• 제목/요약/키워드: Deterministic Integer Programming

검색결과 16건 처리시간 0.025초

명중률의 불확실성을 고려한 추계학적 무장-표적 할당 문제 (Stochastic Weapon Target Assignment Problem under Uncertainty in Targeting Accuracy)

  • 이진호;신명인
    • 한국경영과학회지
    • /
    • 제41권3호
    • /
    • pp.23-36
    • /
    • 2016
  • We consider a model that minimizes the total cost incurred by assigning available weapons to existing targets in order to reduce enemy threats, which is called the weapon target assignment problem (WTAP). This study addresses the stochastic versions of WTAP, in which data, such as the probability of destroying a target, are given randomly (i.e., data are identified with certain probability distributions). For each type of random data or parameter, we provide a stochastic optimization model on the basis of the expected value or scenario enumeration. In particular, when the probabilities of destroying targets depending on weapons are stochastic, we present a stochastic programming formulation with a simple recourse. We show that the stochastic model can be transformed into a deterministic equivalent mixed integer programming model under a certain discrete probability distribution of randomness. We solve the stochastic model to obtain an optimal solution via the mixed integer programming model and compare this solution with that of the deterministic model.

최적화 기법을 활용한 UAM 버티포트 수용량 산정방법 연구 (A Study on the UAM Vertiport Capacity Calculation MethodUsing Optimization Technique)

  • 이승준;백호종;박장훈
    • 한국항공운항학회지
    • /
    • 제31권2호
    • /
    • pp.55-65
    • /
    • 2023
  • Due to extreme urbanization, ground transportation in the city center is saturated, and problems such as the lack of expansion infrastructure and traffic congestion increase social costs. To solve this problem, a 3D mobility platform, Urban Air Mobility (UAM), has emerged as a new alternative. A vertiport is a physical space that conducts a similar role to an airport terminal. Vertiport consists of take-off and landing facilities (TLOF, Touchdown and Lift-Off area), space for boarding and disembarking from UAM aircraft (gates), taxiways, and passenger terminals. The type of vertiport (structure, number of facilities) and concept of operations are key variables that determine the number of UAM aircraft that can be accommodated per hour. In this study, a capacity calculation method was presented using an optimization technique (Deterministic Integer Linear Programming). The absolute capacity of the vertiport was calculated using an optimization technique, and a sensitivity analysis was also performed.

공공성을 고려한 열차용량 할당 (Train-Fleet Assignment based on Public Interests)

  • 오석문;손무성;최인찬;최인상
    • 한국철도학회논문집
    • /
    • 제8권6호
    • /
    • pp.602-609
    • /
    • 2005
  • In this paper, we consider the train-fleet assignment problem to determine fleet assignment and seat allocation synchronously. An integer programming model of the problem and a decomposition-based solution approach are developed to handle short-term period deterministic orgin-destination demands. The primary objective used in the developed model is to maximize the total number of passengers transported during peak load periods, such as Chuseok national holiday period. Thus, in developing the model we choose to profit-pursuing system. We also show how the proposed model can be readily modified to incorporate profit-maximization. Using the empirical data sets provided by a Korean railroad company, we have tested the proposed solution approach and carried out various comparison analyses by varying traffic demand patterns and train schedules. The computational experiments reveal that the proposed solutions approach produces high quality solutions in reasonable computation time.

A Two-stage Stochastic Programming Model for Optimal Reactive Power Dispatch with High Penetration Level of Wind Generation

  • Cui, Wei;Yan, Wei;Lee, Wei-Jen;Zhao, Xia;Ren, Zhouyang;Wang, Cong
    • Journal of Electrical Engineering and Technology
    • /
    • 제12권1호
    • /
    • pp.53-63
    • /
    • 2017
  • The increasing of wind power penetration level presents challenges in classical optimal reactive power dispatch (ORPD) which is usually formulated as a deterministic optimization problem. This paper proposes a two-stage stochastic programming model for ORPD by considering the uncertainties of wind speed and load in a specified time interval. To avoid the excessive operation, the schedule of compensators will be determined in the first-stage while accounting for the costs of adjusting the compensators (CACs). Under uncertainty effects, on-load tap changer (OLTC) and generator in the second-stage will compensate the mismatch caused by the first-stage decision. The objective of the proposed model is to minimize the sum of CACs and the expected energy loss. The stochastic behavior is formulated by three-point estimate method (TPEM) to convert the stochastic programming into equivalent deterministic problem. A hybrid Genetic Algorithm-Interior Point Method is utilized to solve this large-scale mixed-integer nonlinear stochastic problem. Two case studies on IEEE 14-bus and IEEE 118-bus system are provided to illustrate the effectiveness of the proposed method.

