• Title/Summary/Keyword: integer programming

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Integer Programming Model to the Travelling Salesman Problems with Route Dependent Travel Cost (경로의존 이동 비용을 갖는 외판원 문제의 정수계획 모형)

  • Yu, Sung-Yeol
    • Management & Information Systems Review
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    • v.29 no.4
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    • pp.109-121
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    • 2010
  • In this study, we propose a solution procedure to solve travelling salesman problem(TSP) with special cost function, route dependent travelling salesman problem(RDTSP). First, we develop an integer programming model to describe the problem. In the model, a variable means a possible route. And, the number of variables in this model are extremely large. So, we develop a LP relaxation problem of the IP model and solve the relaxation problem by a column generation technique. The relaxation problem does not guarantee the optimal solution. If we get an integer solution in the ralaxation problem, then the solution is an optimal one. But, if not, we cannot get an optimal solution. So, we approach a branch and price technique. The overall solution procedure can be applied a printed circuit board(PCB) assembly process.

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A Study on Developing an Integrated Model of Facility Location Problems and Safety Stock Optimization Problems in Supply Chain Management (공급사슬관리에서 생산입지선정 문제와 안전재고 최적화 문제의 통합모형 개발에 관한 연구)

  • Cho Geon
    • Journal of the Korean Operations Research and Management Science Society
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    • v.31 no.1
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    • pp.91-103
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    • 2006
  • Given a bill of materials (BOM) tree T labeled by the breadth first search (BFS) order from node 0 to node n and a general network ${\Im}=(V,A)$, where V={1,2,...,m} is the set of production facilities and A is the set of arcs representing transportation links between any of two facilities, we assume that each node of T stands for not only a component. but also a production stage which is a possible stocking point and operates under a periodic review base-stock policy, We also assume that the random demand which can be achieved by a suitable service level only occurs at the root node 0 of T and has a normal distribution $N({\mu},{\sigma}^2)$. Then our integrated model of facility location problems and safety stock optimization problem (FLP&SSOP) is to identify both the facility locations at which partitioned subtrees of T are produced and the optimal assignment of safety stocks so that the sum of production cost, inventory holding cost, and transportation cost is minimized while meeting the pre-specified service level for the final product. In this paper, we first formulate (FLP&SSOP) as a nonlinear integer programming model and show that it can be reformulated as a 0-1 linear integer programming model with an exponential number of decision variables. We then show that the linear programming relaxation of the reformulated model has an integrality property which guarantees that it can be optimally solved by a column generation method.

An Algorithm for Portfolio Selection Model

  • Kim, Yong-Chan;Shin, Ki-Young;Kim, Jong-Soo
    • Proceedings of the Korean Operations and Management Science Society Conference
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    • 2000.04a
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    • pp.65-68
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    • 2000
  • The problem of selecting a portfolio is to find Un investment plan that achieves a desired return while minimizing the risk involved. One stream of algorithms are based upon mixed integer linear programming models and guarantee an integer optimal solution. But these algorithms require too much time to apply to real problems. Another stream of algorithms are fur a near optimal solution and are fast enough. But, these also have a weakness in that the solution generated can't be guaranteed to be integer values. Since it is not a trivial job to tansform the scullion into integer valued one simutaneously maintaining the quality of the solution, they are not easy to apply to real world portfolio selection. To tackle the problem more efficiently, we propose an algorithm which generates a very good integer solution in reasonable amount of time. The algorithm is tested using Korean stock market data to verify its accuracy and efficiency.

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Implementation of MP3 encoder based on integer operations (정수형 연산 기반의 MP3 인코더 구현)

  • 조경연;최종찬;이철동
    • Proceedings of the IEEK Conference
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    • 1999.11a
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    • pp.659-662
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    • 1999
  • In this paper we implement MP3 encoder based on integer operations. To implement MP3 encoder presented in [1], floating-point operations are required. But we devise an MP3 encoding method which is based on integer operations. To verify the method presented in this paper, we implement MP3 encoder using ARM processor. In this paper we present the method to change floating point operations into integer operations, and the ARM assembly programming technique to implement fast MP3 encoder. The MP3 encoder implement using integer processor consumes less power than the encoder implemented using floating-point processor. So the encoder implemented in this paper is suitable lot portable applications which requires low power consumption.

