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Using An Interior Point Cutting Plane Method To Solve Integer Programming Problems
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Book Synopsis Using an Interior Point Cutting Plane Method to Solve Integer Programming Problems by :
Download or read book Using an Interior Point Cutting Plane Method to Solve Integer Programming Problems written by and published by . This book was released on 1992 with total page 14 pages. Available in PDF, EPUB and Kindle. Book excerpt: There were several accomplishments of this research, both theoretical and computational. In joint work with Todd, we presented a cutting plane primal projective interior point method which we applied to matching problems, with encouraging computational results. Primal projective methods require a method to update the dual; we showed how various dual updates are related to each other and we also derived a dual projective algorithm. We derived a polynomial-time shifted barrier warm start algorithm which can be used in a cutting plane method; we showed that the directions obtained are strongly related to the directions derived in the work with Todd; computational results showed that the algorithm can be useful in some situations. The grant partially supported a Ph. D. student, Brian Borchers, who received his degree in August, 1992. His thesis concerned the use of branch-and-bound methods and contained good computational results as well as interesting theoretical observations. One paper from this thesis describes how the primal-dual interior point method can be used efficiently in a branch-and-bound method for solving mixed integer linear programming problem. Another paper describes how branch and bound algorithms for nonlinear integer programming problems can be improved. Borchers and I also developed a primal-dual interior point cutting plane method for solving linear ordering problems; the computational results for this algorithm were very encouraging, with run times comparable to those required by a simplex based cutting plane algorithm.
Book Synopsis Interior Point Cutting Plane Methods in Integer Programming by : Joe Naoum-Sawaya
Download or read book Interior Point Cutting Plane Methods in Integer Programming written by Joe Naoum-Sawaya and published by . This book was released on 2011 with total page 107 pages. Available in PDF, EPUB and Kindle. Book excerpt: This thesis presents novel approaches that use interior point concepts in solving mixed integer programs. Particularly, we use the analytic center cutting plane method to improve three of the main components of the branch-and-bound algorithm: cutting planes, heuristics, and branching.
Book Synopsis High Performance Optimization by : Hans Frenk
Download or read book High Performance Optimization written by Hans Frenk and published by Springer Science & Business Media. This book was released on 2000 with total page 506 pages. Available in PDF, EPUB and Kindle. Book excerpt: For a long time the techniques of solving linear optimization (LP) problems improved only marginally. Fifteen years ago, however, a revolutionary discovery changed everything. A new `golden age' for optimization started, which is continuing up to the current time. What is the cause of the excitement? Techniques of linear programming formed previously an isolated body of knowledge. Then suddenly a tunnel was built linking it with a rich and promising land, part of which was already cultivated, part of which was completely unexplored. These revolutionary new techniques are now applied to solve conic linear problems. This makes it possible to model and solve large classes of essentially nonlinear optimization problems as efficiently as LP problems. This volume gives an overview of the latest developments of such `High Performance Optimization Techniques'. The first part is a thorough treatment of interior point methods for semidefinite programming problems. The second part reviews today's most exciting research topics and results in the area of convex optimization. Audience: This volume is for graduate students and researchers who are interested in modern optimization techniques.
Book Synopsis Interior Point Methods of Mathematical Programming by : Tamás Terlaky
Download or read book Interior Point Methods of Mathematical Programming written by Tamás Terlaky and published by Springer Science & Business Media. This book was released on 2013-12-01 with total page 544 pages. Available in PDF, EPUB and Kindle. Book excerpt: One has to make everything as simple as possible but, never more simple. Albert Einstein Discovery consists of seeing what every body has seen and thinking what nobody has thought. Albert S. ent_Gyorgy; The primary goal of this book is to provide an introduction to the theory of Interior Point Methods (IPMs) in Mathematical Programming. At the same time, we try to present a quick overview of the impact of extensions of IPMs on smooth nonlinear optimization and to demonstrate the potential of IPMs for solving difficult practical problems. The Simplex Method has dominated the theory and practice of mathematical pro gramming since 1947 when Dantzig discovered it. In the fifties and sixties several attempts were made to develop alternative solution methods. At that time the prin cipal base of interior point methods was also developed, for example in the work of Frisch (1955), Caroll (1961), Huard (1967), Fiacco and McCormick (1968) and Dikin (1967). In 1972 Klee and Minty made explicit that in the worst case some variants of the simplex method may require an exponential amount of work to solve Linear Programming (LP) problems. This was at the time when complexity theory became a topic of great interest. People started to classify mathematical programming prob lems as efficiently (in polynomial time) solvable and as difficult (NP-hard) problems. For a while it remained open whether LP was solvable in polynomial time or not. The break-through resolution ofthis problem was obtained by Khachijan (1989).
