Optimization and Engineering最新文献

This editorial article discusses recent findings in the optimization and engineering for sustainable development. The current Special Issue (SI) of the Optimization and Engineering journal stems from the 2022 Sustainable Development of Energy, Water and Environment Systems Conferences. These events included the 5th South East European, 3rd Latin American, and 17th SDEWES Conferences. Being selected from conference presentations, the papers in SI represent the main topics in optimization approaches that integrate various life-supporting systems discussed during these three events. After careful selection, the current SI accepted ten excellent papers summarized here. These contributions use differentiated modeling approaches and supporting tools, such as P-graph and network-flow modeling, computational fluid dynamics, pinch analysis (PA), and the Geographic Information System. The range of optimization methods includes mixed-integer linear and mixed-integer nonlinear programming (MILP and MINLP), dynamic programming, stochastic optimization, and PA and P-graph extensions.

This paper studies the dual relation between risk-sensitive control and large deviation control of maximizing the probability for out-performing a target for Markov Decision Processes. To derive the desired duality, we apply a non-linear extension of the Krein-Rutman Theorem to characterize the optimal risk-sensitive value and prove that an optimal policy exists which is stationary and deterministic. The right-hand side derivative of this value function is used to characterize the specific targets which make the duality to hold. It is proved that the optimal policy for the “out-performing” probability can be approximated by the optimal one for the risk-sensitive control. The range of the (right-hand, left-hand side) derivative of the optimal risk-sensitive value function plays an important role. Some essential differences between these two types of optimal control problems are presented.

Spreading processes on networks (graphs) have become ubiquitous in modern society with prominent examples such as infections, rumors, excitations, contaminations, or disturbances. Finding the source of such processes based on observations is important and difficult. We abstract the problem mathematically as an optimization problem on graphs. For the deterministic setting we make connections to the metric dimension of a graph and introduce the concept of spread resolving sets. For the stochastic setting we propose a new algorithm combining parameter estimation and experimental design. We discuss well-posedness of the algorithm and show encouraging numerical results on a benchmark library.

We consider the problem of minimizing a function that is a sum of convex agent functions plus a convex common public function that couples them. The agent functions can only be accessed via a subgradient oracle; the public function is assumed to be structured and expressible in a domain specific language (DSL) for convex optimization. We focus on the case when the evaluation of the agent oracles can require significant effort, which justifies the use of solution methods that carry out significant computation in each iteration. To solve this problem we integrate multiple known techniques (or adaptations of known techniques) for bundle-type algorithms, obtaining a method which has a number of practical advantages over other methods that are compatible with our access methods, such as proximal subgradient methods. First, it is reliable, and works well across a number of applications. Second, it has very few parameters that need to be tuned, and works well with sensible default values. Third, it typically produces a reasonable approximate solution in just a few tens of iterations. This paper is accompanied by an open-source implementation of the proposed solver, available at https://github.com/cvxgrp/OSBDO.

Electrochemical recovery of succinic acid is an electricity intensive process with storable feeds and products, making its flexible operation promising for fluctuating electricity prices. We perform experiments of an electrolysis cell and use these to identify a data-driven model. We apply global dynamic optimization using discrete-time Hammerstein–Wiener models to solve the nonconvex offline scheduling problem to global optimality. We detect the method’s high computational cost and propose an adaptive grid refinement algorithm for global optimization (AGRAGO), which uses a wavelet transform of the control time series and a refinement criterion based on Lagrangian multipliers. AGRAGO is used for the automatic optimal allocation of the control variables in the grid to provide a globally optimal schedule within a given time frame. We demonstrate the applicability of AGRAGO while maintaining the high computational expenses of the solution method and detect superior results to uniform grid sampling indicating economic savings of 14.1%.

The design of a household waste collection system must integrate decisions related to planning and control of all related operations, which may generate significant economic impacts to the organization responsible of addressing the problem as well as social impacts to involved communities. This study proposed a mixed integer linear programming model with multiple periods, which aims at designing a household waste collection system for a set of rural islands according to a set of visit patterns with a single barge for a multiple period planning horizon. The proposed model simultaneously optimizes the selection of collection sites or ports for each island and a mainland transfer port to unload the collected household waste along with a set of daily visit sequences associated with the selected ports, while minimizing total waste transportation costs. The proposed model is applied to a particular rural archipelago in southern Chile. The model solution provides an efficient waste collection system design that addresses a current ecological and health problems in the studied area.

