Optimization and Engineering最新文献_第6页

Implementation of an oracle-structured bundle method for distributed optimization 实现了一个oracle结构的分布式优化方法

IF 2.1 3区工程技术

Optimization and Engineering Pub Date : 2023-11-30 DOI: 10.1007/s11081-023-09859-z

Tetiana Parshakova, Fangzhao Zhang, Stephen Boyd

{"title":"Implementation of an oracle-structured bundle method for distributed optimization","authors":"Tetiana Parshakova, Fangzhao Zhang, Stephen Boyd","doi":"10.1007/s11081-023-09859-z","DOIUrl":"https://doi.org/10.1007/s11081-023-09859-z","url":null,"abstract":"We consider the problem of minimizing a function that is a sum of convex agent functions plus a convex common public function that couples them. The agent functions can only be accessed via a subgradient oracle; the public function is assumed to be structured and expressible in a domain specific language (DSL) for convex optimization. We focus on the case when the evaluation of the agent oracles can require significant effort, which justifies the use of solution methods that carry out significant computation in each iteration. To solve this problem we integrate multiple known techniques (or adaptations of known techniques) for bundle-type algorithms, obtaining a method which has a number of practical advantages over other methods that are compatible with our access methods, such as proximal subgradient methods. First, it is reliable, and works well across a number of applications. Second, it has very few parameters that need to be tuned, and works well with sensible default values. Third, it typically produces a reasonable approximate solution in just a few tens of iterations. This paper is accompanied by an open-source implementation of the proposed solver, available at https://github.com/cvxgrp/OSBDO.","PeriodicalId":56141,"journal":{"name":"Optimization and Engineering","volume":null,"pages":null},"PeriodicalIF":2.1,"publicationDate":"2023-11-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"138515825","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"工程技术","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 1

Globally optimal scheduling of an electrochemical process via data-driven dynamic modeling and wavelet-based adaptive grid refinement 基于数据驱动动态建模和小波自适应网格优化的电化学过程全局最优调度

IF 2.1 3区工程技术

Optimization and Engineering Pub Date : 2023-11-24 DOI: 10.1007/s11081-023-09860-6

Chrysanthi Papadimitriou, Tim Varelmann, Christian Schröder, Andreas Jupke, Alexander Mitsos

{"title":"Globally optimal scheduling of an electrochemical process via data-driven dynamic modeling and wavelet-based adaptive grid refinement","authors":"Chrysanthi Papadimitriou, Tim Varelmann, Christian Schröder, Andreas Jupke, Alexander Mitsos","doi":"10.1007/s11081-023-09860-6","DOIUrl":"https://doi.org/10.1007/s11081-023-09860-6","url":null,"abstract":"Electrochemical recovery of succinic acid is an electricity intensive process with storable feeds and products, making its flexible operation promising for fluctuating electricity prices. We perform experiments of an electrolysis cell and use these to identify a data-driven model. We apply global dynamic optimization using discrete-time Hammerstein–Wiener models to solve the nonconvex offline scheduling problem to global optimality. We detect the method’s high computational cost and propose an adaptive grid refinement algorithm for global optimization (AGRAGO), which uses a wavelet transform of the control time series and a refinement criterion based on Lagrangian multipliers. AGRAGO is used for the automatic optimal allocation of the control variables in the grid to provide a globally optimal schedule within a given time frame. We demonstrate the applicability of AGRAGO while maintaining the high computational expenses of the solution method and detect superior results to uniform grid sampling indicating economic savings of 14.1%.\u0000","PeriodicalId":56141,"journal":{"name":"Optimization and Engineering","volume":null,"pages":null},"PeriodicalIF":2.1,"publicationDate":"2023-11-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"138515827","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"工程技术","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 0

A multiperiod household waste collection system for a set of rural islands with dynamic transfer port selection 一套具有动态转运港选择的农村岛屿多期生活垃圾收集系统

IF 2.1 3区工程技术

Optimization and Engineering Pub Date : 2023-11-24 DOI: 10.1007/s11081-023-09862-4

