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The purpose of this software package is to solve large-scale block-angular mixed-integer (linear) programs specified in SMPS format; the major application of this software package is to solving large-scale stochastic mixed-integer programs, which are block-angular.
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.
A branch-and-bound (BB) tree certifies a dual bound on the value of an integer program. In this work, we introduce the tree compression problem (TCP): Given a BB tree T that certifies a dual bound, can we obtain a smaller tree with the same (or stronger) bound by either (1) applying a different disjunction at some node in T or (2) removing leaves from T? Here we believe such post-hoc analysis of BB trees may assist in identifying helpful general disjunctions in BB algorithms. We initiate our study by considering computational complexity and limitations of TCP. We then conduct experiments to evaluate the compressibility of realistic branch-and-bound trees generated by commonly-used branching strategies, using both an exact and a heuristic compression algorithm.
We propose a quantum branch-and-bound algorithm based on the general scheme of the branch-and-bound method and the quantum nested searching algorithm and examine its computational efficiency. We also compare this algorithm with a similar classical algorithm on the example of the travelling salesman problem. We show that in the vast majority of problems, the classical algorithm is quicker than the quantum algorithm due to greater adaptability. However, the operation time of the quantum algorithm is constant for all problem, whereas the classical algorithm runs very slowly for certain problems. In the worst case, the quantum branch-and-bound algorithm is proved to be several times more efficient than the classical algorithm.
Progressive hedging, though an effective heuristic for solving stochastic mixed integer programs (SMIPs), is not guaranteed to converge in this case. Here, we describe BBPH, a branch and bound algorithm that uses PH at each node in the search tree such that, given sufficient time, it will always converge to a globally optimal solution. Additionally, to providing a theoretically convergent “wrapper” for PH applied to SMIPs, computational results demonstrate that for some difficult problem instances branch and bound can find improved solutions after exploring only a few nodes.
Stochastic mixed-integer programs (SMIPs) deal with optimization under uncertainty at many levels of the decision-making process. When solved as extensive formulation mixed- integer programs, problem instances can exceed available memory on a single workstation. In order to overcome this limitation, we present PIPS-SBB: a distributed-memory parallel stochastic MIP solver that takes advantage of parallelism at multiple levels of the optimization process. We also show promising results on the SIPLIB benchmark by combining methods known for accelerating Branch and Bound (B&B) methods with new ideas that leverage the structure of SMIPs. Finally, we expect the performance of PIPS-SBB to improve further as more functionality is added in the future.
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.
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.
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.
Evaluation of the impacts of uncertainty and sensitivity in modeling presents a significant set of challenges in particular to high fidelity modeling. Computational costs and validation of models creates a need for cost effective decision making with regards to experiment design. Experiments designed to validate computation models can be used to reduce uncertainty in the physical model. In some cases, large uncertainty in a particular aspect of the model may or may not have a large impact on the final results. For example, modeling of a relief valve may result in large uncertainty, however, the actual effects on final peak clad temperature in a reactor transient may be small and the large uncertainty with respect to valve modeling may be considered acceptable. Additionally, the ability to determine the adequacy of a model and the validation supporting it should be considered within a risk informed framework. Low fidelity modeling with large uncertainty may be considered adequate if the uncertainty is considered acceptable with respect to risk. In other words, models that are used to evaluate the probability of failure should be evaluated more rigorously with the intent of increasing safety margin. Probabilistic risk assessment (PRA) techniques have traditionally been used to identify accident conditions and transients. Traditional classical event tree methods utilize analysts’ knowledge and experience to identify the important timing of events in coordination with thermal-hydraulic modeling. These methods lack the capability to evaluate complex dynamic systems. In these systems, time and energy scales associated with transient events may vary as a function of transition times and energies to arrive at a different physical state. Dynamic PRA (DPRA) methods provide a more rigorous analysis of complex dynamic systems. Unfortunately DPRA methods introduce issues associated with combinatorial explosion of states. This study presents a methodology to address combinatorial explosion using a Branch-and-Bound algorithm applied to Dynamic Event Trees (DET), which utilize LENDIT (L – Length, E – Energy, N – Number, D – Distribution, I – Information, and T – Time) as well as a set theory to describe system, state, resource, and response (S2R2) sets to create bounding functions for the DET. The optimization of the DET in identifying high probability failure branches is extended to create a Phenomenological Identification and Ranking Table (PIRT) methodology to evaluate modeling parameters important to safety of those failure branches that have a high probability of failure. The PIRT can then be used as a tool to identify and evaluate the need for experimental validation of models that have the potential to reduce risk. Finally, in order to demonstrate this methodology, a Boiling Water Reactor (BWR) Station Blackout (SBO) case study is presented.
