Comparison of Lagrangian Bounds for One Class of Generalized Assignment Problems

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

On the stability of the optimal value and the optimal set in optimization problems

The paper develops a stability theory for the optimal value and the optimal set mapping of optimization problems posed in a Banach space. The problems considered in this paper have an arbitrary number of inequality constraints involving lower semicontinuous (not necessarily convex) functions and one closed abstract constraint set. The considered perturbations lead to problems of the same type as the nominal one (with the same space of variables and the same number of constraints), where the abstract constraint set can also be perturbed. The spaces of functions involved in the problems (objective and constraints) are equipped with the metric of the uniform convergence on the bounded sets, meanwhile in the space of closed sets we consider, coherently, the Attouch-Wets topology. The paper examines, in a unified way, the lower and upper semicontinuity of the optimal value function, and the closedness, lower and upper semicontinuity (in the sense of Berge) of the optimal set mapping. This paper can be seen as a second part of the stability theory presented in [17], where we studied the stability of the feasible set mapping (completed here with the analysis of the Lipschitz-like property).

Optimization heuristic solutions, how good can they be? : With empirical applications in location problems

Combinatorial optimization problems, are one of the most important types of problems in operational research. Heuristic and metaheuristics algorithms are widely applied to find a good solution. However, a common problem is that these algorithms do not guarantee that the solution will coincide with the optimum and, hence, many solutions to real world OR-problems are afflicted with an uncertainty about the quality of the solution. The main aim of this thesis is to investigate the usability of statistical bounds to evaluate the quality of heuristic solutions applied to large combinatorial problems. The contributions of this thesis are both methodological and empirical. From a methodological point of view, the usefulness of statistical bounds on p-median problems is thoroughly investigated. The statistical bounds have good performance in providing informative quality assessment under appropriate parameter settings. Also, they outperform the commonly used Lagrangian bounds. It is demonstrated that the statistical bounds are shown to be comparable with the deterministic bounds in quadratic assignment problems. As to empirical research, environment pollution has become a worldwide problem, and transportation can cause a great amount of pollution. A new method for calculating and comparing the CO2-emissions of online and brick-and-mortar retailing is proposed. It leads to the conclusion that online retailing has significantly lesser CO2-emissions. Another problem is that the Swedish regional division is under revision and the border effect to public service accessibility is concerned of both residents and politicians. After analysis, it is shown that borders hinder the optimal location of public services and consequently the highest achievable economic and social utility may not be attained.

Studying properties of Lagrangian bounds for many-to-many assignment problems

Classical and modified Lagrangian bounds for the optimal value of optimization problems with a double decomposable structure are studied. For the class of many-to-many assignment problems, this property of constraints is used to design a subgradient algorithm for solving the modified dual problem. Numerical results are presented to compare the quality of classical and modified bounds, as well as the properties of the corresponding Lagrangian solutions.

Notes on the Solution of Dynamic Optimization Problems with Explicit Controls in Discrete-Time Economic Models

Йордан Йорданов, Андрей Василев - В работата се изследват методи за решаването на задачи на оптималното управление в дискретно време с безкраен хоризонт и явни управления. Дадена е обосновка на една процедура за решаване на такива задачи, базирана на множители на Лагранж, коята често се употребява в икономическата литература. Извеждени са необходимите условия за оптималност на базата на уравнения на Белман и са приведени достатъчни условия за оптималност при допускания, които често се използват в икономиката.

An Analysis of black-box optimization problems in reinsurance: evolutionary-based approaches

Black-box optimization problems (BBOP) are de ned as those optimization problems in which the objective function does not have an algebraic expression, but it is the output of a system (usually a computer program). This paper is focussed on BBOPs that arise in the eld of insurance, and more speci cally in reinsurance problems. In this area, the complexity of the models and assumptions considered to de ne the reinsurance rules and conditions produces hard black-box optimization problems, that must be solved in order to obtain the optimal output of the reinsurance. The application of traditional optimization approaches is not possible in BBOP, so new computational paradigms must be applied to solve these problems. In this paper we show the performance of two evolutionary-based techniques (Evolutionary Programming and Particle Swarm Optimization). We provide an analysis in three BBOP in reinsurance, where the evolutionary-based approaches exhibit an excellent behaviour, nding the optimal solution within a fraction of the computational cost used by inspection or enumeration methods.

