• Title/Summary/Keyword: Mixed integer optimization

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Robust investment model for long range capacity expansion of chemical processing networks using two-stage algorithm

  • Bok, Jinkwang;Lee, Heeman;Park, Sunwon
    • 제어로봇시스템학회:학술대회논문집
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    • 1997.10a
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    • pp.1758-1761
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    • 1997
  • The problem of long range capacity expansion planing for chemical processing network under uncertain demand forecast secnarios is addressed. This optimization problem involves capactiy expansion timing and sizing of each chemical processing unit to maximize the expected net present value considering the deviation of net present values and the excess capacity over a given time horizon. A multiperiod mixed integer nonlinear programming optimization model that is both solution and modle robust for any realization of demand scenarios is developed using the two-stage stochastic programming algorithm. Two example problems are considered to illustrate the effectiveness of the model.

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An Excel-Based Scheduling System for a Small and Medium Sized Manufacturing Factory (중소 제조기업을 위한 엑셀기반 스케쥴링 시스템)

  • Lee, Chang-Su;Choe, Kyung-Il;Song, Young-Hyo
    • Journal of Korean Society for Quality Management
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    • v.36 no.2
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    • pp.28-35
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    • 2008
  • This study deals with an Excel-based scheduling system for a small and medium sized manufacturing factory without sufficient capability for managing full-scale information systems. The factory has the bottleneck with identical machines and unique batching characteristics. The scheduling problem is formulated as a variation of the parallel-machine scheduling system. It can be solved by a two-phase method: the first phase with an ant colony optimization (ACO) heuristic for order grouping and the second phase with a mixed integer programming (MIP) algorithm for scheduling groups on machines.

A Heuristic Method for Resolving Circular Shareholdings of Korean Large Business Groups (대규모 기업집단의 순환출자 해소를 위한 휴리스틱 기법)

  • Park, Chan-Kyoo
    • Journal of the Korean Operations Research and Management Science Society
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    • v.38 no.4
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    • pp.65-78
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    • 2013
  • Circular shareholding is established when at least three member firms in a business group hold stock in other member firms and form a series of ownership in a circular way. Although there have been many studies which investigated a negative effect of circular shareholding on firm's value, few studies have discussed how to resolve the problem given complicated ownership structures of large business groups. This paper is based on a mixed integer programming model, which was proposed in the author's previous research and can identify the ownership share divested in order to resolve circular shareholding. Since the optimization model becomes too complicated for large business groups and requires a sophisticated software to solve it, we propose a simple heuristic method that can find a good approximate solution to the model. Its applications to twelve Korean large business groups show that the heuristic method is not just computationally attractive but also provides near-optimal solutions in most cases.

Optimization-Based Pattern Generation for LAD (최적화에 근거한 LAD의 패턴생성 기법)

  • Jang, In-Yong;Ryoo, Hong-Seo
    • Proceedings of the Korean Operations and Management Science Society Conference
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    • 2005.10a
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    • pp.409-413
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    • 2005
  • The logical analysis of data(LAD) is an effective Boolean-logic based data mining tool. A critical step in analyzing data by LAD is the pattern generation stage where useful knowledge and hidden structural information in data is discovered in the form of patterns. A conventional method for pattern generation in LAD is based on term enumeration that renders the generation of higher degree patterns practically impossible. In this paper, we present a new optimization-based pattern generation methodology and propose two mathematical programming medels, a mixed 0-1 integer and linear programming(MILP) formulation and a well-studied set covering problem(SCP) formulation for the generation of optimal and heuristic patterns, respectively. With benchmark datasets, we demonstrate the effectiveness of our models by automatically generating with much ease patterns of high complexity that cannot be generated with the conventional approach.

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A Study on the Optimization Analysis of Tactical Ship Scheduling (전술적 선박 스케쥴링의 최적화 분석에 관한 연구)

  • 이경근;김시화
    • Journal of the Korean Institute of Navigation
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    • v.18 no.2
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    • pp.57-67
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    • 1994
  • This paper treats the optimization analysis of tactical ship scheduling problems in the world seaborne bulk trade. The authors use the term 'tactial' to describe the ship scheduling problem where the owners should employ skillful tactics as an expedient toward gaining the higher profits per period in short term. Relevent research and related problems on ship scheduling problems are reviewed briefly and a model for the tactical ship scheduling problem formulated as Set Problem is introduced by modifying the previous work of Fisher(1989). The reality and practicability of the model is validated by some ship-ping statistics. Proper solution approaches are outlined in the context of computational tractability in tackling the Mixed Integer Propramming. Some underlying consideration for the computational experiment is also mentioned. The authors conclude the paper with the remarks on the need of user-friendly Decision Support System for ship scheduling under varying decision environment.

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Applying Multi-Agent System for Optimal Multi-Microgrids Operation (멀티 마이크로그리드 최적 운영을 위한 멀티 에이전트 시스템 적용)

  • Bui, Van-Hai;Hussain, Akhtar;Kim, Hak-Man
    • Proceedings of the Korea Information Processing Society Conference
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    • 2016.04a
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    • pp.464-465
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    • 2016
  • This paper analyzes the capabilities of multi-agent system (MAS) technology for the optimal multi-microgrids (MMGs) operation in grid-connected mode. In this system, communication among microgrids (MGs) is realized by developing a modified contract net protocol (MCNP) based on agent communication language (ACL) messages. Moreover, a two-stage mathematical model is proposed based on mixed integer linear programming (MILP) for local optimization in each MG, and global optimization in energy management system.