반도체 제조공정을 위한 새로운 생산일정 알고리즘 (A New Scheduling Algorithm for Semiconductor Manufacturing Process)

  • 복진광;이승권;문성득;박선원
    • 제어로봇시스템학회논문지
    • /
    • 제4권6호
    • /
    • pp.811-821
    • /
    • 1998
  • A new scheduling algorithm for large scale semiconductor processes is addressed. The difficulties of scheduling for semiconductor fabrication processes are mainly due from repeating production of wafers that experience reentrant flows. Sequence branch algorithm (SBA) is proposed for large real scheduling problems when all processing times are deterministic. The SBA is based on the reachability graph of Petri net of which the several defects such as memory consumption and system deadlock are complemented. Though the SBA shows the solution deviating a little from the optimal solution of mixed integer programming, it is adjustable for large size scheduling problems. Especially, it shows a potential that is capable of handling commercial size problems that are intractable with mathematical programming.

  • PDF

유틸리티 네트워크와 수소 공급망 통합 네트워크 설계를 위한 결정론적 최적화 모델 개발 (Development of a Deterministic Optimization Model for Design of an Integrated Utility and Hydrogen Supply Network)

  • 황보순호;한지훈;이인범
    • Korean Chemical Engineering Research
    • /
    • 제52권5호
    • /
    • pp.603-612
    • /
    • 2014
  • 대규모 산업 단지 내에는 다양한 네트워크가 형성되어 있다. 각각의 네트워크들은 네트워크를 구성하는 요소들이 필요로 하는 물질의 생산 및 수송을 통하여 물질의 수요를 충족시킨다. 네트워크 자체적으로 직접 생산을 통하여 각 공장들이 필요로 하는 물질의 수요를 충족시키기도 하며 수요량의 변화나 경제적 요소들로 인하여 네트워크 외부에서 필요로 하는 물질을 구매하여 네트워크 내에서 수송하기도 한다. 특히나 유틸리티 네트워크와 수소 네트워크는 대규모 산업 단지의 대표적인 네트워크들이며 이러한 네트워크들의 비용적 절감 및 네트워크 구성의 최적화와 관련된 많은 연구들이 수행되어 왔다. 하지만 두 네트워크를 연결하여 통합된 네트워크 모델을 구축하여 최적화를 진행한 연구는 진행되어 오지 않았다. 본 논문에서는 유틸리티 네트워크에서 발생되는 여분의 스팀을 수증기 메탄 개질 공정의 원료로 사용하여 수소를 생산한 후, 생산된 수소를 수소 네트워크에 주입하여 수소 네트워크의 수소 수요량을 충족시키는 모델을 개발하였다. 제시된 모델은 유틸리티 네트워크의 유틸리티 수요량과 수소 네트워크의 수소 수요량을 모두 충족시키면서 통합된 네트워크 모델의 최적 설계 및 네트워크 구성도를 결정할 수 있게 하고, 요구되는 전체 비용을 계산 가능하게 한다. 본 연구에서 제시한 모델의 타당성을 평가하기 위하여 국내 최대 규모의 대규모 석유 화학 산업단지를 가지고 있는 여수 석유 화학 단지를 대상으로 사례를 적용해 보았으며 이 사례 연구를 통하여 얻은 결과는 기존의 유틸리티 네트워크와 수소 네트워크를 개별적으로 연구한 결과와 비교하여 더 최적의 결정을 제시할 것이다.

Investment Scheduling of Maximizing Net Present Value of Dividend with Reinvestment Allowed

  • Sung, Chang-Sup;Song, Joo-Hyung;Yang, Woo-Suk
    • 한국경영과학회:학술대회논문집
    • /
    • 한국경영과학회/대한산업공학회 2005년도 춘계공동학술대회 발표논문
    • /
    • pp.506-516
    • /
    • 2005
  • This paper deals with an investment scheduling problem of maximizing net present value of dividend with reinvestment allowed, where each investment has certain capital requirement and generates deterministic profit. Such deterministic profit is calculated at completion of each investment and then allocated into two parts, including dividend and reinvestment, at each predetermined reinvestment time point. The objective is to make optimal scheduling of investments over a fixed planning horizon which maximizes total sum of the net present values of dividends subject to investment precedence relations and capital limit but with reinvestment allowed. In the analysis, the scheduling problem is transformed to a kind of parallel machine scheduling problem and formulated as an integer programming which is proven to be NP-complete. Thereupon, a depth-first branch-and-bound algorithm is derived. To test the effectiveness and efficiency of the derived algorithm, computational experiments are performed with some numerical instances. The experimental results show that the algorithm solves the problem relatively faster than the commercial software package (CPLEX 8.1), and optimally solves the instances with up to 30 investments within a reasonable time limit.