Demands for pneumatic-driven soft robots are constantly rising for various applications. However, they are often designed manually due to the lack of systematic methods. Moreover, design-dependent characteristics of pneumatic actuation pose distinctive challenges. This paper provides a compact MATLAB code, named SoRoTop, and its various extensions for designing pneumatic-driven soft robots using topology optimization. The code uses the method of moving asymptotes as the optimizer and builds upon the approach initially presented in Kumar et al. (Struct Multidiscip Optim 61(4):1637–1655, 2020). The pneumatic load is modeled using Darcy’s law with a conceptualized drainage term. Consistent nodal loads are determined from the resultant pressure field using the conventional finite element approach. The robust formulation is employed, i.e., the eroded and blueprint design descriptions are used. A min–max optimization problem is formulated using the output displacements of the eroded and blueprint designs. A volume constraint is imposed on the blueprint design, while the eroded design is used to apply a conceptualized strain energy constraint. The latter constraint aids in attaining optimized designs that can endure the applied load without compromising their performance. Sensitivities required for optimization are computed using the adjoint-variable method. The code is explained in detail, and various extensions are also presented. It is structured into pre-optimization, MMA optimization, and post-optimization operations, each of which is comprehensively detailed. The paper also illustrates the impact of load sensitivities on the optimized designs. SoRoTop is provided in “Appendix A” and is available with extensions in the supplementary material and publicly at https://github.com/PrabhatIn/SoRoTop.

Liberalized electricity markets promise a cost-efficient operation and expansion of power systems but may as well introduce opportunities for strategic gaming for price-making agents. Given the rapid transition of today’s energy systems, unconventional generation and consumption patterns are emerging, presenting new challenges for regulators and policymakers to prevent strategic behavior. The strategic offering of various price-making agents in oligopolistic electricity markets resembles a multi-leader-common-follower game. The decision problem of each agent can be modeled as a bi-level optimization problem, consisting of the strategic agent’s decision problem at the upper-level, and the market clearing at the lower-level. When modeling a multi-leader game, i.e., a set of bi-level optimization problems, the resulting equilibrium problem with equilibrium constraints poses several challenges. Real-life applicability or policy-oriented studies are challenged by the potential multiplicity of equilibria and the difficulty of exhaustively exploring this range of equilibria. In this paper, the range of equilibria is explored by using a novel simultaneous solution method. The proposed solution technique relies on applying Scholtes’ regularization before concatenating the strategic actor’s decision problems’ optimality conditions. Hence, the attained solutions are stationary points with high confidence. In a stylized example, different strategic agents, including an energy storage system, are modeled to capture the asymmetric opportunities they may face when exercising market power. Our analysis reveals that these models’ outcomes may span a broad range, impacting the derived economic metrics significantly.

This paper proposes a distributionally robust joint chance constrained (DRJCC) programming approach to optimize the service network design (SND) problem under demand uncertainty. The distributionally robust method does not need complete distribution information and utilizes restricted historical data knowledge, which is significant in scarce data situations. The joint consideration of chance constraints enables more effective control of event probability, by which network managers can realize the purpose of controlling the overall service level of multi-commodities in a service network. DRJCC optimization can also help decision-makers adjust the network’s conservativeness, robustness, and service rates by setting the probability parameters of the chance constraints. We reformulate the DRJCC model by addressing the corresponding distributionally robust joint chance constraints with the worst-case Conditional Value-at-Risk method and Lagrange duality theory. The model is approximately reformulated as a mixed-integer linear program, which is easier to solve than the mixed-integer semi-definite programming model in existing literature. We also develop two benchmark approaches for comparison: Bonferroni inequality approximation and scenario-based stochastic program. Comparative numerical studies demonstrate the robustness and the validation of the proposed formulations. A case study is conducted to demonstrate the industrial performance of the uncertain SND under the DRJCC formulation. We explore the impact of the confidence level parameter on operational cost and real service level, reveal the general correlation between them. We also extract several risk-averse managerial insights for logistics fleet managers.

In this paper, we propose an augmented Lagrangian method with Backtracking Line Search for solving nonconvex composite optimization problems including both nonlinear equality and inequality constraints. In case the variable spaces are homogeneous, our setting yields a generic nonlinear mathematical programming model. When some variables belong to the real Hilbert space and others to the integer space, one obtains a nonconvex mixed-integer/-binary nonlinear programming model for which the nonconvexity is not limited to the integrality constraints. Together with the formal proof of its iteration complexity, the proposed algorithm is then numerically evaluated to solve a multi-constrained network design problem. Extensive numerical executions on a set of instances extracted from the SNDlib repository are then performed to study its behavior and performance as well as identify potential improvement of this method. Finally, analysis of the results and their comparison against those obtained when solving its convex relaxation using mixed-integer programming solvers are reported.