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See detailFeasibility-oriented Branching Strategies for Global Optimization
Gerard, Damien ULg; Köppe, Matthias; Louveaux, Quentin ULg

E-print/Working paper (2016)

We study the spatial Brand-and-Bound algorithm for the global optimization of nonlinear problems. In particular we are interested in a method to find quickly good feasible solutions. Most spatial Branch ... [more ▼]

We study the spatial Brand-and-Bound algorithm for the global optimization of nonlinear problems. In particular we are interested in a method to find quickly good feasible solutions. Most spatial Branch-and-Bound-based solvers use a non global solver at a few nodes to try to find better incumbents. We show that it is possible to improve the branching rules and the node priority by exploiting the solutions from the non global solver. We also propose several smart adaptive strategies to choose when to run the non global solver. We show that despite the time spent in solving many more NLP problems in the nodes, the new strategies enable the algorithm to find the first good incumbents faster and to prove the global optimality faster. Numerous easy, medium size as well as hard NLP instances from the Coconut library are benchmarked. All experiments are run using the open source solver Couenne. [less ▲]

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See detailFeasibility-oriented Branching Strategies for Global Optimization
Gerard, Damien ULg; Köppe, Matthias; Louveaux, Quentin ULg

Conference (2015, July 13)

We study the spatial Brand-and-Bound algorithm for the global optimization of nonlinear problems. In particular we are interested in a method to find quickly good feasible solutions. Most spatial Branch ... [more ▼]

We study the spatial Brand-and-Bound algorithm for the global optimization of nonlinear problems. In particular we are interested in a method to find quickly good feasible solutions. Most spatial Branch-and-Bound-based solvers use a non global solver at a few nodes to try to find better incumbents. We show that it is possible to improve the branching rules and the nodes priority by exploiting the solutions from the non global solver. We also propose several smart adaptive strategies to choose when to run the non global solver. We show that despite the time spent in solving many more NLP problems in the nodes, the new strategies enable the algorithm to find the first good incumbents much faster and to prove the global optimality faster. NLP instances from the COCONUT library are benchmarked. All experiments are run using the open source solver Couenne. [less ▲]

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See detailA NLP-MILP iterating algorithm for operational planning in electrical distribution systems
Gerard, Damien ULg; Louveaux, Quentin ULg; Cornélusse, Bertrand ULg

E-print/Working paper (2015)

We consider a class of optimal power flow (OPF) applications where some loads offer a modulation service in exchange for an activation fee. These applications can be modeled as multi-period formulations ... [more ▼]

We consider a class of optimal power flow (OPF) applications where some loads offer a modulation service in exchange for an activation fee. These applications can be modeled as multi-period formulations of the OPF with discrete variables that define mixed-integer non-convex mathematical programs. We focus on the optimization of this Mixed-Integer Non-Linear Programming (MINLP) problem through a separation into a non-linear programming (NLP) and a mixed-integer programming (MIP) component. The NLP is a feasibility problem involving the power flow equations and the flexible loads needs. The MIP is used to choose which flexible loads to activate and in which order. In several papers, the MIP is based on a linearization of the non-linear power flow equations. We compare several variants of the linearization. We propose new formulations based on prior knowledge of the network to improve the decision-making process when the relaxation is inappropriate. We show computationally with many real-world instances that they help find feasible solutions faster than standard MINLP techniques. [less ▲]

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See detailImplémentation d'une méthode de région de confiance pour le diagnostic industriel
Gerard, Damien ULg

Master's dissertation (2011)

Detailed reference viewed: 100 (27 ULg)