The Use of Particle Swarm Optimization for Order Allocation Under Multiple Capacitated Sourcing and Quantity Discounts

  • Ting, Ching-Jung;Tsai, Chi-Yang;Yeh, Li-Wen
    • Industrial Engineering and Management Systems
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    • v.6 no.2
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    • pp.136-145
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    • 2007
  • The selection of suppliers and the determination of order quantities to be placed with those suppliers are important decisions in a supply chain. In this research, a non-linear mixed integer programming model is presented to select suppliers and determine the order quantities. The model considers the purchasing cost which takes into account quantity discount, the cost of transportation, the fixed cost for establishing suppliers, the cost for holding inventory, and the cost of receiving poor quality parts. The capacity constraints for suppliers, quality and lead-time requirements for the parts are also taken into account in the model. Since the purchasing cost, which is a decreasing step function of order quantities, introduces discontinuities to the non-linear objective function, it is not easy to employ traditional optimization methods. Thus, a heuristic algorithm, called particle swarm optimization (PSO), is used to find the (near) optimal solution. However, PSO usually generates initial solutions randomly. To improve the PSO solution quality, a heuristic procedure is proposed to find an initial solution based on the average unit cost including transportation, purchasing, inventory, and poor quality part cost. The results show that PSO with the proposed initial solution heuristic provides better solutions than those with PSO algorithm only.

An Optimization Model for Determining the Number of Military Cargo-plane (군용 수송기 소요 산정 최적화 모형)

  • Hee Soo Kim;Moon Gul Lee;Ho Seok Moon;Seong In Hwang
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.46 no.4
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    • pp.160-172
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    • 2023
  • In contemporary global warfare, the significance and imperative of air transportation have been steadily growing. The Republic of Korea Air Force currently operates only light and medium-sized military cargo planes, but does not have a heavy one. The current air transportation capability is limited to meet various present and future air transport needs due to lack of performance such as payload, range, cruise speed and altitude. The problem of population cliffs and lack of airplane parking space must also be addressed. These problems can be solved through the introduction of heavy cargo planes. Until now, most studies on the need of heavy cargo plane and increasing air transport capability have focused on the necessity. Some of them suggested specific quantity and model but have not provided scientific evidence. In this study, the appropriate ratio of heavy cargo plane suitable for the Korea's national power was calculated using principal component analysis and cluster analysis. In addition, an optimization model was established to maximize air transport capability considering realistic constraints. Finally we analyze the results of optimization model and compare two alternatives for force structure.

A development of an Optimization-Based Flight Scheduler and Its Simulation-Based Application to Real Airports (최적화 기법 기반의 항공기 스케줄러 개발 및 실제 공항의 수치적 모사)

  • Ryu, MinSeok;Song, Jae-Hoon;Choi, Seongim
    • Journal of the Korean Society for Aeronautical & Space Sciences
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    • v.41 no.9
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    • pp.681-688
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    • 2013
  • Several problems caused by inevitable increment of airplane have been issued. The most effective solution to solve the issues is considered as establishing appropriate Air Traffic Management (ATM) that reduces aircraft's delay at an airport and intensify the airport's capacity. The purpose of this paper is to produce the optimum aircraft schedules that maximize the aircraft throughput by smooth air traffic flow near terminal area of an airport In this paper, mathematical formulations of the scheduling problem are firstly specified. Based on the mathematical modelling, an Optimization-Based Flight Scheduler that provides the optimum flight schedules for arriving aircraft is developed by introducing the Mixed Integer Linear Programming(MILP) and the Genetic Algorithms(GA). With this scheduler, we calculated the optimum schedules to compare to real schedule data from an Incheon Airport. As a result, it is validated that aircraft throughput produced by the optimum schedule is much better than that of the schedule from the Incheon airport. The optimization-based flight scheduler is expected to deal with problems due to the aircraft saturation in near future.

A Study on Improvement of Run-Time in KS-SIGNAL, Traffic Signal Optimization Model for Coordinated Arterials (간선도로 연동화 신호최적화 모형 KS-SIGNAL의 수행속도 향상을 위한 연구)

  • 박찬호;김영찬
    • Journal of Korean Society of Transportation
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    • v.18 no.4
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    • pp.7-18
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    • 2000
  • KS-SIGNAL, a traffic signal optimization model for coordinated arterials, is an optimization model using the mixed integer linear Programming that minimizes total delay on arterials by optimizing left-turn Phase sequences. However, the Previous version of KS-SIGNAL had a difficulty in reducing computation speed because the related variables and constraints multiply rapidly in accordance with the increase of intersections. This study is designed to propose a new model, improving optimizing computation speed in KS-SIGMAl, and evaluate it. This Paper Puts forth three kinds of methodological approaches as to achieve the above goals. At the first step to reduce run-time in the proposed model objective function and a few constraints are Partially modified, which replaces variable in related to queue clearance time with constant, by using thru-movements at upstream intersection and the length of red time at downstream intersection. The result shows that the run-time can be reduced up to 70% at this step. The second step to load the library in LINDO for Windows, in order to solve mixed integer linear programming. The result suggests that run-time can be reduced obviously up to 99% of the first step result. The third step is to add constraints in related to left-turn Phase sequences. The proposed methodological approach, not optimizing all kinds of left-turn sequences, is more reasonable than that of previous model , only in the view of reducing run-tim. In conclusion, run-time could be reduced up to 30% compared with the second results. This Proposed model was tested by several optimization scenarios. The results in this study reveals that signal timing plan in KS-SIGNAL is closer to PASSER-II (bandwidth maximizing model) rather than to TRANSYT-7F(delay minimizing model).

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