Download or read book Disjunctive Programming written by Egon Balas and published by Springer. This book was released on 2018-11-27 with total page 238 pages. Available in PDF, EPUB and Kindle. Book excerpt: Disjunctive Programming is a technique and a discipline initiated by the author in the early 1970's, which has become a central tool for solving nonconvex optimization problems like pure or mixed integer programs, through convexification (cutting plane) procedures combined with enumeration. It has played a major role in the revolution in the state of the art of Integer Programming that took place roughly during the period 1990-2010. The main benefit that the reader may acquire from reading this book is a deeper understanding of the theoretical underpinnings and of the applications potential of disjunctive programming, which range from more efficient problem formulation to enhanced modeling capability and improved solution methods for integer and combinatorial optimization. Egon Balas is University Professor and Lord Professor of Operations Research at Carnegie Mellon University's Tepper School of Business.

Download or read book Mixed Integer Nonlinear Programming written by Jon Lee and published by Springer Science & Business Media. This book was released on 2011-12-02 with total page 687 pages. Available in PDF, EPUB and Kindle. Book excerpt: Many engineering, operations, and scientific applications include a mixture of discrete and continuous decision variables and nonlinear relationships involving the decision variables that have a pronounced effect on the set of feasible and optimal solutions. Mixed-integer nonlinear programming (MINLP) problems combine the numerical difficulties of handling nonlinear functions with the challenge of optimizing in the context of nonconvex functions and discrete variables. MINLP is one of the most flexible modeling paradigms available for optimization; but because its scope is so broad, in the most general cases it is hopelessly intractable. Nonetheless, an expanding body of researchers and practitioners — including chemical engineers, operations researchers, industrial engineers, mechanical engineers, economists, statisticians, computer scientists, operations managers, and mathematical programmers — are interested in solving large-scale MINLP instances.

Download or read book Optimization with Disjunctive Constraints written by H.D. Sherali and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 168 pages. Available in PDF, EPUB and Kindle. Book excerpt: The disjunctive cut principle of Balas and Jeroslow, and the related polyhedral annexation principle of Glover, provide new insights into cutting plane theory. This has resulted in its ability to not only subsume many known valid cuts but also improve upon them. Originally a set of notes were written for the purpose of putting together in a common terminology and framework significant results of Glover and others using a geometric approach, referred to in the literature as convexity cuts, and the algebraic approach of Balas and Jeroslow known as Disjunctive cuts. As it turned out subsequently the polyhedral annexation approach of Glover is also closely connected with the basic disjunctive principle of Balas and Jeroslow. In this monograph we have included these results and have also added several published results which seem to be of strong interest to researchers in the area of developing strong cuts for disjunctive programs. In particular, several results due to Balas [4,5,6,7], Glover [18,19] and Jeroslow [23,25,26] have been used in this monograph. The appropriate theorems are given without proof. The notes also include several results yet to be published [32,34,35] obtained under a research contract with the National Science Foundation to investigate solution methods for disjunctive programs. The monograph is self-contained and complete in the sense that it attempts to pool together existing results which the authors viewed as important to future research on optimization using the disjunctive cut approach.

Download or read book Applications of Optimization with Xpress MP written by Christelle Guéret and published by Twayne Publishers. This book was released on 2002 with total page 349 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Chemical Production Scheduling written by Christos T. Maravelias and published by Cambridge University Press. This book was released on 2021-05-06 with total page 459 pages. Available in PDF, EPUB and Kindle. Book excerpt: Understand common scheduling as well as other advanced operational problems with this valuable reference from a recognized leader in the field. Beginning with basic principles and an overview of linear and mixed-integer programming, this unified treatment introduces the fundamental ideas underpinning most modeling approaches, and will allow you to easily develop your own models. With more than 150 figures, the basic concepts and ideas behind the development of different approaches are clearly illustrated. Addresses a wide range of problems arising in diverse industrial sectors, from oil and gas to fine chemicals, and from commodity chemicals to food manufacturing. A perfect resource for engineering and computer science students, researchers working in the area, and industrial practitioners.

