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ENGINEERING (1225 journals)                  1 2 3 4 5 6 7 | Last

Showing 1 - 200 of 1205 Journals sorted alphabetically
3 Biotech     Open Access   (Followers: 7)
3D Research     Hybrid Journal   (Followers: 19)
AAPG Bulletin     Hybrid Journal   (Followers: 7)
AASRI Procedia     Open Access   (Followers: 14)
Abstract and Applied Analysis     Open Access   (Followers: 3)
Aceh International Journal of Science and Technology     Open Access   (Followers: 2)
ACS Nano     Full-text available via subscription   (Followers: 271)
Acta Geotechnica     Hybrid Journal   (Followers: 7)
Acta Metallurgica Sinica (English Letters)     Hybrid Journal   (Followers: 6)
Acta Polytechnica : Journal of Advanced Engineering     Open Access   (Followers: 2)
Acta Scientiarum. Technology     Open Access   (Followers: 3)
Acta Universitatis Cibiniensis. Technical Series     Open Access  
Active and Passive Electronic Components     Open Access   (Followers: 7)
Adaptive Behavior     Hybrid Journal   (Followers: 11)
Adıyaman Üniversitesi Mühendislik Bilimleri Dergisi     Open Access  
Adsorption     Hybrid Journal   (Followers: 4)
Advanced Engineering Forum     Full-text available via subscription   (Followers: 6)
Advanced Science     Open Access   (Followers: 5)
Advanced Science Focus     Free   (Followers: 4)
Advanced Science Letters     Full-text available via subscription   (Followers: 9)
Advanced Science, Engineering and Medicine     Partially Free   (Followers: 7)
Advanced Synthesis & Catalysis     Hybrid Journal   (Followers: 18)
Advances in Calculus of Variations     Hybrid Journal   (Followers: 2)
Advances in Catalysis     Full-text available via subscription   (Followers: 6)
Advances in Complex Systems     Hybrid Journal   (Followers: 7)
Advances in Engineering Software     Hybrid Journal   (Followers: 27)
Advances in Fuel Cells     Full-text available via subscription   (Followers: 16)
Advances in Fuzzy Systems     Open Access   (Followers: 5)
Advances in Geosciences (ADGEO)     Open Access   (Followers: 12)
Advances in Heat Transfer     Full-text available via subscription   (Followers: 22)
Advances in Magnetic and Optical Resonance     Full-text available via subscription   (Followers: 10)
Advances in Natural Sciences: Nanoscience and Nanotechnology     Open Access   (Followers: 30)
Advances in Operations Research     Open Access   (Followers: 12)
Advances in OptoElectronics     Open Access   (Followers: 5)
Advances in Physics Theories and Applications     Open Access   (Followers: 13)
Advances in Polymer Science     Hybrid Journal   (Followers: 43)
Advances in Porous Media     Full-text available via subscription   (Followers: 5)
Advances in Remote Sensing     Open Access   (Followers: 43)
Advances in Science and Research (ASR)     Open Access   (Followers: 6)
Aerobiologia     Hybrid Journal   (Followers: 2)
African Journal of Science, Technology, Innovation and Development     Hybrid Journal   (Followers: 6)
AIChE Journal     Hybrid Journal   (Followers: 32)
Ain Shams Engineering Journal     Open Access   (Followers: 5)
Akademik Platform Mühendislik ve Fen Bilimleri Dergisi     Open Access   (Followers: 1)
Alexandria Engineering Journal     Open Access   (Followers: 1)
AMB Express     Open Access   (Followers: 1)
American Journal of Applied Sciences     Open Access   (Followers: 28)
American Journal of Engineering and Applied Sciences     Open Access   (Followers: 11)
American Journal of Engineering Education     Open Access   (Followers: 9)
American Journal of Environmental Engineering     Open Access   (Followers: 17)
American Journal of Industrial and Business Management     Open Access   (Followers: 23)
Analele Universitatii Ovidius Constanta - Seria Chimie     Open Access  
Annals of Combinatorics     Hybrid Journal   (Followers: 3)
Annals of Pure and Applied Logic     Open Access   (Followers: 2)
Annals of Regional Science     Hybrid Journal   (Followers: 8)
Annals of Science     Hybrid Journal   (Followers: 7)
Antarctic Science     Hybrid Journal   (Followers: 1)
Applicable Algebra in Engineering, Communication and Computing     Hybrid Journal   (Followers: 2)
Applicable Analysis: An International Journal     Hybrid Journal   (Followers: 1)
Applied Catalysis A: General     Hybrid Journal   (Followers: 6)
Applied Catalysis B: Environmental     Hybrid Journal   (Followers: 18)
Applied Clay Science     Hybrid Journal   (Followers: 5)
Applied Computational Intelligence and Soft Computing     Open Access   (Followers: 12)
Applied Magnetic Resonance     Hybrid Journal   (Followers: 4)
Applied Nanoscience     Open Access   (Followers: 8)
Applied Network Science     Open Access   (Followers: 1)
Applied Numerical Mathematics     Hybrid Journal   (Followers: 5)
