On the optimal design of water distribution networks: a practical MINLP approach

We propose a practical solution method for real-world instances of a water-network optimization problem with fixed topology using a nonconvex continuous NLP (NonLinear Programming) relaxation and a MINLP (Mixed Integer NonLinear Programming) search. Our approach employs a relatively simple and accurate model that pays some attention to the requirements of the solvers that we employ. Our view is that in doing so, with the goal of calculating only good feasible solutions, complicated algorithmics can be confined to the MINLP solver. We report successful computational experience using available open-source MINLP software on problems from the literature and on difficult real-world instances. An important contribution of this paper is that the solutions obtained, besides being low cost, are immediately usable in practice because they are characterized by an allocation of diameters to pipes that leads to a correct hydraulic operation of the network. This is not the case for most of the other methods presented in the literature.     

An adaptive radial basis algorithm (ARBF) for expensive black-box mixed-integer constrained global optimization

Response surface methods based on kriging and radial basis function (RBF) interpolation have been successfully applied to solve expensive, i.e. computationally costly, global black-box nonconvex optimization problems. In this paper we describe extensions of these methods to handle linear, nonlinear, and integer constraints. In particular, algorithms for standard RBF and the new adaptive RBF (ARBF) are described. Note, however, while the objective function may be expensive, we assume that any nonlinear constraints are either inexpensive or are incorporated into the objective function via penalty terms. Test results are presented on standard test problems, both nonconvex problems with linear and nonlinear constraints, and mixed-integer nonlinear problems (MINLP). Solvers in the TOMLAB Optimization Environment () have been compared, specifically the three deterministic derivative-free solvers rbfSolve, ARBFMIP and EGO with three derivative-based mixed-integer nonlinear solvers, OQNLP, MINLPBB and MISQP, as well as the GENO solver implementing a stochastic genetic algorithm. Results show that the deterministic derivative-free methods compare well with the derivative-based ones, but the stochastic genetic algorithm solver is several orders of magnitude too slow for practical use. When the objective function for the test problems is costly to evaluate, the performance of the ARBF algorithm proves to be superior.     

Optimal design and dispatch of a system of diesel generators,photovoltaics and batteries for remote locations

Renewable energy technologies, specifically, solar photovoltaic cells, combined with battery storage and diesel generators, form a hybrid system capable of independently powering remote locations, i.e., those isolated from larger grids. If sized correctly, hybrid systems reduce fuel consumption compared to diesel generator-only alternatives. We present an optimization model for establishing a hybrid power design and dispatch strategy for remote locations, such as a military forward operating base, that models the acquisition of different power technologies as integer variables and their operation using nonlinear expressions. Our cost-minimizing, nonconvex, mixed-integer, nonlinear program contains a detailed battery model. Due to its complexities, we present linearizations, which include exact and convex under-estimation techniques, and a heuristic, which determines an initial feasible solution to serve as a “warm start” for the solver. We determine, in a few hours at most, solutions within 5% of optimality for a candidate set of technologies; these solutions closely resemble those from the nonlinear model. Our instances contain real data spanning a yearly horizon at hour fidelity and demonstrate that a hybrid system could reduce fuel consumption by as much as 50% compared to a generator-only solution.     

Review of Nonlinear Mixed-Integer and Disjunctive Programming Techniques

This paper has as a major objective to present a unified overview and derivation of mixed-integer nonlinear programming (MINLP) techniques, Branch and Bound, Outer-Approximation, Generalized Benders and Extended Cutting Plane methods, as applied to nonlinear discrete optimization problems that are expressed in algebraic form. The solution of MINLP problems with convex functions is presented first, followed by a brief discussion on extensions for the nonconvex case. The solution of logic based representations, known as generalized disjunctive programs, is also described. Theoretical properties are presented, and numerical comparisons on a small process network problem.     

Optimal acquisition policy with quantity discounts and uncertain demands

We study the acquisition policy decision problem for a supply network involving one manufacturer and multiple suppliers. The manufacturer produces multiple products under uncertain demands and each supplier provides price discounts. The problem is to determine the manufacturer's acquisition policy and production levels so as to maximise the manufacturer's expected profit, subject to both the manufacturer's and suppliers’ capacities. We present a mixed integer nonlinear programming (MINLP) formulation of the problem, for both single- and multiple-sourcing procurement policies. General algebraic modeling system (GAMS) and its solvers, combining external integration functions, are employed to solve the complex MINLP problem. The preliminary computation results and managerial analysis are reported.     

