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Algorithms for bilevel optimization

General multilevel nonlinear optimization problems arise in design of complex systems and can be used as a means of regularization for multi-criteria optimization problems. Here, for clarity in displaying our ideas, we restrict ourselves to general bi-level optimization problems, and we present two solution approaches. Both approaches use a trust-region globalization strategy, and they can be easily extended to handle the general multilevel problem. We make no convexity assumptions, but we do assume that the problem has a nondegenerate feasible set. We consider necessary optimality conditions for the bi-level problem formulations and discuss results that can be extended to obtain multilevel optimization formulations with constraints at each level.

Alexandrov, Natalia

Analytical and Computational Aspects of Collaborative Optimization

Bilevel problem formulations have received considerable attention as an approach to multidisciplinary optimization in engineering. We examine the analytical and computational properties of one such approach, collaborative optimization. The resulting system-level optimization problems suffer from inherent computational difficulties due to the bilevel nature of the method. Most notably, it is impossible to characterize and hence identify solutions of the system-level problems because the standard first-order conditions for solutions of constrained optimization problems do not hold. The analytical features of the system-level problem make it difficult to apply conventional nonlinear programming algorithms. Simple examples illustrate the analysis and the algorithmic consequences for optimization methods. We conclude with additional observations on the practical implications of the analytical and computational properties of collaborative optimization.

Alexandrov, Natalia M.

Understanding Resilience Optimization Architectures With an Optimization Problem Repository

Optimizing a system’s resilience can be challenging, especially when it involves considering both the inherent resilience of a robust design and the active resilience of a health management system to a set of computationally-expensive hazard simulations. While prior work has developed specialized architectures to effectively and efficiently solve combined design and resilience optimization problems, the comparison of these architectures has been limited to a single case study. To further study resilience optimization formulations, this work develops a problem repository which includes previously-developed resilience optimization problems and additional problems presented in this work: a notional system resilience model, a pandemic response model, and a cooling tank hazard prevention model. This work then uses models in the repository at large to understand the characteristics of resilience optimization problems and study the applicability of optimization architectures and decomposition strategies. Based on the comparisons in the repository, applying an optimization architecture effectively requires understanding the alignment and coupling relationships between the design and resilience models, as well as the efficiency characteristics of the algorithms. While alignment determines the necessity of a surrogate of resilience cost in the upper-level design problem, coupling determines the overall applicability of a sequential, alternating, or bilevel structure. Additionally, the application of decomposition strategies is dependent on there being limited interactions between variable sets, which often does not hold when a resilience policy is parameterized in terms of actions to take in hazardous model states rather than specific given scenarios.

Resilience