Multicriteria global optimization for biocircuit design

One of the challenges in Synthetic Biology is to design circuits with increasing levels of complexity. While circuits in Biology are complex and subject to natural tradeoffs, most synthetic circuits are simple in terms of the number of regulatory regions, and have been designed to meet a single design criterion. In this contribution we introduce a multiobjective formulation for the design of biocircuits. We set up the basis for an advanced optimization tool for the modular and systematic design of biocircuits capable of handling high levels of complexity and multiple design criteria. Our methodology combines the efficiency of global Mixed Integer Nonlinear Programming solvers with multiobjective optimization techniques. Through a number of examples we show the capability of the method to generate non intuitive designs with a desired functionality setting up a priori the desired level of complexity. The presence of more than one competing objective provides a realistic design setting where every design solution represents a trade-off between different criteria. The tool can be useful to explore and identify different design principles for synthetic gene circuits

A penalty approach for solving nonsmooth and nonconvex MINLP problems

This paper presents a penalty approach for globally solving nonsmooth and nonconvex mixed-integer nonlinear programming (MINLP) problems. Both integrality constraints and general nonlinear constraints are handled separately by hyperbolic tangent penalty functions. Proximity from an iterate to a feasible promising solution is enforced by an oracle penalty term. The numerical experiments show that the proposed oracle-based penalty approach is effective in reaching the solutions of the MINLP problems and is competitive when compared with other strategies.FCT - Fundação para a Ciência e a Tecnologia.The authors would like to thank two anonymous referees for their valuable comments and suggestions to improve the paper. This work has been supported by COMPETE: POCI-01-0145-FEDER-007043 and FCT - Fundação para a Ciência e a Tecnologia within the projects UID/CEC/00319/2013 and UID/MAT/00013/ 2013.info:eu-repo/semantics/publishedVersio

On the use of biased-randomized algorithms for solving non-smooth optimization problems

Soft constraints are quite common in real-life applications. For example, in freight transportation, the fleet size can be enlarged by outsourcing part of the distribution service and some deliveries to customers can be postponed as well; in inventory management, it is possible to consider stock-outs generated by unexpected demands; and in manufacturing processes and project management, it is frequent that some deadlines cannot be met due to delays in critical steps of the supply chain. However, capacity-, size-, and time-related limitations are included in many optimization problems as hard constraints, while it would be usually more realistic to consider them as soft ones, i.e., they can be violated to some extent by incurring a penalty cost. Most of the times, this penalty cost will be nonlinear and even noncontinuous, which might transform the objective function into a non-smooth one. Despite its many practical applications, non-smooth optimization problems are quite challenging, especially when the underlying optimization problem is NP-hard in nature. In this paper, we propose the use of biased-randomized algorithms as an effective methodology to cope with NP-hard and non-smooth optimization problems in many practical applications. Biased-randomized algorithms extend constructive heuristics by introducing a nonuniform randomization pattern into them. Hence, they can be used to explore promising areas of the solution space without the limitations of gradient-based approaches, which assume the existence of smooth objective functions. Moreover, biased-randomized algorithms can be easily parallelized, thus employing short computing times while exploring a large number of promising regions. This paper discusses these concepts in detail, reviews existing work in different application areas, and highlights current trends and open research lines

Multistart Hooke and Jeeves filter method for mixed variable optimization

AIP Conference Proceedings, vol. 1558In this study, we propose an extended version of the Hooke and Jeeves algorithm that uses a simple heuristic to handle integer and/or binary variables and a filter set methodology to handle constraints. This proposal is integrated into a multistart method as a local solver and it is repeatedly called in order to compute different optimal solutions. Then, the best of all stored optimal solutions is selected as the global optimum. The performance of the new method is tested on benchmark problems. Its effectiveness is emphasized by a comparison with other well-known stochastic solvers.Fundação para a Ciência e a Tecnologia (FCT

Branch and bound based coordinate search filter algorithm for nonsmooth nonconvex mixed-integer nonlinear programming problems