Applied Physics Research     Open Access   (Followers: 4)
Applied Sciences     Open Access   (Followers: 3)
Applied Spatial Analysis and Policy     Hybrid Journal   (Followers: 5)
Arabian Journal for Science and Engineering     Hybrid Journal   (Followers: 5)
Archives of Computational Methods in Engineering     Hybrid Journal   (Followers: 5)
Archives of Foundry Engineering     Open Access  
Archives of Thermodynamics     Open Access   (Followers: 8)
Arkiv för Matematik     Hybrid Journal   (Followers: 1)
ASEE Prism     Full-text available via subscription   (Followers: 3)
Asia-Pacific Journal of Science and Technology     Open Access  
Asian Engineering Review     Open Access  
Asian Journal of Applied Science and Engineering     Open Access   (Followers: 1)
Asian Journal of Applied Sciences     Open Access   (Followers: 2)
Asian Journal of Biotechnology     Open Access   (Followers: 8)
Asian Journal of Control     Hybrid Journal  
Asian Journal of Current Engineering & Maths     Open Access  
Asian Journal of Technology Innovation     Hybrid Journal   (Followers: 8)
Assembly Automation     Hybrid Journal   (Followers: 2)
at - Automatisierungstechnik     Hybrid Journal   (Followers: 1)
ATZagenda     Hybrid Journal  
ATZextra worldwide     Hybrid Journal  
Australasian Physical & Engineering Sciences in Medicine     Hybrid Journal   (Followers: 1)
Australian Journal of Multi-Disciplinary Engineering     Full-text available via subscription   (Followers: 2)
Autonomous Mental Development, IEEE Transactions on     Hybrid Journal   (Followers: 9)
Avances en Ciencias e Ingeniería     Open Access  
Balkan Region Conference on Engineering and Business Education     Open Access   (Followers: 1)
Bangladesh Journal of Scientific and Industrial Research     Open Access  
Basin Research     Hybrid Journal   (Followers: 5)
Batteries     Open Access   (Followers: 6)
Bautechnik     Hybrid Journal   (Followers: 1)
Bell Labs Technical Journal     Hybrid Journal   (Followers: 26)
Beni-Suef University Journal of Basic and Applied Sciences     Open Access   (Followers: 4)
BER : Manufacturing Survey : Full Survey     Full-text available via subscription   (Followers: 2)
BER : Motor Trade Survey     Full-text available via subscription   (Followers: 1)
BER : Retail Sector Survey     Full-text available via subscription   (Followers: 2)
BER : Retail Survey : Full Survey     Full-text available via subscription   (Followers: 2)
BER : Survey of Business Conditions in Manufacturing : An Executive Summary     Full-text available via subscription   (Followers: 3)
BER : Survey of Business Conditions in Retail : An Executive Summary     Full-text available via subscription   (Followers: 4)
Bharatiya Vaigyanik evam Audyogik Anusandhan Patrika (BVAAP)     Open Access   (Followers: 1)
Biofuels Engineering     Open Access   (Followers: 1)
Biointerphases     Open Access   (Followers: 1)
Biomaterials Science     Full-text available via subscription   (Followers: 11)
Biomedical Engineering     Hybrid Journal   (Followers: 15)
Biomedical Engineering and Computational Biology     Open Access   (Followers: 14)
Biomedical Engineering Letters     Hybrid Journal   (Followers: 5)
Biomedical Engineering, IEEE Reviews in     Full-text available via subscription   (Followers: 18)
Biomedical Engineering, IEEE Transactions on     Hybrid Journal   (Followers: 34)
Biomedical Engineering: Applications, Basis and Communications     Hybrid Journal   (Followers: 5)
Biomedical Microdevices     Hybrid Journal   (Followers: 9)
Biomedical Science and Engineering     Open Access   (Followers: 4)
Biomedizinische Technik - Biomedical Engineering     Hybrid Journal  
Biomicrofluidics     Open Access   (Followers: 4)
BioNanoMaterials     Hybrid Journal   (Followers: 2)
Biotechnology Progress     Hybrid Journal   (Followers: 39)
Boletin Cientifico Tecnico INIMET     Open Access  
Botswana Journal of Technology     Full-text available via subscription   (Followers: 1)
Boundary Value Problems     Open Access   (Followers: 1)
Brazilian Journal of Science and Technology     Open Access   (Followers: 2)
Broadcasting, IEEE Transactions on     Hybrid Journal   (Followers: 10)
Bulletin of Canadian Petroleum Geology     Full-text available via subscription   (Followers: 14)
Bulletin of Engineering Geology and the Environment     Hybrid Journal   (Followers: 14)
Bulletin of the Crimean Astrophysical Observatory     Hybrid Journal  
Cahiers, Droit, Sciences et Technologies     Open Access  
Calphad     Hybrid Journal  
Canadian Geotechnical Journal     Hybrid Journal   (Followers: 30)
Canadian Journal of Remote Sensing     Full-text available via subscription   (Followers: 44)
