Nonlinear Integer Programming

Research efforts of the past fifty years have led to a development of linear integer programming as a mature discipline of mathematical optimization. Such a level of maturity has not been reached when one considers nonlinear systems subject to integrality requirements for the variables. This chapter is dedicated to this topic. The primary goal is a study of a simple version of general nonlinear integer problems, where all constraints are still linear. Our focus is on the computational complexity of the problem, which varies significantly with the type of nonlinear objective function in combination with the underlying combinatorial structure. Numerous boundary cases of complexity emerge, which sometimes surprisingly lead even to polynomial time algorithms. We also cover recent successful approaches for more general classes of problems. Though no positive theoretical efficiency results are available, nor are they likely to ever be available, these seem to be the currently most successful and interesting approaches for solving practical problems. It is our belief that the study of algorithms motivated by theoretical considerations and those motivated by our desire to solve practical instances should and do inform one another. So it is with this viewpoint that we present the subject, and it is in this direction that we hope to spark further research.Comment: 57 pages. To appear in: M. J\"unger, T. Liebling, D. Naddef, G. Nemhauser, W. Pulleyblank, G. Reinelt, G. Rinaldi, and L. Wolsey (eds.), 50 Years of Integer Programming 1958--2008: The Early Years and State-of-the-Art Surveys, Springer-Verlag, 2009, ISBN 354068274

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

On the Enforcement of a Class of Nonlinear Constraints on Petri Nets

International audienceThis paper focuses on the enforcement of nonlinear constraints in Petri nets. First, a supervisory structure is proposed for a nonlinear constraint. The proposed structure consists of added places and transitions. It controls the transitions in the net to be controlled only but does not change its states since there is no arc between the added transitions and the places in the original net. Second, an integer linear programming model is proposed to transform a nonlinear constraint to a minimal number of conjunc-tive linear constraints that have the same control performance as the nonlinear one. By using a place invariant based method, the obtained linear constraints can be easily enforced by a set of control places. The control places consist to a supervisor that can enforce the given nonlinear constraint. On condition that the admissible markings space of a nonlinear constraint is non-convex, another integer linear programming model is developed to obtain a minimal number of constraints whose disjunctions are equivalent to the nonlinear constraint. Finally, a number of examples are provided to demonstrate the proposed approach