This work extends recent research in the development of a number of direct search methods in nonlinear integer programming. The various algorithms use an extension of the well-known FORTRAN MINOS code of Murtagh and Saunders as a starting point. MINOS is capable of solving quite large problems in which the objective function is nonlinear and the constraints linear. The original MINOS code has been extended in various ways by Murtagh, Saunders and co-workers since the original 1978 landmark paper. Extensions have dealt with methods to handle both nonlinear constraints, most notably MINOS/AUGMENTED and integer requirements on a subset of the variables(MINTO). The starting point for the present thesis is the MINTO code of Murtagh. MINTO is a direct descendant of MINOS in that it extends the capabilities to general nonlinear constraints and integer restrictions. The overriding goal for the work described in this thesis is to obtain a good integer-feasible or near-integer-feasible solution to the general NLIP problem while trying to avoid or at least minimize the use of the ubiquitous branch-and-bound techniques. In general, we assume a small number of nonlinearities and a small number of integer variables.Some initial ideas motivating the present work are summarised in an invited paper presented by Murtagh at the 1989 CTAC (Computational Techniques and Applications) conference in Brisbane, Australia. The approach discussed there was to start a direct search procedure at the solution of the continuous relaxation of a nonlinear mixed-integer problem by first removing integer variables from the simplex basis, then adjusting integer-infeasible superbasic variables, and finally checking for local optimality by trial unit steps in the integers. This may be followed by a reoptimization with the latest point as the starting point, but integer variables held fixed. We describe ideas for the further development of Murtagh’s direct search method. Both the old and new approaches aim to attain an integer-feasible solution from an initially relaxed (continuous) solution. Techniques such as branch-and-bound or Scarf’s neighbourhood search [84] may then be used to obtain a locally optimal solution. The present range of direct search methods differs significantly to that described by Murtagh, both in heuristics used and major and minor steps of the procedures. Chapter 5 summarizes Murtagh’s original approach while Chapter 6 describes the new methods in detail.Afeature of the new approach is that some degree of user-interaction (MINTO/INTERACTIVE) has been provided, so that a skilled user can "drive" the solution towards optimality if this is desired. Alternatively the code can still be run in "automatic" mode, where one of five available direct search methods may be specified in the customary SPECS file. A selection of nonlinear integer programming problems taken from the literature has been solved and the results are presented here in the latter chapters. Further, anewcommunications network topology and allocation model devised by Berry and Sugden has been successfully solved by the direct search methods presented herein. The results are discussed in Chapter 14, where the approach is compared with the branch-and-bound heuristic.
| Identifer | oai:union.ndltd.org:ADTP/238569 |
| Creators | Sugden, Stephen J |
| Publisher | ePublications@bond |
| Source Sets | Australiasian Digital Theses Program |
| Detected Language | English |
| Source | Theses |
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