Michelle Zambra-Rivera, Pablo A. Miranda-González, Carola A. Blazquez

{"title":"A multiperiod household waste collection system for a set of rural islands with dynamic transfer port selection","authors":"Michelle Zambra-Rivera, Pablo A. Miranda-González, Carola A. Blazquez","doi":"10.1007/s11081-023-09862-4","DOIUrl":"https://doi.org/10.1007/s11081-023-09862-4","url":null,"abstract":"The design of a household waste collection system must integrate decisions related to planning and control of all related operations, which may generate significant economic impacts to the organization responsible of addressing the problem as well as social impacts to involved communities. This study proposed a mixed integer linear programming model with multiple periods, which aims at designing a household waste collection system for a set of rural islands according to a set of visit patterns with a single barge for a multiple period planning horizon. The proposed model simultaneously optimizes the selection of collection sites or ports for each island and a mainland transfer port to unload the collected household waste along with a set of daily visit sequences associated with the selected ports, while minimizing total waste transportation costs. The proposed model is applied to a particular rural archipelago in southern Chile. The model solution provides an efficient waste collection system design that addresses a current ecological and health problems in the studied area.","PeriodicalId":56141,"journal":{"name":"Optimization and Engineering","volume":null,"pages":null},"PeriodicalIF":2.1,"publicationDate":"2023-11-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"138515840","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"工程技术","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 0

SoRoTop: a hitchhiker’s guide to topology optimization MATLAB code for design-dependent pneumatic-driven soft robots SoRoTop:基于设计的气动驱动软机器人拓扑优化MATLAB代码指南

IF 2.1 3区工程技术

Optimization and Engineering Pub Date : 2023-11-23 DOI: 10.1007/s11081-023-09865-1

Prabhat Kumar

{"title":"SoRoTop: a hitchhiker’s guide to topology optimization MATLAB code for design-dependent pneumatic-driven soft robots","authors":"Prabhat Kumar","doi":"10.1007/s11081-023-09865-1","DOIUrl":"https://doi.org/10.1007/s11081-023-09865-1","url":null,"abstract":"Demands for pneumatic-driven soft robots are constantly rising for various applications. However, they are often designed manually due to the lack of systematic methods. Moreover, design-dependent characteristics of pneumatic actuation pose distinctive challenges. This paper provides a compact MATLAB code, named SoRoTop, and its various extensions for designing pneumatic-driven soft robots using topology optimization. The code uses the method of moving asymptotes as the optimizer and builds upon the approach initially presented in Kumar et al. (Struct Multidiscip Optim 61(4):1637–1655, 2020). The pneumatic load is modeled using Darcy’s law with a conceptualized drainage term. Consistent nodal loads are determined from the resultant pressure field using the conventional finite element approach. The robust formulation is employed, i.e., the eroded and blueprint design descriptions are used. A min–max optimization problem is formulated using the output displacements of the eroded and blueprint designs. A volume constraint is imposed on the blueprint design, while the eroded design is used to apply a conceptualized strain energy constraint. The latter constraint aids in attaining optimized designs that can endure the applied load without compromising their performance. Sensitivities required for optimization are computed using the adjoint-variable method. The code is explained in detail, and various extensions are also presented. It is structured into pre-optimization, MMA optimization, and post-optimization operations, each of which is comprehensively detailed. The paper also illustrates the impact of load sensitivities on the optimized designs. SoRoTop is provided in “Appendix A” and is available with extensions in the supplementary material and publicly at https://github.com/PrabhatIn/SoRoTop.","PeriodicalId":56141,"journal":{"name":"Optimization and Engineering","volume":null,"pages":null},"PeriodicalIF":2.1,"publicationDate":"2023-11-23","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"138515823","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"工程技术","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 0

Triggering a variety of Nash-equilibria in oligopolistic electricity markets 在寡头垄断电力市场中引发各种纳什均衡

IF 2.1 3区工程技术

Optimization and Engineering Pub Date : 2023-11-22 DOI: 10.1007/s11081-023-09866-0

Mihály Dolányi, Kenneth Bruninx, Erik Delarue

{"title":"Triggering a variety of Nash-equilibria in oligopolistic electricity markets","authors":"Mihály Dolányi, Kenneth Bruninx, Erik Delarue","doi":"10.1007/s11081-023-09866-0","DOIUrl":"https://doi.org/10.1007/s11081-023-09866-0","url":null,"abstract":"Liberalized electricity markets promise a cost-efficient operation and expansion of power systems but may as well introduce opportunities for strategic gaming for price-making agents. Given the rapid transition of today’s energy systems, unconventional generation and consumption patterns are emerging, presenting new challenges for regulators and policymakers to prevent strategic behavior. The strategic offering of various price-making agents in oligopolistic electricity markets resembles a multi-leader-common-follower game. The decision problem of each agent can be modeled as a bi-level optimization problem, consisting of the strategic agent’s decision problem at the upper-level, and the market clearing at the lower-level. When modeling a multi-leader game, i.e., a set of bi-level optimization problems, the resulting equilibrium problem with equilibrium constraints poses several challenges. Real-life applicability or policy-oriented studies are challenged by the potential multiplicity of equilibria and the difficulty of exhaustively exploring this range of equilibria. In this paper, the range of equilibria is explored by using a novel simultaneous solution method. The proposed solution technique relies on applying Scholtes’ regularization before concatenating the strategic actor’s decision problems’ optimality conditions. Hence, the attained solutions are stationary points with high confidence. In a stylized example, different strategic agents, including an energy storage system, are modeled to capture the asymmetric opportunities they may face when exercising market power. Our analysis reveals that these models’ outcomes may span a broad range, impacting the derived economic metrics significantly.","PeriodicalId":56141,"journal":{"name":"Optimization and Engineering","volume":null,"pages":null},"PeriodicalIF":2.1,"publicationDate":"2023-11-22","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"138515824","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"工程技术","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 0