Case Studies in Engineering Failure Analysis     Open Access   (Followers: 7)
Case Studies in Thermal Engineering     Open Access   (Followers: 5)
Catalysis Communications     Hybrid Journal   (Followers: 6)
Catalysis Letters     Hybrid Journal   (Followers: 2)
Catalysis Reviews: Science and Engineering     Hybrid Journal   (Followers: 8)
Catalysis Science and Technology     Free   (Followers: 8)
Catalysis Surveys from Asia     Hybrid Journal   (Followers: 3)
Catalysis Today     Hybrid Journal   (Followers: 7)
CEAS Space Journal     Hybrid Journal   (Followers: 2)
Cellular and Molecular Neurobiology     Hybrid Journal   (Followers: 3)
Central European Journal of Engineering     Hybrid Journal   (Followers: 1)
CFD Letters     Open Access   (Followers: 6)
Chaos : An Interdisciplinary Journal of Nonlinear Science     Hybrid Journal   (Followers: 2)
Chaos, Solitons & Fractals     Hybrid Journal   (Followers: 3)
Chinese Journal of Catalysis     Full-text available via subscription   (Followers: 2)
Chinese Journal of Engineering     Open Access   (Followers: 2)
Chinese Science Bulletin     Open Access   (Followers: 1)
Ciencia e Ingenieria Neogranadina     Open Access  
Ciencia en su PC     Open Access   (Followers: 1)
Ciencias Holguin     Open Access   (Followers: 1)
CienciaUAT     Open Access  
Cientifica     Open Access  
CIRP Annals - Manufacturing Technology     Full-text available via subscription   (Followers: 11)
CIRP Journal of Manufacturing Science and Technology     Full-text available via subscription   (Followers: 14)
City, Culture and Society     Hybrid Journal   (Followers: 24)
Clay Minerals     Full-text available via subscription   (Followers: 10)
Clean Air Journal     Full-text available via subscription   (Followers: 2)
Coal Science and Technology     Full-text available via subscription   (Followers: 3)
Coastal Engineering     Hybrid Journal   (Followers: 11)
Coastal Engineering Journal     Hybrid Journal   (Followers: 5)
Coatings     Open Access   (Followers: 4)
Cogent Engineering     Open Access   (Followers: 2)
Cognitive Computation     Hybrid Journal   (Followers: 4)
Color Research & Application     Hybrid Journal   (Followers: 2)
COMBINATORICA     Hybrid Journal  
Combustion Theory and Modelling     Hybrid Journal   (Followers: 14)
Combustion, Explosion, and Shock Waves     Hybrid Journal   (Followers: 13)
Communications Engineer     Hybrid Journal   (Followers: 1)
Communications in Numerical Methods in Engineering     Hybrid Journal   (Followers: 2)
Components, Packaging and Manufacturing Technology, IEEE Transactions on     Hybrid Journal   (Followers: 28)
Composite Interfaces     Hybrid Journal   (Followers: 7)
Composite Structures     Hybrid Journal   (Followers: 280)
Composites Part A : Applied Science and Manufacturing     Hybrid Journal   (Followers: 206)
Composites Part B : Engineering     Hybrid Journal   (Followers: 259)
Composites Science and Technology     Hybrid Journal   (Followers: 200)
Comptes Rendus Mécanique     Full-text available via subscription   (Followers: 2)
Computation     Open Access  
Computational Geosciences     Hybrid Journal   (Followers: 15)
Computational Optimization and Applications     Hybrid Journal   (Followers: 7)
Computational Science and Discovery     Full-text available via subscription   (Followers: 2)
Computer Applications in Engineering Education     Hybrid Journal   (Followers: 8)
Computer Science and Engineering     Open Access   (Followers: 19)
Computers & Geosciences     Hybrid Journal   (Followers: 30)
Computers & Mathematics with Applications     Full-text available via subscription   (Followers: 7)
Computers and Electronics in Agriculture     Hybrid Journal   (Followers: 5)
Computers and Geotechnics     Hybrid Journal   (Followers: 11)
Computing and Visualization in Science     Hybrid Journal   (Followers: 6)
Computing in Science & Engineering     Full-text available via subscription   (Followers: 33)
Conciencia Tecnologica     Open Access  
Concurrent Engineering     Hybrid Journal   (Followers: 3)
Continuum Mechanics and Thermodynamics     Hybrid Journal   (Followers: 8)
Control and Dynamic Systems     Full-text available via subscription   (Followers: 9)
Control Engineering Practice     Hybrid Journal   (Followers: 43)
Control Theory and Informatics     Open Access   (Followers: 8)
Corrosion Science     Hybrid Journal   (Followers: 25)
Corrosion Series     Full-text available via subscription   (Followers: 6)
CT&F Ciencia, Tecnologia y Futuro     Open Access   (Followers: 1)

        1 2 3 4 5 6 7 | Last

Journal Cover Computational Optimization and Applications
  [SJR: 1.481]   [H-I: 54]   [7 followers]  Follow
   Hybrid Journal Hybrid journal (It can contain Open Access articles)
   ISSN (Print) 1573-2894 - ISSN (Online) 0926-6003
