• Title/Summary/Keyword: mixed integer program

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A Generalization of the Robust Inventory Problem with Non-Stationary Costs

  • Park, Kyung-Chul;Lee, Kyung-Sik
    • Management Science and Financial Engineering
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    • v.16 no.3
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    • pp.95-102
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    • 2010
  • This paper considers the robust inventory control problem introduced by Bertsimas and Thiele [4]. In their paper, they have shown that the robust version of the inventory control problem can be solved by solving a nominal inventory problem which is formulated as a mixed integer program. As a proper generalization of the model, we consider the problem with non-stationary cost. In this paper, we show that the generalized version can also be solved by solving a nominal inventory problem. Furthermore, we show that the problem can be solved efficiently.

A Study on Optimal Airspace Design for Continuous Climb Operation (연속상승운항을 위한 최적 공역 설계에 관한 연구)

  • Kim, Eun-Young;Hong, Sung-Kwon;Lee, Keum-Jin
    • Journal of the Korean Society for Aviation and Aeronautics
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    • v.23 no.2
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    • pp.15-20
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    • 2015
  • This paper introduces a new airspace design method for continuous climb operation (CCO). The optimization problem is formulated as Mixed-Integer Linear Program (MILP) to maximize the upper limits of altitude on the waypoints to facilitate continuous climb for aircraft. In the proposed method, the interactions with other flight procedures are considered as well as various aircraft flight performances. The proposed method is applied to one of the departure procedures of Incheon International Airport (ICN) to demonstrate its performances.

Optimal Generation Asset Arbitrage In Electricity Markets

  • Shahidehpour Mohammad;Li Tao;Choi Jaeseok
    • KIEE International Transactions on Power Engineering
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    • v.5A no.4
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    • pp.311-321
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    • 2005
  • A competitive generating company (GENCO) could maximize its payoff by optimizing its generation assets. This paper considers the GENCO's arbitrage problem using price-based unit commitment (PBUC). The GENCO could consider arbitrage opportunities in purchases from qualifying facilities (QFs) as well as simultaneous trades with spots markets for energy, ancillary services, emission, and fuel. Given forecasted hourly market prices for each market, the GENCO's generating asset arbitrage problem is formulated as a mixed integer program (MIP) and solved by a branch-and-cut algorithm. A GENCO with 54 thermal and 12 combined-cycle units is considered for analyzing the proposed formulation. The proposed case studies illustrate the significance of simultaneous arbitrage by applying PBUC to multi-commodity markets.

A Study on the Optimization Technique for IC Compaction Problem (IC 밀집화를 위한 최적기술에 대한 연구)

  • Yi, Cheon-Hee
    • Journal of the Korean Institute of Telematics and Electronics
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    • v.26 no.6
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    • pp.115-123
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    • 1989
  • This paper describes a new method of mask compaction to formulate a mixed integer linear programming problem from a user defined stick diagram. By solving this mixed integer program, a compacted and design rule violation free layout is obtained. Also, a new efficient algorithm is given which solves the longest problem in the constraint graph.

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Workforce Planning Model for the Parcel Sorting Area in a Mail Processing Center (우편집중국 소포구분 작업장 인력계측 수립모형)

  • Park, Chul-Soon;Bae, Sung-Moon;Cha, Byung-Chul;Cha, Chun-Nam
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.32 no.3
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    • pp.1-9
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    • 2009
  • Processing mail objects in a mail processing center involves several steps and operations, in particular dispatching as well as sorting by destination. The purpose of this paper is to present a model for the part-time worker staffing and allocation problem as it arises at the parcel sorting area in a mail processing center. The problem is formulated as a mixed integer linear program model to minimize the variable part-time workforce related cost. Hot only the characteristics of the sorting operations but also the dispatching requirements of the vehicles are reflected into the model. Six example problems with three different daily amounts of arriving mail are solved with LINGO to demonstrate the effectiveness of the 7-level induction option for the parcel sorting machine over the current 3-level one. The results indicate that measurable savings can be achieved by departing from current practice.

Joint Transmission Slot Assignment, FSO Links Allocation and Power Control for Hybrid RF/FSO Wireless Mesh Networks

  • Zhao, Yan;Shi, Wenxiao;Shi, Hanyang;Liu, Wei;Wu, Pengxia
    • Current Optics and Photonics
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    • v.1 no.4
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    • pp.325-335
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    • 2017
  • Hybrid radio frequency/free space optical (RF/FSO) wireless mesh networks have attracted increasing attention for they can overcome the limitations of RF and FSO communications and significantly increase the throughput of wireless mesh networks (WMNs). In this article, a resource assignment optimization scheme is proposed for hybrid RF/FSO wireless mesh networks. The optimization framework is proposed for the objective of maximizing throughput of overall hybrid networks through joint transmission slot assignment, FSO links allocation and power control with the consideration of the fading nature of RF and FSO links. The scheme is formulated as an instance of mixed integer linear program (MILP) and the optimal solutions are provided using CPLEX and Gurobi optimizers. How to choose the appropriate optimizer is discussed by comparing their performance. Numerous simulations are done to demonstrate that the performance of our optimization scheme is much better than the current case of having the same topology.