Publicado em "Computational science and its applications – ICCSA 2014...", ISBN 978-3-319-09128-0. Series "Lecture notes in computer science", ISSN 0302-9743, vol. 8580.A mixed-integer nonlinear programming problem (MINLP) is a problem with continuous and integer variables and at least, one nonlinear function. This kind of problem appears in a wide range of real applications and is very difficult to solve. The difficulties are due to the nonlinearities of the functions in the problem and the integrality restrictions on some variables. When they are nonconvex then they are the most difficult to solve above all. We present a methodology to solve nonsmooth nonconvex MINLP problems based on a branch and bound paradigm and a stochastic strategy. To solve the relaxed subproblems at each node of the branch and bound tree search, an algorithm based on a multistart strategy with a coordinate search filter methodology is implemented. The produced numerical results show the robustness of the proposed methodology.This work has been supported by FCT (Fundação para a Ciência e aTecnologia) in the scope of the projects: PEst-OE/MAT/UI0013/2014 and PEst-OE/EEI/UI0319/2014

Nonlinear mixed integer based optimization technique for space applications

In this thesis a new algorithm for mixed integer nonlinear programming (MINLP) is developed and applied to several real world applications with special focus on space applications. The algorithm is based on two main components, which are an extension of the Ant Colony Optimization metaheuristic and the Oracle Penalty Method for constraint handling. A sophisticated implementation (named MIDACO) of the algorithm is used to numerically demonstrate the usefulness and performance capabilities of the here developed novel approach on MINLP. An extensive amount of numerical results on both, comprehensive sets of benchmark problems (with up to 100 test instances) and several real world applications, are presented and compared to results obtained by concurrent methods. It can be shown, that the here developed approach is not only fully competitive with established MINLP algorithms, but is even able to outperform those regarding global optimization capabilities and cpu runtime performance. Furthermore, the algorithm is able to solve challenging space applications, that are considered here as mixed integer problems for the very first time

A mixed-integer convex model for the optimal placement and sizing of distributed generators in power distribution networks

The optimal placement and sizing of distributed generators is a classical problem in power distribution networks that is usually solved using heuristic algorithms due to its high complexity. This paper proposes a different approach based on a mixed-integer second-order cone programming (MI-SOCP) model that ensures the global optimum of the relaxed optimization model. Second-order cone programming (SOCP) has demonstrated to be an efficient alternative to cope with the non-convexity of the power flow equations in power distribution networks. Of relatively new interest to the power systems community is the extension to MI-SOCP models. The proposed model is an approximation. However, numerical validations in the IEEE 33-bus and IEEE 69-bus test systems for unity and variable power factor confirm that the proposed MI-SOCP finds the best solutions reported in the literature. Being an exact technique, the proposed model allows minimum processing times and zero standard deviation, i.e., the same optimum is guaranteed at each time that the MI-SOCP model is solved (a significant advantage in comparison to metaheuristics). Additionally, load and photovoltaic generation curves for the IEEE 69-node test system are included to demonstrate the applicability of the proposed MI-SOCP to solve the problem of the optimal location and sizing of renewable generators using the multi-period optimal power flow formulation. Therefore, the proposed MI-SOCP also guarantees the global optimum finding, in contrast to local solutions achieved with mixed-integer nonlinear programming solvers available in the GAMS optimization software. All the simulations were carried out via MATLAB software with the CVX package and Gurobi solver

Improving efficiency of a multistart with interrupted Hooke-and-Jeeves filter search for solving MINLP problems

Publicado em: "Computational science and its applications – ICCSA 2016: 16th International Conference, Beijing, China, July 4-7, 2016, Proceedings, Part I". ISBN 978-3-319-42084-4This paper addresses the problem of solving mixed-integer nonlinear programming (MINLP) problems by a multistart strategy that invokes a derivative-free local search procedure based on a filter set methodology to handle nonlinear constraints. A new concept of componentwise normalized distance aiming to discard randomly generated points that are sufficiently close to other points already used to invoke the local search is analyzed. A variant of the Hooke-and-Jeeves filter algorithm for MINLP is proposed with the goal of interrupting the iterative process if the accepted iterate falls inside an -neighborhood of an already computed minimizer. Preliminary numerical results are included.FCT - Fundação para a Ciência e Tecnologia, within the projects UID/CEC/00319/2013 and UID/MAT/00013/2013.COMPETE: POCI-01- 0145-FEDER-00704