   Published by Springer-Verlag Homepage  [2351 journals]
  • An implicit filtering algorithm for derivative-free multiobjective
           optimization with box constraints
    • Authors: G. Cocchi; G. Liuzzi; A. Papini; M. Sciandrone
      Pages: 267 - 296
      Abstract: This paper is concerned with the definition of new derivative-free methods for box constrained multiobjective optimization. The method that we propose is a non-trivial extension of the well-known implicit filtering algorithm to the multiobjective case. Global convergence results are stated under smooth assumptions on the objective functions. We also show how the proposed method can be used as a tool to enhance the performance of the Direct MultiSearch (DMS) algorithm. Numerical results on a set of test problems show the efficiency of the implicit filtering algorithm when used to find a single Pareto solution of the problem. Furthermore, we also show through numerical experience that the proposed algorithm improves the performance of DMS alone when used to reconstruct the entire Pareto front.
      PubDate: 2018-03-01
      DOI: 10.1007/s10589-017-9953-2
      Issue No: Vol. 69, No. 2 (2018)
  • A proximal difference-of-convex algorithm with extrapolation
    • Authors: Bo Wen; Xiaojun Chen; Ting Kei Pong
      Pages: 297 - 324
      Abstract: We consider a class of difference-of-convex (DC) optimization problems whose objective is level-bounded and is the sum of a smooth convex function with Lipschitz gradient, a proper closed convex function and a continuous concave function. While this kind of problems can be solved by the classical difference-of-convex algorithm (DCA) (Pham et al. Acta Math Vietnam 22:289–355, 1997), the difficulty of the subproblems of this algorithm depends heavily on the choice of DC decomposition. Simpler subproblems can be obtained by using a specific DC decomposition described in Pham et al. (SIAM J Optim 8:476–505, 1998). This decomposition has been proposed in numerous work such as Gotoh et al. (DC formulations and algorithms for sparse optimization problems, 2017), and we refer to the resulting DCA as the proximal DCA. Although the subproblems are simpler, the proximal DCA is the same as the proximal gradient algorithm when the concave part of the objective is void, and hence is potentially slow in practice. In this paper, motivated by the extrapolation techniques for accelerating the proximal gradient algorithm in the convex settings, we consider a proximal difference-of-convex algorithm with extrapolation to possibly accelerate the proximal DCA. We show that any cluster point of the sequence generated by our algorithm is a stationary point of the DC optimization problem for a fairly general choice of extrapolation parameters: in particular, the parameters can be chosen as in FISTA with fixed restart (O’Donoghue and Candès in Found Comput Math 15, 715–732, 2015). In addition, by assuming the Kurdyka-Łojasiewicz property of the objective and the differentiability of the concave part, we establish global convergence of the sequence generated by our algorithm and analyze its convergence rate. Our numerical experiments on two difference-of-convex regularized least squares models show that our algorithm usually outperforms the proximal DCA and the general iterative shrinkage and thresholding algorithm proposed in Gong et al. (A general iterative shrinkage and thresholding algorithm for non-convex regularized optimization problems, 2013).
      PubDate: 2018-03-01
      DOI: 10.1007/s10589-017-9954-1
      Issue No: Vol. 69, No. 2 (2018)
  • A globally convergent LP-Newton method for piecewise smooth constrained
           equations: escaping nonstationary accumulation points
    • Authors: A. Fischer; M. Herrich; A. F. Izmailov; W. Scheck; M. V. Solodov
      Pages: 325 - 349
      Abstract: The LP-Newton method for constrained equations, introduced some years ago, has powerful properties of local superlinear convergence, covering both possibly nonisolated solutions and possibly nonsmooth equation mappings. A related globally convergent algorithm, based on the LP-Newton subproblems and linesearch for the equation’s infinity norm residual, has recently been developed. In the case of smooth equations, global convergence of this algorithm to B-stationary points of the residual over the constraint set has been shown, which is a natural result: nothing better should generally be expected in variational settings. However, for the piecewise smooth case only a property weaker than B-stationarity could be guaranteed. In this paper, we develop a procedure for piecewise smooth equations that avoids undesirable accumulation points, thus achieving the intended property of B-stationarity.