Download or read book Pyomo Optimization Modeling in Python written by William E. Hart and published by Springer Science & Business Media. This book was released on 2012-02-15 with total page 245 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides a complete and comprehensive reference/guide to Pyomo (Python Optimization Modeling Objects) for both beginning and advanced modelers, including students at the undergraduate and graduate levels, academic researchers, and practitioners. The text illustrates the breadth of the modeling and analysis capabilities that are supported by the software and support of complex real-world applications. Pyomo is an open source software package for formulating and solving large-scale optimization and operations research problems. The text begins with a tutorial on simple linear and integer programming models. A detailed reference of Pyomo's modeling components is illustrated with extensive examples, including a discussion of how to load data from data sources like spreadsheets and databases. Chapters describing advanced modeling capabilities for nonlinear and stochastic optimization are also included. The Pyomo software provides familiar modeling features within Python, a powerful dynamic programming language that has a very clear, readable syntax and intuitive object orientation. Pyomo includes Python classes for defining sparse sets, parameters, and variables, which can be used to formulate algebraic expressions that define objectives and constraints. Moreover, Pyomo can be used from a command-line interface and within Python's interactive command environment, which makes it easy to create Pyomo models, apply a variety of optimizers, and examine solutions. The software supports a different modeling approach than commercial AML (Algebraic Modeling Languages) tools, and is designed for flexibility, extensibility, portability, and maintainability but also maintains the central ideas in modern AMLs.

Download or read book Constraint Based Scheduling written by Philippe Baptiste and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 204 pages. Available in PDF, EPUB and Kindle. Book excerpt: Constraint Programming is a problem-solving paradigm that establishes a clear distinction between two pivotal aspects of a problem: (1) a precise definition of the constraints that define the problem to be solved and (2) the algorithms and heuristics enabling the selection of decisions to solve the problem. It is because of these capabilities that Constraint Programming is increasingly being employed as a problem-solving tool to solve scheduling problems. Hence the development of Constraint-Based Scheduling as a field of study. The aim of this book is to provide an overview of the most widely used Constraint-Based Scheduling techniques. Following the principles of Constraint Programming, the book consists of three distinct parts: The first chapter introduces the basic principles of Constraint Programming and provides a model of the constraints that are the most often encountered in scheduling problems. Chapters 2, 3, 4, and 5 are focused on the propagation of resource constraints, which usually are responsible for the "hardness" of the scheduling problem. Chapters 6, 7, and 8 are dedicated to the resolution of several scheduling problems. These examples illustrate the use and the practical efficiency of the constraint propagation methods of the previous chapters. They also show that besides constraint propagation, the exploration of the search space must be carefully designed, taking into account specific properties of the considered problem (e.g., dominance relations, symmetries, possible use of decomposition rules). Chapter 9 mentions various extensions of the model and presents promising research directions.

Download or read book Optimization Modeling with Spreadsheets written by Kenneth R. Baker and published by John Wiley & Sons. This book was released on 2012-01-10 with total page 431 pages. Available in PDF, EPUB and Kindle. Book excerpt: Reflects the latest applied research and features state-of-the-art software for building and solving spreadsheet optimization models Thoroughly updated to reflect the latest topical and technical advances in the field, Optimization Modeling with Spreadsheets, Second Edition continues to focus on solving real-world optimization problems through the creation of mathematical models and the use of spreadsheets to represent and analyze those models. Developed and extensively classroom-tested by the author, the book features a systematic approach that equips readers with the skills to apply optimization tools effectively without the need to rely on specialized algorithms. This new edition uses the powerful software package Risk Solver Platform (RSP) for optimization, including its Evolutionary Solver, which employs many recently developed ideas for heuristic programming. The author provides expanded coverage of integer programming and discusses linear and nonlinear programming using a systematic approach that emphasizes the use of spreadsheet-based optimization tools. The Second Edition also features: Classifications for the various problem types, providing the reader with a broad framework for building and recognizing optimization models Network models that allow for a more general form of mass balance A systematic introduction to Data Envelopment Analysis (DEA) The identification of qualitative patterns in order to meaningfully interpret linear programming solutions An introduction to stochastic programming and the use of RSP to solve problems of this type Additional examples, exercises, and cases have been included throughout, allowing readers to test their comprehension of the material. In addition, a related website features Microsoft Office® Excel files to accompany the figures and data sets in the book. With its accessible and comprehensive presentation, Optimization Modeling with Spreadsheets, Second Edition is an excellent book for courses on deterministic models, optimization, and spreadsheet modeling at the upper-undergraduate and graduate levels. The book can also serve as a reference for researchers, practitioners, and consultants working in business, engineering, operations research, and management science.

Download or read book Decision Diagrams for Optimization written by David Bergman and published by Springer. This book was released on 2016-11-01 with total page 262 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book introduces a novel approach to discrete optimization, providing both theoretical insights and algorithmic developments that lead to improvements over state-of-the-art technology. The authors present chapters on the use of decision diagrams for combinatorial optimization and constraint programming, with attention to general-purpose solution methods as well as problem-specific techniques. The book will be useful for researchers and practitioners in discrete optimization and constraint programming. "Decision Diagrams for Optimization is one of the most exciting developments emerging from constraint programming in recent years. This book is a compelling summary of existing results in this space and a must-read for optimizers around the world." [Pascal Van Hentenryck]

