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An improved test set approach to nonlinear integer problems with applications to engineering design

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  • J. Gago-Vargas
  • I. Hartillo
  • J. Puerto
  • J. Ucha

Abstract

Many problems in engineering design involve the use of nonlinearities and some integer variables. Methods based on test sets have been proposed to solve some particular problems with integer variables, but they have not been frequently applied because of computation costs. The walk-back procedure based on a test set gives an exact method to obtain an optimal point of an integer programming problem with linear and nonlinear constraints, but the calculation of this test set and the identification of an optimal solution using the test set directions are usually computationally intensive. In problems for which obtaining the test set is reasonably fast, we show how the effectiveness can still be substantially improved. This methodology is presented in its full generality and illustrated on two specific problems: (1) minimizing cost in the problem of scheduling jobs on parallel machines given restrictions on demands and capacity, and (2) minimizing cost in the series parallel redundancy allocation problem, given a target reliability. Our computational results are promising and suggest the applicability of this approach to deal with other problems with similar characteristics or to combine it with mainstream solvers to certify optimality. Copyright Springer Science+Business Media New York 2015

Suggested Citation

  • J. Gago-Vargas & I. Hartillo & J. Puerto & J. Ucha, 2015. "An improved test set approach to nonlinear integer problems with applications to engineering design," Computational Optimization and Applications, Springer, vol. 62(2), pages 565-588, November.
    • Handle: RePEc:spr:coopap:v:62:y:2015:i:2:p:565-588
    DOI: 10.1007/s10589-015-9739-3
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    References listed on IDEAS

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    1. Duan Li & Xiaoling Sun, 2006. "Nonlinear Integer Programming," International Series in Operations Research and Management Science, Springer, number 978-0-387-32995-6, September.
    2. Ouzineb, Mohamed & Nourelfath, Mustapha & Gendreau, Michel, 2008. "Tabu search for the redundancy allocation problem of homogenous series–parallel multi-state systems," Reliability Engineering and System Safety, Elsevier, vol. 93(8), pages 1257-1272.
    3. David W. Coit & Alice E. Smith & David M. Tate, 1996. "Adaptive Penalty Methods for Genetic Optimization of Constrained Combinatorial Problems," INFORMS Journal on Computing, INFORMS, vol. 8(2), pages 173-182, May.
    4. Martin Schlüter & Matthias Gerdts, 2010. "The oracle penalty method," Journal of Global Optimization, Springer, vol. 47(2), pages 293-325, June.
    5. Castro, F. & Gago, J. & Hartillo, I. & Puerto, J. & Ucha, J.M., 2011. "An algebraic approach to integer portfolio problems," European Journal of Operational Research, Elsevier, vol. 210(3), pages 647-659, May.
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