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Algorithms for hybrid MILP/CP models for a class of optimization problems
 INFORMS Journal on Computing
, 2001
"... The goal of this paper is to develop models and methods that use complementary strengths of Mixed Integer Linear Programming (MILP) and Constraint Programming (CP) techniques to solve problems that are otherwise intractable if solved using either of the two methods. The class of problems considered ..."
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Cited by 72 (12 self)
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The goal of this paper is to develop models and methods that use complementary strengths of Mixed Integer Linear Programming (MILP) and Constraint Programming (CP) techniques to solve problems that are otherwise intractable if solved using either of the two methods. The class of problems considered in this paper have the characteristic that only a subset of the binary variables have nonzero objective function coefficients if modeled as an MILP. This class of problems is formulated as a hybrid MILP/CP model that involves some of the MILP constraints, a reduced set of the CP constraints, and equivalence relations between the MILP and the CP variables. An MILP/CP based decomposition method and an LP/CPbased branchandbound algorithm are proposed to solve these hybrid models. Both these algorithms rely on the same relaxed MILP and feasibility CP problems. An application example is considered in which the leastcost schedule has to be derived for processing a set of orders with release and due dates using a set of dissimilar parallel machines. It is shown that this problem can be modeled as an MILP, a CP, a combined MILPCP OPL model (Van Hentenryck 1999), and a hybrid MILP/CP model. The computational performance of these models for several sets shows that the hybrid MILP/CP model can achieve two to three orders of magnitude reduction in CPU time.
Solving Mixed Integer Nonlinear Programs by Outer Approximation
 Mathematical Programming
, 1996
"... A wide range of optimization problems arising from engineering applications can be formulated as Mixed Integer NonLinear Programmming problems (MINLPs). Duran and Grossmann (1986) suggest an outer approximation scheme for solving a class of MINLPs that are linear in the integer variables by a finite ..."
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Cited by 68 (6 self)
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A wide range of optimization problems arising from engineering applications can be formulated as Mixed Integer NonLinear Programmming problems (MINLPs). Duran and Grossmann (1986) suggest an outer approximation scheme for solving a class of MINLPs that are linear in the integer variables by a finite sequence of relaxed MILP master programs and NLP subproblems. Their idea is generalized by treating nonlinearities in the integer variables directly, which allows a much wider class of problem to be tackled, including the case of pure INLPs. A new and more simple proof of finite termination is given and a rigorous treatment of infeasible NLP subproblems is presented which includes all the common methods for resolving infeasibility in Phase I. The worst case performance of the outer approximation algorithm is investigated and an example is given for which it visits all integer assignments. This behaviour leads us to include curvature information into the relaxed MILP master problem, giving r...
Review of nonlinear mixedinteger and disjunctive programming techniques
 Optimization and Engineering
, 2002
"... This paper has as a major objective to present a unified overview and derivation of mixedinteger nonlinear programming (MINLP) techniques, Branch and Bound, OuterApproximation, Generalized Benders and Extended Cutting Plane methods, as applied to nonlinear discrete optimization problems that are ex ..."
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Cited by 61 (15 self)
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This paper has as a major objective to present a unified overview and derivation of mixedinteger nonlinear programming (MINLP) techniques, Branch and Bound, OuterApproximation, Generalized Benders and Extended Cutting Plane methods, as applied to nonlinear discrete optimization problems that are expressed in algebraic form. The solution of MINLP problems with convex functions is presented first, followed by a brief discussion on extensions for the nonconvex case. The solution of logic based representations, known as generalized disjunctive programs, is also described. Theoretical properties are presented, and numerical comparisons on a small process network problem.
Numerical experience with lower bounds for MIQP branchandbound
, 1995
"... The solution of convex Mixed Integer Quadratic Programming (MIQP) problems with a general branchandbound framework is considered. It is shown how lower bounds can be computed efficiently during the branchandbound process. Improved lower bounds such as the ones derived in this paper can reduc ..."
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Cited by 54 (0 self)
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The solution of convex Mixed Integer Quadratic Programming (MIQP) problems with a general branchandbound framework is considered. It is shown how lower bounds can be computed efficiently during the branchandbound process. Improved lower bounds such as the ones derived in this paper can reduce the number of QP problems that have to be solved. The branchandbound approach is also shown to be superior to other approaches to solving MIQP problems. Numerical experience is presented which supports these conclusions. Key words : Integer Programming, Mixed Integer Quadratic Programming, BranchandBound AMS subject classification: 90C10, 90C11, 90C20 1 Introduction One of the most successful methods for solving mixedinteger nonlinear problems is branchandbound. Land and Doig [16] first introduced a branchandbound algorithm for the travelling salesman problem. Dakin [3] introduced the now common branching dichotomy and was the first to realize that it is possible to so...
