An efficient parallel processing optimal control scheme for a class of nonlinear composite systems

This article presents an efficient parallel processing approach for solving the optimal control problem of nonlinear composite systems. In this approach, the original high-order coupled nonlinear two-point boundary value problem (TPBVP) derived from the Pontryagin's maximum principle is first transformed into a sequence of lower-order decoupled linear time-invariant TPBVPs. Then, an optimal control law which consists of both feedback and forward terms is achieved by using the modal series method for the derived sequence. The feedback term specified by local states of each subsystem is determined by solving a matrix Riccati differential equation. The forward term for each subsystem derived from its local information is an infinite sum of adjoint vectors. The convergence analysis and parallel processing capability of the proposed approach are also provided. To achieve an accurate feedforward-feedback suboptimal control, we apply a fast iterative algorithm with low computational effort. Finally, some comparative results are included to illustrate the effectiveness of the proposed approach.     

Solving an optimization packing problem of circles and non-convex polygons with rotations into a multiply connected region

This paper deals with the packing problem of circles and non-convex polygons, which can be both translated and rotated into a strip with prohibited regions. Using the Φ-function technique, a mathematical model of the problem is constructed and its characteristics are investigated. Based on the characteristics, a solution approach to the problem is offered. The approach includes the following methods: an optimization method by groups of variables to construct starting points, a modification of the Zoutendijk feasible direction method to search for local minima and a special non-exhaustive search of local minima to find an approximation to a global minimum. A number of numerical results are given. The numerical results are compared with the best known ones.     

Local search and constraint programming for the post enrolment-based course timetabling problem

We present a variety of approaches for solving the post enrolment-based course timetabling problem, which was proposed as Track 2 of the 2007 International Timetabling Competition. We approach the problem using local search and constraint programming techniques. We show how to take advantage of a list-colouring relaxation of the problem. Our local search approach won Track 2 of the 2007 competition. Our best constraint programming approach uses an original problem decomposition. Incorporating this into a large neighbourhood search scheme seems promising, and provides motivation for studying complete approaches in further detail.     

On fractional powers of a pair of matrices and a plate-beam problem

In this paper we consider the transversal deflections of a dynamically-coupled Von Kármán system consisting of a plate which has a beam attached to its one edge. The problem is considered in the form of a non-linear evolution problem in a product space. We show the existence of a unique local solution by following a fractional powers approach to first construct a “weak” solution in a larger space. Regularity properties for this solution yield a unique local strong solution for the original boundary-value problem. This approach entails the introduction of fractional powers of a pair of matrices.     

Monotonic optimization for sensor cover energy problem

We study the sensor cover energy problem (SCEP) in wireless communication—a difficult nonconvex problem with nonconvex constraints. A local approach based on DC programming called DCA was proposed by Astorino and Miglionico (Optim Lett 10(2):355–368, 2016) for solving this problem. In the present paper, we propose a global approach to (SCEP) based on the theory of monotonic optimization. By using an appropriate reformulation of (SCEP) we propose an algorithm for finding quickly a local optimal solution along with an efficient algorithm for computing a global optimal solution. Computational experiments are reported which demonstrate the practicability of the approach.     

Application of the method of multipliers to state space constrained optimal control problems with discrete time

The paper deals with convergence conditions of multiplier algorithms for solving optimal control problems with discrete time suggested by J. Bjbvonek in some earlier papers. In this approach the original state space constrained problem is converted into a control-constrained problem by introducing an additional control variable and an equality constraint which is taken into consideration by a multiplier method. Convergence conditions for the multiplier Iteration of global and local nature are given for exact and inexact solution of the subproblems.     

A new filled function method for nonlinear equations

In this paper, a new global optimization approach based on the filled function method is proposed for solving box-constrained systems of nonlinear equations. We first convert the nonlinear system into an equivalent global optimization problem, and then propose a new filled function method to solve the converted global optimization problem. Several numerical examples are presented and solved by using different local minimization methods, which illustrate the efficiency of the present approach.     

A local least-squares method for solving nonlinear partial differential equations of second order

In this paper a mesh-free method for the treatment of time-independent and time-dependent nonlinear PDEs of second order is presented. The basic idea of the discretization is a local least-squares approximation, similar to the moving least-squares approach in data approximation. However, in our approach the PDE is incorporated as an additional minimization constraint. The discretization leads to a fixed-point problem, which is solved by iteration. Because of the local nature of the method only small dimensional matrix inversions have to be done. The approximation error of the discretization—even on unstructured meshes—is comparable to respective versions of finite elements. As a by-product the method provides an a posteriori measure for the local approximation error. We discuss implementational aspects and present numerical simulations.     

