• Title/Summary/Keyword: Mixed-integer Programming

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Voltage Control and Security Assessment of Power System Using Mixed Integer Linear Programming (혼합정수 선형계획법을 이용한 계통의 전압제어 및 안전도 평가)

  • 김두현;김상철
    • Journal of the Korean Society of Safety
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    • v.14 no.2
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    • pp.70-76
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    • 1999
  • In this paper, a mixed-integer programming approach is presented for adjusting the voltage profiles in a power system. The advent of large-scaled system makes the reactive power and voltage problem-an attempt to achieve an overall improvement of system security, service quality and economy-more complex and seriously, Although the problem is originally a nonlinear optimization problem, it can be formulated as a mixed integer linear programming(MILP) problem without deteriorating of solution accuracy to a certain extent. The MILP code is developed by the branch and bound process search for the optimal solution. The variable for modeling transformer tap positions is handled as discrete one, and other variables continuous ones. Numerical data resulting from case study using a modified IEEE 30 bus system with outaged line show that the MILP can produce more reductions of magnitude in the operating cost. The convergence characteristics of the results are also presented and discussed.

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A Study on Scheduling of Scrap Disposal for Deap-sea Fishing Industry Using a Mixed Integer Programming Model (혼합정수계획 모형을 활용한 원양산업의 최적 감척 일정계획 수립에 관한 연구)

  • Kim, Jae-Hee
    • Korean Management Science Review
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    • v.27 no.2
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    • pp.55-66
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    • 2010
  • In Korea, deap-sea fishing industry plays an important role in a food industry. However, it is in a difficult situation because of the more competitive business environment. Therefore, there is a need to restructure the deap-sea fishing industry by scraping superannuated ships. This paper is designed to present scrap programs for deap-sea fishing industry of Korea. We performed ratio analysis to evaluate financial performance of fishing companies and then applied a mixed integer programming (MIP) model to identify optimal schedule for scraping. The results of the financial ratio analysis indicates that it is legible to provide governmental aid to Atlantic trawl, Northern Pacific trawl, and Indian ocean trawl with minimum required rate of return (MRR) of 3%, and the Atlantic strip fishing industry is qualified to receive the governmental aid with MRR value of 5%. Furthermore, by applying the MIP model to develop scrap planning, we demonstrate how our model can be used to restructure the deap-sea fishing industry of Korea.

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.

The Optimal Allocation of Aircrafts to Targets by Using Mixed Integer Programming (혼합정수계획법을 이용한 항공기-목표물 최적할당에 관한 연구)

  • Lee, Dae-Ryeock;Yang, Jae-Hwan
    • Korean Management Science Review
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    • v.25 no.1
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    • pp.55-74
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    • 2008
  • In recent warfare, the performance improvement of air weapon systems enables an aircraft to strike multiple targets on a single sortie. Further, aircrafts attacking targets may carry out an operation as a strike package that is composed of bombers, escort aircrafts, SEAD (Suppression of Enemy Air Defenses) aircrafts and etc. In this paper, we present an aircraft allocation model that allocates multiple targets to a single sortie in the form of a strike package. A mixed integer programming is developed and solved by using a commercially available software. The new model is better than existing ones because not only it allocates aircrafts to multiple targets but also it models the concept of the strike package. We perform a computational experiment to compare the result of the new model with that of existing ones, and perform sensitivity analysis by varying a couple of important parameters.

A Multiple Objective Mixed Integer Programming Model for Sewer Rehabilitation Planning (하수관리 정비 계획 수립을 위한 다중 목적 혼합 정수계획 모형)

  • Lee Yongdae;Kim Sheung Kown;Kim Jaehee;Kim Joonghun
    • Proceedings of the Korean Operations and Management Science Society Conference
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    • 2003.05a
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    • pp.660-667
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    • 2003
  • In this study, a Multiple Objective Mixed Integer Programming (MOMIP) Model is developed for sewer rehabilitation planning by considering cost, inflow/infiltration. A sewer rehabilitation planning model is required to decide the economic life of the sewer by considering trade-off between cost and inflow/infiltration. And it is required to find the optimal rehabilitation timing, according to the cost effectiveness of each sewer rehabilitation within the budget. To develop such a model, a multiple objective mixed integer programming model is formulated based on network flow optimization. The network is composed of state nodes and arcs. The state nodes represent the remaining life and the arcs represent the change of the state. The model consider multiple objectives which are cost minimization and minimization of inflow/infiltration. Using the multiple objective optimization, the trade-off between the cost and inflow/infiltration is presented to the planner so that a proper sewer rehabilitation plan can be selected.

