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Search indexed NASA NTRS and DOE OSTI research on propulsion, heat transfer, battery materials and energy systems. Follow report and document links to the original sources.

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All sourcesNASA NTRSDOE OSTI
NASA NTRS2015

Kodiak: An Implementation Framework for Branch and Bound Algorithms

Recursive branch and bound algorithms are often used to refine and isolate solutions to several classes of global optimization problems. A rigorous computation framework for the solution of systems of equations and inequalities involving nonlinear real arithmetic over hyper-rectangular variable and parameter domains is presented. It is derived from a generic branch and bound algorithm that has been formally verified, and utilizes self-validating enclosure methods, namely interval arithmetic and, for polynomials and rational functions, Bernstein expansion. Since bounds computed by these enclosure methods are sound, this approach may be used reliably in software verification tools. Advantage is taken of the partial derivatives of the constraint functions involved in the system, firstly to reduce the branching factor by the use of bisection heuristics and secondly to permit the computation of bifurcation sets for systems of ordinary differential equations. The associated software development, Kodiak, is presented, along with examples of three different branch and bound problem types it implements.

Smith, Andrew P.↗
NASA NTRS2014

Bifurcation Analysis Using Rigorous Branch and Bound Methods

For the study of nonlinear dynamic systems, it is important to locate the equilibria and bifurcations occurring within a specified computational domain. This paper proposes a new approach for solving these problems and compares it to the numerical continuation method. The new approach is based upon branch and bound and utilizes rigorous enclosure techniques to yield outer bounding sets of both the equilibrium and local bifurcation manifolds. These sets, which comprise the union of hyper-rectangles, can be made to be as tight as desired. Sufficient conditions for the existence of equilibrium and bifurcation points taking the form of algebraic inequality constraints in the state-parameter space are used to calculate their enclosures directly. The enclosures for the bifurcation sets can be computed independently of the equilibrium manifold, and are guaranteed to contain all solutions within the computational domain. A further advantage of this method is the ability to compute a near-maximally sized hyper-rectangle of high dimension centered at a fixed parameter-state point whose elements are guaranteed to exclude all bifurcation points. This hyper-rectangle, which requires a global description of the bifurcation manifold within the computational domain, cannot be obtained otherwise. A test case, based on the dynamics of a UAV subject to uncertain center of gravity location, is used to illustrate the efficacy of the method by comparing it with numerical continuation and to evaluate its computational complexity.

Smith, Andrew P.↗
NASA NTRS1987

Performance analysis of parallel branch and bound search with the hypercube architecture

With the availability of commercial parallel computers, researchers are examining new classes of problems which might benefit from parallel computing. This paper presents results of an investigation of the class of search intensive problems. The specific problem discussed is the Least-Cost Branch and Bound search method of deadline job scheduling. The object-oriented design methodology was used to map the problem into a parallel solution. While the initial design was good for a prototype, the best performance resulted from fine-tuning the algorithm for a specific computer. The experiments analyze the computation time, the speed up over a VAX 11/785, and the load balance of the problem when using loosely coupled multiprocessor system based on the hypercube architecture.

Mraz, Richard T.↗
NASA NTRS1993

Optimal material selection using branch and bound techniques

A methodology for structural synthesis is presented in which the optimal material selection for the structural members is treated in terms of (0,1) variables. Structural member sizes and material selection variables are treated simultaneously as design variables. Optimization is carried out by generating and solving a sequence of explicit approximate problems using a branch and bound strategy. Intermediate design variables and intermediate response quantities are used to enhance the quality of the approximate design problems. Numerical results for example problems are presented to illustrate the efficiency of the design procedure set forth.

Sepulveda, A. E.↗
NASA NTRS2003

Runway Operations Planning: A Two-Stage Heuristic Algorithm

The airport runway is a scarce resource that must be shared by different runway operations (arrivals, departures and runway crossings). Given the possible sequences of runway events, careful Runway Operations Planning (ROP) is required if runway utilization is to be maximized. From the perspective of departures, ROP solutions are aircraft departure schedules developed by optimally allocating runway time for departures given the time required for arrivals and crossings. In addition to the obvious objective of maximizing throughput, other objectives, such as guaranteeing fairness and minimizing environmental impact, can also be incorporated into the ROP solution subject to constraints introduced by Air Traffic Control (ATC) procedures. This paper introduces a two stage heuristic algorithm for solving the Runway Operations Planning (ROP) problem. In the first stage, sequences of departure class slots and runway crossings slots are generated and ranked based on departure runway throughput under stochastic conditions. In the second stage, the departure class slots are populated with specific flights from the pool of available aircraft, by solving an integer program with a Branch & Bound algorithm implementation. Preliminary results from this implementation of the two-stage algorithm on real-world traffic data are presented.

