Framework for Bi-level Problems

Genetic algorithms (GA) are stochastic optimization methods inspired by the evolutionist theory on the origin of species and natural selection. They are able to achieve good exploration of the solution space and accurate convergence toward the global optimal solution. GAs are highly modular and easily adaptable to specific real-world problems which makes them one of the most efficient available numerical optimization methods. This work presents an optimization framework based on the Multi-Objective Genetic Algorithm for Structured Inputs (MOGASI) which combines modules and operators with specialized routines aimed at achieving enhanced performance on specific types of problems. MOGASI has dedicated methods for handling various types of data structures present in an optimization problem as well as a pre-processing phase aimed at restricting the problem domain and reducing problem complexity. It has been extensively tested against a set of benchmarks well-known in literature and compared to a selection of state-of-the-art GAs. Furthermore, the algorithm framework was extended and adapted to be applied to Bi-level Programming Problems (BPP). These are hierarchical optimization problems where the optimal solution of the bottom-level constitutes part of the top-level constraints. One of the most promising methods for handling BPPs with metaheuristics is the so-called "nested" approach. A framework extension is performed to support this kind of approach. This strategy and its effectiveness are shown on two real-world BPPs, both falling in the category of pricing problems. The first application is the Network Pricing Problem (NPP) that concerns the setting of road network tolls by an authority that tries to maximize its profit whereas users traveling on the network try to minimize their costs. A set of instances is generated to compare the optimization results of an exact solver with the MOGASI bi-level nested approach and identify the problem sizes where the latter performs best. The second application is the Peak-load Pricing (PLP) Problem. The PLP problem is aimed at investigating the possibilities for mitigating European air traffic congestion. The PLP problem is reformulated as a multi-objective BPP and solved with the MOGASI nested approach. The target is to modulate charges imposed on airspace users so as to redistribute air traffic at the European level. A large scale instance based on real air traffic data on the entire European airspace is solved. Results show that significant improvements in traffic distribution in terms of both schedule displacement and air space sector load can be achieved through this simple, en-route charge modulation scheme