• Title/Summary/Keyword: mixed-integer non-linear programming

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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.

Minimization of Trim Loss Problem in Paper Mill Scheduling Using MINLP (MINLP를 이용한 제지 공정의 파지 손실 최소화)

  • Na, Sung-hoon;Ko, Dae-Ho;Moon, Il
    • 제어로봇시스템학회:학술대회논문집
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    • 2000.10a
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    • pp.392-392
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    • 2000
  • This study performs optimization of paper mill scheduling using MINLP(Mixed-Integer Non-Linear Programming) method and 2-step decomposing strategy. Paper mill process is normally composed of five units: paper machine, coater, rewinder, sheet cutter and roll wrapper/ream wrapper. Various kinds of papers are produced through these units. The bottleneck of this process is how to cut product papers efficiently from raw paper reel and this is called trim loss problem or cutting stock problem. As the trim must be burned or recycled through energy consumption, minimizing quantity of the trim is important. To minimize it, the trim loss problem is mathematically formulated in MINLP form of minimizing cutting patterns and trim as well as satisfying customer's elder. The MINLP form of the problem includes bilinearity causing non-linearity and non-convexity. Bilinearity is eliminated by parameterization of one variable and the MINLP form is decomposed to MILP(Mixed-Integer Linear programming) form. And the MILP problem is optimized by means of the optimization package. Thus trim loss problem is efficiently minimized by this 2-step optimization method.

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Calculating the Benefit of Distributed Combined Heat Power Generators from Avoiding a Transmission Expansion Cost by Solving a Mixed Integer Linear Programming (혼합 정수 선형 계획법 기반의 최적 경제 급전을 활용한 분산형 열병합 발전원의 송전선로 건설비용 회피 편익계산)

  • Kwon, Wook Hyun;Park, Yong-Gi;Roh, Jae Hyung;Park, Jong-Bae;Lee, Duehee
    • The Transactions of The Korean Institute of Electrical Engineers
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    • v.68 no.4
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    • pp.513-522
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    • 2019
  • We calculate the benefit of distributed combined heat power generators from avoiding a transmission expansion cost by building distributed generators near electricity demand centers. We determine a transmission expansion plan by solving a mixed integer linear problem, where we modify capacities of existing transmission lines and build new transmission lines. We calculate the benefit by comparing the sum of generation and transmission expansion costs with or without distributed generators through two simulation frames. In the first frame, for the current demand, we substitute existing distributed generators for non-distributed generators and measure an additional cost to balance the generation and demand. In the second frame, for increased future demand, we compare the cost to invest only in distributed generators to the cost to invest only in non-distributed generators. As a result, we show that the distributed generators have at least 5.8 won/kWh of the benefit from avoiding the transmission expansion cost.

A Study on the Allocation and Engagement Scheduling of Air Defense Missiles by Using Mixed Integer Programming (혼합정수계획법을 이용한 요격미사일의 할당 및 교전 일정계획에 관한 연구)

  • Lee, Dae Ryeock;Yang, Jaehwan
    • Korean Management Science Review
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    • v.32 no.4
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    • pp.109-133
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    • 2015
  • This paper considers the allocation and engagement scheduling of air defense missiles by using MIP (mixed integer programming). Specifically, it focuses on developing a realistic MIP model for a real battle situation where multiple enemy missiles are headed toward valuable defended assets and there exist multiple air defense missiles to counteract the threats. In addition to the conventional objective such as the minimization of surviving target value, the maximization of total intercept altitude is introduced as a new objective. The intercept altitude of incoming missiles is important in order to minimize damages from debris of the intercepted missiles and moreover it can be critical if the enemy warhead contains an atomic or chemical bomb. The concept of so called the time window is used to model the engagement situation and a continuous time is assumed for flying times of the both missiles. Lastly, the model is extended to simulate the situation where the guidance radar, which guides a defense missile to its target, has the maximum guidance capacity. The initial mathematical model developed contains several non-linear constraints and a non-linear objective function. Hence, the linearization of those terms is performed before it is solved by a commercially available software. Then to thoroughly examine the MIP model, the model is empirically evaluated with several test problems. Specifically, the models with different objective functions are compared and several battle scenarios are generated to evaluate performance of the models including the extended one. The results indicate that the new model consistently presents better and more realistic results than the compared models.

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.

