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Erschienen in: Structural and Multidisciplinary Optimization 3/2018

14.04.2018 | BRIEF NOTE

Alternating direction method of multipliers as a simple effective heuristic for mixed-integer nonlinear optimization

verfasst von: Yoshihiro Kanno, Satoshi Kitayama

Erschienen in: Structural and Multidisciplinary Optimization | Ausgabe 3/2018

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Abstract

In this paper we propose to utilize a variation of the alternating direction method of multipliers (ADMM) as a simple heuristic for mixed-integer nonlinear optimization problems in structural optimization. Numerical experiments suggest that using multiple restarts of ADMM with random initial points often yields a reasonable solution with small computational cost.

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Fußnoten
1
For S not convex, the projection of a point onto S is not necessarily unique.
 
2
This projection is not necessarily unique, since a finite set Zj is nonconvex (unless it is a singleton). If there exist two elements closest to \(x_{j}^{k + 1} + {v_{j}^{k}}\), we may adopt either one.
 
3
We set the emphasis mip parameter of CPLEX to 4. This option emphasizes to find hidden feasible solutions with high qualities (IBM Knowledge Center 2017). If we use the default setting, CPLEX requires much more time to find the solutions mentioned here.
 
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Metadaten
Titel
Alternating direction method of multipliers as a simple effective heuristic for mixed-integer nonlinear optimization
verfasst von
Yoshihiro Kanno
Satoshi Kitayama
Publikationsdatum
14.04.2018
Verlag
Springer Berlin Heidelberg
Erschienen in
Structural and Multidisciplinary Optimization / Ausgabe 3/2018
Print ISSN: 1615-147X
Elektronische ISSN: 1615-1488
DOI
https://doi.org/10.1007/s00158-018-1946-y

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