arXiv subjects

Hassan Hijazi

Publications and source records attributed to Hassan Hijazi.

13 recordsLinked to original sources

arXiv2025

Optimal Trajectory Planning for Space Object Tracking with Collision-Avoidance Constraints

A control optimization approach is presented for a chaser spacecraft tasked with maintaining proximity to a target space object while avoiding collisions. The target object trajectory is provided numerically to account for both passive debris and actively maneuvering spacecraft. Thrusting actions for the chaser object are modeled as discrete (on/off) variables to optimize resources (e.g., fuel) while satisfying spatial, dynamical, and collision-avoidance constraints. The nonlinear equation of motion is discretized directly using a fourth-order Runge-Kutta method without the need for linearized dynamics. The resulting mixed-integer nonlinear programming (MINLP) formulation is further enhanced with scaling techniques, valid constraints based on a perspective convex reformulation, and a combination of continuous relaxations of discrete actions with rounding heuristics to recover high-quality feasible solutions. This methodology enables efficient, collision-free trajectory planning over extended time horizons while reducing computational overhead. The effectiveness and practicality of the proposed approach is validated through a numerical case study.

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arXiv2024

Bound Tightening using Rolling-Horizon Decomposition for Neural Network Verification

Neural network verification aims at providing formal guarantees on the output of trained neural networks, to ensure their robustness against adversarial examples and enable their deployment in safety-critical applications. This paper introduces a new approach to neural network verification using a novel mixed-integer programming rolling-horizon decomposition method. The algorithm leverages the layered structure of neural networks, by employing optimization-based bound-tightening on smaller sub-graphs of the original network in a rolling-horizon fashion. This strategy strikes a balance between achieving tighter bounds and ensuring the tractability of the underlying mixed-integer programs. Extensive numerical experiments, conducted on instances from the VNN-COMP benchmark library, demonstrate that the proposed approach yields significantly improved bounds compared to existing effective bound propagation methods. Notably, the parallelizable nature of the proposed method proves effective in solving open verification problems. Our code is built and released as part of the open-source mathematical modeling tool Gravity (https://github.com/coin-or/Gravity), which is extended to support generic neural network models.

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arXiv2021

Verifying Global Optimality of Candidate Solutions to Polynomial Optimization Problems using a Determinant Relaxation Hierarchy

We propose a method for verifying that a given feasible point for a polynomial optimization problem is globally optimal. The approach relies on the Lasserre hierarchy and the result of Lasserre regarding the importance of the convexity of the feasible set as opposed to that of the individual constraints. By focusing solely on certifying global optimality and relaxing the Lasserre hierarchy using necessary conditions for positive semidefiniteness based on matrix determinants, the proposed method is implementable as a computationally tractable linear program. We demonstrate this method via application to several instances of polynomial optimization, including the optimal power flow problem used to operate electric power systems.

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arXiv2020

Disjunctive linear separation conditions and mixed-integer formulations for aircraft conflict resolution

We address the aircraft conflict resolution problem in air traffic control. We introduce new mixed-integer programming formulations for aircraft conflict resolution with speed, heading and altitude control which are based on disjunctive linear separation conditions. We first examine the two-dimensional aircraft conflict resolution problem with speed and heading control represented as continuous decision variables. We show that the proposed disjunctive linear separation conditions are equivalent to the traditional nonlinear conditions for aircraft separation. Further, we characterize conflict-free pairwise aircraft trajectories and propose a simple pre-processing algorithm to identify aircraft pairs which are either always conflict-free, or which cannot be separated using speed and heading control only. We then incorporate altitude control and propose a lexicographic optimization formulation that aims to minimize the number of flight level changes before resolving outstanding conflicts via two-dimensional velocity control. The proposed mixed-integer programming formulations are nonconvex, and we propose convex relaxations, decomposition methods and constraint generation algorithms to solve the two-dimensional and lexicographic optimization formulations to guaranteed optimality. Numerical experiments on four types of conflict resolution benchmarking instances are conducted to test the performance of the proposed mixed-integer formulations. Further, the proposed disjunctive formulations are compared against state-of-the-art formulations based on the so-called shadow separation condition. Our numerical results show that the proposed disjunctive linear separation conditions outperform existing formulations in the literature and can solve significantly more instances to global optimality. For reproducibility purposes, all formulations and instances are made available on a public repository.

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arXiv2018

Convex Hull Formulations for Mixed-Integer Multilinear Functions

In this paper, we present convex hull formulations for a mixed-integer, multilinear term/function (MIMF) that features products of multiple continuous and binary variables. We develop two equivalent convex relaxations of an MIMF and study their polyhedral properties in their corresponding higher-dimensional spaces. We numerically observe that the proposed formulations consistently perform better than state-of-the-art relaxation approaches.

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arXiv2018

Juniper: An Open-Source Nonlinear Branch-and-Bound Solver in Julia

Nonconvex mixed-integer nonlinear programs (MINLPs) represent a challenging class of optimization problems that often arise in engineering and scientific applications. Because of nonconvexities, these programs are typically solved with global optimization algorithms, which have limited scalability. However, nonlinear branch-and-bound has recently been shown to be an effective heuristic for quickly finding high-quality solutions to large-scale nonconvex MINLPs, such as those arising in infrastructure network optimization. This work proposes Juniper, a Julia-based open-source solver for nonlinear branch-and-bound. Leveraging the high-level Julia programming language makes it easy to modify Juniper's algorithm and explore extensions, such as branching heuristics, feasibility pumps, and parallelization. Detailed numerical experiments demonstrate that the initial release of Juniper is comparable with other nonlinear branch-and-bound solvers, such as Bonmin, Minotaur, and Knitro, illustrating that Juniper provides a strong foundation for further exploration in utilizing nonlinear branch-and-bound algorithms as heuristics for nonconvex MINLPs.

