• Title/Summary/Keyword: linear and non-linear programming and cost optimization

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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.

MINLP optimization of a composite I beam floor system

  • Zula, Tomaz;Kravanja, Stojan;Klansek, Uros
    • Steel and Composite Structures
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    • v.22 no.5
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    • pp.1163-1192
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    • 2016
  • This paper presents the cost optimization of a composite I beam floor system, designed to be made from a reinforced concrete slab and steel I sections. The optimization was performed by the mixed-integer non-linear programming (MINLP) approach. For this purpose, a number of different optimization models were developed that enable different design possibilities such as welded or standard steel I sections, plastic or elastic cross-section resistances, and different positions of the neutral axes. An accurate economic objective function of the self-manufacturing costs was developed and subjected to design, resistance and deflection (in)equality constraints. Dimensioning constraints were defined in accordance with Eurocode 4. The Modified Outer-Approximation/Equality-Relaxation (OA/ER) algorithm was applied together with a two-phase MINLP strategy. A numerical example of the optimization of a composite I beam floor system, as presented at the end of this paper, demonstrates the applicability of the proposed approach. The optimal result includes the minimal produced costs of the structure, the optimal concrete and steel strengths, and dimensions.

Development of a Genetic Algorithm for the optimization in River Water Quality Management System (하천 수질관리 시스템에서 최적화를 위한 유전알고리즘의 개발)

  • 성기석;조재현
    • Proceedings of the Korean Operations and Management Science Society Conference
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    • 2001.10a
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    • pp.203-206
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    • 2001
  • Finding the optimal solution in the river water quality management system is very hard with the non-linearity of the water quality model. Many suggested methods for that using the linear programming, non-linear programming and dynamic programming, are failed to give an optimal solution of sufficient accuracy and satisfaction. We studied a method to find a solution optimizing the river water quality management in the aspect of the efficiency and the cost of the waste water treatment facilities satisfying the water Quality goals. In the suggested method, we use the QUAL2E water quality model and the genetic algorithm. A brief result of the project to optimize the water quality management in the Youngsan river is presented.

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A Study on the Optimization Method of Building Envelope using Non-linear Programming (비선형계획법을 이용한 건물의 외피최적화 방법)

  • Won, Jong-Seo;Lee, Kyung-Hoi
    • KIEAE Journal
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    • v.3 no.2
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    • pp.17-24
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    • 2003
  • The purpose of this study is to present rational methods of multi-criteria optimization of the envelope of buildings. The object is to determine the optimum R-value of the envelope of a building, based on the following criteria: minimum building costs (including the cost of materials and construction) and yearly heating costs. Mathematical model described heat losses and gains in a building during the heating season. It takes into consideration heat losses through wall, roof, floor and windows. Particular attention was paid to have a more detailed description of heat gains due to solar radiation. On the assumption that shape of building is rectangle in order to solve the problem, optimum R-value of the envelope of a building is determined by using non-linear programing methods(Kuhn-Tucker Conditions). The results constitute information for designers on the optimum R-value of a building envelope for energy saving buildings.

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.

Analyzing the Performance of a Davis-Putnam based Optimization Algorithm for the Index Selection Problem of Database Systems (데이터베이스 색인선택 문제에 대한 Davis-Putnam 기반 최적화 알고리즘의 성능 분석)

  • 서상구
    • The Journal of Information Technology and Database
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    • v.7 no.2
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    • pp.47-59
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    • 2000
  • In this paper, we analyze the applicability of a general optimization algorithm to a database optimization problem. The index selection problem Is the problem to choose a set of indexes for a database in a way that the cost to process queries in the given workload is minimized subject to a given storage space restriction for storing indexes. The problem is well known in database research fields, and many optimization and/or heuristic algorithms have been proposed. Our work differs from previous research in that we formalize the problem in the form of non-linear Integer Programming model, and investigate the feasibility and applicability of a general purpose optimization algorithm, called OPBDP, through experiments. We implemented algorithms to generate workload data sets and problem instances for the experiment. The OPBDP algorithm, which is a non-linear 0-1 Integer Programming problem solver based on Davis-Putnam method, worked generally well for our problem formulation. The experiment result showed various performance characteristics depending on the types of decision variables, variable navigation methods and ocher algorithm parameters, and indicates the need of further study on the exploitation of the general purpose optimization techniques for the optimization problems in database area.