A Scheduling Algorithm for Input-Queued Switches (입력단에 버퍼가 있는 라우터를 위한 일정계획 방안)

  • 주운기;이형섭;이형호
    • Proceedings of the IEEK Conference
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    • 2000.11a
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    • pp.445-448
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    • 2000
  • This paper considers a scheduling algorithm for high-speed routers, where the router has an N x N port input-queued switch and the input queues are composed of N VOQ(Virtual Output Queue)s at each input port. The major concern of the paper is on the scheduling mechanism for the router. The paper discusses the preferred levels of the performance measures and then develope a non-linear mixed integer programming. Additionally, the paper suggests a heuristic scheduling algorithm for efficient and effective switching.

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Optimal scheduling of the paper mill process using two - step strategy method

  • Kim, Donghoon;Il Moon
    • 제어로봇시스템학회:학술대회논문집
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    • 2001.10a
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    • pp.163.3-163
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    • 2001
  • This paper presents the two-step strategy method of performing optimal scheduling of paper mill processes using MINLP (Mixed-Integer Non-Linear Programming) considering the trim loss problem in sheet cutting processes. The mathematical model for a sheet cutting process in the form of MINLP is developed in this study, and minimizing total cost is performed considering the cost of raw paper roll, :hanging cutting patterns, storage of over-product and recycling/burning trim. The paper has been used to deliver and conserve information for a long time, and it is needed to have various sizes and weights ...

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Design of IIR Filters with Prefilter-Equalizer Structure for Narrowband Applications (협대역 응용 시스템을 위한 전처리기-등화기 구조의 IIR 여파기 설계 방법)

  • Oh Hyuk-jun;Ahn Hee-june
    • Journal of the Institute of Electronics Engineers of Korea SP
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    • v.42 no.4 s.304
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    • pp.143-152
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    • 2005
  • Optimal methods for designing multiplierless IIR filters with cascaded prefilter-equalizer structures are proposed for narrowband applications. Assuming that an U filter consists of a cyclotomic Polynomial (CP) prefilter and an all-Pole equalizer based on interpolated first order polynomial (IFOP), in the proposed method the prefilter and equalizer are simultaneously designed using mixed integer linear programming (MILP). The resulting filter is a cascaded filter with minimal complexity. In addition, MtP tries to minimize both computational complexity and phase response non-linearity. Design examples demonstrate that the proposed methods produce a more efficient cascaded prefilter-equalizer than existing methods.

Optimal scheduling for multi-product batch processes under consideration of non-zero transfer times and set-up times

  • Jung, Jae-Hak;Lee, In-Beum;Yang, Dae-Ryook;Chang, Kun-Soo
    • 제어로봇시스템학회:학술대회논문집
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    • 1993.10b
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    • pp.30-35
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    • 1993
  • Simple recurrence relations for calculating completion times of various storage polices (unlimited, intermediate storages(FIS), finite intermediate storages(FIS), no intermediate storage(NIS), zero wait(ZW) for serial multi-product multi-unit processes are suggested. Not only processing times but also transfer times, set-up (clean-up) times of units and set-up times of storages are considered. Optimal scheduling strategies with zero transfer times and zero set-up times had been developed as a mixed integer linear programniing(MILP) formulation for several intermediate storage policies. In this paper those with non-zero transfer times, non-zero set-up times of units and set-up times of storages are newly proposed as a mixed integer nonlinear programming(MINLP) formulation for various storage polices (UIS, NIS, FIS, and ZW). Several examples are tested to evaluate the robustness of this strategy and reasonable computation times.

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Adaptive Genetic Algorithm for the Manufacturing/Distribution Chain Planning

  • Kiyoung Shin;Chiung Moon;Kim, Yongchan;Kim, Jongsoo
    • Proceedings of the Korean Institute of Intelligent Systems Conference
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    • 2003.09a
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    • pp.170-174
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    • 2003
  • In this research, we consider an integrated manufacturing/distribution planning problem in supply chain (SC) which has non-integer time lags. We focus on a capacitated manufacturing planning and capacity allocation problem for the system. We develop a mixed binary integer linear programming (MBLP) model and propose an efficient heuristic procedure using an adaptive genetic algorithm, which is composed of a regeneration procedure for evaluating infeasible chromosomes and the reduced costs from the LP-relaxation of the original model. The proposed an adaptive genetic algorithm was tested in terms of the solution accuracy and algorithm speed during numerical experiments. We found that our algorithm can generate the optimal solution within a reasonable computational time.

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