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All sourcesNASA NTRSDOE OSTI
NASA NTRS2015

Kodiak: An Implementation Framework for Branch and Bound Algorithms

Recursive branch and bound algorithms are often used to refine and isolate solutions to several classes of global optimization problems. A rigorous computation framework for the solution of systems of equations and inequalities involving nonlinear real arithmetic over hyper-rectangular variable and parameter domains is presented. It is derived from a generic branch and bound algorithm that has been formally verified, and utilizes self-validating enclosure methods, namely interval arithmetic and, for polynomials and rational functions, Bernstein expansion. Since bounds computed by these enclosure methods are sound, this approach may be used reliably in software verification tools. Advantage is taken of the partial derivatives of the constraint functions involved in the system, firstly to reduce the branching factor by the use of bisection heuristics and secondly to permit the computation of bifurcation sets for systems of ordinary differential equations. The associated software development, Kodiak, is presented, along with examples of three different branch and bound problem types it implements.

Smith, Andrew P.↗
DOE OSTI2024

Compressing branch-and-bound trees

A branch-and-bound (BB) tree certifies a dual bound on the value of an integer program. In this work, we introduce the tree compression problem (TCP): Given a BB tree T that certifies a dual bound, can we obtain a smaller tree with the same (or stronger) bound by either (1) applying a different disjunction at some node in T or (2) removing leaves from T? Here we believe such post-hoc analysis of BB trees may assist in identifying helpful general disjunctions in BB algorithms. We initiate our study by considering computational complexity and limitations of TCP. We then conduct experiments to evaluate the compressibility of realistic branch-and-bound trees generated by commonly-used branching strategies, using both an exact and a heuristic compression algorithm.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2019

Quantum Branch-and-Bound Algorithm and its Application to the Travelling Salesman Problem

We propose a quantum branch-and-bound algorithm based on the general scheme of the branch-and-bound method and the quantum nested searching algorithm and examine its computational efficiency. We also compare this algorithm with a similar classical algorithm on the example of the travelling salesman problem. We show that in the vast majority of problems, the classical algorithm is quicker than the quantum algorithm due to greater adaptability. However, the operation time of the quantum algorithm is constant for all problem, whereas the classical algorithm runs very slowly for certain problems. In the worst case, the quantum branch-and-bound algorithm is proved to be several times more efficient than the classical algorithm.

97 MATHEMATICS AND COMPUTING↗
NASA NTRS2014

Bifurcation Analysis Using Rigorous Branch and Bound Methods

For the study of nonlinear dynamic systems, it is important to locate the equilibria and bifurcations occurring within a specified computational domain. This paper proposes a new approach for solving these problems and compares it to the numerical continuation method. The new approach is based upon branch and bound and utilizes rigorous enclosure techniques to yield outer bounding sets of both the equilibrium and local bifurcation manifolds. These sets, which comprise the union of hyper-rectangles, can be made to be as tight as desired. Sufficient conditions for the existence of equilibrium and bifurcation points taking the form of algebraic inequality constraints in the state-parameter space are used to calculate their enclosures directly. The enclosures for the bifurcation sets can be computed independently of the equilibrium manifold, and are guaranteed to contain all solutions within the computational domain. A further advantage of this method is the ability to compute a near-maximally sized hyper-rectangle of high dimension centered at a fixed parameter-state point whose elements are guaranteed to exclude all bifurcation points. This hyper-rectangle, which requires a global description of the bifurcation manifold within the computational domain, cannot be obtained otherwise. A test case, based on the dynamics of a UAV subject to uncertain center of gravity location, is used to illustrate the efficacy of the method by comparing it with numerical continuation and to evaluate its computational complexity.

Smith, Andrew P.↗
NASA NTRS1987

Performance analysis of parallel branch and bound search with the hypercube architecture

With the availability of commercial parallel computers, researchers are examining new classes of problems which might benefit from parallel computing. This paper presents results of an investigation of the class of search intensive problems. The specific problem discussed is the Least-Cost Branch and Bound search method of deadline job scheduling. The object-oriented design methodology was used to map the problem into a parallel solution. While the initial design was good for a prototype, the best performance resulted from fine-tuning the algorithm for a specific computer. The experiments analyze the computation time, the speed up over a VAX 11/785, and the load balance of the problem when using loosely coupled multiprocessor system based on the hypercube architecture.

