• Title/Summary/Keyword: Lagrangian relaxation algorithm

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A Mathematical Model and an Algorithm for Dimensioning Problem of B-ISDN Extension (B-ISDN 확장 시 링크용량 설계 모형 및 알고리듬에 관한 연구)

  • 주종혁
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.24 no.62
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    • pp.11-20
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    • 2001
  • At the initial deployment of B-ISDN, the heterogeneity of services and the bandwidth requirement make dimensioning of B-ISDN much more complicated than the dimensioning of homogeneous circuit or packet switched networks. Therefore B-ISDN must be extended gradually according to future telecommunication technology or service demands. In this paper, we propose a mathematical formulation for dimensioning problem of B-ISDN extension, considering the characteristics of ATM(Asynchronous Transfer Mode) such as various quality of services, the statistical multiplexing effects of VPCs(Virtual Path Connections) and the modularity of transmission links allocated when new B-ISDN nodes are given. The algorithm based on the simultaneous linear approximation technique and Lagrangian relaxation method and some numerical results are also presented.

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Adaptive Mean Value Cross Decomposition Algorithms for Capacitated Facility Location Problems (제한용량이 있는 설비입지결정 문제에 대한 적응형 평균치교차분할 알고리즘)

  • Kim, Chul-Yeon;Choi, Gyung-Hyun
    • Journal of Korean Institute of Industrial Engineers
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    • v.37 no.2
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    • pp.124-131
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    • 2011
  • In this research report, we propose a heuristic algorithm with some primal recovery strategies for capacitated facility location problems (CFLP), which is a well-known combinatorial optimization problem with applications in distribution, transportation and production planning. Many algorithms employ the branch-and-bound technique in order to solve the CFLP. There are also some different approaches which can recover primal solutions while exploiting the primal and dual structure simultaneously. One of them is a MVCD (Mean Value Cross Decomposition) ensuring convergence without solving a master problem. The MVCD was designed to handle LP-problems, but it was applied in mixed integer problems. However the MVCD has been applied to only uncapacitated facility location problems (UFLP), because it was very difficult to obtain "Integrality" property of Lagrangian dual subproblems sustaining the feasibility to primal problems. We present some heuristic strategies to recover primal feasible integer solutions, handling the accumulated primal solutions of the dual subproblem, which are used as input to the primal subproblem in the mean value cross decomposition technique, without requiring solutions to a master problem. Computational results for a set of various problem instances are reported.

Knowledge-based Approach for Solving Short-term Power Scheduling in Extended Power Systems (확장된 발전시스템에서 지식기반 해법을 이용한 단기운영계획 수립에 관한 연구)

  • 김철수
    • Journal of the Korean Operations Research and Management Science Society
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    • v.23 no.2
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    • pp.187-200
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    • 1998
  • This paper presents an original approach for solving short-term power scheduling in extended power system with two fuels in a unit and a limited fuel using Lagrangian relaxations. The underlying model incorporates the full set of costs and constraints including setup, production, ramping, and operational status, and takes the form of a mixed integer nonlinear control problem. Moreover, the mathematical model developed includes two fuels in a unit and a limited fuel, regulation reserve requirements of prespecified group of units. Lagrangian relaxation is used to disaggregate the model by generator into separate subproblems which are then solved with a nested dynamic program including empirical knowledges. The strength of the methodology lies partially in its ability to construct good feasible solutions from information provided by the dual. Thus, the need for branch-and-bound is eliminated. In addition, the inclusion of two fuels in a unit and a limited fuel provides new insight into the limitations of current techniques. Computational experience with the proposed algorithm indicates that Problems containing up to 23 units including 8 unit used two fuels and 24 time periods can be readily solved in reasonable times. Duality gaps of less than 4% were achieved.