Book Synopsis Nonsmooth Optimization: Analysis And Algorithms With Applications To Optimal Control by : Marko M Makela
Download or read book Nonsmooth Optimization: Analysis And Algorithms With Applications To Optimal Control written by Marko M Makela and published by World Scientific. This book was released on 1992-05-07 with total page 268 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is a self-contained elementary study for nonsmooth analysis and optimization, and their use in solution of nonsmooth optimal control problems. The first part of the book is concerned with nonsmooth differential calculus containing necessary tools for nonsmooth optimization. The second part is devoted to the methods of nonsmooth optimization and their development. A proximal bundle method for nonsmooth nonconvex optimization subject to nonsmooth constraints is constructed. In the last part nonsmooth optimization is applied to problems arising from optimal control of systems covered by partial differential equations. Several practical problems, like process control and optimal shape design problems are considered.
Book Synopsis A Cutting Plane Method for Integer Programming Problems with Binary Variables by : Xiubin Wang
Download or read book A Cutting Plane Method for Integer Programming Problems with Binary Variables written by Xiubin Wang and published by . This book was released on 2000 with total page 24 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Applied Integer Programming by : Der-San Chen
Download or read book Applied Integer Programming written by Der-San Chen and published by John Wiley & Sons. This book was released on 2011-09-20 with total page 489 pages. Available in PDF, EPUB and Kindle. Book excerpt: An accessible treatment of the modeling and solution of integer programming problems, featuring modern applications and software In order to fully comprehend the algorithms associated with integer programming, it is important to understand not only how algorithms work, but also why they work. Applied Integer Programming features a unique emphasis on this point, focusing on problem modeling and solution using commercial software. Taking an application-oriented approach, this book addresses the art and science of mathematical modeling related to the mixed integer programming (MIP) framework and discusses the algorithms and associated practices that enable those models to be solved most efficiently. The book begins with coverage of successful applications, systematic modeling procedures, typical model types, transformation of non-MIP models, combinatorial optimization problem models, and automatic preprocessing to obtain a better formulation. Subsequent chapters present algebraic and geometric basic concepts of linear programming theory and network flows needed for understanding integer programming. Finally, the book concludes with classical and modern solution approaches as well as the key components for building an integrated software system capable of solving large-scale integer programming and combinatorial optimization problems. Throughout the book, the authors demonstrate essential concepts through numerous examples and figures. Each new concept or algorithm is accompanied by a numerical example, and, where applicable, graphics are used to draw together diverse problems or approaches into a unified whole. In addition, features of solution approaches found in today's commercial software are identified throughout the book. Thoroughly classroom-tested, Applied Integer Programming is an excellent book for integer programming courses at the upper-undergraduate and graduate levels. It also serves as a well-organized reference for professionals, software developers, and analysts who work in the fields of applied mathematics, computer science, operations research, management science, and engineering and use integer-programming techniques to model and solve real-world optimization problems.