Mraz, Richard T.↗
NASA NTRS1993

Optimal material selection using branch and bound techniques

A methodology for structural synthesis is presented in which the optimal material selection for the structural members is treated in terms of (0,1) variables. Structural member sizes and material selection variables are treated simultaneously as design variables. Optimization is carried out by generating and solving a sequence of explicit approximate problems using a branch and bound strategy. Intermediate design variables and intermediate response quantities are used to enhance the quality of the approximate design problems. Numerical results for example problems are presented to illustrate the efficiency of the design procedure set forth.

Sepulveda, A. E.↗
DOE OSTI2023

The Structure of Maltooctaose-Bound Escherichia coli Branching Enzyme Suggests a Mechanism for Donor Chain Specificity

Glycogen is the primary storage polysaccharide in bacteria and animals. It is a glucose polymer linked by α-1,4 glucose linkages and branched via α-1,6-linkages, with the latter reaction catalyzed by branching enzymes. Both the length and dispensation of these branches are critical in defining the structure, density, and relative bioavailability of the storage polysaccharide. Key to this is the specificity of branching enzymes because they define branch length. Herein, we report the crystal structure of the maltooctaose-bound branching enzyme from the enterobacteria E. coli. The structure identifies three new malto-oligosaccharide binding sites and confirms oligosaccharide binding in seven others, bringing the total number of oligosaccharide binding sites to twelve. In addition, the structure shows distinctly different binding in previously identified site I, with a substantially longer glucan chain ordered in the binding site. Using the donor oligosaccharide chain-bound Cyanothece branching enzyme structure as a guide, binding site I was identified as the likely binding surface for the extended donor chains that the E. coli branching enzyme is known to transfer. Furthermore, the structure suggests that analogous loops in branching enzymes from a diversity of organisms are responsible for branch chain length specificity. Together, these results suggest a possible mechanism for transfer chain specificity involving some of these surface binding sites.

59 BASIC BIOLOGICAL SCIENCES↗
NASA NTRS2003

Runway Operations Planning: A Two-Stage Heuristic Algorithm

The airport runway is a scarce resource that must be shared by different runway operations (arrivals, departures and runway crossings). Given the possible sequences of runway events, careful Runway Operations Planning (ROP) is required if runway utilization is to be maximized. From the perspective of departures, ROP solutions are aircraft departure schedules developed by optimally allocating runway time for departures given the time required for arrivals and crossings. In addition to the obvious objective of maximizing throughput, other objectives, such as guaranteeing fairness and minimizing environmental impact, can also be incorporated into the ROP solution subject to constraints introduced by Air Traffic Control (ATC) procedures. This paper introduces a two stage heuristic algorithm for solving the Runway Operations Planning (ROP) problem. In the first stage, sequences of departure class slots and runway crossings slots are generated and ranked based on departure runway throughput under stochastic conditions. In the second stage, the departure class slots are populated with specific flights from the pool of available aircraft, by solving an integer program with a Branch & Bound algorithm implementation. Preliminary results from this implementation of the two-stage algorithm on real-world traffic data are presented.

Anagnostakis, Ioannis↗
DOE OSTI2021

Design Considerations for GPU-based Mixed Integer Programming on Parallel Computing Platforms

Mixed Integer Programming (MIP) is a powerful abstraction in combinatorial optimization that finds real-life application across many significant sectors. The recent proliferation of graphical processing unit (GPU)-based accelerated computing architectures in large-scale parallel computing or supercomputing presents new opportunities as well as challenges in the advancement of MIP solver technology to effectively use the new accelerated computing platforms and scale to large parallel systems. Here, we recount the conventional processor-based strategies and focus on configurations where the most promising intersection lies between parallel MIP solver approaches and the specific strengths of accelerated parallel platforms. We note that the best potential lies in solving problems whose individual matrix sizes (of the linear program relaxation) fit entirely within one accelerator's memory and whose branch-and-bound (or branch-and-cut) trees cannot be fully contained within a small number of computational nodes. Additionally, we identify ideal features of computational linear algebra support on GPU accelerators that would help advance this direction of scalable parallel solution of MIP problems on GPU-based accelerated computing architectures.