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An Explicit Column Generation Algorithm for the Profit Based Unit Commitment Problem in Electric Power Industry (전력산업에서의 Profit-Based Unit Commitment Problem 최적화를 위한 명시적 열생성 알고리즘)

  • Lee, Kyung-Sik;Song, Sang-Hwa
    • IE interfaces
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    • v.20 no.2
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    • pp.186-194
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    • 2007
  • Recent deregulation of Korean electricity industry has made each power generation company pay more attention to maximizing its own profit instead of minimizing the overall system operation cost while guaranteeing system security. Electricity power generation problem is typically defined as the problem of determining both the on and off status and the power generation level of each generator under the given fuel constraints, which has been known as Profit-Based Unit Commitment (PBUC) problem. To solve the PBUC problem, the previous research mostly focused on devising Lagrangian Relaxation (LR) based heuristic algorithms due to the complexity of the problem and the nonlinearity of constraints and objectives. However, these heuristic approaches have been reported as less practical in real world applications since the computational run time is usually quite high and it may take a while to implement the devised heuristic algorithms as software applications. Especially when considering long-term planning problem which spans at least one year, the complexity becomes higher. Therefore, this paper proposes an explicit column generation algorithm using power generation patterns and the proposed algorithm is successfully applied to a Korean power generation company. The proposed scheme has a robust structure so that it is expected to extend general PBUC problems.

Unit Commitment Considering Operation of Energy Constrained Units (에너지제약을 갖는 발전기의 운전을 고려한 기동정지계획에 관한 연구)

  • Song, K.Y.;Lee, B.;Kim, Y.H.
    • Proceedings of the KIEE Conference
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    • 1993.07a
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    • pp.117-119
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    • 1993
  • This paper presents a new method for solving unit commitment problem including hydro and pumped storage hydro units in a large scale power system. The proposed method makes it possible to get variable power of hydro and pumped storage hydro units and results in the better unit commitment with good convergency. Moreover this paper proposes an unit commitment algorithm to consider variable power of these units effectively by Lagrangian Relaxation method. By applying the proposed method to the test system, it is verified the usefulness of this method.

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Applications of the Genetic Algorithm to the Unit Commitment (Unit Commitment 문제에 유전알고리즘 적용)

  • Kim, H.S.;Hwang, G.H.;Mun, K.J.;Lee, H.S.;Park, J.H.
    • Proceedings of the KIEE Conference
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    • 1996.07b
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    • pp.711-713
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    • 1996
  • This paper proposes a unit commitment scheduling method based on Genetic Algorithm(GA). Due to a variety of constraints to be satisfied, the search space of the UC problem is highly nonconvex, so the UC problem cannot be solved efficiently only using the standard GA To efficiently deal with the constraints of the problem and greatly reduce the search space of the GA, the minimum up and down time constraints are embedded in the binary strings that are coded to represent the on-off states of the generating units. The violations of other constraints arc handled by integrating penalty factors. To show the effectiveness of the GA based unit commitment scheduling, test results for system of 5 units are compared with results obtained using Lagrangian Relaxation and Dynamic Programming.

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Dynamic File Allocation Problems In Distributed Systems (분산 시스템의 동적 파일 할당 연구)

  • Seo, Pil-Kyo
    • The Transactions of the Korea Information Processing Society
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    • v.4 no.7
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    • pp.1681-1693
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    • 1997
  • In a distributed system, the simple file allocation problem determines the placement of copies of a file, so as to minimize the operating costs. The simple file allocation problem assumes the cost parameters to be fixed. In practice, these parameters change over time. In this research, dynamic file allocation problem for both single and multiple files are considered, which account for these changing parameters. A model for dynamic file allocation problem is formulated as a mixed integer program for which Lagrangian relaxation based branch-and-bound algorithm is developed. This algorithms is implemented and its efficiency is tested on medium to large test problems.

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Distributed Throughput-Maximization Using the Up- and Downlink Duality in Wireless Networks (무선망에서의 상하향 링크 쌍대성 성질을 활용한 분산적 수율 최대화 기법)

  • Park, Jung-Min;Kim, Seong-Lyun
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.36 no.11A
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    • pp.878-891
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    • 2011
  • We consider the throughput-maximization problem for both the up- and downlink in a wireless network with interference channels. For this purpose, we design an iterative and distributive uplink algorithm based on Lagrangian relaxation. Using the uplink power prices and network duality, we achieve throughput-maximization in the dual downlink that has a symmetric channel and an equal power budget compared to the uplink. The network duality we prove here is a generalized version of previous research [10], [11]. Computational tests show that the performance of the up- and downlink throughput for our algorithms is close to the optimal value for the channel orthogonality factor, ${\theta}{\in}$(0.5, 1]. On the other hand, when the channels are slightly orthogonal (${\theta}{\in}$(0, 0.5]), we observe some throughput degradation in the downlink. We have extended our analysis to the real downlink that has a nonsymmetric channel and an unequal power budget compared to the uplink. It is shown that the modified duality-based approach is thoroughly applied to the real downlink. Considering the complexity of the algorithms in [6] and [18], we conclude that these results are quite encouraging in terms of both performance and practical applicability of the generalized duality theorem.

