19,300 research outputs found
Topics in exact precision mathematical programming
The focus of this dissertation is the advancement of theory and computation related to exact precision mathematical programming. Optimization software based on floating-point arithmetic can return suboptimal or incorrect resulting because of round-off errors or the use of numerical tolerances. Exact or correct results are necessary for some applications. Implementing software entirely in rational arithmetic can be prohibitively slow. A viable alternative is the use of hybrid methods that use fast numerical computation to obtain approximate results that are then verified or corrected with safe or exact computation. We study fast methods for sparse exact rational linear algebra, which arises as a bottleneck when solving linear programming problems exactly. Output sensitive methods for exact linear algebra are studied. Finally, a new method for computing valid linear programming bounds is introduced and proven effective as a subroutine for solving mixed-integer linear programming problems exactly. Extensive computational results are presented for each topic.Ph.D.Committee Chair: Dr. William J. Cook; Committee Member: Dr. George Nemhauser; Committee Member: Dr. Robin Thomas; Committee Member: Dr. Santanu Dey; Committee Member: Dr. Shabbir Ahmed; Committee Member: Dr. Zonghao G
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
Bin Packing and Related Problems: General Arc-flow Formulation with Graph Compression
We present an exact method, based on an arc-flow formulation with side
constraints, for solving bin packing and cutting stock problems --- including
multi-constraint variants --- by simply representing all the patterns in a very
compact graph. Our method includes a graph compression algorithm that usually
reduces the size of the underlying graph substantially without weakening the
model. As opposed to our method, which provides strong models, conventional
models are usually highly symmetric and provide very weak lower bounds.
Our formulation is equivalent to Gilmore and Gomory's, thus providing a very
strong linear relaxation. However, instead of using column-generation in an
iterative process, the method constructs a graph, where paths from the source
to the target node represent every valid packing pattern.
The same method, without any problem-specific parameterization, was used to
solve a large variety of instances from several different cutting and packing
problems. In this paper, we deal with vector packing, graph coloring, bin
packing, cutting stock, cardinality constrained bin packing, cutting stock with
cutting knife limitation, cutting stock with binary patterns, bin packing with
conflicts, and cutting stock with binary patterns and forbidden pairs. We
report computational results obtained with many benchmark test data sets, all
of them showing a large advantage of this formulation with respect to the
traditional ones
Consistent Second-Order Conic Integer Programming for Learning Bayesian Networks
Bayesian Networks (BNs) represent conditional probability relations among a
set of random variables (nodes) in the form of a directed acyclic graph (DAG),
and have found diverse applications in knowledge discovery. We study the
problem of learning the sparse DAG structure of a BN from continuous
observational data. The central problem can be modeled as a mixed-integer
program with an objective function composed of a convex quadratic loss function
and a regularization penalty subject to linear constraints. The optimal
solution to this mathematical program is known to have desirable statistical
properties under certain conditions. However, the state-of-the-art optimization
solvers are not able to obtain provably optimal solutions to the existing
mathematical formulations for medium-size problems within reasonable
computational times. To address this difficulty, we tackle the problem from
both computational and statistical perspectives. On the one hand, we propose a
concrete early stopping criterion to terminate the branch-and-bound process in
order to obtain a near-optimal solution to the mixed-integer program, and
establish the consistency of this approximate solution. On the other hand, we
improve the existing formulations by replacing the linear "big-" constraints
that represent the relationship between the continuous and binary indicator
variables with second-order conic constraints. Our numerical results
demonstrate the effectiveness of the proposed approaches
Convex Relaxations for Gas Expansion Planning
Expansion of natural gas networks is a critical process involving substantial
capital expenditures with complex decision-support requirements. Given the
non-convex nature of gas transmission constraints, global optimality and
infeasibility guarantees can only be offered by global optimisation approaches.
Unfortunately, state-of-the-art global optimisation solvers are unable to scale
up to real-world size instances. In this study, we present a convex
mixed-integer second-order cone relaxation for the gas expansion planning
problem under steady-state conditions. The underlying model offers tight lower
bounds with high computational efficiency. In addition, the optimal solution of
the relaxation can often be used to derive high-quality solutions to the
original problem, leading to provably tight optimality gaps and, in some cases,
global optimal soluutions. The convex relaxation is based on a few key ideas,
including the introduction of flux direction variables, exact McCormick
relaxations, on/off constraints, and integer cuts. Numerical experiments are
conducted on the traditional Belgian gas network, as well as other real larger
networks. The results demonstrate both the accuracy and computational speed of
the relaxation and its ability to produce high-quality solutions
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