Book Synopsis Integer Programming by : John K. Karlof
Download or read book Integer Programming written by John K. Karlof and published by CRC Press. This book was released on 2005-09-22 with total page 333 pages. Available in PDF, EPUB and Kindle. Book excerpt: Integer Programming: Theory and Practice contains refereed articles that explore both theoretical aspects of integer programming as well as major applications. This volume begins with a description of new constructive and iterative search methods for solving the Boolean optimization problem (BOOP). Following a review of recent developments
Book Synopsis Chemical Production Scheduling by : Christos T. Maravelias
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.
Book Synopsis Integer Programming by : Robert Garfinkel
Download or read book Integer Programming written by Robert Garfinkel and published by Wiley-Interscience. This book was released on 1972 with total page 456 pages. Available in PDF, EPUB and Kindle. Book excerpt: Linear programming; Integer programming graphs; Enumeration methods; Cutting plane methods; The knapsack problem; Integer programming over cones; The set covering and partitioning problems; Approximate methods; Integer nonlinear programming; Computational experience.
Book Synopsis Column Generation by : Guy Desaulniers
Download or read book Column Generation written by Guy Desaulniers and published by Springer Science & Business Media. This book was released on 2006-03-20 with total page 369 pages. Available in PDF, EPUB and Kindle. Book excerpt: Column Generation is an insightful overview of the state of the art in integer programming column generation and its many applications. The volume begins with "A Primer in Column Generation" which outlines the theory and ideas necessary to solve large-scale practical problems, illustrated with a variety of examples. Other chapters follow this introduction on "Shortest Path Problems with Resource Constraints," "Vehicle Routing Problem with Time Window," "Branch-and-Price Heuristics," "Cutting Stock Problems," each dealing with methodological aspects of the field. Three chapters deal with transportation applications: "Large-scale Models in the Airline Industry," "Robust Inventory Ship Routing by Column Generation," and "Ship Scheduling with Recurring Visits and Visit Separation Requirements." Production is the focus of another three chapters: "Combining Column Generation and Lagrangian Relaxation," "Dantzig-Wolfe Decomposition for Job Shop Scheduling," and "Applying Column Generation to Machine Scheduling." The final chapter by François Vanderbeck, "Implementing Mixed Integer Column Generation," reviews how to set-up the Dantzig-Wolfe reformulation, adapt standard MIP techniques to the column generation context (branching, preprocessing, primal heuristics), and deal with specific column generation issues (initialization, stabilization, column management strategies).
Book Synopsis Mixed Integer Nonlinear Programming by : Jon Lee
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.
Book Synopsis Analytic Center Cutting Plane and Path-following Interior-point Methods in Convex Programming and Variational Inequalities by :
Download or read book Analytic Center Cutting Plane and Path-following Interior-point Methods in Convex Programming and Variational Inequalities written by and published by . This book was released on 1998 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Computational Combinatorial Optimization by : Michael Jünger
Download or read book Computational Combinatorial Optimization written by Michael Jünger and published by Springer Science & Business Media. This book was released on 2001-11-21 with total page 317 pages. Available in PDF, EPUB and Kindle. Book excerpt: This tutorial contains written versions of seven lectures on Computational Combinatorial Optimization given by leading members of the optimization community. The lectures introduce modern combinatorial optimization techniques, with an emphasis on branch and cut algorithms and Lagrangian relaxation approaches. Polyhedral combinatorics as the mathematical backbone of successful algorithms are covered from many perspectives, in particular, polyhedral projection and lifting techniques and the importance of modeling are extensively discussed. Applications to prominent combinatorial optimization problems, e.g., in production and transport planning, are treated in many places; in particular, the book contains a state-of-the-art account of the most successful techniques for solving the traveling salesman problem to optimality.