      PubDate: 2018-03-01
      DOI: 10.1007/s10589-017-9950-5
      Issue No: Vol. 69, No. 2 (2018)
  • MINQ8: general definite and bound constrained indefinite quadratic
    • Authors: Waltraud Huyer; Arnold Neumaier
      Pages: 351 - 381
      Abstract: We propose new algorithms for (i) the local optimization of bound constrained quadratic programs, (ii) the solution of general definite quadratic programs, and (iii) finding either a point satisfying given linear equations and inequalities or a certificate of infeasibility. The algorithms are implemented in Matlab and tested against state-of-the-art quadratic programming software.
      PubDate: 2018-03-01
      DOI: 10.1007/s10589-017-9949-y
      Issue No: Vol. 69, No. 2 (2018)
  • A novel approach for ellipsoidal outer-approximation of the intersection
           region of ellipses in the plane
    • Authors: Siamak Yousefi; Xiao-Wen Chang; Henk Wymeersch; Benoit Champagne; Godfried Toussaint
      Pages: 383 - 402
      Abstract: In this paper, a novel technique for tight outer-approximation of the intersection region of a finite number of ellipses in 2-dimensional space is proposed. First, the vertices of a tight polygon that contains the convex intersection of the ellipses are found in an efficient manner. To do so, the intersection points of the ellipses that fall on the boundary of the intersection region are determined, and a set of points is generated on the elliptic arcs connecting every two neighbouring intersection points. By finding the tangent lines to the ellipses at the extended set of points, a set of half-planes is obtained, whose intersection forms a polygon. To find the polygon more efficiently, the points are given an order and the intersection of the half-planes corresponding to every two neighbouring points is calculated. If the polygon is convex and bounded, these calculated points together with the initially obtained intersection points will form its vertices. If the polygon is non-convex or unbounded, we can detect this situation and then generate additional discrete points only on the elliptical arc segment causing the issue, and restart the algorithm to obtain a bounded and convex polygon. Finally, the smallest area ellipse that contains the vertices of the polygon is obtained by solving a convex optimization problem. Through numerical experiments, it is illustrated that the proposed technique returns a tighter outer-approximation of the intersection of multiple ellipses, compared to conventional techniques, with only slightly higher computational cost.
      PubDate: 2018-03-01
      DOI: 10.1007/s10589-017-9952-3
      Issue No: Vol. 69, No. 2 (2018)
  • Higher-order numerical scheme for linear quadratic problems with
           bang–bang controls
    • Authors: T. Scarinci; V. M. Veliov
      Pages: 403 - 422
      Abstract: This paper considers a linear-quadratic optimal control problem where the control function appears linearly and takes values in a hypercube. It is assumed that the optimal controls are of purely bang–bang type and that the switching function, associated with the problem, exhibits a suitable growth around its zeros. The authors introduce a scheme for the discretization of the problem that doubles the rate of convergence of the Euler’s scheme. The proof of the accuracy estimate employs some recently obtained results concerning the stability of the optimal solutions with respect to disturbances.
      PubDate: 2018-03-01
      DOI: 10.1007/s10589-017-9948-z
      Issue No: Vol. 69, No. 2 (2018)
  • A Fokker–Planck approach to control collective motion
    • Authors: Souvik Roy; Mario Annunziato; Alfio Borzì; Christian Klingenberg
      Pages: 423 - 459
      Abstract: A Fokker–Planck control strategy for collective motion is investigated. This strategy is formulated as the minimisation of an expectation objective with a bilinear optimal control problem governed by the Fokker–Planck equation modelling the evolution of the probability density function of the stochastic motion. Theoretical results on existence and regularity of optimal controls are provided. The resulting optimality system is discretized using an alternate-direction implicit Chang–Cooper scheme that guarantees conservativeness, positivity, \(L^1\) stability, and second-order accuracy of the forward solution. A projected non-linear conjugate gradient scheme is used to solve the optimality system. Results of numerical experiments validate the theoretical accuracy estimates and demonstrate the efficiency of the proposed control framework.