Optimal Location of Expressway Patrol Vehicle Stations Using Maximum Covering and Weighted p-Center Problems (Maximum Covering 문제와 Weighted p-Center 문제를 이용한고속도로 순찰대 최적 입지 결정)

  • Kim, Myeonghyeon;Kim, Hyo-Seung;Kim, Dong-Kyu;Lee, Chungwon
    • The Journal of The Korea Institute of Intelligent Transport Systems
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    • v.12 no.1
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    • pp.43-50
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    • 2013
  • This paper aims to determine the optimal location of expressway patrol vehicle stations that minimizes additional troubles caused by the delay of crash treatments. To do this, we formulate a maximum covering problem and a p-center problem weighted by crash frequency, using the shortest distance as the criteria for allocating service district, and we employ the Lagrangian relaxation algorithm to solve the former and Daskin's heuristic algorithm to solve the latter, respectively. Based on crash data of Korean expressways, the results from the proposed models are compared with the current location of patrol vehicle stations by using several indices as the level of service for crash treatment, such as maximum crash-weighted distance, average crash-weighted distance, and average access distance. The results show that the proposed models improve average access distance and time by about 10km and 10min, respectively. When allocation for service district is changed only with the fixed current location, the level of service can be also improved. The models and results proposed in this paper can contribute to improving the level of service for crash treatment on expressways. They can also provide the theoretical basis on the location decision for other various emergency facilities, and the allocation decision for floating service districts according to time-period crash data.

An Optimal Conjunctive Operation of Water Transmission Systems from Multiple Sources with applying EPAnet and KModSim Model (KModSim 모형(模型)에 의한 도시지역(都市地域) 다중수원(多衆水源) 송수관망간(送水管網間) 최적(最適) 연계(連繫) 운영(運營) 연구(硏究))

  • Ryu, Tae-Sang;Cheong, Tae-Sung;Ko, Ick-Hwan;Ha, Sung-Ryong
    • Proceedings of the Korea Water Resources Association Conference
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    • 2008.05a
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    • pp.500-504
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    • 2008
  • The objective of this paper is to evaluate the feasibility of using an optimization model as a effective way to search conjunctive operation scheme to meet two conditions; one is to minimize the electric cost for pumping and another is to meet the water demand for satisfying customers. The feasibility is confirmed as comparing the best combinations of pumps between multi-regional water supply networks from multiple sources which are obtained through an optimization modeling and EPAnet modeling. KModsim model, a network optimization model, was used to determine conjunctive operation scheme in the pipe system. KModsim, based on Lagrangian Relaxation algorithm, is useful for modeling network system and obtaining simultaneously pump combination and water allocation with given input option such as energy unit cost supplying from a source into a consumer, operating pumping combination. This study develops the procedure of determining optimal conjunctive operation scheme with using KModsim model. As a study region, the water supplying systems of the Geojae-city in the Geongsang Namdo Province was selected and investigated. The EPAnet hydraulic simulation result(Ryu et al, 2007, KSWW) gave input data for optimization model; energy unit price(won/$m^3$), water service available area etc.. It was assured that the combination of pump operation through optimum conjunctive operation is to be optimum scheme to obtain the best economic water allocation with comparison to the hydraulic simulation result such as electric cost and pump combination cases. The results obtained through the study are as follows. First, It was found that a well-allocated water supply scheme, the best combination of pump operation through optimum joint operation, promises to save the electric cost and satisfy all operational goals such as stability and revenues during the period. Second, an application of KModSim, a network model, gave the amount of water allocation from each source to a consumer with consideration of economic supply. Finally, in a service area available to supply through conjunctive operation of existing inter-regional water supply networks within short distance, a conjunctive operation is useful for determining each transmission pipeline's service area and maximizing the effectiveness of optimizations in pumping operation time.

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