Collaborative Research: Next-Generation Solvers for Mixed-Integer Nonlinear Programs: Structure, Search, and Implementation

协作研究：混合整数非线性程序的下一代求解器：结构、搜索和实现

• 批准号: 0830035
• 负责人: Sven Leyffer
• 金额: $ 10万
• 依托单位: University of Chicago
• 依托单位国家: 美国
• 项目类别: Standard Grant
• 财政年份: 2009
• 资助国家: 美国
• 起止时间: 2009-01-01 至 2012-12-31
• 项目状态: 已结题
• 来源: https://www.nsf.gov/awardsearch/showAward?AWD_ID=0830035&HistoricalAwards=false
• 关键词: Collaborative; Research; Next; Generation; Solvers

Collaborative Research: Next-Generation Solvers for Mixed-Integer Nonlinear Programs: Structure, Search, and ImplementationMany scientific, engineering, and public sector applications involveboth discrete decisions and nonlinear system dynamics that affect theoptimality of the final design. Mixed-integer nonlinear programming(MINLP) optimization problems combine the difficulty of optimizing overdiscrete variable sets with the challenges of handling nonlinearfunctions. MINLP is one of the most flexible modeling paradigmsavailable, and an expanding body of researchers and practitioners,including computer scientists, engineers, economists, statisticians, andoperations managers, are interested in solving large-scale MINLPs.Unfortunately, the wealth of applications that can be accurately modeledby using MINLP is not yet matched by the capability of availablealgorithms and software. This research will address the mismatchbetween natural optimization models and available robust optimizationsolvers, developing and delivering powerful new solvers formixed-integer nonlinear programs. The research thrusts are in three main categories. In the first thrust,the investigators study the structure of fundamental MINLP models,developing preprocessing techniques and strong valid inequalities. Thesecond thrust, search, leverages the results of the structural analysesto design search and partitioning strategies for algorithms. The thirdthrust, implementation, focuses on implementing the resultingalgorithmic frameworks efficiently on modern computational resources.The project has the transformative goal of making MINLP into an area inwhich researchers and practitioners can access robust tools and methodscapable of solving a wide range of important, commonly occurringdecision support problems.

合作研究：下一代混合非线性规划的求解器：结构、搜索和实现许多科学、工程和公共部门的应用都涉及离散决策和非线性系统动力学，它们会影响最终设计的最优性。 混合整数非线性规划（MINLP）优化问题联合收割机结合了优化超离散变量集的困难和处理非线性函数的挑战。 MINLP是最灵活的建模范式之一，越来越多的研究人员和实践者，包括计算机科学家、工程师、经济学家、统计学家和经营管理者，都对解决大规模MINLP问题感兴趣。不幸的是，可以通过使用MINLP精确建模的大量应用还没有与可用算法和软件的能力相匹配。 这项研究将解决自然优化模型和现有的鲁棒优化求解器之间的不匹配，开发和提供强大的新的求解器形式的混合整数非线性规划。研究重点主要分为三大类。 在第一个推力中，研究人员研究基本MINLP模型的结构，开发预处理技术和强有效的不等式。 第二个推力，搜索，利用结构分析的结果来设计算法的搜索和划分策略。 第三个推力，实现，重点是在现代计算资源上有效地实现结果算法框架。该项目的变革目标是使MINLP成为一个研究人员和从业者可以访问强大的工具和方法的领域，能够解决广泛的重要，常见的决策支持问题。