Perumalla, Kalyan↗
NASA NTRS2011

Chance-Constrained Guidance With Non-Convex Constraints

Missions to small bodies, such as comets or asteroids, require autonomous guidance for descent to these small bodies. Such guidance is made challenging by uncertainty in the position and velocity of the spacecraft, as well as the uncertainty in the gravitational field around the small body. In addition, the requirement to avoid collision with the asteroid represents a non-convex constraint that means finding the optimal guidance trajectory, in general, is intractable. In this innovation, a new approach is proposed for chance-constrained optimal guidance with non-convex constraints. Chance-constrained guidance takes into account uncertainty so that the probability of collision is below a specified threshold. In this approach, a new bounding method has been developed to obtain a set of decomposed chance constraints that is a sufficient condition of the original chance constraint. The decomposition of the chance constraint enables its efficient evaluation, as well as the application of the branch and bound method. Branch and bound enables non-convex problems to be solved efficiently to global optimality. Considering the problem of finite-horizon robust optimal control of dynamic systems under Gaussian-distributed stochastic uncertainty, with state and control constraints, a discrete-time, continuous-state linear dynamics model is assumed. Gaussian-distributed stochastic uncertainty is a more natural model for exogenous disturbances such as wind gusts and turbulence than the previously studied set-bounded models. However, with stochastic uncertainty, it is often impossible to guarantee that state constraints are satisfied, because there is typically a non-zero probability of having a disturbance that is large enough to push the state out of the feasible region. An effective framework to address robustness with stochastic uncertainty is optimization with chance constraints. These require that the probability of violating the state constraints (i.e., the probability of failure) is below a user-specified bound known as the risk bound. An example problem is to drive a car to a destination as fast as possible while limiting the probability of an accident to 10(exp -7). This framework allows users to trade conservatism against performance by choosing the risk bound. The more risk the user accepts, the better performance they can expect.

FROM↗
DOE OSTI2022

Hierarchical Distributed Optimal Power Flow of HV and MV Distribution Networks With Continuous and Discrete Devices

With large-scale distributed photovoltaics (PVs) being integrated into distribution networks (DNs), coordinated optimal power flow (OPF) of high voltage (HV) and medium voltage (MV) DNs should be investigated to optimally dispatch the distributed PVs and other network devices. Here, this paper presents a hierarchical distributed OPF method for HV and MV DNs with on-load tap changers, reactive power compensators, feeder switches and distributed PVs. A hierarchical master-slave control architecture is applied to implement coordinated OPF of two-layer DNs. The HV master problem and MV subproblems are transformed into mixed-integer convex problems respectively with second order cone programming and LinDistFlow approximation. Since there is no efficient distributed algorithm to solve such OPF models with integer subproblems, a novel distributed algorithm is proposed in this paper to efficiently solve the hierarchical coordinated OPF model with integer subproblems in a distributed manner. In the proposed algorithm, the coordinated OPF model is solved in a branch-and-bound framework, where in each branch node generalized Benders decomposition (GBD) algorithm is applied to decompose the coordinated OPF model into a master problem and relaxed subproblems and solves them iteratively to get optimal solution. The GBD optimal and feasible cutting planes generated in a branch node are proved to be valid for its descendants. Moreover, three acceleration techniques are introduced into the proposed algorithm to improve computational efficiency. Finally, the effectiveness and accuracy of the proposed method are verified via simulation tests in Jinzhai DNs of China.

42 ENGINEERING↗
NASA NTRS1994

On k-ary n-cubes: Theory and applications

Many parallel processing networks can be viewed as graphs called k-ary n-cubes, whose special cases include rings, hypercubes and toruses. In this paper, combinatorial properties of k-ary n-cubes are explored. In particular, the problem of characterizing the subgraph of a given number of nodes with the maximum edge count is studied. These theoretical results are then used to compute a lower bounding function in branch-and-bound partitioning algorithms and to establish the optimality of some irregular partitions.

Mao, Weizhen↗
DOE OSTI2023

Learning to Branch with Interpretable Machine Learning Models

Machine learning is being increasingly used in improving decisions made within branch-and-bound algorithms for solving mixed-integer programs (MIPs). Branching is a key component in branch-and-bound algorithms, this work presents IDAES-core project update on building simple and interpretable machine learning models for branching and improving decision-making tools applied for the optimization of advanced energy systems.

