23,021 research outputs found

    A parametric integer programming algorithm for bilevel mixed integer programs

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    We consider discrete bilevel optimization problems where the follower solves an integer program with a fixed number of variables. Using recent results in parametric integer programming, we present polynomial time algorithms for pure and mixed integer bilevel problems. For the mixed integer case where the leader's variables are continuous, our algorithm also detects whether the infimum cost fails to be attained, a difficulty that has been identified but not directly addressed in the literature. In this case it yields a ``better than fully polynomial time'' approximation scheme with running time polynomial in the logarithm of the relative precision. For the pure integer case where the leader's variables are integer, and hence optimal solutions are guaranteed to exist, we present two algorithms which run in polynomial time when the total number of variables is fixed.Comment: 11 page

    Man-portable power generation devices : product design and supporting algorithms

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    Thesis (Ph. D.)--Massachusetts Institute of Technology, Dept. of Chemical Engineering, 2006.This electronic version was submitted by the student author. The certified thesis is available in the Institute Archives and Special Collections.Includes bibliographical references (p. 351-380).A methodology for the optimal design and operation of microfabricated fuel cell systems is proposed and algorithms for relevant optimization problems are developed. The methodology relies on modeling, simulation and optimization at three levels of modeling detail. The first class of optimization problems considered are parametric mixed-integer linear programs and the second class are bilevel programs with nonconvex inner and outer programs; no algorithms exist currently in the open literature for the global solution of either problem in the form considered here. Microfabricated fuel cell systems are a promising alternative to batteries for manportable power generation. These devices are potential consumer products that comprise a more or less complex chemical process, and can therefore be considered chemical products. With current computational possibilities and available algorithms it is impossible to solve for the optimal design and operation in one step since the devices considered involve complex geometries, multiple scales, time-dependence and parametric uncertainty. Therefore, a methodology is presented based on decomposition into three levels of modeling detail, namely system-level models for process synthesis,(cont.) intermediate fidelity models for optimization of sizes and operation, and detailed, computational fluid dynamics models for geometry improvement. Process synthesis, heat integration and layout considerations are addressed through the use of lumped algebraic models, general enough to be independent of detailed design choices, such as reactor configuration and catalyst choice. Through the use of simulation and parametric mixed-integer optimization the most promising process structures along with idealized layouts are selected among thousands of alternatives. At the intermediate fidelity level space-distributed models are used, which allow optimization of unit sizes and operation for a given process structure without the need to specify a detailed geometry. The resulting models involve partial differential-algebraic equations and dynamic optimization is employed as the solution technique. Finally, the use of detailed two- and three-dimensional computational fluid dynamics facilitates geometrical improvements as well as the derivation and validation of modeling assumptions that are employed in the system-level and intermediate fidelity models. Steady-state case studies are presented assuming a constant power demand;(cont.) the methodology can be also applied to transient considerations and the case of variable power demand. Parametric programming provides the solution of an optimization problem, the data of which depend on one or many unknown real-valued parameters, for each possible value of the parameter(s). In this thesis mixed-integer linear programs are considered, i.e., optimization programs with affine functions involving real- and integervalued variables. In the first part the multiparametric cost-vector case is considered, i.e., an arbitrary finite number of parameters is allowed, that influence only the coefficients of the objective function. The extension of a well-known algorithm for the single-parameter case is presented, and the algorithm behavior is illustrated on simple examples with two parameters. The optimality region of a given basis is a polyhedron in the parameter space, and the algorithm relies on progressively constructing these polyhedra and solving mixed-integer linear programs at their vertices. Subsequently, two algorithmic alternatives are developed, one based on the identification of optimality regions, and one on branch-and-bound. In the second part the single-parameter general case is considered,(cont.) i.e., a single parameter is allowed that can simultaneously influence the coefficients of the objective function, the right-hand side of the constraints, and also the coefficients of the matrix. Two algorithms for mixed-integer linear programs are proposed. The first is based on branch-and-bound on the integer variables, solving a parametric linear program at each node, and the second is based on decomposition of the parametric optimization problem into a series of mixed-integer linear and mixed-integer nonlinear optimization problems. For the parametric linear programs an improvement of a literature algorithm for the solution of linear programs based on rational operations is presented and an alternative based on predictor-continuation is proposed. A set of test problems is introduced and numerical results for these test problems are discussed. The algorithms are then applied to case studies from the man-portable power generation. Finally extensions to the nonlinear case are discussed and an example from chemical equilibrium is analyzed. Bilevel programs are hierarchical programs where an outer program is constrained by an embedded inner program.(cont.) Here the co-operative formulation of inequality constrained bilevel programs involving real-valued variables and nonconvex functions in both the inner and outer programs is considered. It is shown that previous literature proposals for the global solution of such programs are not generally valid for nonconvex inner programs and several consequences of nonconvexity in the inner program are identified. Subsequently, a bounding algorithm for the global solution is presented. The algorithm is rigorous and terminates finitely to a solution that satisfies e-optimality in the inner and outer programs. For the lower bounding problem, a relaxed program, containing the constraints of the inner and outer programs augmented by a parametric upper bound on the optimal solution function of the inner program, is solved to global optimality. For the case that the inner program satisfies a constraint qualification, a heuristic for tighter lower bounds is presented based on the KKT necessary conditions of the inner program. The upper bounding problem is based on probing the solution obtained in the lower bounding procedure. Branching and probing are not required for convergence but both have potential advantages.(cont.) Three branching heuristics are described and analyzed. A set of test problems is introduced and numerical results for these test problems and for literature examples are presented.by Alexander Mitsos.Ph.D

