Augmented Lagrangian method with nonmonotone penalty parameters for constrained optimization

At each outer iteration of standard Augmented Lagrangian methods one tries to solve a box-constrained optimization problem with some prescribed tolerance. In the continuous world, using exact arithmetic, this subproblem is always solvable. Therefore, the possibility of finishing the subproblem resolution without satisfying the theoretical stopping conditions is not contemplated in usual convergence theories. However, in practice, one might not be able to solve the subproblem up to the required precision. This may be due to different reasons. One of them is that the presence of an excessively large penalty parameter could impair the performance of the box-constraint optimization solver. In this paper a practical strategy for decreasing the penalty parameter in situations like the one mentioned above is proposed. More generally, the different decisions that may be taken when, in practice, one is not able to solve the Augmented Lagrangian subproblem will be discussed. As a result, an improved Augmented Lagrangian method is presented, which takes into account numerical difficulties in a satisfactory way, preserving suitable convergence theory. Numerical experiments are presented involving all the CUTEr collection test problems.

An algorithm for the strip packing problem using collision free region and exact fitting placement

The irregular shape packing problem is approached. The container has a fixed width and an open dimension to be minimized. The proposed algorithm constructively creates the solution using an ordered list of items and a placement heuristic. Simulated annealing is the adopted metaheuristic to solve the optimization problem. A two-level algorithm is used to minimize the open dimension of the container. To ensure feasible layouts, the concept of collision free region is used. A collision free region represents all possible translations for an item to be placed and may be degenerated. For a moving item, the proposed placement heuristic detects the presence of exact fits (when the item is fully constrained by its surroundings) and exact slides (when the item position is constrained in all but one direction). The relevance of these positions is analyzed and a new placement heuristic is proposed. Computational comparisons on benchmark problems show that the proposed algorithm generated highly competitive solutions. Moreover, our algorithm updated some best known results. (C) 2012 Elsevier Ltd. All rights reserved.