Anagnostakis, Ioannis↗
NASA NTRS2011

Chance-Constrained Guidance With Non-Convex Constraints

Missions to small bodies, such as comets or asteroids, require autonomous guidance for descent to these small bodies. Such guidance is made challenging by uncertainty in the position and velocity of the spacecraft, as well as the uncertainty in the gravitational field around the small body. In addition, the requirement to avoid collision with the asteroid represents a non-convex constraint that means finding the optimal guidance trajectory, in general, is intractable. In this innovation, a new approach is proposed for chance-constrained optimal guidance with non-convex constraints. Chance-constrained guidance takes into account uncertainty so that the probability of collision is below a specified threshold. In this approach, a new bounding method has been developed to obtain a set of decomposed chance constraints that is a sufficient condition of the original chance constraint. The decomposition of the chance constraint enables its efficient evaluation, as well as the application of the branch and bound method. Branch and bound enables non-convex problems to be solved efficiently to global optimality. Considering the problem of finite-horizon robust optimal control of dynamic systems under Gaussian-distributed stochastic uncertainty, with state and control constraints, a discrete-time, continuous-state linear dynamics model is assumed. Gaussian-distributed stochastic uncertainty is a more natural model for exogenous disturbances such as wind gusts and turbulence than the previously studied set-bounded models. However, with stochastic uncertainty, it is often impossible to guarantee that state constraints are satisfied, because there is typically a non-zero probability of having a disturbance that is large enough to push the state out of the feasible region. An effective framework to address robustness with stochastic uncertainty is optimization with chance constraints. These require that the probability of violating the state constraints (i.e., the probability of failure) is below a user-specified bound known as the risk bound. An example problem is to drive a car to a destination as fast as possible while limiting the probability of an accident to 10(exp -7). This framework allows users to trade conservatism against performance by choosing the risk bound. The more risk the user accepts, the better performance they can expect.

FROM↗
NASA NTRS1994

On k-ary n-cubes: Theory and applications

Many parallel processing networks can be viewed as graphs called k-ary n-cubes, whose special cases include rings, hypercubes and toruses. In this paper, combinatorial properties of k-ary n-cubes are explored. In particular, the problem of characterizing the subgraph of a given number of nodes with the maximum edge count is studied. These theoretical results are then used to compute a lower bounding function in branch-and-bound partitioning algorithms and to establish the optimality of some irregular partitions.

Mao, Weizhen↗
DOE OSTI2025

McCormick envelopes in mixed-integer PDE-constrained optimization

McCormick envelopes are a standard tool for deriving convex relaxations of optimization problems that involve polynomial terms. Such McCormick relaxations provide lower bounds, for example, in branch-and-bound procedures for mixed-integer nonlinear programs but have not gained much attention in PDE-constrained optimization so far. This lack of attention may be due to the distributed nature of such problems, which on the one hand leads to infinitely many linear constraints (generally state constraints that may be difficult to handle) in addition to the state equation for a pointwise formulation of the McCormick envelopes and renders bound-tightening procedures that successively improve the resulting convex relaxations computationally intractable. We analyze McCormick envelopes for a model problem class that is governed by a semilinear PDE involving a bilinearity and integrality constraints. We approximate the nonlinearity and in turn the McCormick envelopes by averaging the involved terms over the cells of a partition of the computational domain on which the PDE is defined. This yields convex relaxations that underestimate the original problem up to an a priori error estimate that depends on the mesh size of the discretization. These approximate McCormick relaxations can be improved by means of an optimization-based bound-tightening procedure. We show that their minimizers converge to minimizers to a limit problem with a pointwise formulation of the McCormick envelopes when driving the mesh size to zero. We provide a computational example, for which we certify all of our imposed assumptions. The results point to both the potential of the methodology and the gaps in the research that need to be closed. Our methodology provides a framework first for obtaining pointwise underestimators for nonconvexities and second for approximating them with finitely many linear inequalities in an infinite-dimensional setting.