Download or read book Robust Optimization written by Aharon Ben-Tal and published by Princeton University Press. This book was released on 2009-08-10 with total page 565 pages. Available in PDF, EPUB and Kindle. Book excerpt: Robust optimization is still a relatively new approach to optimization problems affected by uncertainty, but it has already proved so useful in real applications that it is difficult to tackle such problems today without considering this powerful methodology. Written by the principal developers of robust optimization, and describing the main achievements of a decade of research, this is the first book to provide a comprehensive and up-to-date account of the subject. Robust optimization is designed to meet some major challenges associated with uncertainty-affected optimization problems: to operate under lack of full information on the nature of uncertainty; to model the problem in a form that can be solved efficiently; and to provide guarantees about the performance of the solution. The book starts with a relatively simple treatment of uncertain linear programming, proceeding with a deep analysis of the interconnections between the construction of appropriate uncertainty sets and the classical chance constraints (probabilistic) approach. It then develops the robust optimization theory for uncertain conic quadratic and semidefinite optimization problems and dynamic (multistage) problems. The theory is supported by numerous examples and computational illustrations. An essential book for anyone working on optimization and decision making under uncertainty, Robust Optimization also makes an ideal graduate textbook on the subject.

Download or read book Linear and Nonlinear Optimization written by Richard W. Cottle and published by Springer. This book was released on 2017-06-11 with total page 644 pages. Available in PDF, EPUB and Kindle. Book excerpt: ​This textbook on Linear and Nonlinear Optimization is intended for graduate and advanced undergraduate students in operations research and related fields. It is both literate and mathematically strong, yet requires no prior course in optimization. As suggested by its title, the book is divided into two parts covering in their individual chapters LP Models and Applications; Linear Equations and Inequalities; The Simplex Algorithm; Simplex Algorithm Continued; Duality and the Dual Simplex Algorithm; Postoptimality Analyses; Computational Considerations; Nonlinear (NLP) Models and Applications; Unconstrained Optimization; Descent Methods; Optimality Conditions; Problems with Linear Constraints; Problems with Nonlinear Constraints; Interior-Point Methods; and an Appendix covering Mathematical Concepts. Each chapter ends with a set of exercises. The book is based on lecture notes the authors have used in numerous optimization courses the authors have taught at Stanford University. It emphasizes modeling and numerical algorithms for optimization with continuous (not integer) variables. The discussion presents the underlying theory without always focusing on formal mathematical proofs (which can be found in cited references). Another feature of this book is its inclusion of cultural and historical matters, most often appearing among the footnotes. "This book is a real gem. The authors do a masterful job of rigorously presenting all of the relevant theory clearly and concisely while managing to avoid unnecessary tedious mathematical details. This is an ideal book for teaching a one or two semester masters-level course in optimization – it broadly covers linear and nonlinear programming effectively balancing modeling, algorithmic theory, computation, implementation, illuminating historical facts, and numerous interesting examples and exercises. Due to the clarity of the exposition, this book also serves as a valuable reference for self-study." Professor Ilan Adler, IEOR Department, UC Berkeley "A carefully crafted introduction to the main elements and applications of mathematical optimization. This volume presents the essential concepts of linear and nonlinear programming in an accessible format filled with anecdotes, examples, and exercises that bring the topic to life. The authors plumb their decades of experience in optimization to provide an enriching layer of historical context. Suitable for advanced undergraduates and masters students in management science, operations research, and related fields." Michael P. Friedlander, IBM Professor of Computer Science, Professor of Mathematics, University of British Columbia

Download or read book 50 Years of Integer Programming 1958 2008 written by Michael Jünger and published by Springer Science & Business Media. This book was released on 2009-11-06 with total page 803 pages. Available in PDF, EPUB and Kindle. Book excerpt: In 1958, Ralph E. Gomory transformed the field of integer programming when he published a paper that described a cutting-plane algorithm for pure integer programs and announced that the method could be refined to give a finite algorithm for integer programming. In 2008, to commemorate the anniversary of this seminal paper, a special workshop celebrating fifty years of integer programming was held in Aussois, France, as part of the 12th Combinatorial Optimization Workshop. It contains reprints of key historical articles and written versions of survey lectures on six of the hottest topics in the field by distinguished members of the integer programming community. Useful for anyone in mathematics, computer science and operations research, this book exposes mathematical optimization, specifically integer programming and combinatorial optimization, to a broad audience.

