This thesis proposes a new necessary condition for the infeasibility of non-linear optimization problems (that becomes necessary under convexity assumption) which is stated as a Pareto-criticality condition of an auxiliary multiobjective optimization problem. This condition can be evaluated, in a given problem, using multiobjective optimization algorithms, in a search that either leads to a fea...

In portfolio theory, it is well-known that the distributions of stock returns often have non-Gaussian characteristics. Therefore, we need non-symmetric distributions for modeling and accurate analysis of actuarial data. For this purpose and optimal portfolio selection, we use the Tail Mean-Variance (TMV) model, which focuses on the rare risks but high losses and usually happens in the tail of r...

Optimal input design is an important step of the identification process in order to reduce the model variance. In this work a D-optimal input design method for finite-impulse-response-type nonlinear systems is presented. The optimization of the determinant of the Fisher information matrix is expressed as a convex optimization problem. This problem is then solved using a dispersion-based optimiz...

This paper presents a multi-objective optimal power flow technique using particle swarm optimization. Two conflicting objectives, generation cost, and environmental pollution are minimized simultaneously. A multiobjective particle swarm optimization method is used to solve this highly nonlinear and non-convex optimization problem. A diversity preserving technique is incorporated to generate eve...

We further extend the model predictive control framework, which is very popular in the process industry due to its ability to handle constraints on inputs and outputs, to a class of discrete event systems that can be modeled using the operations maximization, minimization, addition and scalar multiplication. This class encompasses max-plus-linear systems, min-max-plus systems, bilinear max-plus...

This paper addresses optimization issues in fuzzy model-based predictive control. The success of linear predictive control in controlling constrained linear processes is mainly due to the fact that the on-line optimization problem is a convex one, usually a quadratic programme. When the process model is nonlinear fuzzy one, non-convex time consuming optimization is necessary, with no guarantee ...

Convexification is a fundamental technique in (mixed-integer) nonlinear optimization and many convex relaxations are parametrized by variable bounds, i.e., the tighter the bounds, the stronger the relaxations. This paper studies how bound tightening can improve convex relaxations for power network optimization. It adapts traditional constraintprogramming concepts (e.g., minimal network and boun...