Approximations and Expansions↗
NASA NTRS1997

Algorithms for Multiple Fault Diagnosis With Unreliable Tests

In this paper, we consider the problem of constructing optimal and near-optimal multiple fault diagnosis (MFD) in bipartite systems with unreliable (imperfect) tests. It is known that exact computation of conditional probabilities for multiple fault diagnosis is NP-hard. The novel feature of our diagnostic algorithms is the use of Lagrangian relaxation and subgradient optimization methods to provide: (1) near optimal solutions for the MFD problem, and (2) upper bounds for an optimal branch-and-bound algorithm. The proposed method is illustrated using several examples. Computational results indicate that: (1) our algorithm has superior computational performance to the existing algorithms (approximately three orders of magnitude improvement), (2) the near optimal algorithm generates the most likely candidates with a very high accuracy, and (3) our algorithm can find the most likely candidates in systems with as many as 1000 faults.

Shakeri, Mojdeh↗
NASA NTRS2005

New high performance algorithmic solution for diagnosis problem

In this paper we address the problem of generating the minimal diagnosis from the conflicts. This problem can be formulated as the well-known Hitting Set Problem. Our approach starts by mapping the Hitting Set problem into the Integer Programming Problem that enables us, for the first time, a priori determination of the lower and upper bounds on the size for the solution. Based on these bounds, we introduce a new concept of solution window for the problem. We also propose a new branch-and-bound technique that not only is faster than the current techniques in terms of number of operations (by exploiting the structure of the problem) but also, using the concept of window, allows a massive reduction (pruning) in the number of branches. Furthermore, as the branch-and-bound proceeds, the solution window is dynamically updated and narrowed to enable further pruning.

diagnosis problems↗
NASA NTRS2024

A Convexification-Based Outer-Approximation Method for Convex and Nonconvex MINLP

The advancement of domain reduction techniques has significantly enhanced the performance of solvers in mathematical programming. This paper delves into the impact of integrating convexification and domain reduction techniques within the Outer-Approximation method. We propose a refined convexification-based Outer-Approximation method alongside a Branch-and-Bound method for both convex and nonconvex Mixed-Integer Nonlinear Programming problems. These methods have been developed and incorporated into the open-source Mixed-Integer Nonlinear Decomposition Toolbox for Pyomo-MindtPy. Comprehensive benchmark tests were conducted, validating the effectiveness and reliability of our proposed algorithms. These tests highlight the improvements achieved by incorporating convexification and domain reduction techniques into the Outer-Approximation and Branch-and-Bound methods.

Optimization↗
DOE OSTI2024

Multi-parametric analysis for mixed integer linear programming: An application to transmission upgrade and congestion management

Upgrading the capacity of existing transmission lines is essential for meeting the growing energy demands, facilitating the integration of renewable energy, and ensuring the security of the transmission system. This study focuses on the selection of lines whose capacities and by how much should be expanded from the perspective of the Independent System Operators (ISOs) to minimize the total system cost. We employ advanced multi-parametric programming and an enhanced branch-and-bound algorithm to address complex mixed-integer linear programming (MILP) problems, considering multi-period time constraints and physical limitations of generators and transmission lines. To characterize the various decisions in transmission expansion, we model the increased capacity of existing lines as parameters within a specified range. This study first relaxes the binary variables to continuous variables and applies the Lagrange method and Karush-Kuhn-Tucker (KKT) conditions to obtain optimal solutions and identify critical regions associated with active and inactive constraints. Moreover, we extend the traditional branch-and-bound (B&B) method by determining the problem’s upper and lower bounds at each node of the B&B decision tree, helping to manage computational challenges in large-scale MILP problems. Here, we compare the difference between the upper and lower bounds to obtain an approximate optimal solution within the decision-makers’ tolerable error range. In addition, the first derivative of the objective function on the parameters of each line is used to inform the selection of lines for easing congestion and maximizing social welfare. Finally, the capacity upgrades are selected by weighing the reductions in system costs against the expense of upgrading line capacities. The findings are supported by numerical simulations and provide transmission-line planners with decision-making guidance.

