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Global optimization algorithms for semi-infinite and generalized semi-infinite programs

机译:半无限和广义半无限程序的全局优化算法

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摘要

The goals of this thesis are the development of global optimization algorithms for semi-infinite and generalized semi-infinite programs and the application of these algorithms to kinetic model reduction. The outstanding issue with semi-infinite programming (SIP) was a methodology that could provide a certificate of global optimality on finite termination for SIP with nonconvex functions participating. We have developed the first methodology that can generate guaranteed feasible points for SIP and provide e-global optimality on finite termination. The algorithm has been implemented in a branch-and-bound (B&B) framework and uses discretization coupled with convexification for the lower bounding problem and the interval constrained reformulation for the upper bounding problem. Within the framework of SIP we have also proposed a number of feasible-point methods that all rely on the same basic principle; the relaxation of the lower-level problem causes a restriction of the outer problem and vice versa. All these methodologies were tested using the Watson test set. It was concluded that the concave overestimation of the SIP constraint using McCormcick relaxations and a KKT treatment of the resulting expression is the most computationally expensive method but provides tighter bounds than the interval constrained reformulation or a concave overestimator of the SIP constraint followed by linearization. All methods can work very efficiently for small problems (1-3 parameters) but suffer from the drawback that in order to converge to the global solution value the parameter set needs to subdivided. Therefore, for problems with more than 4 parameters, intractable subproblems arise very high in the B&B tree and render global solution of the whole problem infeasible.
机译:本文的目标是开发半无限和广义半无限程序的全局优化算法,并将这些算法应用于动力学模型约简。半无限编程(SIP)的未解决问题是一种方法,可以为参与非凸函数的SIP提供有限终止全局最优证书。我们已经开发出了第一种方法,该方法可以为SIP生成有保证的可行点,并提供有限终止时的电子全局最优性。该算法已在分支定界(B&B)框架中实现,并针对下界问题使用离散化与凸化相结合,对上限问题使用间隔约束的重构。在SIP框架内,我们还提出了许多均基于相同基本原理的可行点方法。下层问题的放松导致外部问题的制约,反之亦然。所有这些方法均使用Watson测试仪进行了测试。结论是,使用McCormcick松弛对SIP约束进行凹面高估以及对所得表达式进行KKT处理是计算上最昂贵的方法,但与区间约束的重新公式化或SIP约束的凹面高估然后线性化相比,它提供了更严格的边界。所有方法对于小问题(1-3个参数)都可以非常有效地工作,但存在以下缺点:为了收敛到全局解值,需要对参数集进行细分。因此,对于具有4个以上参数的问题,顽固的子问题在B&B树中非常高地出现,使得无法整体解决整个问题。

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    Lemonidis Panayiotis;

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  • 年度 2008
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  • 原文格式 PDF
  • 正文语种 eng
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