  • PDF

Chance-constrained Scheduling of Variable Generation and Energy Storage in a Multi-Timescale Framework

  • Tan, Wen-Shan;Abdullah, Md Pauzi;Shaaban, Mohamed
    • Journal of Electrical Engineering and Technology
    • /
    • 제12권5호
    • /
    • pp.1709-1718
    • /
    • 2017
  • This paper presents a hybrid stochastic deterministic multi-timescale scheduling (SDMS) approach for generation scheduling of a power grid. SDMS considers flexible resource options including conventional generation flexibility in a chance-constrained day-ahead scheduling optimization (DASO). The prime objective of the DASO is the minimization of the daily production cost in power systems with high penetration scenarios of variable generation. Furthermore, energy storage is scheduled in an hourly-ahead deterministic real-time scheduling optimization (RTSO). DASO simulation results are used as the base starting-point values in the hour-ahead online rolling RTSO with a 15-minute time interval. RTSO considers energy storage as another source of grid flexibility, to balance out the deviation between predicted and actual net load demand values. Numerical simulations, on the IEEE RTS test system with high wind penetration levels, indicate the effectiveness of the proposed SDMS framework for managing the grid flexibility to meet the net load demand, in both day-ahead and real-time timescales. Results also highlight the adequacy of the framework to adjust the scheduling, in real-time, to cope with large prediction errors of wind forecasting.

유전 알고리즘을 활용한 무인기의 다중 임무 계획 최적화 (Multi-mission Scheduling Optimization of UAV Using Genetic Algorithm)

  • 박지훈;민찬오;이대우;장우혁
    • 한국항공운항학회지
    • /
    • 제26권2호
    • /
    • pp.54-60
    • /
    • 2018
  • This paper contains the multi-mission scheduling optimization of UAV within a given operating time. Mission scheduling optimization problem is one of combinatorial optimization, and it has been shown to be NP-hard(non-deterministic polynomial-time hardness). In this problem, as the size of the problem increases, the computation time increases dramatically. So, we applied the genetic algorithm to this problem. For the application, we set the mission scenario, objective function, and constraints, and then, performed simulation with MATLAB. After 1000 case simulation, we evaluate the optimality and computing time in comparison with global optimum from MILP(Mixed Integer Linear Programming).

An Improved Genetic Approach to Optimal Supplier Selection and Order Allocation with Customer Flexibility for Multi-Product Manufacturing

  • Mak, Kai-Ling;Cui, Lixin;Su, Wei
    • Industrial Engineering and Management Systems
    • /
    • 제11권2호
    • /
    • pp.155-164
    • /
    • 2012
  • As the global market becomes more competitive, manufacturing industries face relentless pressure caused by a growing tendency of greater varieties of products, shorter manufacturing cycles and more sophisticated customer requirements. Efficient and effective supplier selection and order allocation decisions are, therefore, important decisions for a manufacturer to ensure stable material flows in a highly competitive supply chain, in particular, when customers are willing to accept products with less desirable product attributes (e.g., color, delivery date) for economic reasons. This paper attempts to solve optimally the challenging problem of supplier selection and order allocation, taking into consideration the customer flexibility for a manufacturer producing multi-products to satisfy the customers' demands in a multi period planning horizon. A new mixed integer programming model is developed to describe the behavior of the supply chain. The objective is to maximize the manufacturer's total profit subject to various operating constraints of the supply chain. Due to the complexity and non-deterministic polynomial-time (NP)-hard nature of the problem, an improved genetic approach is proposed to solve the problem optimally. This approach differs from a canonical genetic algorithm in three aspects: a new selection method to reduce the chance of premature convergence and two problem-specific repair heuristics to guarantee feasibility of the solutions. The results of applying the proposed approach to solve a set of randomly generated test problems clearly demonstrate its excellent performance. When compared with applying the canonical genetic algorithm to locate optimal solutions, the average improvement in the solution quality amounts to as high as ten percent.