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Glycogen is the primary storage polysaccharide in bacteria and animals. It is a glucose polymer linked by α-1,4 glucose linkages and branched via α-1,6-linkages, with the latter reaction catalyzed by branching enzymes. Both the length and dispensation of these branches are critical in defining the structure, density, and relative bioavailability of the storage polysaccharide. Key to this is the specificity of branching enzymes because they define branch length. Herein, we report the crystal structure of the maltooctaose-bound branching enzyme from the enterobacteria E. coli. The structure identifies three new malto-oligosaccharide binding sites and confirms oligosaccharide binding in seven others, bringing the total number of oligosaccharide binding sites to twelve. In addition, the structure shows distinctly different binding in previously identified site I, with a substantially longer glucan chain ordered in the binding site. Using the donor oligosaccharide chain-bound Cyanothece branching enzyme structure as a guide, binding site I was identified as the likely binding surface for the extended donor chains that the E. coli branching enzyme is known to transfer. Furthermore, the structure suggests that analogous loops in branching enzymes from a diversity of organisms are responsible for branch chain length specificity. Together, these results suggest a possible mechanism for transfer chain specificity involving some of these surface binding sites.
PIPS-SBB is a distributed-memory parallel solver with a scalable data distribution paradigm. It is designed to solve MIPs with a dual-block angular structure, which is characteristic of deterministic-equivalent Stochastic Mixed-Integer Programs (SMIPs). In this paper, we present two different parallelizations of Branch & Bound (B&B), implementing both as extensions of PIPS-SBB, thus adding an additional layer of parallelism. In the first of the proposed frameworks, PIPS-PSBB, the coordination and load-balancing of the different optimization workers is done in a decentralized fashion. This new framework is designed to ensure all available cores are processing the most promising parts of the B&B tree. The second, ug[PIPS-SBB,MPI], is a parallel implementation using the Ubiquity Generator (UG), a universal framework for parallelizing B&B tree search that has been sucessfully applied to other MIP solvers. We show the effects of leveraging multiple levels of parallelism in potentially improving scaling performance beyond thousands of cores.
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.
Mixed Integer Programming (MIP) is a powerful abstraction in combinatorial optimization that finds real-life application across many significant sectors. The recent proliferation of graphical processing unit (GPU)-based accelerated computing architectures in large-scale parallel computing or supercomputing presents new opportunities as well as challenges in the advancement of MIP solver technology to effectively use the new accelerated computing platforms and scale to large parallel systems. Here, we recount the conventional processor-based strategies and focus on configurations where the most promising intersection lies between parallel MIP solver approaches and the specific strengths of accelerated parallel platforms. We note that the best potential lies in solving problems whose individual matrix sizes (of the linear program relaxation) fit entirely within one accelerator's memory and whose branch-and-bound (or branch-and-cut) trees cannot be fully contained within a small number of computational nodes. Additionally, we identify ideal features of computational linear algebra support on GPU accelerators that would help advance this direction of scalable parallel solution of MIP problems on GPU-based accelerated computing architectures.
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.
With large-scale distributed photovoltaics (PVs) being integrated into distribution networks (DNs), coordinated optimal power flow (OPF) of high voltage (HV) and medium voltage (MV) DNs should be investigated to optimally dispatch the distributed PVs and other network devices. Here, this paper presents a hierarchical distributed OPF method for HV and MV DNs with on-load tap changers, reactive power compensators, feeder switches and distributed PVs. A hierarchical master-slave control architecture is applied to implement coordinated OPF of two-layer DNs. The HV master problem and MV subproblems are transformed into mixed-integer convex problems respectively with second order cone programming and LinDistFlow approximation. Since there is no efficient distributed algorithm to solve such OPF models with integer subproblems, a novel distributed algorithm is proposed in this paper to efficiently solve the hierarchical coordinated OPF model with integer subproblems in a distributed manner. In the proposed algorithm, the coordinated OPF model is solved in a branch-and-bound framework, where in each branch node generalized Benders decomposition (GBD) algorithm is applied to decompose the coordinated OPF model into a master problem and relaxed subproblems and solves them iteratively to get optimal solution. The GBD optimal and feasible cutting planes generated in a branch node are proved to be valid for its descendants. Moreover, three acceleration techniques are introduced into the proposed algorithm to improve computational efficiency. Finally, the effectiveness and accuracy of the proposed method are verified via simulation tests in Jinzhai DNs of China.
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.