• 제목/요약/키워드: Constraint programming

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A Study on a Fuzzy Berth Assignment Programming Problem (퍼지 반박시정계획 문제에 관한 연구)

  • 금종수;이홍걸;이철영
    • Journal of the Korean Institute of Navigation
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    • v.20 no.4
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    • pp.59-70
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    • 1996
  • A berth assignment problem has a direct impact on assessment of charges made to ships and goods. In this paper, we concerned with of fuzzy mathematical programming models for a berth assignment problem to achieved an efficient berth operation in a fuzzy environment. In this paper, we focus on the berth assignment programming with fuzzy parameters which are based on personal opinions or subjective judgement. From the above point of view, assume that a goal and a constraint are given by fuzzy sets, respectively, which are characterized by membership functions. Let a fuzzy decision be defined as the fuzzy set resulting from the intersection of a goal and constraint. This paper deals with fuzziness in all parameters which are expressed by fuzzy numbers. A fuzzy parameter defined by a fuzzy number means a possibility distribution of the parameters. These fuzzy 0-1 integer programming problems are formulated by fuzzy functions whose concept is also called the extension principle. We deal with a berth assignment problem with triangular fuzzy coefficients and propose a branch and bound algorithm for solving the problem. We suggest three models of berth assignment to minimizing the objective functions such as total port time, total berthing time and maximum berthing time by using a revised Maximum Position Shift(MPS) concept. The berth assignment problem is formulated by min-max and fuzzy 0-1 integer programming. Finally, we gave the numerical solutions of the illustrative examples.

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A Mixed Integer Linear Programming Approach for the Profit Based Unit Commitment Problem under Non-Linear Fuel Consumption Constraint and Maintenance Cost (비선형 연료 제약 및 유지보수 비용을 고려한 Mixed Integer Linear Programming 기반 발전기 주간 운용계획 최적화)

  • Song, Sang-Hwa;Lee, Kyung-Sik
    • Korean Management Science Review
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    • v.25 no.1
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    • pp.43-53
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    • 2008
  • This paper considers a profit-based unit commitment problem with fuel consumption constraint and maintenance cost, which is one of the key decision problems in electricity industry. The nature of non-linearity inherent in the constraints and objective functions makes the problem intractable which have led many researches to focus on Lagrangian based heuristics. To solve the problem more effectively, we propose mixed integer programming based solution algorithm linearizing the complex non-linear constraints and objectives functions. The computational experiments using the real-world operation data taken from a domestic electricity power generator show that the proposed algorithm solves the given problem effectively.

Scheduling of a Casting Sequence Considering Ingot Weight Restriction in a Job-Shop Type Foundry (잉곳 무게 제한 조건을 고려한 Job-Shop형 주물공장의 스케줄링)

  • Park, Yong-Kuk;Yang, Jung-Min
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.31 no.3
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    • pp.17-23
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    • 2008
  • In this research article, scheduling a casting sequence in a job-shop type foundry involving a variety of casts made of an identical alloy but with different shapes and II weights, has been investigated. The objective is to produce the assigned mixed orders satisfying due dates and obtaining the highest ingot efficiency simultaneously. Implementing simple integer programming instead of complicated genetic algorithms accompanying rigorous calculations proves that it can provide a feasible solution with a high accuracy for a complex, multi-variable and multi-constraint optimization problem. Enhancing the ingot efficiency under the constraint of discrete ingot sizes is accomplished by using a simple and intelligible algorithm in a standard integer programming. Employing this simple methodology, a job-shop type foundry is able to maximize the furnace utilization and minimize ingot waste.

Voltage Stability Constrained Optimal Power Flow based on Successive Linear Programming (전압안정도를 고려한 연속선형계획법 기반 최적조류계산)

  • Bae, Seung-Chul;Shin, Yong-Son;Lee, Byong-Jun
    • Proceedings of the KIEE Conference
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    • 2003.11a
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    • pp.220-223
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    • 2003
  • This paper presents VSCOPF(Votage Stability Constrained Optimal Power Flow) algorithm based on SLP(Successive Linear Programming) to interpret the large scale system. Voltage stability index used to this paper is L index to be presented by function form. The objective function consists of load shedding cost minimization. Voltage stability indicator constraint was incorporated in traditional OPF formulation. as well as the objective function and constraints are linearlized and the optimal problem is performed by SLP(Successive Linear Programming). In this paper, the effect of voltage stability limit constraint is showed in the optimal load curtailment problems. As a result, an optimal solution is calculated to minimize load shedding cost guaranteeing voltage security level. Numerical examples using IEEE 39-bus system is also presented to illustrate the capabilities of the proposed formulation.