A novel h-adaptive finite element method for standard dissipative media at finite strains based on energy minimization

A novel h-adaptive finite element strategy for standard dissipative media at finite strains based on energy minimization is presented. The method can be applied to any (incremental) minimization problem to be analyzed by finite elements. Similarly to an error estimator by Babǔska & Rheinboldt , the proposed error indicator is based on solving a local Dirichlet -type problem. However, in contrast to the original work, a different error indicator is considered. Provided the underlying physical problem is governed by a minimization problem, the difference between the energy of the elements defining the local problem computed from the initial finite element interpolation and that associated with the local Dirichlet -type problem is used as an indicator. If this difference reaches a certain threshold, the elements defining the local problem are refined by applying a modified longest edge bisection according to Rivara . Since this re-meshing strategy leads to a nested family of triangulations, the transfer of history variables necessary to describe dissipative materials is relatively inexpensive. The presented h-adaption is only driven by energy-minimization. As a consequence, anisotropic meshes may evolve if they are energetically favorable. The versatility and rate of convergence of the resulting approach are illustrated by means of selected numerical examples. (© 2006 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

On bilevel programming,Part I: General nonlinear cases

This paper is concerned with general nonlinear nonconvex bilevel programming problems (BLPP). We derive necessary and sufficient conditions at a local solution and investigate the stability and sensitivity analysis at a local solution in the BLPP. We then explore an approach in which a bundle method is used in the upper-level problem with subgradient information from the lower-level problem. Two algorithms are proposed to solve the general nonlinear BLPP and are shown to converge to regular points of the BLPP under appropriate conditions. The theoretical analysis conducted in this paper seems to indicate that a sensitivity-based approach is rather promising for solving general nonlinear BLPP.This research is sponsored by the Office of Naval Research under contract N00014-89-J-1537.     

A meta-heuristic approach for solving the Urban Network Design Problem

This paper proposes an optimisation model and a meta-heuristic algorithm for solving the urban network design problem. The problem consists in optimising the layout of an urban road network by designing directions of existing roads and signal settings at intersections. A non-linear constrained optimisation model for solving this problem is formulated, adopting a bi-level approach in order to reduce the complexity of solution methods and the computation times. A Scatter Search algorithm based on a random descent method is proposed and tested on a real dimension network. Initial results show that the proposed approach allows local optimal solutions to be obtained in reasonable computation times.     

Local search and genetic algorithm for the job shop scheduling problem with sequence dependent setup times

The Job Shop Scheduling Problem (JSP) is an example of a combinatorial optimization problem that has interested researchers for several decades. In this paper we confront an extension of this problem called JSP with Sequence Dependent Setup Times (SDST-JSP). The approach extends a genetic algorithm and a local search method that demonstrated to be efficient in solving the JSP. For local search, we have formalized neighborhood structures that generalize three well-know structures defined for the JSP. We have conducted an experimental study across conventional benchmark instances showing that the genetic algorithm exploited in combination with the local search, considering all three neighborhoods at the same time, provides the best results. Moreover, this approach outperforms the current state-of-the-art methods.     

Iterated local search for the quadratic assignment problem

Iterated local search (ILS) is a simple and powerful stochastic local search method. This article presents and analyzes the application of ILS to the quadratic assignment problem (QAP). We justify the potential usefulness of an ILS approach to this problem by an analysis of the QAP search space. However, an analysis of the run-time behavior of a basic ILS algorithm reveals a stagnation behavior which strongly compromises its performance. To avoid this stagnation behavior, we enhance the ILS algorithm using acceptance criteria that allow moves to worse local optima and we propose population-based ILS extensions. An experimental evaluation of the enhanced ILS algorithms shows their excellent performance when compared to other state-of-the-art algorithms for the QAP.     