Connected Vehicle-Based Traffic Signal Coordination

This study presents a connected vehicles (CVs)-based traffic signal optimization framework for a coordinated arterial corridor. The signal optimization and coordination problem are first formulated in a centralized scheme as a mixed-integer nonlinear program (MINLP). The optimal phase durations and offsets are solved together by minimizing fuel consumption and travel time considering an individual vehicle’s trajectories. Due to the complexity of the model, we decompose the problem into two levels: an intersection level to optimize phase durations using dynamic programming (DP), and a corridor level to optimize the offsets of all intersections. In order to solve the two-level model, a prediction-based solution technique is developed. The proposed models are tested using traffic simulation under various scenarios. Compared with the traditional actuated signal timing and coordination plan, the signal timing plans generated by solving the MINLP and the two-level model can reasonably improve the signal control performance. When considering varies vehicle types under high demand levels, the proposed two-level model reduced the total system cost by 3.8% comparing to baseline actuated plan. MINLP reduced the system cost by 5.9%. It also suggested that coordination scheme was beneficial to corridors with relatively high demand levels. For intersections with major and minor street, coordination conducted for major street had little impacts on the vehicles at the minor street.     

Optimal Operation of Integrated Heat and Electricity Systems: A Tightening McCormick Approach

Combined heat and electricity operation with variable mass flow rates promotes flexibility, economy, and sustainability through synergies between electric power systems (EPSs) and district heating systems (DHSs). Such combined operation presents a highly nonlinear and nonconvex optimization problem, mainly due to the bilinear terms in the heat flow model—that is, the product of the mass flow rate and the nodal temperature. Existing methods, such as nonlinear optimization, generalized Benders decomposition, and convex relaxation, still present challenges in achieving a satisfactory performance in terms of solution quality and computational efficiency. To resolve this problem, we herein first reformulate the district heating network model through an equivalent transformation and variable substitution. The reformulated model has only one set of nonconvex constraints with reduced bilinear terms, and the remaining constraints are linear. Such a reformulation not only ensures optimality, but also accelerates the solving process. To relax the remaining bilinear constraints, we then apply McCormick envelopes and obtain an objective lower bound of the reformulated model. To improve the quality of the McCormick relaxation, we employ a piecewise McCormick technique that partitions the domain of one of the variables of the bilinear terms into several disjoint regions in order to derive strengthened lower and upper bounds of the partitioned variables. We propose a heuristic tightening method to further constrict the strengthened bounds derived from the piecewise McCormick technique and recover a nearby feasible solution. Case studies show that, compared with the interior point method and the method implemented in a global bilinear solver, the proposed tightening McCormick method quickly solves the heat–electricity operation problem with an acceptable feasibility check and optimality.     

CO-EVOLUTIONARY HYBRID DIFFERENTIAL EVOLUTION FOR MIXED-INTEGER OPTIMIZATION PROBLEMS

Evolutionary algorithms are promising candidates for obtaining the global optimum. Hybrid differential evolution is one or the evolutionary algorithms, which has been successfully applied to many real-world nonlinear programming problems. This paper proposes a co-evolutionary hybrid differential evolution to solve mixed-integer nonlinear programming (MINLP) problems. The key ingredients of the algorithm consist of an integer-valued variable evolution and a real-valued variable co-evolution, so that the algorithm can be used to solve MINLP problems or pure integer programming problems. Furthermore, the algorithm combines a local search heuristic (called acceleration) and a widespread search heuristic (called migration) to promote the search for a global optimum. Some numerical examples are tested to illustrate the performance of the proposed algorithm. Numerical examples show that the proposed algorithm converges to better solutions than the conventional MINLP optimization methods     

The MINLP optimization approach to structural synthesis. Part I: A general view on simultaneous topology and parameter optimization

