A sufficient descent LS conjugate gradient method for unconstrained optimization problems

In this paper, we make a modification to the Liu-Storey (LS) conjugate gradient method and propose a descent LS method. The method can generate sufficient descent directions for the objective function. This property is independent of the line search used. We prove that the modified LS method is globally convergent with the strong Wolfe line search. The numerical results show that the proposed descent LS method is efficient for the unconstrained problems in the CUTEr library.     

Progressive hedging and tabu search applied to mixed integer (0,1) multistage stochastic programming

Many problems faced by decision makers are characterized by a multistage decision process with uncertainty about the future and some decisions constrained to take on values of either zero or one (for example, either open a facility at a location or do not open it). Although some mathematical theory exists concerning such problems, no general-purpose algorithms have been available to address them. In this article, we introduce the first implementation of general purpose methods for finding good solutions to multistage, stochastic mixed-integer (0, 1) programming problems. The solution method makes use of Rockafellar and Wets' progressive hedging algorithm that averages solutions rather than data. Solutions to the induced quadratic (0,1) mixed-integer subproblems are obtained using a tabu search algorithm. We introduce the notion of integer convergence for progressive hedging. Computational experiments verify that the method is effective. The software that we have developed reads standard (SMPS) data files.     

Existence theorems for lagrange control problems with unbounded time domain

Existence theorems are proved for usual Lagrange control systems, in which the time domain is unbounded. As usual in Lagrange problems, the cost functional is an improper integral, the state equation is a system of ordinary differential equations, with assigned boundary conditions, and constraints may be imposed on the values of the state and control variables. It is shown that the boundary conditions at infinity require a particular analysis. Problems of this form can be found in econometrics (e.g., infinite-horizon economic models) and operations research (e.g., search problems).The author wishes to thank Professor L. Cesari for his many helpful comments and assistance in the preparation of this paper. This work was sponsored by the United States Air Force under Grants Nos. AF-AFOSR-69-1767-A and AFOSR-69-1662.     

Partial integration of frequency allocation within antenna positioning in GSM mobile networks

In this article we propose to partially integrate the antenna positioning (APP) and frequency allocation problems (FAP). The traditional wireless network design process examines these two major issues sequentially in order to avoid the very high complexity associated with the simultaneous resolution of the two problems. The proposed integration involves the introduction of interference protection guarantees within the APP. It is customary to define such guarantees in an intermediate step and to use them as input to FAP, in order to protect against interference in critical areas. The proposed approach consists of selecting these protections while solving the APP, allowing the optimization procedure to exploit the degrees of freedom that this would offer. Results on two real-life problem instances indicate a significant improvement in interference levels and resource utilization.     

A neighborhood search heuristic for pre-marshalling export containers

In a yard where export containers are piled up, only those on the top are directly accessible to the stacking equipment. As a result, extra rehandles may occur when lifting them up for loading onto ships. One way to improve operational efficiency is to pre-marshal the containers in such an order that it fits the loading sequence. This paper proposes a model to develop a movement plan to improve the layout of containers in a bay. The proposed heuristic consists of a neighborhood search process, an integer programming model, and three minor subroutines. Each of the components plays a different role in the heuristic. Several sets of testing results demonstrate the performance of the heuristic as well as the contributions of the components.     

On the numerical solution of the linear complementarity problem

The well-known linear complementarity problem with definite matrices is considered. It is proposed to solve it using a global optimization algorithm in which one of the basic stages is a special local search. The proposed global search algorithm is tested using a variety of randomly generated problems; a detailed analysis of the computational experiment is given.     

Hybrid genetic algorithm–tabu search approach for optimising multilayer optical coatings

Constructing multilayer optical coatings (MOCs) is a difficult large-scale optimisation problem due to the enormous size of the search space. In the present paper, a new approach for designing MOCs is presented using genetic algorithms (GAs) and tabu search (TS). In this approach, it is not necessary to specify how many layers will be present in a design, only a maximum needs to be defined. As it is generally recognised that the existence of specific repeating blocks is beneficial for a design, a specific GA representation of a design is used which promotes the occurrence of repeating blocks. Solutions found by GAs are improved by a new refinement method, based on TS, a global optimisation method which is loosely based on artificial intelligence. The improvements are demonstrated by creating a visible transmitting/infrared reflecting filter with a wide variety of materials.