Moment-based distributionally robust joint chance constrained optimization for service network design under demand uncertainty 需求不确定条件下基于矩的分布式鲁棒联合机会约束优化

IF 2.1 3区工程技术

Optimization and Engineering Pub Date : 2023-11-21 DOI: 10.1007/s11081-023-09858-0

Yongsen Zang, Meiqin Wang, Huiqiang Liu, Mingyao Qi

{"title":"Moment-based distributionally robust joint chance constrained optimization for service network design under demand uncertainty","authors":"Yongsen Zang, Meiqin Wang, Huiqiang Liu, Mingyao Qi","doi":"10.1007/s11081-023-09858-0","DOIUrl":"https://doi.org/10.1007/s11081-023-09858-0","url":null,"abstract":"This paper proposes a distributionally robust joint chance constrained (DRJCC) programming approach to optimize the service network design (SND) problem under demand uncertainty. The distributionally robust method does not need complete distribution information and utilizes restricted historical data knowledge, which is significant in scarce data situations. The joint consideration of chance constraints enables more effective control of event probability, by which network managers can realize the purpose of controlling the overall service level of multi-commodities in a service network. DRJCC optimization can also help decision-makers adjust the network’s conservativeness, robustness, and service rates by setting the probability parameters of the chance constraints. We reformulate the DRJCC model by addressing the corresponding distributionally robust joint chance constraints with the worst-case Conditional Value-at-Risk method and Lagrange duality theory. The model is approximately reformulated as a mixed-integer linear program, which is easier to solve than the mixed-integer semi-definite programming model in existing literature. We also develop two benchmark approaches for comparison: Bonferroni inequality approximation and scenario-based stochastic program. Comparative numerical studies demonstrate the robustness and the validation of the proposed formulations. A case study is conducted to demonstrate the industrial performance of the uncertain SND under the DRJCC formulation. We explore the impact of the confidence level parameter on operational cost and real service level, reveal the general correlation between them. We also extract several risk-averse managerial insights for logistics fleet managers.","PeriodicalId":56141,"journal":{"name":"Optimization and Engineering","volume":null,"pages":null},"PeriodicalIF":2.1,"publicationDate":"2023-11-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"138515828","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"工程技术","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 0

An augmented Lagrangian method for nonconvex composite optimization problems with nonlinear constraints 非线性约束下非凸复合优化问题的增广拉格朗日方法

IF 2.1 3区工程技术

Optimization and Engineering Pub Date : 2023-11-18 DOI: 10.1007/s11081-023-09867-z

Dimitri Papadimitriou, Bằng Công Vũ

引用次数: 0

Long-term maintenance optimization for integrated mining operations 综合采矿作业的长期维护优化

IF 2.1 3区工程技术

Optimization and Engineering Pub Date : 2023-11-16 DOI: 10.1007/s11081-023-09863-3

Yingying Yang, Ryan Loxton, Andrew L. Rohl, Hoa T. Bui

引用次数: 0

Bayesian optimization of variable-size design space problems 可变大小设计空间问题的贝叶斯优化

IF 2.1 3区工程技术

Optimization and Engineering Pub Date : 2020-07-01 DOI: 10.1007/s11081-020-09520-z

J. Pelamatti, Loïc Brevault, M. Balesdent, El-Ghazali Talbi, Yannick Guerin

引用次数: 0

Hierarchical decompositions for MPC of resource constrained control systems: applications to building energy management 资源受限控制系统 MPC 的分层分解：应用于建筑能源管理

IF 2.1 3区工程技术

Optimization and Engineering Pub Date : 2020-05-19 DOI: 10.1007/s11081-020-09506-x

E. Camponogara, H. Scherer, L. Biegler, I. Grossmann

引用次数: 1