SBIR Phase I: Integrated Software Tools for Handling Discrete Elements in Large-Scale Nonlinear Optimization

这个小企业创新研究第一阶段项目将解决离散元素存在的大规模非线性优化的挑战。建立在以前的成功与经典的，光滑的非线性优化的集成方法，本研究的目标将是推导和实现大规模的通用方法的非线性优化（i）整数值决策变量通过分支定界方法，和（ii）互补约束使用直接惩罚的方法。 预期的应用将包括工程问题，如过程综合，网络规划，最佳功率流，集成电路设计，以及决策问题等领域的电力容量规划和战略投标。该研究的商业潜力将通过对提议公司当前非线性优化软件的用户贡献的真实的应用程序进行测试来证明。

This Small Business Innovation Research Phase I project will address the challenges of large-scale nonlinear optimization in the presence of discrete elements. Building on previous success with an integrated approach to classical, smooth nonlinear optimization, the goal of this research will be to derive and implement large-scale general-purpose methods for nonlinear optimization over (i ) integer-valued decision variables via a branch-and-bound approach, and (ii ) complementarity constraints using a direct penalty approach. Anticipated applications will encompass engineering problems such as process synthesis, network planning, optimal power flow, and integrated circuit design, as well as decision problems in such areas as power capacity planning and strategic bidding. The commercial potential of the research will be demonstrated by tests on real applications contributed by users of the proposing company's current nonlinear optimization software.