Stochastic local search for large-scale instances of the haplotype inference problem by pure parsimony

Haplotype Inference is a challenging problem in bioinformatics that consists in inferring the basic genetic constitution of diploid organisms on the basis of their genotype. This information allows researchers to perform association studies for the genetic variants involved in diseases and the individual responses to therapeutic agents. A notable approach to the problem is to encode it as a combinatorial problem (under certain hypotheses, such as the pure parsimony criterion) and to solve it using off-the-shelf combinatorial optimization techniques. The main methods applied to Haplotype Inference are either simple greedy heuristic or exact methods (Integer Linear Programming, Semidefinite Programming, SAT and pseudo-boolean encoding) that, at present, are adequate only for moderate size instances. In this paper, we present and discuss an approach based on the combination of local search metaheuristics and a reduction procedure based on an analysis of the problem structure. Some relevant design issues are first described, then a family of local search metaheuristics is defined to tackle the Haplotype Inference. Results on common Haplotype Inference benchmarks show that the approach achieves a good trade-off between solution quality and execution time.     

Local search for the Steiner tree problem in the Euclidean plane

Most heuristics for the Steiner tree problem in the Euclidean plane perform a series of iterative improvements using the minimum spanning tree as an initial solution. We may therefore characterize them as local search heuristics. In this paper, we first give a survey of existing heuristic approaches from a local search perspective, by setting up solution spaces and neighbourhood structures. Secondly, we present a new general local search approach which is based on a list of full Steiner trees constructed in a preprocessing phase. This list defines a solution space on which three neighbourhood structures are proposed and evaluated. Computational results show that this new approach is very competitive from a cost–benefit point of view. Furthermore, it has the advantage of being easy to apply to the Steiner tree problem in other metric spaces and to obstacle avoiding variants.     

A Constraint Programming Framework for Local Search Methods

We propose in this paper a novel integration of local search algorithms within a constraint programming framework for combinatorial optimization problems, in an attempt to gain both the efficiency of local search methods and the flexibility of constraint programming while maintaining a clear separation between the constraints of the problem and the actual search procedure. Each neighborhood exploration is performed by branch-and-bound search, whose potential pruning capabilities open the door to more elaborate local moves, which could lead to even better approximate results. Two illustrations of this framework are provided, including computational results for the traveling salesman problem with time windows. These results indicate that it is one order of magnitude faster than the customary constraint programming approach to local search and that it is competitive with a specialized local search algorithm.     

Routing of Railway Carriages

In the context of organizing timetables for railway companies the following railway carriage routing problem occurs. Given a timetable containing rail links with departure and destination times/stations and the composition of the trains, find a routing of railway carriages such that the required carriages are always available when a train departs. The problem is formulated as an integer multi-commodity network flow problem with nonlinear objective function. We will present a local search approach for this NP-hard problem. The approach uses structural properties of the integer multi-commodity network flow formulation of the problem. Computational results for a real world instance are given.     

Analysis,modeling and solution of the concrete delivery problem

This paper describes a specific local search approach to solve a problem arising in logistics which we prove to be NP-hard. The problem is a complex scheduling or vehicle routing problem where we have to schedule the tours of concrete mixer vehicles over a working day from concrete-producing depots to concrete-demanding customers and vice versa. We give a general mixed integer programming model which is too hard to solve for state of the art mixed integer programming optimizers in the case of the usually huge problem instances coming from practice. Therefore we present a certain local search approach to be able to handle huge practical problem instances.     

Ant colony optimization for solving an industrial layout problem

This paper presents ACO_GLS, a hybrid ant colony optimization approach coupled with a guided local search, applied to a layout problem. ACO_GLS is applied to an industrial case, in a train maintenance facility of the French railway system (SNCF). Results show that an improvement of near 20% is achieved with respect to the actual layout. Since the problem is modeled as a quadratic assignment problem (QAP), we compared our approach with some of the best heuristics available for this problem. Experimental results show that ACO_GLS performs better for small instances, while its performance is still satisfactory for large instances.     

Rational approximation of vertical segments

In many applications, observations are prone to imprecise measurements. When constructing a model based on such data, an approximation rather than an interpolation approach is needed. Very often a least squares approximation is used. Here we follow a different approach. A natural way for dealing with uncertainty in the data is by means of an uncertainty interval. We assume that the uncertainty in the independent variables is negligible and that for each observation an uncertainty interval can be given which contains the (unknown) exact value. To approximate such data we look for functions which intersect all uncertainty intervals. In the past this problem has been studied for polynomials, or more generally for functions which are linear in the unknown coefficients. Here we study the problem for a particular class of functions which are nonlinear in the unknown coefficients, namely rational functions. We show how to reduce the problem to a quadratic programming problem with a strictly convex objective function, yielding a unique rational function which intersects all uncertainty intervals and satisfies some additional properties. Compared to rational least squares approximation which reduces to a nonlinear optimization problem where the objective function may have many local minima, this makes the new approach attractive.