This paper presents the Mixed-Integer Non-linear Programming (MINLP) optimization approach to structural synthesis. Non-linear continuous/discrete non-convex problems of structural synthesis are proposed to be solved by means of simultaneous topology, parameter and standard dimension optimization. Part I of this three-part series of papers contains a general view of the MINLP approach to simultaneous topology and continuous parameter optimization. The MINLP optimization approach is performed through three steps. The first one includes the generation of a mechanical superstructure of different topology alternatives, the second one involves the development of an MINLP model formulation and the last one consists of a solution for the formulated MINLP problem. Some MINLP methods are also presented. A Modified OA/ER algorithm is applied to solve the MINLP problem and a simple example of a multiple cantilever beam is given to demonstrate the steps of the proposed MINLP optimization approach. As simultaneous optimization, extended to include also standard dimensions, requires additional effort, the development of suitable strategies to carry out the optimization is further discussed in Part II. The modelling of MINLP superstructures and the topology and parameter optimization of roller and sliding hydraulic steel gate structures are shown in Part III of the paper. An example of the synthesis of an already erected roller gate, i.e. the Intake Gate of Aswan II in Egypt, is presented as a comparative design research work. © 1998 John Wiley & Sons, Ltd.     

A nonlinear programming technique to compute a tight lower bound for the real structured singular value

The real structured singular value (RSSV, or real μ) is a useful measure to analyze the robustness of linear systems subject to structured real parametric uncertainty, and surely a valuable design tool for the control systems engineers. We formulate the RSSV problem as a nonlinear programming problem and use a new computation technique, F-modified subgradient (F-MSG) algorithm, for its lower bound computation. The F-MSG algorithm can handle a large class of nonconvex optimization problems and requires no differentiability. The RSSV computation is a well known NP hard problem. There are several approaches that propose lower and upper bounds for the RSSV. However, with the existing approaches, the gap between the lower and upper bounds is large for many problems so that the benefit arising from usage of RSSV is reduced significantly. Although the F-MSG algorithm aims to solve the nonconvex programming problems exactly, its performance depends on the quality of the standard solvers used for solving subproblems arising at each iteration of the algorithm. In the case it does not find the optimal solution of the problem, due to its high performance, it practically produces a very tight lower bound. Considering that the RSSV problem can be discontinuous, it is found to provide a good fit to the problem. We also provide examples for demonstrating the validity of our approach.     

Mixed Variable Optimization of a Load-Bearing Thermal Insulation System Using a Filter Pattern Search Algorithm

This paper describes the optimization of a load-bearing thermal insulation system characterized by hot and cold surfaces with a series of heat intercepts and insulators between them. The optimization problem is represented as a mixed variable programming (MVP) problem with nonlinear constraints, in which the objective is to minimize the power required to maintain the heat intercepts at fixed temperatures so that one surface is kept sufficiently cold. MVP problems are more general than mixed integer nonlinear programming (MINLP) problems in that the discrete variables are categorical; i.e., they must always take on values from a predefined enumerable set or list. Thus, traditional approaches that use branch and bound techniques cannot be applied.In a previous paper, a linearly constrained version of this problem was solved numerically using the Audet-Dennis generalized pattern search (GPS) method for MVP problems. However, this algorithm may not work for problems with general nonlinear constraints. A new algorithm that extends that of Audet and Dennis by incorporating a filter to handle nonlinear constraints makes it possible to solve the more general problem. Additional nonlinear constraints on stress, mass, and thermal contraction are added to that of the previous work in an effort to find a more realistic feasible design. Several computational experiments show a substantial improvement in power required to maintain the system, as compared to the previous literature. The addition of the new constraints leads to a very different design without significantly changing the power required. The results demonstrate that the new algorithm can be applied to a very broad class of optimization problems, for which no previous algorithm with provable convergence results could be applied.     

Comparison of two non-convex mixed-integer nonlinear programming algorithms applied to autoregressive moving average model structure and parameter estimation

In this article, the stochastic modelling approach proposed by Box and Jenkins is treated as a mixed-integer nonlinear programming (MINLP) problem solved with a mesh adaptive direct search and a real-coded genetic class of algorithms. The aim is to estimate the real-valued parameters and non-negative integer, correlated structure of stationary autoregressive moving average (ARMA) processes. The maximum likelihood function of the stationary ARMA process is embedded in Akaike's information criterion and the Bayesian information criterion, whereas the estimation procedure is based on Kalman filter recursions. The constraints imposed on the objective function enforce stability and invertibility. The best ARMA model is regarded as the global minimum of the non-convex MINLP problem. The robustness and computational performance of the MINLP solvers are compared with brute-force enumeration. Numerical experiments are done for existing time series and one new data set.     

