Using functional programming to recognize named structure in an optimization problem: Application to pooling

Using functional programming to recognize named structure in an optimization problem: Application to pooling
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使用函数式编程识别优化问题中的命名结构:在池化中的应用

DOI:
10.1002/aic.15308
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发表时间:
2016
期刊:
影响因子:
3.7
通讯作者:
Ceccon F
Ceccon F
中科院分区:
工程技术3区
文献类型:
--
作者:
Ceccon F

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分支切割优化求解器通常应用通用算法(例如切割平面或原始启发式)来提高许多数学优化问题的性能。但求解器软件接收输入优化问题作为不包含结构信息的方程和约束向量。本文提出使用函数式编程的模式匹配功能自动检测命名的特殊结构。具体来说,我们推导了混合整数非线性优化问题中与工业相关的非凸非线性池化问题,并表明我们可以揭示非池化问题的优化问题中的池化结构。之前的工作表明,预处理启发式可以找到网络结构;我们证明我们还可以检测非线性池化模式。查找命名结构使我们能够将针对命名结构开发的切割平面或原始启发法应用于一般优化问题。为了演示识别算法,我们使用识别的结构将原始启发式应用于标准池问题的测试集。 © 2016 作者 AIChE 期刊由 Wiley periodicals, Inc. 代表美国化学工程师学会出版 AIChE J, 62: 3085–3095, 2016
Branch‐and‐cut optimization solvers typically apply generic algorithms, e.g., cutting planes or primal heuristics, to expedite performance for many mathematical optimization problems. But solver software receives an input optimization problem as vectors of equations and constraints containing no structural information. This article proposes automatically detecting named special structure using the pattern matching features of functional programming. Specifically, we deduce the industrially‐relevant nonconvex nonlinear Pooling Problem within a mixed‐integer nonlinear optimization problem and show that we can uncover pooling structure in optimization problems which are not pooling problems. Previous work has shown that preprocessing heuristics can find network structures; we show that we can additionally detect nonlinear pooling patterns. Finding named structures allows us to apply, to generic optimization problems, cutting planes or primal heuristics developed for the named structure. To demonstrate the recognition algorithm, we use the recognized structure to apply primal heuristics to a test set of standard pooling problems. © 2016 The Authors AIChE Journal published by Wiley Periodicals, Inc. on behalf of American Institute of Chemical EngineersAIChE J, 62: 3085–3095, 2016
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