SoPT Ontology

Simulation Optimization Ontology
Top Twenty-Five Techniques

Techniques: Continuous Optimization

Problem Technique ScalaTion Class Status Description
Linear Programming (LP) Simplex Simplex implemented Requires an initial Basic Feasible Solution (BFS)
Linear Programming (LP) Two-Phase Simplex Simplex2P implemented Uses artificial variables to find initial BFS
Linear Programming (LP) Revised Simplex RevisedSimplex implemented Reduced memory footprint
Linear Programming (LP) Dual Simplex DualSimplex implemented Optimize from dual feasible (primal infeasible) solutions
Quadratic Programming (QP) Quadratic Simplex QuadraticSimplex implemented Quadratic objective, linear constraints
Non-Linear Programming (NLP) Steepest Descent SteepestDescent implemented Direction: opposite the gradient
Non-Linear Programming (NLP) Polak-Ribiere (PR) Conjugate Gradient ConjGradient implemented Direction: last direction + opposite the gradient
Non-Linear Programming (NLP) Broyden–Fletcher–Goldfarb–Shanno (BFGS) Quasi-Newton QuasiNewton implemented Direction: bent according to approximate Hessian
Assignment Problem Bipartite Graph Matching Hungarian implemented Uses augmenting flows

Techniques: Discrete Optimization

Problem Technique ScalaTion Class Status Description
Integer Linear Programming (ILP) Variable are constrained to be integers IntegerLP implemented Branch and Bound with LP
- Mixed Integer Linear Programming (MILP) Some integer and some real variables IntegerLP implemented Mixed variables Branch and Bound with LP
Integer Quadratic Programming (IQP) Variable are constrained to be integers . . Branch and Bound with QP
- Mixed Integer Quadratic Programming (MIQP) Some integer and some real variables . . Mixed variables Branch and Bound with QP
Integer Non-Linear Programming (INLP) Variable are constrained to be integers IntegerNLP implemented Branch and Bound with NLP
- Mixed Integer Non-Linear Programming (MINLP) Some integer and some real variables IntegerNLP implemented Mixed variables Branch and Bound with NLP

Techniques: Optimization with Heuristics

Problem Technique ScalaTion Class Status Description
. Integer Local Search IntegerLocalSearch implemented Iteratively move to a better point within 'step' distance
. Integer Tabu Search IntegerTabuSearch implemented Similar to above, but will not revisit points deemed sub-optimal
. Genetic Algorithm (GA) GeneticAlgorithm under development Improve a collection of solutions using crossover and mutation operators
. Simulated Annealing (SA) . . .
. Particle Swarm Optimization (PSO) . . .
. Ant Colony Optimization (ACO) . . .

Taxonomy

Ontology

SoPT.owl