Discrete dynamic convexized method for nonlinearly constrained nonlinear integer programming

This paper considers the nonlinearly constrained nonlinear integer programming problem over a bounded box. An auxiliary function is constructed based on a penalty function. By increasing the value of a parameter, minimization of the function by a discrete local search method can escape successfully from a previously converged discrete local minimizer. An algorithm is designed based on minimizing the auxiliary function with increasing values of the parameter. Numerical experiments show that the algorithm is robust and efficient.     

Coupling genetic algorithm with a grid search method to solve mixed integer nonlinear programming problems

A new hybrid algorithm is being introduced for solving Mixed Integer Nonlinear Programming ( ) problems which arise from study of many real-life engineering problems such as the minimum cost development of oil fields and the optimization of a multiproduct batch plant. This new algorithm employs both the Genetic Algorithm and a modified grid search method interfacing in such a way that the resulting hybrid algorithm is capable of solving many problems efficiently and accurately. Testings indicate that this algorithm is efficient and robust even for some ill-conditioned problems with nonconvex constraints.     

Extended local search algorithm based on nonlinear programming for two-dimensional irregular strip packing problem

This paper presents an extended local search algorithm (ELS) for the irregular strip packing problem. It adopts two neighborhoods, swapping two given polygons in a placement and placing one polygon into a new position. The local search algorithm is used to minimize the overlap on the basis of the neighborhoods mentioned above and the unconstrained nonlinear programming model is adopted to further minimize the overlap during the search process. Moreover, the tabu search algorithm is used to avoid local minima, and a compact algorithm is presented to improve the result. The results of standard test instances indicate that when compared with other existing algorithms, the presented algorithm does not only show some signs of competitive power but also updates several best known results.     

Dynamic PSO method for nonlinear constrained programming problems

A new approach is presented to solve the nonlinear constrained programming problems. Firstly, the nonlinear constrained programming problem is transformed into a bi-ohjective optimization problem. Based on the reasonable design of the searching operation and different parameters, a new dynamic particle swarm optimization algorithm （TS-MC） is proposed. The numerical experiments show that the proposed algorithm is effective in dealing with the nonlinear constrained programming problems.     

A genetic algorithm for interval nonlinear integer programming problem

In this paper, we formulate an optimal design of system reliability problem as a nonlinear integer programming problem with interval coefficients, transform it into a single objective nonlinear integer programming problem without interval coefficients, and solve it directly with keeping nonlinearity of the objective function by using Genetic Algorithms (GA). Also, we demonstrate the efficiency of this method with incomplete Fault Detecting and Switching (FDS) for allocating redundant units.     

Detecting infeasibility and generating cuts for mixed integer programming using constraint programming

We study a hybrid MIP/CP solution approach in which CP is used for detecting infeasibilities and generating cuts within a branch-and-cut algorithm for MIP. Our framework applies to MIP problems augmented by monotone constraints that can be handled by CP. We illustrate our approach on a generic multiple machine scheduling problem, and present a number of computational experiments.     

一种求非线性整数规划最优解的仿生算法

从大自然植物生长中得到启发,提出了一种求解非线性整数规划全局最小解的仿生算法。该算法将植物生长过程及生长模式应用到非线性整数规划问题的求解,能够快速得到最优解。通过对各种不同类型非线性整数规划问题的具体求解,表明了该方法十分有效。     

Parametric tabu-search for mixed integer programs

A parametric form of tabu-search is proposed for solving mixed integer programming (MIP) problems that creates and solves a series of linear programming (LP) problems embodying branching inequalities as weighted terms in the objective function. The approach extends and modifies a parametric branch and bound procedure of Glover [Parametic branch and bound. OMEGA, The International Journal of Management Science 1978;6:1–9], replacing its tree search memory by the adaptive memory framework of tabu-search and introducing new associated strategies that are more flexible than the mechanisms of branch and bound.     

A new mixed integer linear programming model for product development using quality function deployment

Quality function deployment (QFD) is a product development process performed to maximize customer satisfaction. In the QFD, the design requirements (DRs) affecting the product performance are primarily identified, and product performance is improved to optimize customer needs (CNs). For product development, determining the fulfillment levels of design requirements (DRs) is crucial during QFD optimization. However, in real world applications, the values of DRs are often discrete instead of continuous. To the best of our knowledge, there is no mixed integer linear programming (MILP) model in which the discrete DRs values are considered. Therefore, in this paper, a new QFD optimization approach combining MILP model and Kano model is suggested to acquire the optimized solution from a limited number of alternative DRs, the values of which can be discrete. The proposed model can be used not only to optimize the product development but also in other applications of QFD such as quality management, planning, design, engineering and decision-making, on the condition that DR values are discrete. Additionally, the problem of lack of solutions in integer and linear programming in the QFD optimization is overcome. Finally, the model is illustrated through an example.     

Extended ant colony optimization for non-convex mixed integer nonlinear programming

Two novel extensions for the well known ant colony optimization (ACO) framework are introduced here, which allow the solution of mixed integer nonlinear programs (MINLPs). Furthermore, a hybrid implementation (ACOmi) based on this extended ACO framework, specially developed for complex non-convex MINLPs, is presented together with numerical results.     