      PubDate: 2018-03-01
      DOI: 10.1007/s10589-017-9944-3
      Issue No: Vol. 69, No. 2 (2018)
  • An efficient duality-based approach for PDE-constrained sparse
    • Authors: Xiaoliang Song; Bo Chen; Bo Yu
      Pages: 461 - 500
      Abstract: In this paper, elliptic optimal control problems involving the \(L^1\) -control cost ( \(L^1\) -EOCP) is considered. To numerically discretize \(L^1\) -EOCP, the standard piecewise linear finite element is employed. However, different from the finite dimensional \(l^1\) -regularization optimization, the resulting discrete \(L^1\) -norm does not have a decoupled form. A common approach to overcome this difficulty is employing a nodal quadrature formula to approximately discretize the \(L^1\) -norm. It is clear that this technique will incur an additional error. To avoid the additional error, solving \(L^1\) -EOCP via its dual, which can be reformulated as a multi-block unconstrained convex composite minimization problem, is considered. Motivated by the success of the accelerated block coordinate descent (ABCD) method for solving large scale convex minimization problems in finite dimensional space, we consider extending this method to \(L^1\) -EOCP. Hence, an efficient inexact ABCD method is introduced for solving \(L^1\) -EOCP. The design of this method combines an inexact 2-block majorized ABCD and the recent advances in the inexact symmetric Gauss–Seidel (sGS) technique for solving a multi-block convex composite quadratic programming whose objective contains a nonsmooth term involving only the first block. The proposed algorithm (called sGS-imABCD) is illustrated at two numerical examples. Numerical results not only confirm the finite element error estimates, but also show that our proposed algorithm is more efficient than (a) the ihADMM (inexact heterogeneous alternating direction method of multipliers), (b) the accelerated proximal gradient method.
      PubDate: 2018-03-01
      DOI: 10.1007/s10589-017-9951-4
      Issue No: Vol. 69, No. 2 (2018)
  • A study of the Bienstock–Zuckerberg algorithm: applications in mining
           and resource constrained project scheduling
    • Authors: Gonzalo Muñoz; Daniel Espinoza; Marcos Goycoolea; Eduardo Moreno; Maurice Queyranne; Orlando Rivera Letelier
      Pages: 501 - 534
      Abstract: We study a Lagrangian decomposition algorithm recently proposed by Dan Bienstock and Mark Zuckerberg for solving the LP relaxation of a class of open pit mine project scheduling problems. In this study we show that the Bienstock–Zuckerberg (BZ) algorithm can be used to solve LP relaxations corresponding to a much broader class of scheduling problems, including the well-known Resource Constrained Project Scheduling Problem (RCPSP), and multi-modal variants of the RCPSP that consider batch processing of jobs. We present a new, intuitive proof of correctness for the BZ algorithm that works by casting the BZ algorithm as a column generation algorithm. This analysis allows us to draw parallels with the well-known Dantzig–Wolfe decomposition (DW) algorithm. We discuss practical computational techniques for speeding up the performance of the BZ and DW algorithms on project scheduling problems. Finally, we present computational experiments independently testing the effectiveness of the BZ and DW algorithms on different sets of publicly available test instances. Our computational experiments confirm that the BZ algorithm significantly outperforms the DW algorithm for the problems considered. Our computational experiments also show that the proposed speed-up techniques can have a significant impact on the solve time. We provide some insights on what might be explaining this significant difference in performance.
      PubDate: 2018-03-01
      DOI: 10.1007/s10589-017-9946-1
      Issue No: Vol. 69, No. 2 (2018)
  • An efficient computational method for large scale surgery scheduling
           problems with chance constraints
    • Authors: Mahdi Noorizadegan; Abbas Seifi
      Pages: 535 - 561
      Abstract: We propose an efficient solution method based on a decomposition of set-partitioning formulation of an integrated surgery planning and scheduling problem with chance constraints. The studied problem is characterized by a set of identical operating rooms (ORs), a set of surgeries with uncertain durations, a set of surgeons, and surgery dependent turnover times. The decision variables include the number of ORs to open, assignments of surgeries and surgeons to ORs in admissible periods, and the sequence of surgeries to be performed in a period. The objective is to minimize the cost of opening ORs and the penalties associated with turnover times.In the proposed formulation, the column generation subproblem is decomposed over ORs and time periods. The structure of the subproblem is further exploited and transformed to a shortest path problem. A search algorithm has been devised to efficiently solve the resulting subproblem, subject to some optimality and feasibility conditions. The proposed computational method outperforms the standard chance constrained model and reduces the solution time significantly. Furthermore, extensive simulation experiments have been carried out to compare the performance of three variants of the underlying formulations and evaluate the sensitivity of the decisions to the probability of exceeding a session length.
      PubDate: 2018-03-01
      DOI: 10.1007/s10589-017-9947-0
      Issue No: Vol. 69, No. 2 (2018)
  • A flexible coordinate descent method
    • Authors: Kimon Fountoulakis; Rachael Tappenden
      Abstract: We present a novel randomized block coordinate descent method for the minimization of a convex composite objective function. The method uses (approximate) partial second-order (curvature) information, so that the algorithm performance is more robust when applied to highly nonseparable or ill conditioned problems. We call the method Flexible Coordinate Descent (FCD). At each iteration of FCD, a block of coordinates is sampled randomly, a quadratic model is formed about that block and the model is minimized approximately/inexactly to determine the search direction. An inexpensive line search is then employed to ensure a monotonic decrease in the objective function and acceptance of large step sizes. We present several high probability iteration complexity results to show that convergence of FCD is guaranteed theoretically. Finally, we present numerical results on large-scale problems to demonstrate the practical performance of the method.