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arXiv2017

Exploiting sparsity for the min k-partition problem

The minimum k-partition problem is a challenging combinatorial problem with a diverse set of applications ranging from telecommunications to sports scheduling. It generalizes the max-cut problem and has been extensively studied since the late sixties. Strong integer formulations proposed in the literature suffer from a prohibitive number of valid inequalities and integer variables. In this work, we introduce two compact integer linear and semidefinite reformulations that exploit the sparsity of the underlying graph and develop fundamental results leveraging the power of chordal decomposition. Numerical experiments show that the new formulations improve upon state-of-the-art.

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arXiv2017

Complex Number Formulation and Convex Relaxations for Aircraft Conflict Resolution

We present a novel complex number formulation along with tight convex relaxations for the aircraft conflict resolution problem. Our approach combines both speed and heading control and provides global optimality guarantees despite non-convexities in the feasible region. As a side result, we present a new characterization of the conflict separation condition in the form of disjunctive linear constraints. Our formulation features one binary variable per pair of aircraft, is free of trigonometric functions, and captures the non-convexity in a set of quadratic concave constraints. Using our approach, we are able to close a number of open instances and reduce computational time by up to two orders of magnitude on standard instances.

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arXiv2017

Invex Optimization Revisited

Given a non-convex optimization problem, we study conditions under which every Karush-Kuhn-Tucker (KKT) point is a global optimizer. This property is known as KT-invexity and allows to identify the subset of problems where an interior point method always converges to a global optimizer. In this work, we provide necessary conditions for KT-invexity in n-dimensions and show that these conditions become sufficient in the two-dimensional case. As an application of our results, we study the Optimal Power Flow problem, showing that under mild assumptions on the variable's bounds, our new necessary and sufficient conditions are met for problems with two degrees of freedom.

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arXiv2016

Strengthening the SDP Relaxation of AC Power Flows with Convex Envelopes, Bound Tightening, and Lifted Nonlinear Cuts

This paper considers state-of-the-art convex relaxations for the AC power flow equations and introduces new valid cuts based on convex envelopes and lifted nonlinear constraints. These valid linear inequalities strengthen existing semidefinite and quadratic programming relaxations and dominate existing cuts proposed in the litterature. Together with model intersections and bound tightening, the new linear cuts close 8 of the remaining 16 open test cases in the NESTA archive for the AC Optimal Power Flow problem.

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arXiv2015

Efficient Dynamic Compressor Optimization in Natural Gas Transmission Systems

The growing reliance of electric power systems on gas-fired generation to balance intermittent sources of renewable energy has increased the variation and volume of flows through natural gas transmission pipelines. Adapting pipeline operations to maintain efficiency and security under these new conditions requires optimization methods that account for transients and that can quickly compute solutions in reaction to generator re-dispatch. This paper presents an efficient scheme to minimize compression costs under dynamic conditions where deliveries to customers are described by time-dependent mass flow. The optimization scheme relies on a compact representation of gas flow physics, a trapezoidal discretization in time and space, and a two-stage approach to minimize energy costs and maximize smoothness. The resulting large-scale nonlinear programs are solved using a modern interior-point method. The proposed optimization scheme is validated against an integration of dynamic equations with adaptive time-stepping, as well as a recently proposed state-of-the-art optimal control method. The comparison shows that the solutions are feasible for the continuous problem and also practical from an operational standpoint. The results also indicate that our scheme provides at least an order of magnitude reduction in computation time relative to the state-of-the-art and scales to large gas transmission networks with more than 6000 kilometers of total pipeline.

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arXiv2015

Polynomial SDP Cuts for Optimal Power Flow

The use of convex relaxations has lately gained considerable interest in Power Systems. These relaxations play a major role in providing global optimality guarantees for non-convex optimization problems. For the Optimal Power Flow (OPF) problem, the Semi-Definite Programming (SDP) relaxation is known to produce tight lower bounds. Unfortunately, SDP solvers still suffer from a lack of scalability. In this work, we introduce a new set of polynomial SDP-based constraints, strengthening weaker quadratic convex relaxations. The SDP cuts, expressed as polynomial constraints, can be handled by standard Nonlinear Programming solvers, enjoying better stability and computational efficiency. The new cut-generation procedure benefits from recent results on tree-decomposition methods, reducing the dimension of the underlying SDP matrices. As a side result, we present the first formulation of Kirchhoff's Voltage Law in the SDP space and reveal the existing link between these cycle constraints and the original SDP relaxation for three dimensional matrices. Numerical results on state-of-the- art benchmarks show a significant gain both in computational efficiency and optimality bound quality.

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arXiv2015

Convex Relaxations for Gas Expansion Planning

Expansion of natural gas networks is a critical process involving substantial capital expenditures with complex decision-support requirements. Given the non-convex nature of gas transmission constraints, global optimality and infeasibility guarantees can only be offered by global optimisation approaches. Unfortunately, state-of-the-art global optimisation solvers are unable to scale up to real-world size instances. In this study, we present a convex mixed-integer second-order cone relaxation for the gas expansion planning problem under steady-state conditions. The underlying model offers tight lower bounds with high computational efficiency. In addition, the optimal solution of the relaxation can often be used to derive high-quality solutions to the original problem, leading to provably tight optimality gaps and, in some cases, global optimal soluutions. The convex relaxation is based on a few key ideas, including the introduction of flux direction variables, exact McCormick relaxations, on/off constraints, and integer cuts. Numerical experiments are conducted on the traditional Belgian gas network, as well as other real larger networks. The results demonstrate both the accuracy and computational speed of the relaxation and its ability to produce high-quality solutions.

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