A mixed integer programming approach to multi-spectral image classification

A supervised discriminant mixed integer programming algorithm (DISMIP) is described which achieves either linear or non-linear separation, without assuming any specific probability distribution. This system offers greater flexibility in dealing with problems of multi-spectral classification. If the training sets are disjoint, a strictly separating surface is generated that maximizes a “dead zone” between the sets. If the sets intersect, a surface is generated that minimizes a specified misclassification error. The system has been experimentally tested in three practical applications and the results are given in comparison with a supervised classification using the LARSIS classifier.⁽¹⁾     

一种求解混合整数非线性规划问题的模拟退火算法

通过适当处理离散变量，将求解无约束非凸ＮＬＰ问题的高效模拟退火全局优化算法推广到求解一般非凸混合整数非线性规划问题。数值计算结果表明，文中模拟退火算法在适用性、解的质量和计算效率等方面优于其它方法，是求解一般非凸ＭＩＮＬＰ问题的一种有效的全局优化算法。     

高效求解整数线性规划问题的分支算法

为了提高求解一般整数线性规划问题的效率,提出了一种基于目标函数超平面移动的分支算法。对于给定的目标函数整数值,首先利用线性规划松弛问题的最优单纯形表确定变量的上、下界,然后将变量的上、下界条件加入约束条件中对相应的目标函数超平面进行切割,最后应用分支定界算法中的分支方法来搜寻目标函数超平面上的可行解。通过对一些经典的数值例子的求解计算并与经典的分支定界算法进行比较,结果表明,该算法减少了分支数和单纯形迭代数,具有较大的实用价值。     

解非线性约束规划问题的新型多目标遗传算法

给出非线性约束规划问题的一种新解法。把带约束的非线性规划问题转化成为两个目标的多目标优化问题,并为转化后的多目标优化模型设计了一种新型多目标遗传算法,数据实验表明该算法对带约束的非线性规划问题求解是非常有效的。     

A method for interval 0–1 nonlinear programming problem using a genetic algorithm

In this paper, we formulate an optimal design problem of system reliability as a nonlinear integer programming problem with interval coefficients, transform it into a bicriteria 0–1 nonlinear programming problem without interval coefficients, and solve it directly using GA with holding nonlinear objective functions. Also, we demonstrate the efficiency of this method with a numerical example.     

A discrete dynamic convexized method for VLSI circuit partitioning

In this paper, we consider the circuit partitioning problem, which is a fundamental problem in computer-aided design of very large-scale-integrated circuits. We formulate the problem as an equivalent constrained integer programming problem by constructing an auxiliary function. A global search method, entitled the dynamic convexized method, is developed for the integer programming problem. We modify the Fiduccia–Mattheyses (FM) algorithm, which is a fundamental partitioning algorithm for the circuit partitioning problem, to minimize the auxiliary function. We show both computationally and theoretically that our method can escape successfully from previous discrete local minimizers by taking increasing values of a parameter. Experimental results on ACM/SIGDA and ISPD98 benchmarks show up to 58% improvements over the well-known FM algorithm in terms of the best cutsize. Furthermore, we integrate the algorithm with the state-of-the-art practical multilevel partitioner MLPart. Experiments on the same set of benchmarks show that the solutions obtained in this way has 3–7% improvements over that of the MLPart.     

非线性约束规划的极大熵多目标进化算法

解非线性约束规划的困难在于如何处理问题的约束,从问题的约束条件出发构造了一个新的极大熵函数,利用此函数将原非线性约束规划问题转化成了两个目标的多目标优化问题。通过对搜索操作和参数的合理设计给出了一种新的极大熵多目标进化算法。计算机仿真表明该算法对带约束的非线性优化问题求解是非常有效的。     

Infinite horizon optimal control of affine nonlinear discrete switched systems using two-stage approximate dynamic programming

In this article, a novel iteration algorithm named two-stage approximate dynamic programming (TSADP) is proposed to seek the solution of nonlinear switched optimal control problem. At each iteration of TSADP, a multivariate optimal control problem is transformed to be a certain number of univariate optimal control problems. It is shown that the value function at each iteration can be characterised pointwisely by a set of smooth functions recursively obtained from TSADP, and the associated control policy, continuous control and switching control law included, is explicitly provided in a state-feedback form. Moreover, the convergence and optimality of TSADP is strictly proven. To implement this algorithm efficiently, neural networks, critic and action networks, are utilised to approximate the value function and continuous control law, respectively. Thus, the value function is expressed by the weights of critic networks pointwise. Besides, redundant weights are ruled out at each iteration to simplify the exponentially increasing computation burden. Finally, a simulation example is provided to demonstrate its effectiveness.     

多周期混合整数规划购油模型及应用

采用PIMS软件中的多周期混合整数规划技术建立炼油企业购油计划模型,使优化结果与实际购油方式相吻合;采用虚拟周期方法解决原油期末库存质量控制问题;采用滚动处理方式解决炼厂月、季原油选购计划的衔接和全局优化问题。文中还给出了多周期MIP模型技术在某炼厂中的应用以及不同方案的效益对比。