Fernanda M.P. Raupp

Integrating nonlinear branch-and-bound and outer approximation for convex Mixed Integer Nonlinear Programming

In this paper, we present a new hybrid algorithm for convex Mixed Integer Nonlinear Programming (MINLP). The proposed hybrid algorithm is an improved version of the classical nonlinear branch-and-bound (BB) procedure, where the enhancements are obtained with the application of the outer approximation algorithm on some nodes of the enumeration tree. The two methods are combined in such a way that each one collaborates to the convergence of the other. Computational experiments with benchmark instances of the MINLP problem show the good performance of the proposed algorithm, which is compared to the outer approximation algorithm, the nonlinear BB algorithm and the hybrid algorithm implemented in the solver Bonmin.

MRP OPTIMIZATION MODEL FOR A PRODUCTION SYSTEM WITH REMANUFACTURING

Science and technology practitioners have been studying how to take economical, social and environmental advantage of industrial residuals and discarded products. In this sense, this paper presents a Material Requirements Planning (MRP) optimization model for a particular production system that, besides manufacturing a final product and its main assembling component, it recovers units of the component from units of the returned product as well. It is assumed that the demand for the final product is independent of the amount of the returned product available, and that the market for the final product is not segmented. Considering that all parameters of the MRP mathematical model have deterministic nature, we prove that this production planning problem is NP-hard. We also show computational experiments with the model using an optimization solver and analyze some possible industrial scenarios, as well.

A stochastic local search algorithm for constrained continuous global optimization

This paper presents a new stochastic local search algorithm known as feasible–infeasible search procedure (FISP) for constrained continuous global optimization. The proposed procedure uses metaheuristic strategies for combinatorial optimization as well as combined strategies for exploring continuous spaces, which are applied to an efficient process in increasingly refined neighborhoods of current points. We show effectiveness and efficiency of the proposed procedure on a standard set of 13 well-known test problems. Furthermore, we compare the performance of FISP with SNOPT (sparse nonlinear optimizer) and with few successful existing stochastic algorithms on the same set of test problems.

Semi-continuous quadratic optimization: existence conditions and duality scheme

In this work, we study the class of problems called semi-continuous optimization, which contains constrained minimization (maximization) problems with lower (upper) semi-continuous objective functions. We show some existence conditions for solutions based on asymptotic techniques, as well as a duality scheme based on the Fenchel–Moreau conjugation specifically applied to semi-continuous problems. Promising results are obtained, when we apply this scheme to minimize quadratic functions (whose Hessians can be symmetric indefinite) over nonempty, closed and convex polyhedral sets.

COMPUTING MAX FLOWS THROUGH CUT NODES

In this work, the presence of cut nodes in a network is exploited to propose a competitive method for the multi-terminal maximum flow problem. The main idea of the method is based on the relation between cut-trees and cut nodes, which is observed in the context of sensitivity analysis on the variation of edges capacities. Computational experiments were conducted with the proposed algorithm, whose results were compared with the ones of Gusfield, for randomly generated and well-known instances of the literature. The numerical results demonstrate the potential of the method for some classes of instances. Moreover, the proposed method was adapted for the single maximum flow problem, but failed to improve existing running times for the very same classes of instances.

PERIODIC REVIEW SYSTEM FOR INVENTORY REPLENISHMENT CONTROL FOR A TWO-ECHELON LOGISTICS NETWORK UNDER DEMAND UNCERTAINTY: A TWO-STAGE STOCHASTIC PROGRAMING APPROACH

Here, we propose a novel methodology for replenishment and control systems for inventories of two-echelon logistics networks using a two-stage stochastic programming, considering periodic review and uncertain demands. In addition, to achieve better customer services, we introduce a variable rationing rule to address quantities of the item in short. The devised models are reformulated into their deterministic equivalent, resulting in nonlinear mixed-integer programming models, which are then approximately linearized. To dealwith the uncertain nature of the item demand levels, we apply a Monte Carlo simulationbased method to generate finite and discrete sets of scenarios. Moreover, the proposed approach does not require restricted assumptions to the behavior of the probabilistic phenomena, as does several existing methods in the literature. Numerical experiments with the proposed approach for randomly generated instances of the problem show results with errors around 1%.

The air transportation hub-and-spoke design problem: comparison between a continuous and a discrete solution method

The hub-and-spoke network design problem, also known as the hub location problem, aims to find the concentration points in a given network flow so that the sum of the distances of the linkages is minimized. In this work, we compare discrete solutions of this problem, given by the branch-and-cut method applied to the p-hub median model, with continuous solutions, given by the hyperbolic smoothing technique applied to a min-sum-min model. Computational experiments for particular instances of the Brazilian air transportation system, with the number of hubs varying from 2 to 8, are conducted with the support of a discretization heuristic and the Voronoi diagram.