• Title/Summary/Keyword: linear programming and heuristics

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Solving Mixed Strategy Nash-Cournot Equilibria under Generation and Transmission Constraints in Electricity Market

  • Lee, Kwang-Ho
    • Journal of Electrical Engineering and Technology
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    • v.8 no.4
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    • pp.675-685
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    • 2013
  • Generation capacities and transmission line constraints in a competitive electricity market make it troublesome to compute Nash Equilibrium (NE) for analyzing participants' strategic generation quantities. The NE can cause a mixed strategy NE rather than a pure strategy NE resulting in a more complicated computation of NE, especially in a multiplayer game. A two-level hierarchical optimization problem is used to model competition among multiple participants. There are difficulties in using a mathematical programming approach to solve a mixed strategy NE. This paper presents heuristics applied to the mathematical programming method for dealing with the constraints on generation capacities and transmission line flows. A new formulation based on the heuristics is provided with a set of linear and nonlinear equations, and an algorithm is suggested for using the heuristics and the newly-formulated equations.

A Rapid Algorithm for Optimal Allocation in Combinatorial Auctions (조합 경매에서의 최적 분배를 위한 빠른 알고리즘)

  • 송진우;양성봉
    • Journal of KIISE:Computer Systems and Theory
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    • v.30 no.9
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    • pp.477-486
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    • 2003
  • In combinatorial auctions buyers nay bid for arbitrary combinations of goods. But determining the winners of combinatorial auctions who maximize the profit of a seller is known to be NP-complete. A branch-and-bound method can be one of practical algorithm for winner determination. However, bid selection heuristics play a very important role in the efficiency of a branch-and-bound method. In this paper, we designed and implemented an algorithm which used a branch-and-bound method and Linear Programming for winner determination in combinatorial auctions. We propose new bid selection heuristics which consider a branching bid and conflicting bids simultaneously to select a branching bid in the algorithm. In addition, upper bounds are reused to reduce the running time in specific cases. We evaluated the performance of the algorithm by experiments with five data distributions and compared our method with others. The algorithm using heuristics showed a superior efficiency in two data distributions and a similar efficiency in three distributions.

Heuristics for vehicle routing problem to minimize total delivery waiting time (고객 대기 시간 최소화 차량 경로 문제의 발견적 해법)

  • 강경환;이영훈
    • Proceedings of the Korean Operations and Management Science Society Conference
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    • 2001.10a
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    • pp.279-282
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    • 2001
  • This paper is concerned with Vehicle Routing Problem to minimize the total delivery waiting time of customers. The delivery waiting time is the time taken to travel from the depot to the customer, which is important for the delivery of the perishing products or foods requiring freshness. We construct a mixed integer linear programming formulation of this problem, and CR(Clustering first Routing second) heuristic and SPH(set partitioning heuristic) are suggested. the results of computational experiments showed that these heuristics find successfully favorable solutions, in much shorter time than optimal.

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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.

Efficient Virtual Machine Resource Management for Media Cloud Computing

  • Hassan, Mohammad Mehedi;Song, Biao;Almogren, Ahmad;Hossain, M. Shamim;Alamri, Atif;Alnuem, Mohammed;Monowar, Muhammad Mostafa;Hossain, M. Anwar
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.8 no.5
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    • pp.1567-1587
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    • 2014
  • Virtual Machine (VM) resource management is crucial to satisfy the Quality of Service (QoS) demands of various multimedia services in a media cloud platform. To this end, this paper presents a VM resource allocation model that dynamically and optimally utilizes VM resources to satisfy QoS requirements of media-rich cloud services or applications. It additionally maintains high system utilization by avoiding the over-provisioning of VM resources to services or applications. The objective is to 1) minimize the number of physical machines for cost reduction and energy saving; 2) control the processing delay of media services to improve response time; and 3) achieve load balancing or overall utilization of physical resources. The proposed VM allocation is mapped into the multidimensional bin-packing problem, which is NP-complete. To solve this problem, we have designed a Mixed Integer Linear Programming (MILP) model, as well as heuristics for quantitatively optimizing the VM allocation. The simulation results show that our scheme outperforms the existing VM allocation schemes in a media cloud environment, in terms of cost reduction, response time reduction and QoS guarantee.

Solving Mixed Strategy Equilibria of Multi-Player Games with a Transmission Congestion (다자게임 전력시장에서 송전선 혼잡시의 복합전략 내쉬균형 계산)

  • Lee, Kwang-Ho
    • The Transactions of the Korean Institute of Electrical Engineers A
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    • v.55 no.11
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    • pp.492-497
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    • 2006
  • Nash Equilibrium (NE) is essential to investigate a participant's bidding strategy in a competitive electricity market. The transmission line constraints make it difficult to compute the NE due to causing a mixed strategy NE instead of a pure strategy NE. Computing a mixed strategy is more complicated in a multi-player game. The competition among multi-participants is modeled by a two-level hierarchical optimization problem. A mathematical programming approach is widely used in finding this equilibrium. However, there are difficulties to solving a mixed strategy NE. This paper presents two propositions to add heuristics to the mathematical programming method. The propositions are based on empirical studies on mixed strategies in numerous sample systems. Based on the propositions a new formulation is provided with a set of linear and nonlinear equations, and an algorithm is suggested for using the prepositions and the newly-formulated equations.

