Chen, Qi; Johnson, Emma S.; Bernal, David E.; Valentin, Romeo; Kale, Sunjeev; Bates, Johnny; Siirola, John D.; Grossmann, Ignacio E.
We present three core principles for engineering-oriented integrated modeling and optimization tool sets—intuitive modeling contexts, systematic computer-aided reformulations, and flexible solution strategies—and describe how new developments in Pyomo.GDP for Generalized Disjunctive Programming (GDP) advance this vision. We describe a new logical expression system implementation for Pyomo.GDP allowing for a more intuitive description of logical propositions. The logical expression system supports automated reformulation of these logical constraints to linear constraints. We also describe two new logic-based global optimization solver implementations built on Pyomo.GDP that exploit logical structure to avoid “zero-flow” numerical difficulties that arise in nonlinear network design problems when nodes or streams disappear. These new solvers also demonstrate the capability to link to external libraries for expanded functionality within an integrated implementation. We present these new solvers in the context of a flexible array of solution paths available to GDP models. Finally, we present results on a new library of GDP models demonstrating the value of multiple solution approaches.
This report summarizes the activities performed as part of the Science and Engineering of Cybersecurity by Uncertainty quantification and Rigorous Experimentation (SECURE) Grand Challenge LDRD project. We provide an overview of the research done in this project, including work on cyber emulation, uncertainty quantification, and optimization. We present examples of integrated analyses performed on two case studies: a network scanning/detection study and a malware command and control study. We highlight the importance of experimental workflows and list references of papers and presentations developed under this project. We outline lessons learned and suggestions for future work.
In this work, we describe new capabilities for the Pyomo.GDP modeling environment, moving beyond classical reformulation approaches to include non-standard reformulations and a new logic-based solver, GDPopt. Generalized Disjunctive Programs (GDPs) address optimization problems involving both discrete and continuous decision variables. For difficult problems, advanced reformulations such as the disjunctive “basic step” to intersect multiple disjunctions or the use of procedural reformulations may be necessary. Complex nonlinear GDP models may also be tackled using logic-based outer approximation. These expanded capabilities highlight the flexibility that Pyomo.GDP offers modelers in applying novel strategies to solve difficult optimization problems.