    Fast Non-Parametric Learning to Accelerate Mixed-Integer Programming for Online Hybrid Model Predictive Control

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    Today's fast linear algebra and numerical optimization tools have pushed the frontier of model predictive control (MPC) forward, to the efficient control of highly nonlinear and hybrid systems. The field of hybrid MPC has demonstrated that exact optimal control law can be computed, e.g., by mixed-integer programming (MIP) under piecewise-affine (PWA) system models. Despite the elegant theory, online solving hybrid MPC is still out of reach for many applications. We aim to speed up MIP by combining geometric insights from hybrid MPC, a simple-yet-effective learning algorithm, and MIP warm start techniques. Following a line of work in approximate explicit MPC, the proposed learning-control algorithm, LNMS, gains computational advantage over MIP at little cost and is straightforward for practitioners to implement

    A Finite-Time Cutting Plane Algorithm for Distributed Mixed Integer Linear Programming

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    Many problems of interest for cyber-physical network systems can be formulated as Mixed Integer Linear Programs in which the constraints are distributed among the agents. In this paper we propose a distributed algorithm to solve this class of optimization problems in a peer-to-peer network with no coordinator and with limited computation and communication capabilities. In the proposed algorithm, at each communication round, agents solve locally a small LP, generate suitable cutting planes, namely intersection cuts and cost-based cuts, and communicate a fixed number of active constraints, i.e., a candidate optimal basis. We prove that, if the cost is integer, the algorithm converges to the lexicographically minimal optimal solution in a finite number of communication rounds. Finally, through numerical computations, we analyze the algorithm convergence as a function of the network size.Comment: 6 pages, 3 figure

    The distributions of functions related to parametric integer optimization

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    We consider the asymptotic distribution of the IP sparsity function, which measures the minimal support of optimal IP solutions, and the IP to LP distance function, which measures the distance between optimal IP and LP solutions. We create a framework for studying the asymptotic distribution of general functions related to integer optimization. There has been a significant amount of research focused around the extreme values that these functions can attain, however less is known about their typical values. Each of these functions is defined for a fixed constraint matrix and objective vector while the right hand sides are treated as input. We show that the typical values of these functions are smaller than the known worst case bounds by providing a spectrum of probability-like results that govern their overall asymptotic distributions.Comment: Accepted for journal publicatio

    Lagrangean decomposition for large-scale two-stage stochastic mixed 0-1 problems

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    In this paper we study solution methods for solving the dual problem corresponding to the Lagrangean Decomposition of two stage stochastic mixed 0-1 models. We represent the two stage stochastic mixed 0-1 problem by a splitting variable representation of the deterministic equivalent model, where 0-1 and continuous variables appear at any stage. Lagrangean Decomposition is proposed for satisfying both the integrality constraints for the 0-1 variables and the non-anticipativity constraints. We compare the performance of four iterative algorithms based on dual Lagrangean Decomposition schemes, as the Subgradient method, the Volume algorithm, the Progressive Hedging algorithm and the Dynamic Constrained Cutting Plane scheme. We test the conditions and properties of convergence for medium and large-scale dimension stochastic problems. Computational results are reported.Progressive Hedging algorithm, volume algorithm, Lagrangean decomposition, subgradient method

    Minimizing the number of lattice points in a translated polygon

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    The parametric lattice-point counting problem is as follows: Given an integer matrix A∈Zm×nA \in Z^{m \times n}, compute an explicit formula parameterized by b∈Rmb \in R^m that determines the number of integer points in the polyhedron {x∈Rn:Ax≤b}\{x \in R^n : Ax \leq b\}. In the last decade, this counting problem has received considerable attention in the literature. Several variants of Barvinok's algorithm have been shown to solve this problem in polynomial time if the number nn of columns of AA is fixed. Central to our investigation is the following question: Can one also efficiently determine a parameter bb such that the number of integer points in {x∈Rn:Ax≤b}\{x \in R^n : Ax \leq b\} is minimized? Here, the parameter bb can be chosen from a given polyhedron Q⊆RmQ \subseteq R^m. Our main result is a proof that finding such a minimizing parameter is NPNP-hard, even in dimension 2 and even if the parametrization reflects a translation of a 2-dimensional convex polygon. This result is established via a relationship of this problem to arithmetic progressions and simultaneous Diophantine approximation. On the positive side we show that in dimension 2 there exists a polynomial time algorithm for each fixed kk that either determines a minimizing translation or asserts that any translation contains at most 1+1/k1 + 1/k times the minimal number of lattice points
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