• Title/Summary/Keyword: Deterministic Integer Programming

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

  • Lee, Jinho;Shin, Myoungin
    • Journal of the Korean Operations Research and Management Science Society
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    • v.41 no.3
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    • pp.23-36
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    • 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.

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

  • Seungjun Lee;Hojong Baik;Janghoon Park
    • Journal of the Korean Society for Aviation and Aeronautics
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    • v.31 no.2
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    • pp.55-65
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    • 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.

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

  • Oh Seog-Moon;Son Moo-Sung;Choi In-Chan;Choi In-Sang
    • Journal of the Korean Society for Railway
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    • v.8 no.6 s.31
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    • pp.602-609
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    • 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
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    • v.12 no.1
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    • pp.53-63
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    • 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.

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

  • 복진광;이승권;문성득;박선원
    • Journal of Institute of Control, Robotics and Systems
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    • v.4 no.6
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    • pp.811-821
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    • 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.

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

  • Hwangbo, Soonho;Han, Jeehoon;Lee, In-Beum
    • Korean Chemical Engineering Research
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    • v.52 no.5
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    • pp.603-612
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    • 2014
  • Lots of networks are constructed in a large scale industrial complex. Each network meet their demands through production or transportation of materials which are needed to companies in a network. Network directly produces materials for satisfying demands in a company or purchase form outside due to demand uncertainty, financial factor, and so on. Especially utility network and hydrogen network are typical and major networks in a large scale industrial complex. Many studies have been done mainly with focusing on minimizing the total cost or optimizing the network structure. But, few research tries to make an integrated network model by connecting utility network and hydrogen network In this study, deterministic mixed integer linear programming model is developed for integrating utility network and hydrogen network. Steam Methane Reforming process is necessary for combining two networks. After producing hydrogen from Steam-Methane Reforming process whose raw material is steam vents from utility network, produced hydrogen go into hydrogen network and fulfill own needs. Proposed model can suggest optimized case in integrated network model, optimized blueprint, and calculate optimal total cost. The capability of the proposed model is tested by applying it to Yeosu industrial complex in Korea. Yeosu industrial complex has the one of the biggest petrochemical complex and various papers are based in data of Yeosu industrial complex. From a case study, the integrated network model suggests more optimal conclusions compared with previous results obtained by individually researching utility network and hydrogen network.

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

  • Sung, Chang-Sup;Song, Joo-Hyung;Yang, Woo-Suk
    • Proceedings of the Korean Operations and Management Science Society Conference
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    • 2005.05a
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    • pp.506-516
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    • 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.

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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
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    • v.12 no.5
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    • pp.1709-1718
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    • 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.

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

  • Park, Ji-hoon;Min, Chan-oh;Lee, Dae-woo;Chang, Woohyuck
    • Journal of the Korean Society for Aviation and Aeronautics
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    • v.26 no.2
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    • pp.54-60
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    • 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
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    • v.11 no.2
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    • pp.155-164
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    • 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.