Design and dispatch optimization of a solid-oxide fuel cell assembly for unconventional oil and gas production

This paper presents design and dispatch optimization models of a solid-oxide fuel cell (SOFC) assembly for unconventional oil and gas production. Fuel cells are galvanic cells which electrochemically convert hydrocarbon-based fuels to electricity. The Geothermic Fuel Cell (GFC) concept involves utilizing heat from fuel cells during electricity generation to provide thermal energy required to pyrolyze kerogen into a mixture of oil, hydrocarbon gas and carbon-rich shale coke. We formulate a continuous, non-convex nonlinear program (NLP) in A Mathematical Programming Language (AMPL) to analyze the techno-economic characteristics of the GFC system. The problem is separated into a design model \(({{\mathcal {D}}})\) and a dispatch model \(({{\mathcal {O}}})\). The GFC design problem determines the size and configuration of a single heater well. Specifically, we optimize the heater length and number of SOFC stacks in each assembly such that the maximum volume of oil shale is heated per well. Using the resulting design from \(({{\mathcal {D}}})\), the dispatch model \(({{\mathcal {O}}})\) determines daily GFC operating conditions through variation in electric current, fuel utilization, and stoics of excess air. We optimize the system operating costs and the combined-heat-and-power efficiency, subject to geology heating demands, auxiliary component electric power demands and GFC system performance characteristics. Solutions to the design and dispatch problems are obtained using the IPOPT and KNITRO solvers. A case study shows that the optimal well-head cost of oil and gas produced using the GFC technology is about $39 bbl\(^{-1}\), which is comparable to that from other unconventional crude oil extraction techniques. The optimal dispatch strategy results in a maximum heating efficiency of 43% and a combined-heat-and-power efficiency of 79%. The Geothermic Fuel Cell’s performance is better than current in situ upgrading technologies that rely on electricity supplied from the grid at generation-and-transmission efficiencies near 33%.     

Efficiently solving linear bilevel programming problems using off-the-shelf optimization software

Many optimization models in engineering are formulated as bilevel problems. Bilevel optimization problems are mathematical programs where a subset of variables is constrained to be an optimal solution of another mathematical program. Due to the lack of optimization software that can directly handle and solve bilevel problems, most existing solution methods reformulate the bilevel problem as a mathematical program with complementarity conditions (MPCC) by replacing the lower-level problem with its necessary and sufficient optimality conditions. MPCCs are single-level non-convex optimization problems that do not satisfy the standard constraint qualifications and therefore, nonlinear solvers may fail to provide even local optimal solutions. In this paper we propose a method that first solves iteratively a set of regularized MPCCs using an off-the-shelf nonlinear solver to find a local optimal solution. Local optimal information is then used to reduce the computational burden of solving the Fortuny-Amat reformulation of the MPCC to global optimality using off-the-shelf mixed-integer solvers. This method is tested using a wide range of randomly generated examples. The results show that our method outperforms existing general-purpose methods in terms of computational burden and global optimality.     

Global Optimization of Nonlinear Blend-Scheduling Problems

The scheduling of gasoline-blending operations is an important problem in the oil refining industry. This problem not only exhibits the combinatorial nature that is intrinsic to scheduling problems, but also non-convex nonlinear behavior, due to the blending of various materials with different quality properties. In this work, a global optimization algorithm is proposed to solve a previously published continuous-time mixed-integer nonlinear scheduling model for gasoline blending. The model includes blend recipe optimization, the distribution problem, and several important operational features and constraints. The algorithm employs piecewise McCormick relaxation (PMCR) and normalized multiparametric disaggregation technique (NMDT) to compute estimates of the global optimum. These techniques partition the domain of one of the variables in a bilinear term and generate convex relaxations for each partition. By increasing the number of partitions and reducing the domain of the variables, the algorithm is able to refine the estimates of the global solution. The algorithm is compared to two commercial global solvers and two heuristic methods by solving four examples from the literature. Results show that the proposed global optimization algorithm performs on par with commercial solvers but is not as fast as heuristic approaches.     