      PubDate: 2018-02-24
      DOI: 10.1007/s10589-018-9984-3
  • Convergence of a Scholtes-type regularization method for
           cardinality-constrained optimization problems with an application in
           sparse robust portfolio optimization
    • Authors: Martin Branda; Max Bucher; Michal Červinka; Alexandra Schwartz
      Abstract: We consider general nonlinear programming problems with cardinality constraints. By relaxing the binary variables which appear in the natural mixed-integer programming formulation, we obtain an almost equivalent nonlinear programming problem, which is thus still difficult to solve. Therefore, we apply a Scholtes-type regularization method to obtain a sequence of easier to solve problems and investigate the convergence of the obtained KKT points. We show that such a sequence converges to an S-stationary point, which corresponds to a local minimizer of the original problem under the assumption of convexity. Additionally, we consider portfolio optimization problems where we minimize a risk measure under a cardinality constraint on the portfolio. Various risk measures are considered, in particular Value-at-Risk and Conditional Value-at-Risk under normal distribution of returns and their robust counterparts under moment conditions. For these investment problems formulated as nonlinear programming problems with cardinality constraints we perform a numerical study on a large number of simulated instances taken from the literature and illuminate the computational performance of the Scholtes-type regularization method in comparison to other considered solution approaches: a mixed-integer solver, a direct continuous reformulation solver and the Kanzow–Schwartz regularization method, which has already been applied to Markowitz portfolio problems.
      PubDate: 2018-02-21
      DOI: 10.1007/s10589-018-9985-2
  • Optimal control of a class of reaction–diffusion systems
    • Authors: Eduardo Casas; Christopher Ryll; Fredi Tröltzsch
      Abstract: The optimal control of a system of nonlinear reaction–diffusion equations is considered that covers several important equations of mathematical physics. In particular equations are covered that develop traveling wave fronts, spiral waves, scroll rings, or propagating spot solutions. Well-posedness of the system and differentiability of the control-to-state mapping are proved. Associated optimal control problems with pointwise constraints on the control and the state are discussed. The existence of optimal controls is proved under weaker assumptions than usually expected. Moreover, necessary first-order optimality conditions are derived. Several challenging numerical examples are presented that include in particular an application of pointwise state constraints where the latter prevent a moving localized spot from hitting the domain boundary.
      PubDate: 2018-02-21
      DOI: 10.1007/s10589-018-9986-1
  • A primal-dual homotopy algorithm for $$\ell _{1}$$ ℓ 1 -minimization
           with $$\ell _{\infty }$$ ℓ ∞ -constraints
    • Authors: Christoph Brauer; Dirk A. Lorenz; Andreas M. Tillmann
      Abstract: In this paper we propose a primal-dual homotopy method for \(\ell _1\) -minimization problems with infinity norm constraints in the context of sparse reconstruction. The natural homotopy parameter is the value of the bound for the constraints and we show that there exists a piecewise linear solution path with finitely many break points for the primal problem and a respective piecewise constant path for the dual problem. We show that by solving a small linear program, one can jump to the next primal break point and then, solving another small linear program, a new optimal dual solution is calculated which enables the next such jump in the subsequent iteration. Using a theorem of the alternative, we show that the method never gets stuck and indeed calculates the whole path in a finite number of steps. Numerical experiments demonstrate the effectiveness of our algorithm. In many cases, our method significantly outperforms commercial LP solvers; this is possible since our approach employs a sequence of considerably simpler auxiliary linear programs that can be solved efficiently with specialized active-set strategies.
      PubDate: 2018-02-15
      DOI: 10.1007/s10589-018-9983-4
  • Adaptive optimal control of Signorini’s problem
    • Authors: Andreas Rademacher; Korinna Rosin
      Abstract: In this article, we present a-posteriori error estimations in context of optimal control of contact problems; in particular of Signorini’s problem. Due to the contact side-condition, the solution operator of the underlying variational inequality is not differentiable, yet we want to apply Newton’s method. Therefore, the non-smooth problem is regularized by penalization and afterwards discretized by finite elements. We derive optimality systems for the regularized formulation in the continuous as well as in the discrete case. This is done explicitly for Signorini’s contact problem, which covers linear elasticity and linearized surface contact conditions. The latter creates the need for treating trace-operations carefully, especially in contrast to obstacle contact conditions, which exert in the domain. Based on the dual weighted residual method and these optimality systems, we deduce error representations for the regularization, discretization and numerical errors. Those representations are further developed into error estimators. The resulting error estimator for regularization error is defined only in the contact area. Therefore its computational cost is especially low for Signorini’s contact problem. Finally, we utilize the estimators in an adaptive refinement strategy balancing regularization and discretization errors. Numerical results substantiate the theoretical findings. We present different examples concerning Signorini’s problem in two and three dimensions.
