Sensitivity Analysis in Convex Optimization through the Circatangent Derivative

The main goal of this paper is to analyse the sensitivity of a vector convex optimization problem according to variations in the right-hand side. We measure the quantitative behavior of a certain set of Pareto optimal points characterized to become minimum when the objective function is composed with a positive function. Its behavior is analysed quantitatively using the circatangent derivative for set-valued maps. Particularly, it is shown that the sensitivity is closely related to a Lagrange multiplier solution of a dual program.

New glimpses on convex infinite optimization duality

Given a convex optimization problem (P) in a locally convex topological vector space X with an arbitrary number of constraints, we consider three possible dual problems of (P), namely, the usual Lagrangian dual (D), the perturbational dual (Q), and the surrogate dual (Δ), the last one recently introduced in a previous paper of the authors (Goberna et al., J Convex Anal 21(4), 2014). As shown by simple examples, these dual problems may be all different. This paper provides conditions ensuring that inf(P)=max(D), inf(P)=max(Q), and inf(P)=max(Δ) (dual equality and existence of dual optimal solutions) in terms of the so-called closedness regarding to a set. Sufficient conditions guaranteeing min(P)=sup(Q) (dual equality and existence of primal optimal solutions) are also provided, for the nominal problems and also for their perturbational relatives. The particular cases of convex semi-infinite optimization problems (in which either the number of constraints or the dimension of X, but not both, is finite) and linear infinite optimization problems are analyzed. Finally, some applications to the feasibility of convex inequality systems are described.

Comparative study of RPSALG algorithm for convex semi-infinite programming

The Remez penalty and smoothing algorithm (RPSALG) is a unified framework for penalty and smoothing methods for solving min-max convex semi-infinite programing problems, whose convergence was analyzed in a previous paper of three of the authors. In this paper we consider a partial implementation of RPSALG for solving ordinary convex semi-infinite programming problems. Each iteration of RPSALG involves two types of auxiliary optimization problems: the first one consists of obtaining an approximate solution of some discretized convex problem, while the second one requires to solve a non-convex optimization problem involving the parametric constraints as objective function with the parameter as variable. In this paper we tackle the latter problem with a variant of the cutting angle method called ECAM, a global optimization procedure for solving Lipschitz programming problems. We implement different variants of RPSALG which are compared with the unique publicly available SIP solver, NSIPS, on a battery of test problems.

Primal Attainment in Convex Infinite Optimization Duality

This article provides results guarateeing that the optimal value of a given convex infinite optimization problem and its corresponding surrogate Lagrangian dual coincide and the primal optimal value is attainable. The conditions ensuring converse strong Lagrangian (in short, minsup) duality involve the weakly-inf-(locally) compactness of suitable functions and the linearity or relative closedness of some sets depending on the data. Applications are given to different areas of convex optimization, including an extension of the Clark-Duffin Theorem for ordinary convex programs.

Constraint qualifications in convex vector semi-infinite optimization

Convex vector (or multi-objective) semi-infinite optimization deals with the simultaneous minimization of finitely many convex scalar functions subject to infinitely many convex constraints. This paper provides characterizations of the weakly efficient, efficient and properly efficient points in terms of cones involving the data and Karush–Kuhn–Tucker conditions. The latter characterizations rely on different local and global constraint qualifications. The results in this paper generalize those obtained by the same authors on linear vector semi-infinite optimization problems.

Hybrid simulation-optimization based approach for the optimal design of single-product biotechnological processes

In this work, we present a systematic method for the optimal development of bioprocesses that relies on the combined use of simulation packages and optimization tools. One of the main advantages of our method is that it allows for the simultaneous optimization of all the individual components of a bioprocess, including the main upstream and downstream units. The design task is mathematically formulated as a mixed-integer dynamic optimization (MIDO) problem, which is solved by a decomposition method that iterates between primal and master sub-problems. The primal dynamic optimization problem optimizes the operating conditions, bioreactor kinetics and equipment sizes, whereas the master levels entails the solution of a tailored mixed-integer linear programming (MILP) model that decides on the values of the integer variables (i.e., number of equipments in parallel and topological decisions). The dynamic optimization primal sub-problems are solved via a sequential approach that integrates the process simulator SuperPro Designer® with an external NLP solver implemented in Matlab®. The capabilities of the proposed methodology are illustrated through its application to a typical fermentation process and to the production of the amino acid L-lysine.

