No Arabic abstract
Process synthesis using rigorous unit operation models is highly desirable to identify the most efficient pathway for sustainable production of fuels and value-added chemicals. However, it often leads to a large-scale strongly nonlinear and nonconvex mixed integer nonlinear programming (MINLP) model. In this work, we propose two robust homotopy continuation enhanced branch and bound (HCBB) algorithms (denoted as HCBB-FP and HCBB-RB) where the homotopy continuation method is employed to gradually approach the optimal solution of the NLP subproblem at a node from the solution at its parent node. A variable step length is adapted to effectively balance feasibility and computational efficiency. The computational results demonstrate that the proposed HCBB algorithms can find the same optimal solution from different initial points, while the existing MINLP algorithms fail or find much worse solutions. In addition, HCBB-RB is superior to HCBB-FP due to lower computational effort required for the same locally optimal solution.
In this paper, we have developed a parallel branch and bound algorithm which computes the maximal structured singular value $mu$ without tightly bounding $mu$ for each frequency and thus significantly reduce the computational complexity.
The talent scheduling problem is a simplified version of the real-world film shooting problem, which aims to determine a shooting sequence so as to minimize the total cost of the actors involved. In this article, we first formulate the problem as an integer linear programming model. Next, we devise a branch-and-bound algorithm to solve the problem. The branch-and-bound algorithm is enhanced by several accelerating techniques, including preprocessing, dominance rules and caching search states. Extensive experiments over two sets of benchmark instances suggest that our algorithm is superior to the current best exact algorithm. Finally, the impacts of different parameter settings are disclosed by some additional experiments.
Quasi branch and bound is a recently introduced generalization of branch and bound, where lower bounds are replaced by a relaxed notion of quasi-lower bounds, required to be lower bounds only for sub-cubes containing a minimizer. This paper is devoted to studying the possible benefits of this approach, for the problem of minimizing a smooth function over a cube. This is accomplished by suggesting two quasi branch and bound algorithms, qBnB(2) and qBnB(3), that compare favorably with alternative branch and bound algorithms. The first algorithm we propose, qBnB(2), achieves second order convergence based only on a bound on second derivatives, without requiring calculation of derivatives. As such, this algorithm is suitable for derivative free optimization, for which typical algorithms such as Lipschitz optimization only have first order convergence and so suffer from limited accuracy due to the clustering problem. Additionally, qBnB(2) is provably more efficient than the second order Lipschitz gradient algorithm which does require exact calculation of gradients. The second algorithm we propose, qBnB(3), has third order convergence and finite termination. In contrast with BnB algorithms with similar guarantees who typically compute lower bounds via solving relatively time consuming convex optimization problems, calculation of qBnB(3) bounds only requires solving a small number of Newton iterations. Our experiments verify the potential of both these methods in comparison with state of the art branch and bound algorithms.
We propose a new algorithm for numerical path tracking in polynomial homotopy continuation. The algorithm is `robust in the sense that it is designed to prevent path jumping and in many cases, it can be used in (only) double precision arithmetic. It is based on an adaptive stepsize predictor that uses Pade techniques to detect local difficulties for function approximation and danger for path jumping. We show the potential of the new path tracking algorithm through several numerical examples and compare with existing implementations.
Electronic phased-array radars offer new possibilities for radar search pattern optimization by using bi-dimensional beam-forming and beam-steering. Radar search pattern optimization can be approximated as a set cover problem and solved using integer programming, while accounting for localized clutter and terrain masks in detection constraints. We present a set cover problem approximation for time-budget minimization of radar search patterns, under constraints of range, detection probability and direction-specific scan update rates. Branch&Bound is a classical optimization procedure for solving combinatorial problems. It is known mainly as an exact algorithm, but features interesting characteristics, making it particularly fit for solving optimization problems in real-time applications and producing just-in-time solutions.