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Optimum design of prestressed concrete beams by a modified grid search method

  • Cagatay, Ismail H.;Dundar, Cengiz;Aksogan, Orhan
    • Structural Engineering and Mechanics
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    • v.15 no.1
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    • pp.39-52
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    • 2003
  • A computer program has been developed for the optimum design of prestressed concrete beams under flexure. Optimum values of prestressing force, tendon configuration, and cross-sectional dimensions are determined subject to constraints on the design variables and stresses. 28 constraints have been used including flexural stresses, cover requirement, the aspect ratios for top and bottom flanges and web part of a beam and ultimate moment. The objective function contains cost of concrete, prestressing force and formwork. Using this function, it is possible to obtain minimum cost design, minimum weight or cross-sectional area of concrete design and minimum prestressing force design. Besides the idealized I-shaped cross-section, which is widely used in literature, a general I-shaped cross-section with eight geometrical design variables are used here. Four examples, one of which is available in the literature and the others are modified form of it, have been solved for minimum cost and minimum cross-sectional area designs and the results are compared. The computer program, which employs modified grid search optimization method, can assist a designer in producing efficient designs rapidly and easily. Considerable savings in computational work are thus made possible.

Optimal Long-term Transmission Planning Algorithm using Non-linear Branch-and-bound Method (비선형 분산안전법을 이용한 최적장기송전계률 알고리)

  • 박영문;신중린
    • The Transactions of the Korean Institute of Electrical Engineers
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    • v.37 no.5
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    • pp.272-281
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    • 1988
  • The problem of optimal transmission system planning is to find the most economical locations and time of transmission line construction under the various constraints such as available rights-of-way, finances, the technical characteristics of power system, and the reliability criterion of power supply, and so on. In this paper the constraint of right-of-way is represented as a finite set of available rights-of-way. And the constructed for a unit period. The electrical constraints are represented in terms of line overload and steady state stability margin. And the reliability criterion is dealt with the suppression of failure cost and with single-contingency analysis. In general, the transmission planning problem requires integer solutions and its objective function is nonlinear. In this paper the objective function is defined as a sum of the present values of construction cost and the minimum operating cost of power system. The latter is represented as a sum of generation cost and failure cost considering the change of yearly load, economic dispatch, and the line contingency. For the calculation of operating cost linear programming is adopted on the base of DC load flow calculation, and for the optimization of main objective function nonlinear Branch-and-Bound algorithm is used. Finally, for improving the efficiency of B & B algorithm a new sensitivity analysis algorithm is proposed.

A Study on the Minimum Weight and/or Cost Design of a Midship Structure of Oil Tanker (최소중량(最小重量) 및 건조비(建造費)를 위한 유조선(油槽船) 중앙단면(中央斷面) 설계(設計)에 관한 연구(硏究))

  • Z.G.,Kim;M.W.,Eo;J.G.,Shin
    • Bulletin of the Society of Naval Architects of Korea
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    • v.20 no.2
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    • pp.21-26
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    • 1983
  • In this light of economical engineering, the optimal configurations of ship structure that can save weights, production costs and operation costs should be investigated. This paper presents the general method of optimization based on non-linear programming and its application to weight and/or cost minimization of ship structure. Oil tanker is chosen as a ship type because of simple layout and easy calculation of stress. With the data of 16,200 DWT oil tanker built by KSEC 1980, this paper shows the procedure mentioned above by means of SUMT combined with two selected search methods. Then the differences between original and redesigned tanker structures are discussed.

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A Cloud-Edge Collaborative Computing Task Scheduling and Resource Allocation Algorithm for Energy Internet Environment

  • Song, Xin;Wang, Yue;Xie, Zhigang;Xia, Lin
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.15 no.6
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    • pp.2282-2303
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    • 2021
  • To solve the problems of heavy computing load and system transmission pressure in energy internet (EI), we establish a three-tier cloud-edge integrated EI network based on a cloud-edge collaborative computing to achieve the tradeoff between energy consumption and the system delay. A joint optimization problem for resource allocation and task offloading in the threetier cloud-edge integrated EI network is formulated to minimize the total system cost under the constraints of the task scheduling binary variables of each sensor node, the maximum uplink transmit power of each sensor node, the limited computation capability of the sensor node and the maximum computation resource of each edge server, which is a Mixed Integer Non-linear Programming (MINLP) problem. To solve the problem, we propose a joint task offloading and resource allocation algorithm (JTOARA), which is decomposed into three subproblems including the uplink transmission power allocation sub-problem, the computation resource allocation sub-problem, and the offloading scheme selection subproblem. Then, the power allocation of each sensor node is achieved by bisection search algorithm, which has a fast convergence. While the computation resource allocation is derived by line optimization method and convex optimization theory. Finally, to achieve the optimal task offloading, we propose a cloud-edge collaborative computation offloading schemes based on game theory and prove the existence of Nash Equilibrium. The simulation results demonstrate that our proposed algorithm can improve output performance as comparing with the conventional algorithms, and its performance is close to the that of the enumerative algorithm.