Optimization Days 2014

                                      Including an Industrial Optimization Day

                                             HEC Montréal, May 5 - 7, 2014

JOPT2014

HEC Montréal, 5 — 7 May 2014

Schedule Authors My Schedule

WA6 Méthodes d'optimisation / Optimization Methods

May 7, 2014 09:00 AM – 10:40 AM

Location: St-Hubert

Chaired by Dominique Orban

3 Presentations

  • 09:00 AM - 09:25 AM

    A Regularized SQP Method for Degenerate Equality-Constrained Optimization

    • Sylvain Arreckx, presenter, Polytechnique Montréal
    • Dominique Orban, GERAD - Polytechnique Montréal

    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

    • Benjamin Ritz, presenter, Clarkson University

    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.

  • 09:50 AM - 10:15 AM

    Algorithmes d'Optimisation par Colonie de Fourmis Pareto pour l'optimisation multi-objectifs : Comparaison Uni/Multi colonie.

    • Annie LeBel, presenter, Université du Québec à Chicoutimi
    • Caroline Gagné, Université du Québec à Chicoutimi

    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.

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