Book Synopsis Maximal Lattice-Free Polyhedra in Mixed-Integer Cutting Plane Theory by : Christian Wagner
Download or read book Maximal Lattice-Free Polyhedra in Mixed-Integer Cutting Plane Theory written by Christian Wagner and published by Cuvillier Verlag. This book was released on 2011-11-15 with total page 181 pages. Available in PDF, EPUB and Kindle. Book excerpt: This thesis deals with the generation, evaluation, and analysis of cutting planes for mixed-integer linear programs (MILP's). Such optimization problems involve finitely many variables, some of which are required to be integer. The aim is to maximize or minimize a linear objective function over a set of finitely many linear equations and inequalities. Many industrial problems can be formulated as MILP's. The presence of both, discrete and continuous variables, makes it difficult to solve MILP's algorithmically. The currently available algorithms fail to solve many real-life problems in acceptable time or can only provide heuristic solutions. As a consequence, there is an ongoing interest in novel solution techniques. A standard approach to solve MILP's is to apply cutting plane methods. Here, the underlying MILP is used to construct a sequence of linear programs whose formulations are improved by successively adding linear constraints – so-called cutting planes – until one of the linear programs has an optimal solution which satisfies the integrality conditions on the integer constrained variables. For many combinatorial problems, it is possible to immediately deduce several families of cutting planes by exploiting the inherent combinatorial structure of the problem. However, for general MILP's, no structural properties can be used. The generation of cutting planes must rather be based on the objective function and the given, unstructured set of linear equations and inequalities. On the one hand, this makes the derivation of strong cutting planes for general MILP's more difficult than the derivation of cutting planes for structured problems. On the other hand, for this very reason, the analysis of cutting plane generation for general MILP's becomes mathematically interesting. This thesis presents an approach to generate cutting planes for a general MILP. The cutting planes are obtained from lattice-free polyhedra, that is polyhedra without interior integer point. The point of departure is an optimal solution of the linear programming relaxation of the underlying MILP. By considering multiple rows of an associated simplex tableau, a further relaxation is derived. The first part of this thesis is dedicated to the analysis of this relaxation and it is shown how cutting planes for the general MILP can be deduced from the considered relaxation. It turns out that the generated cutting planes have a geometric interpretation in the space of the discrete variables. In particular, it is shown that the strongest cutting planes which can be derived from the considered relaxation correspond to maximal lattice-free polyhedra. As a result, problems on cutting planes are transferable into problems on maximal lattice-free polyhedra. The second part of this thesis addresses the evaluation of the generated cutting planes. It is shown that the cutting planes which are important, are at the same time the cutting planes which are difficult to derive in the sense that they correspond to highly complex maximal lattice-free polyhedra. In addition, it is shown that under certain assumptions on the underlying system of linear equations and inequalities, the important cutting planes can be approximated with cutting planes which correspond to less complex maximal lattice-free polyhedra. A probabilistic model is used to complement the analysis. Moreover, a geometric interpretation of the results is given. The third part of this thesis focuses on the analysis of lattice-free polyhedra. In particular, the class of lattice-free integral polyhedra is investigated, a class which is important within a cutting plane framework. Two different notions of maximality are introduced. It is distinguished into the class of lattice-free integral polyhedra which are not properly contained in another lattice-free integral polyhedron, and the class of lattice-free integral polyhedra which are not properly contained in another lattice-free convex set. Both classes are analyzed, especially with respect to the properties of their representatives and the relation between the two classes. It is shown that both classes are of large cardinality and that they contain very large elements. For the second as well as the third part of this thesis, statements about two-dimensional lattice-free convex sets are needed. For that reason, the fourth part of this thesis is devoted to the derivation of these results.
Book Synopsis Interior Point Methods in Mathematical Programming by : Kurt M. Anstreicher
Download or read book Interior Point Methods in Mathematical Programming written by Kurt M. Anstreicher and published by . This book was released on 1996 with total page 598 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Handbook of combinatorial optimization. 1 by : Dingzhu Du
Download or read book Handbook of combinatorial optimization. 1 written by Dingzhu Du and published by Springer Science & Business Media. This book was released on 1998 with total page 808 pages. Available in PDF, EPUB and Kindle. Book excerpt: The first of a multi-volume set, which deals with several algorithmic approaches for discrete problems as well as many combinatorial problems. It is addressed to researchers in discrete optimization, and to all scientists who use combinatorial optimization methods to model and solve problems.