Integration of modular process simulators under the Generalized Disjunctive Programming framework for the structural flowsheet optimization

The optimization of chemical processes where the flowsheet topology is not kept fixed is a challenging discrete-continuous optimization problem. Usually, this task has been performed through equation based models. This approach presents several problems, as tedious and complicated component properties estimation or the handling of huge problems (with thousands of equations and variables). We propose a GDP approach as an alternative to the MINLP models coupled with a flowsheet program. The novelty of this approach relies on using a commercial modular process simulator where the superstructure is drawn directly on the graphical use interface of the simulator. This methodology takes advantage of modular process simulators (specially tailored numerical methods, reliability, and robustness) and the flexibility of the GDP formulation for the modeling and solution. The optimization tool proposed is successfully applied to the synthesis of a methanol plant where different alternatives are available for the streams, equipment and process conditions.

Optimization of test and maintenance of ageing components consisting of multiple items and addressing effectiveness

There are many models in the literature that have been proposed in the last decades aimed at assessing the reliability, availability and maintainability (RAM) of safety equipment, many of them with a focus on their use to assess the risk level of a technological system or to search for appropriate design and/or surveillance and maintenance policies in order to assure that an optimum level of RAM of safety systems is kept during all the plant operational life. This paper proposes a new approach for RAM modelling that accounts for equipment ageing and maintenance and testing effectiveness of equipment consisting of multiple items in an integrated manner. This model is then used to perform the simultaneous optimization of testing and maintenance for ageing equipment consisting of multiple items. An example of application is provided, which considers a simplified High Pressure Injection System (HPIS) of a typical Power Water Reactor (PWR). Basically, this system consists of motor driven pumps (MDP) and motor operated valves (MOV), where both types of components consists of two items each. These components present different failure and cause modes and behaviours, and they also undertake complex test and maintenance activities depending on the item involved. The results of the example of application demonstrate that the optimization algorithm provide the best solutions when the optimization problem is formulated and solved considering full flexibility in the implementation of testing and maintenance activities taking part of such an integrated RAM model.

Mathematical approach for predicting non-negative tristimulus values using the CAT02 chromatic adaptation transform

It has been reported that for certain colour samples, the chromatic adaptation transform CAT02 imbedded in the CIECAM02 colour appearance model predicts corresponding colours with negative tristimulus values (TSVs), which can cause problems in certain applications. To overcome this problem, a mathematical approach is proposed for modifying CAT02. This approach combines a non-negativity constraint for the TSVs of corresponding colours with the minimization of the colour differences between those values for the corresponding colours obtained by visual observations and the TSVs of the corresponding colours predicted by the model, which is a constrained non-linear optimization problem. By solving the non-linear optimization problem, a new matrix is found. The performance of the CAT02 transform with various matrices including the original CAT02 matrix, and the new matrix are tested using visual datasets and the optimum colours. Test results show that the CAT02 with the new matrix predicted corresponding colours without negative TSVs for all optimum colours and the colour matching functions of the two CIE standard observers under the test illuminants considered. However, the accuracy with the new matrix for predicting the visual data is approximately 1 CIELAB colour difference unit worse compared with the original CAT02. This indicates that accuracy has to be sacrificed to achieve the non-negativity constraint for the TSVs of the corresponding colours.

Logic-Based Outer Approximation for the Design of Discrete-Continuous Dynamic Systems with Implicit Discontinuities

We address the optimization of discrete-continuous dynamic optimization problems using a disjunctive multistage modeling framework, with implicit discontinuities, which increases the problem complexity since the number of continuous phases and discrete events is not known a-priori. After setting a fixed alternative sequence of modes, we convert the infinite-dimensional continuous mixed-logic dynamic (MLDO) problem into a finite dimensional discretized GDP problem by orthogonal collocation on finite elements. We use the Logic-based Outer Approximation algorithm to fully exploit the structure of the GDP representation of the problem. This modelling framework is illustrated with an optimization problem with implicit discontinuities (diver problem).