A Global Optimization Algorithm (GOP) for Certain Classes of Nonconvex NLPs : II. Application of Theory and Test Problems
 Engng
, 1990
"... In Part I (Floudas and Visweswaran, 1990), a deterministic global optimization approach was proposed for solving certain classes of nonconvex optimization problems. An algorithm, GOP, was presented for the rigorous solution of the problem through a series of primal and relaxed dual problems until th ..."
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Cited by 54 (22 self)
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In Part I (Floudas and Visweswaran, 1990), a deterministic global optimization approach was proposed for solving certain classes of nonconvex optimization problems. An algorithm, GOP, was presented for the rigorous solution of the problem through a series of primal and relaxed dual problems until the upper and lower bounds from these problems converged to an fflglobal optimum. In this paper, theoretical results are presented for several classes of mathematical programming problems that include : (i) the general quadratic programming problem, (ii) quadratic programming problems with quadratic constraints, (iii) pooling and blending problems, and (iv) unconstrained and constrained optimization problems with polynomial terms in the objective function and/or constraints. For each class, a few examples are presented illustrating the approach. Keywords : Global Optimization, Quadratic Programming, Quadratic Constraints, Polynomial functions, Pooling and Blending Problems. Author to whom...
Logicbased benders decomposition
, 2000
"... Benders decomposition uses a strategy of “learning from one’s mistakes.” The aim of this paper is to extend this strategy to a much larger class of problems. The key is to generalize the linear programming dual used in the classical method to an “inference dual. ” Solution of the inference dual take ..."
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Cited by 48 (10 self)
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Benders decomposition uses a strategy of “learning from one’s mistakes.” The aim of this paper is to extend this strategy to a much larger class of problems. The key is to generalize the linear programming dual used in the classical method to an “inference dual. ” Solution of the inference dual takes the form of a logical deduction that yields Benders cuts. The dual is therefore very different from other generalized duals that have been proposed. The approach is illustrated by working out the details for propositional satisfiability and 01 programming problems. Computational tests are carried out for the latter, but the most promising contribution of logicbased Benders may be to provide a framework for combining optimization and constraint programming methods.
Quadratic Optimization
, 1995
"... . Quadratic optimization comprises one of the most important areas of nonlinear programming. Numerous problems in real world applications, including problems in planning and scheduling, economies of scale, and engineering design, and control are naturally expressed as quadratic problems. Moreover, t ..."
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Cited by 45 (3 self)
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. Quadratic optimization comprises one of the most important areas of nonlinear programming. Numerous problems in real world applications, including problems in planning and scheduling, economies of scale, and engineering design, and control are naturally expressed as quadratic problems. Moreover, the quadratic problem is known to be NPhard, which makes this one of the most interesting and challenging class of optimization problems. In this chapter, we review various properties of the quadratic problem, and discuss different techniques for solving various classes of quadratic problems. Some of the more successful algorithms for solving the special cases of bound constrained and large scale quadratic problems are considered. Examples of various applications of quadratic programming are presented. A summary of the available computational results for the algorithms to solve the various classes of problems is presented. Key words: Quadratic optimization, bilinear programming, concave pro...
A PrimalRelaxed Dual Global Optimization Approach
, 1993
"... A deterministic global optimization approach is proposed for nonconvex constrained nonlinear programming problems. Partitioning of the variables, along with the introduction of transformation variables, if necessary, convert the original problem into primal and relaxed dual subproblems that provide ..."
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Cited by 44 (20 self)
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A deterministic global optimization approach is proposed for nonconvex constrained nonlinear programming problems. Partitioning of the variables, along with the introduction of transformation variables, if necessary, convert the original problem into primal and relaxed dual subproblems that provide valid upper and lower bounds respectively on the global optimum. Theoretical properties are presented which allow for a rigorous solution of the relaxed dual problem. Proofs of fflfinite convergence and fflglobal optimality are provided. The approach is shown to be particularly suited to (a) quadratic programming problems, (b) quadratically constrained problems, and (c) unconstrained and constrained optimization of polynomial and rational polynomial functions. The theoretical approach is illustrated through a few example problems. Finally, some further developments in the approach are briefly discussed.
Baldick R., Analysis of Electric Grid Security Under Terrorist Threat
 IEEE Trans. On Power Systems
"... Abstract—We describe new analytical techniques to help mitigate the disruptions to electric power grids caused by terrorist attacks. New bilevel mathematical models and algorithms identify critical system components (e.g., transmission lines, generators, transformers) by creating maximally disruptiv ..."
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Cited by 41 (2 self)
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Abstract—We describe new analytical techniques to help mitigate the disruptions to electric power grids caused by terrorist attacks. New bilevel mathematical models and algorithms identify critical system components (e.g., transmission lines, generators, transformers) by creating maximally disruptive attack plans for terrorists assumed to have limited offensive resources. We report results for standard reliability test networks to show that the techniques identify critical components with modest computational effort. Index Terms—Homeland security, interdiction, power flow. I.