Optimising a nonlinear utility function in multi-objective integer programming

In this paper we develop an algorithm to optimise a nonlinear utility function of multiple objectives over the integer efficient set. Our approach is based on identifying and updating bounds on the individual objectives as well as the optimal utility value. This is done using already known solutions, linear programming relaxations, utility function inversion, and integer programming. We develop a general optimisation algorithm for use with k objectives, and we illustrate our approach using a tri-objective integer programming problem.Comment: 11 pages, 2 tables; v3: minor revisions, to appear in Journal of Global Optimizatio

Alternatives for jet engine control

Alternatives to linear quadratic regulator theory in the linear case are examined along with nonlinear modelling and optimization approaches for global control. Context for the studies has been set by the DYNGEN digital simulator and by models generated for various phases of the F100 Multivariable Control Synthesis Program. With respect to the linear alternatives, the multivariable frequency domain is stressed. Progress is reported in both the direct algebraic approach to exact model matching, by means of stimulating work on the basic computational issues, and in the indirect generalized Nyquist approach. With respect to nonlinear modelling and optimization, the emphasis is twofold: the development of analytical nonlinear models of the jet engine and the use of these models in conjunction with techniques of mathematical programming in order to study global control over nonincremental portions of the flight envelope. The possibility of using tensor methods is explored