Optimization Days 2014
Including an Industrial Optimization Day
HEC Montréal, May 5 - 7, 2014
JOPT2014
HEC Montréal, 5 — 7 May 2014
WA6 Méthodes d'optimisation / Optimization Methods
May 7, 2014 09:00 AM – 10:40 AM
Location: St-Hubert
Chaired by Dominique Orban
3 Presentations
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09:00 AM - 09:25 AM
A Regularized SQP Method for Degenerate Equality-Constrained Optimization
In nonlinear optimization, numerous computational difficulties arise when a constraint qualification fails to hold. Indeed the linear systems typically used to compute search directions become singular. We propose an SQP method for equality-constrained optimization based on a problem in which all constraints are systematically regularized. This regularization can be interpreted as applying an augmented Lagrangian method to previous optimization problem, only in a non-standard way.
We will also show how the linear systems generated by this method can be efficiently solved using appropriate iterative methods. -
09:25 AM - 09:50 AM
Mixed-Integer Optimization Using a Genetic Algorithm Hybridized With Implicit Filtering
Mixed-integer optimization problems occur frequently in science and engineering. Implicit filtering is a powerful local search tool designed for noisy systems, but it cannot perform mixed-integer optimization. By hybridizing with a genetic algorithm, we expand the breadth of problems to which implicit filtering may be applied.
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09:50 AM - 10:15 AM
Algorithmes d'Optimisation par Colonie de Fourmis Pareto pour l'optimisation multi-objectifs : Comparaison Uni/Multi colonie.
Cette recherche propose une comparaison de méthodes uni-colonie et multi-colonie en Optimisation par Colonie de Fourmis Pareto (OCFP) pour traiter des problèmes multi-objectifs. Le problème à l’étude consiste à l’ordonnancement de travaux avec réglages et fenêtre d’échéance sur une machine unique. Ce travail démontre, entre autres, que la transposition de certains principes empruntés aux algorithmes évolutionnaires multi-objectifs et adaptés à l’OCFP améliore la qualité des résultats.