An efficient algorithm for multi-dimensional nonlinear knapsack problems

Multi-dimensional nonlinear knapsack problem is a bounded nonlinear integer programming problem that maximizes a separable nondecreasing function subject to multiple separable nondecreasing constraints. This problem is often encountered in resource allocation, industrial planning and computer network. In this paper, a new convergent Lagrangian dual method was proposed for solving this problem. Cutting plane method was used to solve the dual problem and to compute the Lagrangian bounds of the primal problem. In order to eliminate the duality gap and thus to guarantee the convergence of the algorithm, domain cut technique was employed to remove certain integer boxes and partition the revised domain to a union of integer boxes. Extensive computational results show that the proposed method is efficient for solving large-scale multi-dimensional nonlinear knapsack problems. Our numerical results also indicate that the cutting plane method significantly outperforms the subgradient method as a dual search procedure.

A Hybrid Dynamic Programming Method for Concave Resource Allocation Problems

Concave resource allocation problem is an integer programming problem of minimizing a nonincreasing concave function subject to a convex nondecreasing constraint and bounded integer variables. This class of problems are encountered in optimization models involving economies of scale. In this paper, a new hybrid dynamic programming method was proposed for solving concave resource allocation problems. A convex underestimating function was used to approximate the objective function and the resulting convex subproblem was solved with dynamic programming technique after transforming it into a 0-1 linear knapsack problem. To ensure the convergence, monotonicity and domain cut technique was employed to remove certain integer boxes and partition the revised domain into a union of integer boxes. Computational results were given to show the efficiency of the algorithm.

A gradually descent method for discrete global optimization

In this paper, a new method named as the gradually descent method was proposed to solve the discrete global optimization problem. With the aid of an auxiliary function, this method enables to convert the problem of finding one discrete minimizer of the objective function f to that of finding another at each cycle. The auxiliary function can ensure that a point, except a prescribed point, is not its integer stationary point if the value of objective function at the point is greater than the scalar which is chosen properly. This property leads to a better minimizer of f found more easily by some classical local search methods. The computational results show that this algorithm is quite efficient and reliable for solving nonlinear integer programming problems.

Component reallocation and system replacement maintenance based on availability and cost in series systems

Component reallocation(CR)is receiving increasing attention in many engineering systems with functionally interchangeable and unbalanced degradation components.This paper studies a CR and system replacement maintenance policy of series repairable systems,which undergoes minimal repairs for each emergency failure of components,and considers constant downtime and cost of minimal repair,CR and system replacement.Two binary mixed integer nonlinear programming models are respectively established to determine the assignment of CR,and the uptime right before CR and system replacement with the objective of minimizing the system average maintenance cost and maximizing the system availability.Further,we derive the optimal uptime right before system replacement with maximization of the system availability,and then give the relationship between the system availability and the component failure rate.Finally,numerical examples show that the CR and system replacement maintenance policy can effectively reduce the system average maintenance cost and improve the system availability,and further give the sensitivity analysis and insights of the CR and system replacement maintenance policy.

Decision-making model for risk management of cascade hydropower stations

In a medium-term electricity market,in order to reduce the risks of price and inflow uncertainties, the cascade hydropower stations may use the options contract with electricity supply companies. A profit-based model for risk management of cascade hydropower stations in the medium-term electricity market is presented. The objective function is profit maximization of cascade hydropower stations. In order to avoid the risks of price and inflow uncertainties, two different risk-aversion constraints: a minimum profit constraint and a minimum conditional value-at-risk, are introduced in the model. In addition, the model takes into account technology constraints of the generating units, which includes reservoir flow balance, reservoir capacity limits, water discharge constraints, etc. The model is formulated as a mixed integer nonlinear programming problem. Because the search space of the solution is very large, a genetic algorithm is used to deal with the problem.

Discrete Global Optimization Problems with a Modified Discrete Filled Function

This paper considers discrete global optimization problems.The traditional definition of the discrete filled function is modified in this paper.Based on the modified definition,a new discrete filled function is presented and an algorithm for discrete global optimization is developed from the discrete filled function.Numerical experiments reported in this paper on several test problems with up to 200 variables have demonstrated the efficiency of the algorithm.

New Tunnel-Filled Function Method for Discrete Global Optimization

In this paper,a new transformation function was proposed for finding global minimizer of discrete optimization problems.We proved that under some general assumptions the new transformation function possesses the properties of both the tunneling functions and the filled functions.Only one parameter was included in the proposed function,and it can be adjusted easily in the realization.Numerical results demonstrate the effectiveness of the proposed method.