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NASA NTRS2022

Alternative regularizations for Outer-Approximation algorithms for convex MINLP

In this work, we extend the regularization framework from Kronqvist et al. (Math Program 180(1):285–310, 2020) by incorporating several new regularization functions and develop a regularized single-tree search method for solving convex mixed-integer nonlinear programming (MINLP) problems. We propose a set of regularization functions based on distance metrics and Lagrangean approximations, used in the projection problem for finding new integer combinations to be used within the Outer-Approximation (OA) method. The new approach, called Regularized Outer-Approximation (ROA), has been implemented as part of the open-source Mixed-integer nonlinear decomposition toolbox for Pyomo—MindtPy. We compare the OA method with seven regularization function alternatives for ROA. Moreover, we extend the LP/NLP Branch and Bound method proposed by Quesada and Grossmann (Comput Chem Eng 16(10–11):937–947, 1992) to include regularization in an algorithm denoted RLP/NLP. We provide convergence guarantees for both ROA and RLP/NLP. Finally, we perform an extensive computational experiment considering all convex MINLP problems in the benchmark library MINLPLib. The computational results show clear advantages of using regularization combined with the OA method.

Convex Mixed-integer nonlinear programming↗

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↗

NASA NTRS1989

A decomposition-based design optimization method with applications

A two-level design optimization metholology is described. A progress report of its application to Printed Wiring Board (PWB) assembly examples is given. The design of PWB assemblies is a complex task which is generally conducted as a sequential process. Individual PWBs are usually designed first, followed by the composition of the PWBs into an assembly. As a result, optimizing design considerations such as assembly reliability cannot be accomplished. This study showed that a two-level decomposition method can be employed to optimize for reliability at both the PWB- and the assembly-level in a coupled manner. The two-level decomposition method also resolved the mixed-integer nonlinear programming nature of the problem rather easily.

Azarm, Shapour↗

NASA NTRS2001

A Bell-Curved Based Algorithm for Mixed Continuous and Discrete Structural Optimization

An evolutionary based strategy utilizing two normal distributions to generate children is developed to solve mixed integer nonlinear programming problems. This Bell-Curve Based (BCB) evolutionary algorithm is similar in spirit to (mu + mu) evolutionary strategies and evolutionary programs but with fewer parameters to adjust and no mechanism for self adaptation. First, a new version of BCB to solve purely discrete optimization problems is described and its performance tested against a tabu search code for an actuator placement problem. Next, the performance of a combined version of discrete and continuous BCB is tested on 2-dimensional shape problems and on a minimum weight hub design problem. In the latter case the discrete portion is the choice of the underlying beam shape (I, triangular, circular, rectangular, or U).

Kincaid, Rex K.↗

NASA NTRSDate not supplied

Rolling Horizon with K-Position Search Method for Strategic Deconfliction of Package Delivery UAS

In this research, the strategic deconfliction of unmanned aircraft systems for an urban package delivery environment with two depots and multiple drop-off locations is studied. This research aims to formulate a mathematical model to compute both the departure sequence and scheduled time of departure for each unmanned aircraft system at a depot, considering temporal constraints at en-route crossing waypoints and depots for strategic deconfliction. However, the problem formulation results in an NP-hard mixed-integer nonlinear programming problem for the global optimal solution, so instead, a "rolling horizon with𝑘-position search"heuristic method is developed. The simulation studies show that an increase in the value of𝑘(the parameter used to determine the size of the local neighborhood) reduces the average ground delay at the cost of an increase in the computation time for a given problem size. The study also shows an order of magnitude increase in the maximum number of flights scheduled with the integration of rolling horizon (time decomposition) compared to those without the integration of rolling horizon in the heuristic algorithm for a given computation time cut off.

UTM↗

NASA NTRSDate not supplied

Rolling Horizon with K-Position Search Method for Strategic Deconfliction of Package Delivery UAS

This research focuses on the strategic deconfliction of unmanned aircraft systems (UAS) in an urban package delivery environment with two depots and multiple drop-off locations. Since the formulated mixed-integer nonlinear programming (MINLP) problem is non-deterministic polynomial-time (NP) hard, a heuristic algorithm called "rolling horizon with k-position search (KPS)" is used to compute the departure sequence and scheduled time of departure (STD) of each UAS at a depot, considering temporal constraints at en-route crossing waypoints and depots for strategic deconfliction. The simulation studies show that an increase in the value of k (local neighborhood search) in the KPS reduces the average ground delay at the cost of an increase in the computation time for a given number of UAS, size of the rolling horizon window, and number of depots involved in the local neighborhood search. The studies also show that for a given rolling horizon window, the computation time increases exponentially with an increase in the total number of UAS flights when serial processing the local neighborhood search of KPS (with k > 1) and drops by an order of magnitude upon performing the local neighborhood search of KPS using parallel processing instead of serial processing. The computation time drops with the reduction in air traffic complexity of a scenario for a given number of flights, k (local neighborhood search), and rolling horizon window.

UTM↗

NASA NTRS1987

Mathematical programming formulations for satellite synthesis

The problem of satellite synthesis can be described as optimally allotting locations and sometimes frequencies and polarizations, to communication satellites so that interference from unwanted satellite signals does not exceed a specified threshold. In this report, mathematical programming models and optimization methods are used to solve satellite synthesis problems. A nonlinear programming formulation which is solved using Zoutendijk's method and a gradient search method is described. Nine mixed integer programming models are considered. Results of computer runs with these nine models and five geographically compatible scenarios are presented and evaluated. A heuristic solution procedure is also used to solve two of the models studied. Heuristic solutions to three large synthesis problems are presented. The results of our analysis show that the heuristic performs very well, both in terms of solution quality and solution time, on the two models to which it was applied. It is concluded that the heuristic procedure is the best of the methods considered for solving satellite synthesis problems.

Bhasin, Puneet↗

NASA NTRS1987

A method for nonlinear optimization with discrete design variables

A numerical method is presented for the solution of nonlinear discrete optimization problems. The applicability of discrete optimization to engineering design is discussed, and several standard structural optimization problems are solved using discrete design variables. The method uses approximation techniques to create subproblems suitable for linear mixed-integer programming methods. The method employs existing software for continuous optimization and integer programming.

Olsen, Gregory R.↗

NASA NTRS2013

Mixed Integer Programming and Heuristic Scheduling for Space Communication

Optimal planning and scheduling for a communication network was created where the nodes within the network are communicating at the highest possible rates while meeting the mission requirements and operational constraints. The planning and scheduling problem was formulated in the framework of Mixed Integer Programming (MIP) to introduce a special penalty function to convert the MIP problem into a continuous optimization problem, and to solve the constrained optimization problem using heuristic optimization. The communication network consists of space and ground assets with the link dynamics between any two assets varying with respect to time, distance, and telecom configurations. One asset could be communicating with another at very high data rates at one time, and at other times, communication is impossible, as the asset could be inaccessible from the network due to planetary occultation. Based on the network's geometric dynamics and link capabilities, the start time, end time, and link configuration of each view period are selected to maximize the communication efficiency within the network. Mathematical formulations for the constrained mixed integer optimization problem were derived, and efficient analytical and numerical techniques were developed to find the optimal solution. By setting up the problem using MIP, the search space for the optimization problem is reduced significantly, thereby speeding up the solution process. The ratio of the dimension of the traditional method over the proposed formulation is approximately an order N (single) to 2*N (arraying), where N is the number of receiving antennas of a node. By introducing a special penalty function, the MIP problem with non-differentiable cost function and nonlinear constraints can be converted into a continuous variable problem, whose solution is possible.

Lee, Charles H.↗