      PubDate: 2018-01-31
      DOI: 10.1007/s10589-018-9982-5
  • On the convergence of the gradient projection method for convex optimal
           control problems with bang–bang solutions
    • Authors: J. Preininger; P. T. Vuong
      Abstract: We revisit the gradient projection method in the framework of nonlinear optimal control problems with bang–bang solutions. We obtain the strong convergence of the iterative sequence of controls and the corresponding trajectories. Moreover, we establish a convergence rate, depending on a constant appearing in the corresponding switching function and prove that this convergence rate estimate is sharp. Some numerical illustrations are reported confirming the theoretical results.
      PubDate: 2018-01-29
      DOI: 10.1007/s10589-018-9981-6
  • Improved approximation rates for a parabolic control problem with an
           objective promoting directional sparsity
    • Authors: Eduardo Casas; Mariano Mateos; Arnd Rösch
      Abstract: We discretize a directionally sparse parabolic control problem governed by a linear equation by means of control approximations that are piecewise constant in time and continuous piecewise linear in space. By discretizing the objective functional with the help of appropriate numerical quadrature formulas, we are able to show that the discrete optimal solution exhibits a directional sparse pattern alike the one enjoyed by the continuous solution. Error estimates are obtained and a comparison with the cases of having piecewise approximations of the control or a semilinear state equation are discussed. Numerical experiments that illustrate the theoretical results are included.
      PubDate: 2018-01-27
      DOI: 10.1007/s10589-018-9979-0
  • Quasi-Newton methods for constrained nonlinear systems: complexity
           analysis and applications
    • Authors: Leopoldo Marini; Benedetta Morini; Margherita Porcelli
      Abstract: We address the solution of constrained nonlinear systems by new linesearch quasi-Newton methods. These methods are based on a proper use of the projection map onto the convex constraint set and on a derivative-free and nonmonotone linesearch strategy. The convergence properties of the proposed methods are presented along with a worst-case iteration complexity bound. Several implementations of the proposed scheme are discussed and validated on bound-constrained problems including gas distribution network models. The results reported show that the new methods are very efficient and competitive with an existing affine-scaling procedure.
      PubDate: 2018-01-25
      DOI: 10.1007/s10589-018-9980-7
  • Time-optimal velocity planning by a bound-tightening technique
    • Authors: Federico Cabassi; Luca Consolini; Marco Locatelli
      Abstract: Range reduction techniques often considerably enhance the performance of algorithmic approaches for the solution of nonconvex problems. In this paper we propose a range reduction technique for a class of optimization problems with some special structured constraints. The procedure explores and updates the values associated to the nodes of a suitably defined graph. Convergence of the procedure and some efficiency issues, in particular related to the order into which the nodes of the graph are explored. The proposed technique is applied to solve problems arising from a relevant practical application, namely velocity planning along a given trajectory. The computational experiments show the efficiency of the procedure and its ability of returning solutions within times much lower than those of nonlinear solvers and compatible with real-time applications.
      PubDate: 2018-01-11
      DOI: 10.1007/s10589-017-9978-6
  • Iterative reweighted methods for $$\ell _1-\ell _p$$ ℓ 1 - ℓ p
    • Authors: Xianchao Xiu; Lingchen Kong; Yan Li; Houduo Qi
      Abstract: In this paper, we focus on the \(\ell _1-\ell _p\) minimization problem with \(0<p<1\) , which is challenging due to the \(\ell _p\) norm being non-Lipschizian. In theory, we derive computable lower bounds for nonzero entries of the generalized first-order stationary points of \(\ell _1-\ell _p\) minimization, and hence of its local minimizers. In algorithms, based on three locally Lipschitz continuous \(\epsilon \) -approximation to \(\ell _p\) norm, we design several iterative reweighted \(\ell _1\) and \(\ell _2\) methods to solve those approximation problems. Furthermore, we show that any accumulation point of the sequence generated by these methods is a generalized first-order stationary point of \(\ell _1-\ell _p\) minimization. This result, in particular, applies to the iterative reweighted \(\ell _1\) methods based on the new Lipschitz continuous \(\epsilon \) -approximation introduced by Lu (Math Program 147(1–2):277–307, 2014), provided that the approximation parameter \(\epsilon \) is below a threshold value. Numerical results are also reported to demonstrate the efficiency of the proposed methods.
      PubDate: 2018-01-05
      DOI: 10.1007/s10589-017-9977-7
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