Bayramoglu, Selin↗
DOE OSTI2025

McCormick envelopes in mixed-integer PDE-constrained optimization

McCormick envelopes are a standard tool for deriving convex relaxations of optimization problems that involve polynomial terms. Such McCormick relaxations provide lower bounds, for example, in branch-and-bound procedures for mixed-integer nonlinear programs but have not gained much attention in PDE-constrained optimization so far. This lack of attention may be due to the distributed nature of such problems, which on the one hand leads to infinitely many linear constraints (generally state constraints that may be difficult to handle) in addition to the state equation for a pointwise formulation of the McCormick envelopes and renders bound-tightening procedures that successively improve the resulting convex relaxations computationally intractable. We analyze McCormick envelopes for a model problem class that is governed by a semilinear PDE involving a bilinearity and integrality constraints. We approximate the nonlinearity and in turn the McCormick envelopes by averaging the involved terms over the cells of a partition of the computational domain on which the PDE is defined. This yields convex relaxations that underestimate the original problem up to an a priori error estimate that depends on the mesh size of the discretization. These approximate McCormick relaxations can be improved by means of an optimization-based bound-tightening procedure. We show that their minimizers converge to minimizers to a limit problem with a pointwise formulation of the McCormick envelopes when driving the mesh size to zero. We provide a computational example, for which we certify all of our imposed assumptions. The results point to both the potential of the methodology and the gaps in the research that need to be closed. Our methodology provides a framework first for obtaining pointwise underestimators for nonconvexities and second for approximating them with finitely many linear inequalities in an infinite-dimensional setting.

Approximations and Expansions↗
NASA NTRS1997

Algorithms for Multiple Fault Diagnosis With Unreliable Tests

In this paper, we consider the problem of constructing optimal and near-optimal multiple fault diagnosis (MFD) in bipartite systems with unreliable (imperfect) tests. It is known that exact computation of conditional probabilities for multiple fault diagnosis is NP-hard. The novel feature of our diagnostic algorithms is the use of Lagrangian relaxation and subgradient optimization methods to provide: (1) near optimal solutions for the MFD problem, and (2) upper bounds for an optimal branch-and-bound algorithm. The proposed method is illustrated using several examples. Computational results indicate that: (1) our algorithm has superior computational performance to the existing algorithms (approximately three orders of magnitude improvement), (2) the near optimal algorithm generates the most likely candidates with a very high accuracy, and (3) our algorithm can find the most likely candidates in systems with as many as 1000 faults.

Shakeri, Mojdeh↗
NASA NTRS2005

New high performance algorithmic solution for diagnosis problem

In this paper we address the problem of generating the minimal diagnosis from the conflicts. This problem can be formulated as the well-known Hitting Set Problem. Our approach starts by mapping the Hitting Set problem into the Integer Programming Problem that enables us, for the first time, a priori determination of the lower and upper bounds on the size for the solution. Based on these bounds, we introduce a new concept of solution window for the problem. We also propose a new branch-and-bound technique that not only is faster than the current techniques in terms of number of operations (by exploiting the structure of the problem) but also, using the concept of window, allows a massive reduction (pruning) in the number of branches. Furthermore, as the branch-and-bound proceeds, the solution window is dynamically updated and narrowed to enable further pruning.

diagnosis problems↗
NASA NTRS2024

A Convexification-Based Outer-Approximation Method for Convex and Nonconvex MINLP

The advancement of domain reduction techniques has significantly enhanced the performance of solvers in mathematical programming. This paper delves into the impact of integrating convexification and domain reduction techniques within the Outer-Approximation method. We propose a refined convexification-based Outer-Approximation method alongside a Branch-and-Bound method for both convex and nonconvex Mixed-Integer Nonlinear Programming problems. These methods have been developed and incorporated into the open-source Mixed-Integer Nonlinear Decomposition Toolbox for Pyomo-MindtPy. Comprehensive benchmark tests were conducted, validating the effectiveness and reliability of our proposed algorithms. These tests highlight the improvements achieved by incorporating convexification and domain reduction techniques into the Outer-Approximation and Branch-and-Bound methods.

Optimization↗