A benchmark method for global optimization problems in structure determination from powder diffraction data

Quasi-Newton-Raphson minimization and conjugate gradient minimization have been used to solve the crystal structures of famotidine form B and capsaicin from X-ray powder diffraction data and characterize the chi(2) agreement surfaces. One million quasi-Newton-Raphson minimizations found the famotidine global minimum with a frequency of ca 1 in 5000 and the capsaicin global minimum with a frequency of ca 1 in 10 000. These results, which are corroborated by conjugate gradient minimization, demonstrate the existence of numerous pathways from some of the highest points on these chi(2) agreement surfaces to the respective global minima, which are passable using only downhill moves. This important observation has significant ramifications for the development of improved structure determination algorithms.

Imposing Radiality Constraints in Distribution System Optimization Problems

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

A New Approach to Reducing Search Space and Increasing Efficiency in Simulation Optimization Problems via the Fuzzy-DEA-BCC

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

A new method for decision making in multi-objective optimization problems

Many engineering sectors are challenged by multi-objective optimization problems. Even if the idea behind these problems is simple and well established, the implementation of any procedure to solve them is not a trivial task. The use of evolutionary algorithms to find candidate solutions is widespread. Usually they supply a discrete picture of the non-dominated solutions, a Pareto set. Although it is very interesting to know the non-dominated solutions, an additional criterion is needed to select one solution to be deployed. To better support the design process, this paper presents a new method of solving non-linear multi-objective optimization problems by adding a control function that will guide the optimization process over the Pareto set that does not need to be found explicitly. The proposed methodology differs from the classical methods that combine the objective functions in a single scale, and is based on a unique run of non-linear single-objective optimizers.

Social interaction as a heuristic for combinatorial optimization problems

We investigate the performance of a variant of Axelrod's model for dissemination of culture-the Adaptive Culture Heuristic (ACH)-on solving an NP-Complete optimization problem, namely, the classification of binary input patterns of size F by a Boolean Binary Perceptron. In this heuristic, N agents, characterized by binary strings of length F which represent possible solutions to the optimization problem, are fixed at the sites of a square lattice and interact with their nearest neighbors only. The interactions are such that the agents' strings (or cultures) become more similar to the low-cost strings of their neighbors resulting in the dissemination of these strings across the lattice. Eventually the dynamics freezes into a homogeneous absorbing configuration in which all agents exhibit identical solutions to the optimization problem. We find through extensive simulations that the probability of finding the optimal solution is a function of the reduced variable F/N(1/4) so that the number of agents must increase with the fourth power of the problem size, N proportional to F(4), to guarantee a fixed probability of success. In this case, we find that the relaxation time to reach an absorbing configuration scales with F(6) which can be interpreted as the overall computational cost of the ACH to find an optimal set of weights for a Boolean binary perceptron, given a fixed probability of success.

Genetic algorithms for continuous optimization problems - a concept of parameter-space size adjustment

The concept of parameter-space size adjustment is pn,posed in order to enable successful application of genetic algorithms to continuous optimization problems. Performance of genetic algorithms with six different combinations of selection and reproduction mechanisms, with and without parameter-space size adjustment, were severely tested on eleven multiminima test functions. An algorithm with the best performance was employed for the determination of the model parameters of the optical constants of Pt, Ni and Cr.

Web-based application programming interface to solve nonlinear optimization problems

Nonlinear Optimization Problems are usual in many engineering fields. Due to its characteristics the objective function of some problems might not be differentiable or its derivatives have complex expressions. There are even cases where an analytical expression of the objective function might not be possible to determine either due to its complexity or its cost (monetary, computational, time, ...). In these cases Nonlinear Optimization methods must be used. An API, including several methods and algorithms to solve constrained and unconstrained optimization problems was implemented. This API can be accessed not only as traditionally, by installing it on the developer and/or user computer, but it can also be accessed remotely using Web Services. As long as there is a network connection to the server where the API is installed, applications always access to the latest API version. Also an Web-based application, using the proposed API, was developed. This application is to be used by users that do not want to integrate methods in applications, and simply want to have a tool to solve Nonlinear Optimization Problems.