Global Mixed-integer Nonlinear Programming Research Articles

COMPARISON BETWEEN FIVE MINLP SOLVERS AND NEW RESULTS RELATED TO TRIGONOMETRIC FUNCTIONS

Due to the rapid development of algorithms and techniques that are used to deal with mixed integer nonlinear programming (MINLP) problems, many global MINLP solvers were introduced. In this paper, computational experiments were done to compare between the performances of five of these solvers. Some of these solvers do not support trigonometric functions. Therefore, piecewise linear approximation (PLA) is applied to problems having these function so the solvers can deal with these problems. Additional computational tests were performed on to show how PLA can be useful, even to some powerful global solvers.

Automated design of synthetic biocircuits in the stochastic regime

In this work, we present an optimization-based design strategy for gene regulatory networks (GRNs) in the stochastic regime (i.e., in the presence of molecular noise). The approach exploits a recently developed framework for the efficient simulation of stochastic GRNs based on a Partial Integro Differential Equations (PIDE) model formulation, which is here further accelerated with a parallel implementation in GPUs to maximize the performance. The simulator is combined with a global Mixed Integer Nonlinear Programming algorithm to efficiently address the optimization of the design through topology and parameter spaces simultaneously. We illustrate the performance of the proposed methodology through two different case studies: a biocircuit with a pre-defined target dynamics, and a biocircuit with a stationary bi-modal distribution fulfilling a number of requirements (in terms of distance and ratios of probabilities between modes).

Wireless charging utility maximization and intersection control delay minimization framework for electric vehicles

AbstractThis study presents the Wireless Charging Utility Maximization (WCUM) framework, which aims to maximize the utility of Wireless Charging Units (WCUs) for electric vehicle (EV) charging through the optimal WCU deployment at signalized intersections. Furthermore, the framework aims to minimize the control delay at all signalized intersections of the network. The framework consists of a two‐step optimization formulation, a dynamic traffic assignment model to calculate the user equilibrium, a traffic microsimulator to formulate the objective functions, and a global Mixed Integer Non‐Linear Programming (MINLP) optimization solver. An optimization problem is formulated for each intersection, and another for the entire network. The performance of the WCUM framework is tested using the Sioux Falls network. We perform a comparative study of 12 global MINLP solvers with a case study. Based on solution quality and computation time, we choose the Couenne solver for this framework.

A global MINLP approach to symbolic regression

Symbolic regression methods generate expression trees that simultaneously define the functional form of a regression model and the regression parameter values. As a result, the regression problem can search many nonlinear functional forms using only the specification of simple mathematical operators such as addition, subtraction, multiplication, and division, among others. Currently, state-of-the-art symbolic regression methods leverage genetic algorithms and adaptive programming techniques. Genetic algorithms lack optimality certifications and are typically stochastic in nature. In contrast, we propose an optimization formulation for the rigorous deterministic optimization of the symbolic regression problem. We present a mixed-integer nonlinear programming (MINLP) formulation to solve the symbolic regression problem as well as several alternative models to eliminate redundancies and symmetries. We demonstrate this symbolic regression technique using an array of experiments based upon literature instances. We then use a set of 24 MINLPs from symbolic regression to compare the performance of five local and five global MINLP solvers. Finally, we use larger instances to demonstrate that a portfolio of models provides an effective solution mechanism for problems of the size typically addressed in the symbolic regression literature.

An efficient strategy for the activation of MIP relaxations in a multicore global MINLP solver

Solving mixed-integer nonlinear programming (MINLP) problems to optimality is a NP-hard problem, for which many deterministic global optimization algorithms and solvers have been recently developed. MINLPs can be relaxed in various ways, including via mixed-integer linear programming (MIP), nonlinear programming, and linear programming. There is a tradeoff between the quality of the bounds and CPU time requirements of these relaxations. Unfortunately, these tradeoffs are problem-dependent and cannot be predicted beforehand. This paper proposes a new dynamic strategy for activating and deactivating MIP relaxations in various stages of a branch-and-bound algorithm. The primary contribution of the proposed strategy is that it does not use meta-parameters, thus avoiding parameter tuning. Additionally, this paper proposes a strategy that capitalizes on the availability of parallel MIP solver technology to exploit multicore computing hardware while solving MINLPs. Computational tests for various benchmark libraries reveal that our MIP activation strategy works efficiently in single-core and multicore environments.

Multicriteria global optimization for biocircuit design.

BackgroundOne of the challenges in Synthetic Biology is to design circuits with increasing levels of complexity. While circuits in Biology are complex and subject to natural tradeoffs, most synthetic circuits are simple in terms of the number of regulatory regions, and have been designed to meet a single design criterion.ResultsIn this contribution we introduce a multiobjective formulation for the design of biocircuits. We set up the basis for an advanced optimization tool for the modular and systematic design of biocircuits capable of handling high levels of complexity and multiple design criteria. Our methodology combines the efficiency of global Mixed Integer Nonlinear Programming solvers with multiobjective optimization techniques. Through a number of examples we show the capability of the method to generate non intuitive designs with a desired functionality setting up a priori the desired level of complexity.ConclusionsThe methodology presented here can be used for biocircuit design and also to explore and identify different design principles for synthetic gene circuits. The presence of more than one competing objective provides a realistic design setting where every solution represents an optimal trade-off between different criteria.Electronic supplementary materialThe online version of this article (doi:10.1186/s12918-014-0113-3) contains supplementary material, which is available to authorized users.

Optimal storage design for a multi-product plant: A non-convex MINLP formulation

We discuss a tank design problem for a multi product plant, in which the optimal cycle time and the optimal campaign size are unknown. A mixed-integer nonlinear programming (MINLP) formulation is presented, where non-convexities are due to the tank investment cost, storage cost, campaign setup cost and variable production rates. The objective of the optimization model is to minimize the sum of the production cost per ton per product produced. A continuous-time mathematical programming formulation is proposed and several extensions are discussed. The model is implemented in GAMS and computational results are reported for the two global MINLP solver BARON and LINDOGlobal as well as several nonlinear solvers available in GAMS.