24 POWER TRANSMISSION AND DISTRIBUTION↗
NASA NTRS1990

An improved exploratory search technique for pure integer linear programming problems

The development is documented of a heuristic method for the solution of pure integer linear programming problems. The procedure draws its methodology from the ideas of Hooke and Jeeves type 1 and 2 exploratory searches, greedy procedures, and neighborhood searches. It uses an efficient rounding method to obtain its first feasible integer point from the optimal continuous solution obtained via the simplex method. Since this method is based entirely on simple addition or subtraction of one to each variable of a point in n-space and the subsequent comparison of candidate solutions to a given set of constraints, it facilitates significant complexity improvements over existing techniques. It also obtains the same optimal solution found by the branch-and-bound technique in 44 of 45 small to moderate size test problems. Two example problems are worked in detail to show the inner workings of the method. Furthermore, using an established weighted scheme for comparing computational effort involved in an algorithm, a comparison of this algorithm is made to the more established and rigorous branch-and-bound method. A computer implementation of the procedure, in PC compatible Pascal, is also presented and discussed.

Fogle, F. R.↗
NASA NTRS2008

Sparse Regression as a Sparse Eigenvalue Problem

We extend the l0-norm "subspectral" algorithms for sparse-LDA [5] and sparse-PCA [6] to general quadratic costs such as MSE in linear (kernel) regression. The resulting "Sparse Least Squares" (SLS) problem is also NP-hard, by way of its equivalence to a rank-1 sparse eigenvalue problem (e.g., binary sparse-LDA [7]). Specifically, for a general quadratic cost we use a highly-efficient technique for direct eigenvalue computation using partitioned matrix inverses which leads to dramatic x103 speed-ups over standard eigenvalue decomposition. This increased efficiency mitigates the O(n4) scaling behaviour that up to now has limited the previous algorithms' utility for high-dimensional learning problems. Moreover, the new computation prioritizes the role of the less-myopic backward elimination stage which becomes more efficient than forward selection. Similarly, branch-and-bound search for Exact Sparse Least Squares (ESLS) also benefits from partitioned matrix inverse techniques. Our Greedy Sparse Least Squares (GSLS) generalizes Natarajan's algorithm [9] also known as Order-Recursive Matching Pursuit (ORMP). Specifically, the forward half of GSLS is exactly equivalent to ORMP but more efficient. By including the backward pass, which only doubles the computation, we can achieve lower MSE than ORMP. Experimental comparisons to the state-of-the-art LARS algorithm [3] show forward-GSLS is faster, more accurate and more flexible in terms of choice of regularization

Exact Sparse Least Squares (ESLS)↗
NASA NTRS1980

Sequential decision making and stochastic networks

To solve the problems inherent in working with sequential decision processes, it is proposed to (1) utilize concepts of dominance through bounding in the decision processes (DP) formalism to reduce the amount of computing required. This advocates the marrying of DP recursion and Branch-and-Bound methodology; and (2) relax the requirement of strict optimality in the search over the state space, and be content with a tolerable error.

Elmaghraby, S.↗
NASA NTRS1991

mu analysis with real parametric uncertainty

The authors give a broad overview, from a LFT (linear fractional transformation)/mu perspective, of some of the theoretical and practical issues associated with robustness in the presence of real parametric uncertainty, with a focus on computation. Recent results on the properties of mu in the mixed case are reviewed, including issues of NP completeness, continuity, computation of bounds, the equivalence of mu and its bounds, and some direct comparisons with Kharitonov-type analysis methods. In addition, some advances in the computational aspects of the problem, including a novel branch and bound algorithm, are briefly presented together with numerical results. The results suggest that while the mixed mu problem may have inherently combinatoric worst-case behavior, practical algorithms with modest computational requirements can be developed for problems of medium size (less than 100 parameters) that are of engineering interest.

Young, Peter M.↗
NASA NTRS1973

Optimization studies in the support design for the Large Space Telescope.

A two-stage computer-oriented process is described to design the optimum mirror supports for the NASA Large Space Telescope. Using an element model for the mirror, a set of support displacements is determined so as to minimize the rms optical surface disturbances with respect to a best-fit surface. The second stage uses the STRUDL II-STOP finite element optimization system (a branch and bound approach) to obtain a minimum weight design for the support structure subject to the displacement constraints.

Cella, A.↗
NASA NTRS1980

Theoretical study of network design methodologies for the aerial relay system

The aerial relay system network design problem is discussed. A generalized branch and bound based algorithm is developed which can consider a variety of optimization criteria, such as minimum passenger travel time and minimum liner and feeder operating costs. The algorithm, although efficient, is basically useful for small size networks, due to its nature of exponentially increasing computation time with the number of variables.

Rivera, J. M.↗