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Array pattern synthesis using semidefinite programming and a bisection method

  • Lee, Jong-Ho;Choi, Jeongsik;Lee, Woong-Hee;Song, Jiho
    • ETRI Journal
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    • v.41 no.5
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    • pp.619-625
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    • 2019
  • In this paper, we propose an array pattern synthesis scheme using semidefinite programming (SDP) under array excitation power constraints. When an array pattern synthesis problem is formulated as an SDP problem, it is known that an additional rank-one constraint is generated inevitably and relaxed via semidefinite relaxation. If the solution to the relaxed SDP problem is not of rank one, then conventional SDP-based array pattern synthesis approaches fail to obtain optimal solutions because the additional rank-one constraint is not handled appropriately. To overcome this drawback, we adopted a bisection technique combined with a penalty function method. Numerical applications are presented to demonstrate the validity of the proposed scheme.

A PSEUDOCONVEX PROGRAMMINA IN A HILBERT SPACE

  • Yoon, Byung-Ho;Kim, In-Soo
    • Bulletin of the Korean Mathematical Society
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    • v.23 no.2
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    • pp.141-148
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    • 1986
  • In [1], M. Guignard considered a constraint set in a Banach space, which is similar to that in [2] and gave a first order necessary optimality condition which generalized the Kuhn-Tucker conditions [3]. Sufficiency is proved for objective functions which is either pseudoconcave [5] or quasi-concave [6] where the constraint sets are taken pseudoconvex. In this note, we consider a psedoconvex programming problem in a Hilbert space. Constraint set in a Hillbert space being pseudoconvex and the objective function is restrained by an operator equation. Then we use the methods similar to that in [1] and [6] to obtain a necessary and sufficient optimality condition.

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Utilization of a Mathematical Programming Data Structure for the Implementation of a Water Resources Planning System (수자원 운영계획 시스템의 구현을 위한 수리계획 모형 자료구조의 활용)

  • Kim, Jae-Hee;Kim, Sheung-Kown;Park, Young-Joon
    • IE interfaces
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    • v.16 no.4
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    • pp.485-495
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    • 2003
  • This paper reports on the application of the integration of mathematical programming model and database in a decision support system (DSS) for the planning of the multi-reservoir operating system. The DSS is based on a multi-objective, mixed-integer goal programming (MIGP) model, which can generate efficient solutions via the weighted-sums method (WSM). The major concern of this study is seamless, efficient integration between the mathematical model and the database, because there are significant differences in structure and content between the data for a mathematical model and the data for a conventional database application. In order to load the external optimization results on the database, we developed a systematic way of naming variable/constraint so that a rapid identification of variables/constraints is possible. An efficient database structure for planning of the multi-reservoir operating system is presented by taking advantage of the naming convention of the variable/constraint.

ON THE GLOBAL CONVERGENCE OF A MODIFIED SEQUENTIAL QUADRATIC PROGRAMMING ALGORITHM FOR NONLINEAR PROGRAMMING PROBLEMS WITH INEQUALITY CONSTRAINTS

  • Liu, Bingzhuang
    • Journal of applied mathematics & informatics
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    • v.29 no.5_6
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    • pp.1395-1407
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    • 2011
  • When a Sequential Quadratic Programming (SQP) method is used to solve the nonlinear programming problems, one of the main difficulties is that the Quadratic Programming (QP) subproblem may be incompatible. In this paper, an SQP algorithm is given by modifying the traditional QP subproblem and applying a class of $l_{\infty}$ penalty function whose penalty parameters can be adjusted automatically. The new QP subproblem is compatible. Under the extended Mangasarian-Fromovitz constraint qualification condition and the boundedness of the iterates, the algorithm is showed to be globally convergent to a KKT point of the non-linear programming problem.

THE KARUSH-KUHN-TUCKER OPTIMALITY CONDITIONS IN INTERVAL-VALUED MULTIOBJECTIVE PROGRAMMING PROBLEMS

  • Hosseinzade, Elham;Hassanpour, Hassan
    • Journal of applied mathematics & informatics
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    • v.29 no.5_6
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    • pp.1157-1165
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    • 2011
  • The Karush-Kuhn-Tucker (KKT) necessary optimality conditions for nonlinear differentiable programming problems are also sufficient under suitable convexity assumptions. The KKT conditions in multiobjective programming problems with interval-valued objective and constraint functions are derived in this paper. The main contribution of this paper is to obtain the Pareto optimal solutions by resorting to the sufficient optimality condition.

MIXED TYPE DUALITY FOR A PROGRAMMING PROBLEM CONTAINING SUPPORT FUNCTION

  • Husain, I.;Jabeen, Z.
    • Journal of applied mathematics & informatics
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    • v.15 no.1_2
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    • pp.211-225
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    • 2004
  • A mixed type dual to a programming problem containing support functions in a objective as well as constraint functions is formulated and various duality results are validated under generalized convexity and invexity conditions. Several known results are deducted as special cases.