An Implementation of Cutting-Ironbar Manufacturing Software using Dynamic Programming (동적계획법을 이용한 철근가공용 소프트웨어의 구현)

  • Kim, Seong-Hoon
    • Journal of the Korea Society of Computer and Information
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    • v.14 no.4
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    • pp.1-8
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    • 2009
  • In this paper, we deal an implementation of the software that produces sub-optimal solution of cutting-ironbar planning problem using dynamic programming. Generally, it is required to design an optimization algorithm to accept the practical requirements of cutting ironbar manufacturing. But, this problem is a multiple-sized 1-dimensional cutting stock problem and Linear Programming approaches to get the optimal solution is difficult to be applied due to the problem of explosive computation and memory limitation. In order to overcome this problem, we reform the problem for applying Dynamic Programming and propose a cutting-ironbar planning algorithm searching the sub-optimal solution in the space of fixed amount of combinated columns by using heuristics. Then, we design a graphic user interfaces and screen displays to be operated conveniently in the industry workplace and implement the software using open-source GUI library toolkit, GTK+.

Heuristic Algorithms for Optimization of Energy Consumption in Wireless Access Networks

  • Lorincz, Josip;Capone, Antonio;Begusic, Dinko
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.5 no.4
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    • pp.626-648
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    • 2011
  • Energy consumption of wireless access networks is in permanent increase, which necessitates development of more energy-efficient network management approaches. Such management schemes must result with adaptation of network energy consumption in accordance with daily variations in user activity. In this paper, we consider possible energy savings of wireless local area networks (WLANs) through development of a few integer linear programming (ILP) models. Effectiveness of ILP models providing energy-efficient management of network resources have been tested on several WLAN instances of different sizes. To cope with the problem of high computational time characteristic for some ILP models, we further develop several heuristic algorithms that are based on greedy methods and local search. Although heuristics obtains somewhat higher results of energy consumption in comparison with the ones of corresponding ILP models, heuristic algorithms ensures minimization of network energy consumption in an amount of time that is acceptable for practical implementations. This confirms that network management algorithms will play a significant role in practical realization of future energy-efficient network management systems.

Fast Selection of Composite Web Services Based on Workflow Partition (워크플로우 분할에 기반한 복합 웹 서비스의 빠른 선택)

  • Jang, Jae-Ho;Shin, Dong-Hoon;Lee, Kyong-Ho
    • Journal of KIISE:Software and Applications
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    • v.34 no.5
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    • pp.431-446
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    • 2007
  • Executable composite Web services are selected by binding a given abstract workflow with the specific Web services that satisfy given QoS requirements. Considering the rapidly increasing number of Web services and their highly dynamic QoS environment, the fast selection of composite services is important. This paper presents a method for quality driven comosite Web services selection based on a workflow partition strategy. The proposed method partitions an abstract workflow into two sub-workflows to decrease the number of candidate services that should be considered. The QoS requirement is also decomposed for each partitioned workflow. Since the decomposition of a QoS requirement is based on heuristics, the selection might fail to find composite Web services. To avoid such a failure, the tightness of a QoS requirement is defined and a workflow is determined to be partitioned according to the tightness. A mixed integer linear programming is utilized for the efficient service selection. Experimental results show that the success rate of partitioning is above 99%. Particularly, the proposed method performs faster and selects composite services whose qualities are not significantly different (less than 5%) from the optimal one.

A Practical RWA Algorithm-based on Lookup Table for Edge Disjoint Paths (EDP들의 참조 테이블을 이용한 실용적 인 경로 설정 및 파장 할당 알고리즘)

  • 김명희;방영철;정민영;이태진;추현승
    • Journal of KIISE:Information Networking
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    • v.31 no.2
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    • pp.123-130
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    • 2004
  • Routing and wavelength assignment(RWA) problem is an important issue in optical transport networks based on wavelength division multiplexing(WDM) technique. It is typically solved using a combination of linear programming and graph coloring, or path selection based graph algorithms. Such methods are either complex or make extensive use of heuristics. In this paper we propose a novel and efficient approach which basically obtains the maximum edge disjoint paths (EDPs) for each source-destination demand pair. And those EDPs obtained are stored in Lookup Table and used for the update of weight matrix. Routes are determined in order by the weight matrix for the demand set. The comprehensive computer simulation shows that the Proposed algorithm uses similar or fewer wavelengths with significantly less execution time than bounded greedy approach (BGA) for EDP which is currently known to be effective in practice.