Download or read book Handbook of Optimization in Telecommunications written by Mauricio G.C. Resende and published by Springer Science & Business Media. This book was released on 2008-12-10 with total page 1120 pages. Available in PDF, EPUB and Kindle. Book excerpt: This comprehensive handbook brings together experts who use optimization to solve problems that arise in telecommunications. It is the first book to cover in detail the field of optimization in telecommunications. Recent optimization developments that are frequently applied to telecommunications are covered. The spectrum of topics covered includes planning and design of telecommunication networks, routing, network protection, grooming, restoration, wireless communications, network location and assignment problems, Internet protocol, World Wide Web, and stochastic issues in telecommunications. The book’s objective is to provide a reference tool for the increasing number of scientists and engineers in telecommunications who depend upon optimization.

Download or read book A Reformulation Linearization Technique for Solving Discrete and Continuous Nonconvex Problems written by Hanif D. Sherali and published by Springer Science & Business Media. This book was released on 2013-04-17 with total page 529 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book deals with the theory and applications of the Reformulation- Linearization/Convexification Technique (RL T) for solving nonconvex optimization problems. A unified treatment of discrete and continuous nonconvex programming problems is presented using this approach. In essence, the bridge between these two types of nonconvexities is made via a polynomial representation of discrete constraints. For example, the binariness on a 0-1 variable x . can be equivalently J expressed as the polynomial constraint x . (1-x . ) = 0. The motivation for this book is J J the role of tight linear/convex programming representations or relaxations in solving such discrete and continuous nonconvex programming problems. The principal thrust is to commence with a model that affords a useful representation and structure, and then to further strengthen this representation through automatic reformulation and constraint generation techniques. As mentioned above, the focal point of this book is the development and application of RL T for use as an automatic reformulation procedure, and also, to generate strong valid inequalities. The RLT operates in two phases. In the Reformulation Phase, certain types of additional implied polynomial constraints, that include the aforementioned constraints in the case of binary variables, are appended to the problem. The resulting problem is subsequently linearized, except that certain convex constraints are sometimes retained in XV particular special cases, in the Linearization/Convexijication Phase. This is done via the definition of suitable new variables to replace each distinct variable-product term. The higher dimensional representation yields a linear (or convex) programming relaxation.

Download or read book Constraint Processing written by Rina Dechter and published by Morgan Kaufmann. This book was released on 2003-05-05 with total page 504 pages. Available in PDF, EPUB and Kindle. Book excerpt: Constraint reasoning has matured over the last three decades with contributions from a diverse community of researchers in artificial intelligence, databases and programming languages, operations research, management science, and applied mathematics. In Constraint Processing, Rina Dechter synthesizes these contributions, as well as her own significant work, to provide the first comprehensive examination of the theory that underlies constraint processing algorithms.

Download or read book Ant Colony Optimization written by Marco Dorigo and published by MIT Press. This book was released on 2004-06-04 with total page 324 pages. Available in PDF, EPUB and Kindle. Book excerpt: An overview of the rapidly growing field of ant colony optimization that describes theoretical findings, the major algorithms, and current applications. The complex social behaviors of ants have been much studied by science, and computer scientists are now finding that these behavior patterns can provide models for solving difficult combinatorial optimization problems. The attempt to develop algorithms inspired by one aspect of ant behavior, the ability to find what computer scientists would call shortest paths, has become the field of ant colony optimization (ACO), the most successful and widely recognized algorithmic technique based on ant behavior. This book presents an overview of this rapidly growing field, from its theoretical inception to practical applications, including descriptions of many available ACO algorithms and their uses. The book first describes the translation of observed ant behavior into working optimization algorithms. The ant colony metaheuristic is then introduced and viewed in the general context of combinatorial optimization. This is followed by a detailed description and guide to all major ACO algorithms and a report on current theoretical findings. The book surveys ACO applications now in use, including routing, assignment, scheduling, subset, machine learning, and bioinformatics problems. AntNet, an ACO algorithm designed for the network routing problem, is described in detail. The authors conclude by summarizing the progress in the field and outlining future research directions. Each chapter ends with bibliographic material, bullet points setting out important ideas covered in the chapter, and exercises. Ant Colony Optimization will be of interest to academic and industry researchers, graduate students, and practitioners who wish to learn how to implement ACO algorithms.

Download or read book Convex Optimization of Power Systems written by Joshua Adam Taylor and published by Cambridge University Press. This book was released on 2015-02-12 with total page 213 pages. Available in PDF, EPUB and Kindle. Book excerpt: Optimization is ubiquitous in power system engineering. Drawing on powerful, modern tools from convex optimization, this rigorous exposition introduces essential techniques for formulating linear, second-order cone, and semidefinite programming approximations to the canonical optimal power flow problem, which lies at the heart of many different power system optimizations. Convex models in each optimization class are then developed in parallel for a variety of practical applications like unit commitment, generation and transmission planning, and nodal pricing. Presenting classical approximations and modern convex relaxations side-by-side, and a selection of problems and worked examples, this is an invaluable resource for students and researchers from industry and academia in power systems, optimization, and control.