Economics of Self-Generation by Natural Gas Industry Using the Mixed Integer Program (혼합정수계획법을 이용한 천연가스(LNG) 산업의 자가발전소 건설에 대한 경제성 분석)

  • Lee, Jeong-Dong;Byun, Sang-Kyu;Kim, Tai-Yoo
    • IE interfaces
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    • v.13 no.4
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    • pp.658-667
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    • 2000
  • Seasonal variation of natural gas demand coupled with rigid and stable import pattern of gas represents the characteristic feature of the Korean Liquified Natural Gas(LNG) industry. This attribute has required a huge amount of investment for the construction of storage facility. Thus, to minimize the supply cost, it is legitimate to reduce storage requirement itself. In this study, we combine three alternative methods to deal with the storage requirement to minimize the supply cost. Those are (1) adding additional storage tanks, (2) inducing large firm customers, and (3) constructing gas-turbine self generation facilities. Methodologically, we employ the mixed integer program (MIP) to optimize the system. The model also consider demand and price-setting scheme in separate modules. From the results, it is shown that if alternatives are combined optimally, a number of storage tanks can be reduced substantially compared with the original capacity plan set by the industry authorities. We perform various sensitivity analyses to check the robustness of the results. The methodology presented in this study can be applied to the other physical network industry, such as hydraulics. The empirical results will shed some light on the rationalization of capacity planning of the Korean natural gas industry.

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A Study on Rail Crane Scheduling Problem at Rail Terminal (철송 크레인 일정계획문제에 관한 연구)

  • Kim, Kwang-Tae;Kim, Kyung-Min;Kim, Dong-Hee
    • Proceedings of the KSR Conference
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    • 2011.05a
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    • pp.269-276
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    • 2011
  • This paper considers the rail crane scheduling problem with minimizing the sum of the range of order completion time and make-span of rail crane simultaneously. The range of order completion time implies the difference between the maximum of completion time and minimum of start time. Make-span refers to the time when all the tasks are completed. At a rail terminal, logistics companies wish to concentrate on their task of loading and unloading container on/from rail freight train at a time in order to increase the efficiency of their equipment such as reach stacker. In other words, they want to reduce the range of their order completion time. As a part of efforts to meet the needs, the crane schedule is rearranged based on worker's experience. We formulate the problem as a mixed integer program. To validate the effectiveness of the model, computational experiments were conducted using a set of data randomly generated.

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Task Assignment of Multiple UAVs using MILP and GA (혼합정수 선형계획법과 유전 알고리듬을 이용한 다수 무인항공기 임무할당)

  • Choi, Hyun-Jin;Seo, Joong-Bo;Kim, You-Dan
    • Journal of the Korean Society for Aeronautical & Space Sciences
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    • v.38 no.5
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    • pp.427-436
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    • 2010
  • This paper deals with a task assignment problem of multiple UAVs performing multiple tasks on multiple targets. The task assignment problem of multiple UAVs is a kind of combinatorial optimization problems such as traveling salesman problem or vehicle routing problem, and it has NP-hard computational complexity. Therefore, computation time increases as the size of considered problem increases. To solve the problem efficiently, approximation methods or heuristic methods are widely used. In this study, the problem is formulated as a mixed integer linear program, and is solved by a mixed integer linear programming and a genetic algorithm, respectively. Numerical simulations for the environment of the multiple targets, multiple tasks, and obstacles were performed to analyze the optimality and efficiency of each method.

Optimal Hourly Scheduling of Community-Aggregated Electricity Consumption

  • Khodaei, Amin;Shahidehpour, Mohammad;Choi, Jaeseok
    • Journal of Electrical Engineering and Technology
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    • v.8 no.6
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    • pp.1251-1260
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    • 2013
  • This paper presents the optimal scheduling of hourly consumption in a residential community (community, neighborhood, etc.) based on real-time electricity price. The residential community encompasses individual residential loads, communal (shared) loads, and local generation. Community-aggregated loads, which include residential and communal loads, are modeled as fixed, adjustable, shiftable, and storage loads. The objective of the optimal load scheduling problem is to minimize the community-aggregated electricity payment considering the convenience of individual residents and hourly community load characteristics. Limitations are included on the hourly utility load (defined as community-aggregated load minus the local generation) that is imported from the utility grid. Lagrangian relaxation (LR) is applied to decouple the utility constraint and provide tractable subproblems. The decomposed subproblems are formulated as mixed-integer programming (MIP) problems. The proposed model would be used by community master controllers to optimize the utility load schedule and minimize the community-aggregated electricity payment. Illustrative optimal load scheduling examples of a single resident as well as an aggregated community including 200 residents are presented to show the efficiency of the proposed method based on real-time electricity price.