Optimal Design of a Hybrid Membrane System Combining Reverse and Forward Osmosis for Seawater Desalination

In this work we study Forward Osmosis (FO) as an emerging desalination technology, and its capability to replace totally or partially Reverse Osmosis (RO) in order to reduce the great amount of energy required in the current desalination plants. For this purpose, we propose a superstructure that includes both membrane based desalination technologies, allowing the selection of only one of the technologies or a combination of both of them seeking for the optimal configuration of the network. The optimization problem is solved for a seawater desalination plant with a given fresh water production. The results obtained show that the optimal solution combines both desalination technologies to reduce not only the energy consumption but also the total cost of the desalination process in comparison with the same plant but operating only with RO.

Mathematical programming model for heat exchanger design through optimization of partial objectives

Mathematical programming can be used for the optimal design of shell-and-tube heat exchangers (STHEs). This paper proposes a mixed integer non-linear programming (MINLP) model for the design of STHEs, following rigorously the standards of the Tubular Exchanger Manufacturers Association (TEMA). Bell–Delaware Method is used for the shell-side calculations. This approach produces a large and non-convex model that cannot be solved to global optimality with the current state of the art solvers. Notwithstanding, it is proposed to perform a sequential optimization approach of partial objective targets through the division of the problem into sets of related equations that are easier to solve. For each one of these problems a heuristic objective function is selected based on the physical behavior of the problem. The global optimal solution of the original problem cannot be ensured even in the case in which each of the sub-problems is solved to global optimality, but at least a very good solution is always guaranteed. Three cases extracted from the literature were studied. The results showed that in all cases the values obtained using the proposed MINLP model containing multiple objective functions improved the values presented in the literature.

Global behavior of the Douglas–Rachford method for a nonconvex feasibility problem

In recent times the Douglas–Rachford algorithm has been observed empirically to solve a variety of nonconvex feasibility problems including those of a combinatorial nature. For many of these problems current theory is not sufficient to explain this observed success and is mainly concerned with questions of local convergence. In this paper we analyze global behavior of the method for finding a point in the intersection of a half-space and a potentially non-convex set which is assumed to satisfy a well-quasi-ordering property or a property weaker than compactness. In particular, the special case in which the second set is finite is covered by our framework and provides a prototypical setting for combinatorial optimization problems.

Quantitative stability of linear infinite inequality systems under block perturbations with applications to convex systems

The original motivation for this paper was to provide an efficient quantitative analysis of convex infinite (or semi-infinite) inequality systems whose decision variables run over general infinite-dimensional (resp. finite-dimensional) Banach spaces and that are indexed by an arbitrary fixed set J. Parameter perturbations on the right-hand side of the inequalities are required to be merely bounded, and thus the natural parameter space is l ∞(J). Our basic strategy consists of linearizing the parameterized convex system via splitting convex inequalities into linear ones by using the Fenchel–Legendre conjugate. This approach yields that arbitrary bounded right-hand side perturbations of the convex system turn on constant-by-blocks perturbations in the linearized system. Based on advanced variational analysis, we derive a precise formula for computing the exact Lipschitzian bound of the feasible solution map of block-perturbed linear systems, which involves only the system’s data, and then show that this exact bound agrees with the coderivative norm of the aforementioned mapping. In this way we extend to the convex setting the results of Cánovas et al. (SIAM J. Optim. 20, 1504–1526, 2009) developed for arbitrary perturbations with no block structure in the linear framework under the boundedness assumption on the system’s coefficients. The latter boundedness assumption is removed in this paper when the decision space is reflexive. The last section provides the aimed application to the convex case.

On stable uniqueness in linear semi-infinite optimization

This paper is intended to provide conditions for the stability of the strong uniqueness of the optimal solution of a given linear semi-infinite optimization (LSIO) problem, in the sense of maintaining the strong uniqueness property under sufficiently small perturbations of all the data. We consider LSIO problems such that the family of gradients of all the constraints is unbounded, extending earlier results of Nürnberger for continuous LSIO problems, and of Helbig and Todorov for LSIO problems with bounded set of gradients. To do this we characterize the absolutely (affinely) stable problems, i.e., those LSIO problems whose feasible set (its affine hull, respectively) remains constant under sufficiently small perturbations.