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Integrated mathematical programming Approach of Cell formation and facility layout in cellular manufacturing (셀형제조시스템에서 셀형성과 설비배치를 통합한 수리계획모형에 관한 연구)

  • Lee Sang-Wan;Kim Hae-Sik;Cho Sung-Youl
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.28 no.2
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    • pp.94-100
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    • 2005
  • This paper presents the application of integrated mathematical programming approach for the design of cellular manufacturing. The proposed approach is carried out in two phases The first phase concerning exceptional elements(EEs) in cell formation and the second phase facilities layout design. This paper considers the total costs of three important costs for (1) intercellular transfer (2) machine duplication and (3) subcontracting. One of Important issue is the calculation of the number of machines considering the maximum utilization of machines and the available capacity of a machines that can be transferred between cells. Facilities layout design is considered to reflect the real field data taking in to account the operational sequence of the parts to be manufactured. The model is formulated as mixed integer programming that is employed to find the optimal solution.

Heuristic Algorithm for Selecting Mutually Dependent Qualify Improvement Alternatives of Multi-Stage Manufacturing Process (다단계제조공정의 품질개선을 위한 종속대안선택 근사해법)

  • 조남호
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.11 no.18
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    • pp.7-15
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    • 1988
  • This study is concerned with selecting mutually dependent quality improvement alternatives with resource constraints. These qualify improvement alternatives art different fro the tradition at alternatives which are independent from each other. In other words, selection of any improvement alternative requires other related specific improvement. Also the overall product quality in a multi stage manufacturing process is characterized by a complex multiplication method rather than a simple addition method which dose not allow to solve a linear knapsack problem despite its popularity in the traditional study. This study suggests a non-linear integer programming model for selecting mutually dependent quality improvement alternatives in multi-stage manufacturing process. In order to apply the model to selecting alternatives. This study also suggests a heuristic mode1 based on a dynamic programming model which is more practical than the non-linear integer programming model. The logic of the heuristic model enables 1) to estimate improvement effectiveness values on all improvement alternatives specifically defined for this study. 2) to arrange the effectiveness values in a descending order, and 3) to select the best one among the alternatives based on their forward and backward linkage relationships. This process repeats to selects other best alternatives within the resource constraints. This process is presented in a Computer programming in Appendix A. Alsc a numerical example of model application is presented in Chapter 4.

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Consideration of Ambiguties on Transmission System Expansion Planning using Fuzzy Set Theory (애매성을 고려한 퍼지이론을 이용한 송전망확충계획에 관한 연구)

  • Tran, T.;Kim, H.;Choi, J.
    • Proceedings of the KIEE Conference
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    • 2004.11b
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    • pp.261-265
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    • 2004
  • This paper proposes a fuzzy dual method for analyzing long-term transmission system expansion planning problem considering ambiguities of the power system using fuzzy lineal programming. Transmission expansion planning problem can be formulated integer programming or linear programming with minimization total cost subject to reliability (load balance). A long-term expansion planning problem of a grid is very complex, which have uncertainties fur budget, reliability criteria and construction time. Too much computation time is asked for actual system. Fuzzy set theory can be used efficiently in order to consider ambiguity of the investment budget (economics) for constructing the new transmission lines and the delivery marginal rate (reliability criteria) of the system in this paper. This paper presents formulation of fuzzy dual method as first step for developing a fuzzy Ford-Fulkerson algorithm in future and demonstrates sample study. In application study, firstly, a case study using fuzzy integer programming with branch and bound method is presented for practical system. Secondly, the other case study with crisp Ford Fulkerson is presented.

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