Many real-world optimization models comprise nonconvex and nonlinear as well as nonsmooth functions leading to very hard classes of optimization models. In this article a new interior-point method for the special but practically relevant class of optimization problems with locatable and separable nonsmooth aspects is presented. After motivating and formalizing the problems under consideration, ...

Recently, chaos theory has been used in the development of novel techniques for global optimization, and particularly, in the specification of chaos optimization algorithms (COAs) based on the use of numerical sequences generated by means of chaotic map. In this paper, we present an improved chaotic optimization algorithm using a new two-dimensional discrete multifold mapping for optimizing non...

the multivariate exponentially weighted moving average (mewma) control chart is one of the best statistical control chart that are usually used to detect simultaneous small deviations on the mean of more than one cross-correlated quality characteristics. the economic design of mewma control charts involves solving a combinatorial optimization model that is composed of a nonlinear cost function ...

GAMS Development and ARKI Consulting use Quality Assurance (QA) as an integral part of their software development and software publishing process. Research and development in the global optimization area has resulted in promising implementations. Initiated by customer demand, we have been adding three different global codes, BARON, LGO, and OQNLP, to our portfolio of nonlinear optimization solv...

This manuscript introduces ANTIGONE, Algorithms for coNTinuous / Integer Global Optimization of Nonlinear Equations, a general mixed-integer nonlinear global optimization framework. ANTIGONE is the evolution of the Global Mixed-Integer Quadratic Optimizer, GloMIQO, to general nonconvex terms. The purpose of this paper is to show how the extensible structure of ANTIGONE realizes our previously-p...

Earthquake time history records are required to perform dynamic nonlinear analyses. In order to provide a suitable set of such records, they are scaled to match a target spectrum as introduced in the well-known design codes. Corresponding scaling factors are taken similar in practice however, optimizing them reduces extra-ordinary economic charge for the seismic design. In the present work a ne...

Interior Point methods for Nonlinear Programming have been extensively used to solve the Optimal Power Flow problem. These optimization algorithms require the solution of a set of nonlinear equations to obtain the optimal solution of the power network equations. During the iterative process to solve these equations, the search for the optimum is based on the combination of two directions: the a...

accurate calculation of reliability index is very important for the reliability analysis of structures. in some limit state functions with nonlinear characteristic and several local optimum design points, the computational reliability methods may not appropriately determine the failure probability, and iterative reliability approaches may be converged to local optimum design points. in this pap...

This paper presents a general introduction to the optimization methods which form the basis of the large-scale nonlinear optimization package LANCELOT written by Conn, Gould and Toint. That is, we propose here a comprehensive overview of the principal tools selected by the authors of LANCELOT, among the classical large-scale nonlinear optimization tools, to develop their code. This description ...