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Optimal Weapon-Target Assignment of Multiple Dissimilar Closed-In Weapon Systems Using Mixed Integer Linear Programming (혼합정수선형계획법을 이용한 다수 이종 근접 방어 시스템의 최적 무장 할당)

  • Roh, Heekun;Oh, Young-Jae;Tahk, Min-Jea;Jung, Young-Ran
    • Journal of the Korean Society for Aeronautical & Space Sciences
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    • v.47 no.11
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    • pp.787-794
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    • 2019
  • In this paper, a Mixed Integer Linear Programming(MILP) approach for solving optimal Weapon-Target Assignment(WTA) problem of multiple dissimilar Closed-In Weapon Systems (CIWS) is proposed. Generally, WTA problems are formulated in nonlinear mixed integer optimization form, which often requires impractical exhaustive search to optimize. However, transforming the problem into a structured MILP problem enables global optimization with an acceptable computational load. The problem of interest considers defense against several threats approaching the asset from various directions, with different time of arrival. Moreover, we consider multiple dissimilar CIWSs defending the asset. We derive a MILP form of the given nonlinear WTA problem. The formulated MILP problem is implemented with a commercial optimizer, and the optimization result is proposed.

Optimizing delivery routing problem for logistics companies based on Integer Linear Programming method

  • Cao, Ngoc-Anh;Phan, Thanh-Hang;Chinh, Nguyen Thi;Tran, Duc-Quynh;Nguyen, Ha-Nam;Trang, Ngo-Thi-Thu;Choi, Gyoo-Seok
    • International Journal of Internet, Broadcasting and Communication
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    • v.14 no.4
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    • pp.212-221
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    • 2022
  • Currently, issues related to freight at Vietnamese logistics companies are becoming more and more urgent because of typical problems in Vietnam such as traffic, infrastructure, and application of information technology. This problem has been studied by applying many different approaches such as Integer Programming (LP), Mixed Integer Programming (MIP), hybrid, meta search, … In this paper, we applied the ILP model in order to deal with the VRP problem in a small size logistics company which is very popular in Vietnam. The experiments showed promising results with some optimal solutions with some small extra costs.

Sufficient conditions for zero duality gap of lagrangean relaxation

  • Kim, Sehun
    • Journal of the Korean Operations Research and Management Science Society
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    • v.10 no.2
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    • pp.24-27
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    • 1985
  • This paper presents sufficient conditions for zero duality gap of Lagrangean relaxation in mixed integer programming problems and discusses about an algorithm which updates multipiers using the dual varibles of the linear programming constructed by fixing integer variables.

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A Mixed Zero-One Integer Goal programming Approach to Facility Location-Allocation Problem with Multiple Objectives (혼합이진정수목표계획법(混合二進整数目標計劃法)을 이용(利用)한 다수목표(多数目標)의 설비입지선정(設備立地選定) 및 해당문제(該當問題)에 관(関)한 연구(硏究))

  • Gang, In-Seon;Yun, Deok-Gyun
    • Journal of Korean Institute of Industrial Engineers
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    • v.10 no.2
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    • pp.45-50
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    • 1984
  • This paper is concerned with the facility location-allocation problem (FLAP) with multiple objectives. A branch-and-bound procedure is presented to solve the mixed zero-one integer goal programming problem which is to determine facility locations from given candidate locations and to allocate facility capacity to given customer markets simultaneously. A numercial example is given to illustrate this procedure.

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NONDIFFERENTIABLE SECOND-ORDER MINIMAX MIXED INTEGER SYMMETRIC DUALITY

  • Gulati, Tilak Raj;Gupta, Shiv Kumar
    • Journal of the Korean Mathematical Society
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    • v.48 no.1
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    • pp.13-21
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    • 2011
  • In this paper, a pair of Wolfe type nondifferentiable sec-ond order symmetric minimax mixed integer dual problems is formu-lated. Symmetric and self-duality theorems are established under $\eta_1$-bonvexity/$\eta_2$-boncavity assumptions. Several known results are obtained as special cases. Examples of such primal and dual problems are also given.