考虑运输速度和碳排放的易腐食品供应链网络优化研究

针对易腐食品供应链网络的特征,将运输速度、腐败率考虑在内,建立了一个混合整数非线性（MINLP）模型,利用YALMIP软件求解以达到使整个供应链总成本最少和碳排放量尽量少的目的。最后,通过算例分析证明该模型的可行性,得出碳排放量与车速相关及车辆的最佳运输速度,并利用灵敏度分析,揭示碳单位价格和腐败率的变化对整个供应链的影响。     

燃料电池分布式供能技术发展现状与展望

燃料电池作为一种清洁高效的发电方式,兼具效率高、排放低、安全无噪音等优点,是分布式供能领域的一项重要技术。燃料电池既可以利用传统煤炭、天然气,也可以融合可再生能源实现削峰填谷。在传统煤电领域,散煤的利用是环境污染的重要来源,通过直接碳燃料电池技术,有望解决散煤利用效率低下、污染严重的问题。联合天然气管网,基于燃料电池的微型热电联供系统可实现能源的梯级利用,相比传统的热电分供模式可大大提高能源利用效率。同时,电解池作为燃料电池的逆过程,可将可再生能源富余电力转化为化学能进行储存,实现"三弃"电力的有效转化,在可再生能源的分布式供应系统中具有广阔的发展前景。     

A flower pollination algorithm for the double-floor corridor allocation problem†

This research explores the double-floor corridor allocation problem (DFCAP), which deals with the optimal arrangement of departments over two floors and then place them along both sides against a corridor. This problem is a natural extension of the corridor allocation problem (CAP) to additional floors; the layout of each floor can be regarded as an approximately independent CAP. The DFCAP is commonly observed in manufacturing and service buildings. In this study, a mixed-integer programming formulation for the DFCAP is developed, and it is able to reduce to the classical CAP model. Then a novel flower pollination algorithm is provided, which is discretised using swap pair set approach to solve the considered DFCAP. In addition, to ameliorate the algorithm, three constructive heuristic rules are developed to produce a reasonably good initial population; meanwhile, a variable neighbourhood search structure is presented to prevent prematurity in arrival at a poor local solution. Finally, several instances for the DFCAP with a size of 9?≤?n?≤?80 are employed in the algorithms, as well as in mixed-integer non-linear programming (MINLP) formulations, which are solved with GUROBI 7.0.1. Moreover, the above-mentioned instances are utilized to show that the proposed algorithm performs better in comparison to the state-of-the-art optimization algorithms.     

Parametric Optimization of Hybrid Car Engines

We consider the problem of optimal design of hybrid car engines which combine thermal and electric power. The optimal configuration of the different motors composing the hybrid system involves the choice of certain design parameters. For a given configuration, the goal is to minimize the fuel consumption along a trajectory. This is an optimal control problem with one state variable.The simultaneous optimization of design parameters and trajectories can be formulated as a bilevel optimization problem. The lower level computes the optimal control for a given architecture. The higher level seeks for the optimal design parameters by solving a nonconvex nonsmooth optimization problem with a bundle method.     

A Novel Continuous-Time Modeling and Optimization Framework for Well Platform Planning Problems

The long-term planning problem for integrated gas field development is investigated. The key decisions involve both design of the production and transportation network structure and operation of the gas fields over time. A novel continuous-time modeling and optimization approach is proposed, which introduces the concept of event points and allows the well platforms to come online at potentially any time within the continuous horizon under consideration. A two-level formulation and solution framework is developed to take into account complicated economic calculations and results in mixed-integer nonlinear programming (MINLP) problems. As compared with the discrete-time model, the proposed approach leads to more compact mathematical models and significant reduction of the size of the resulting MINLP problems. Even though, the proposed approach in its current form cannot guarantee convergence to the optimal solution, computational results show that this approach can reduce the computational efforts required substantially and solve problems that are intractable for the discrete-time model.