• Title/Summary/Keyword: mixed-integer program

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Developing a Large-Scale Mixed Integer Programming Program MIPBB (대형 혼합 정수계획법 프로그램 MIPBB의 개발)

  • Park, Sun-Dal;Do, Seung-Yong;Lee, Sang-Uk;Lee, Tae-Ho;Hwang, Seong-Seop
    • Proceedings of the Korean Operations and Management Science Society Conference
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    • 2004.05a
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    • pp.102-106
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    • 2004
  • The purpose of this paper is to develope a large-scale mixed integer program MIPBB. In this paper, the various issues such as branching strategies, searching and bounding strategies, storing basis information, handling numerical instability, that are important for developing a large-scale mixed integer programming program, are considered. And the experimental results of MIPBB are presented and compared to those of GLPK.

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Optimal Road Maintenance Section Selection Using Mixed Integer Programming (혼합정수계획법을 활용한 도로포장 보수구간 선정 최적화 연구)

  • Cho, Geonyoung;Lim, Heejong
    • International Journal of Highway Engineering
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    • v.19 no.3
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    • pp.65-70
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    • 2017
  • PURPOSES : Pavement Management System contains the data that describe the condition of the road. Under limited budget, the data can be utilized for efficient plans. The objective of this research is to develop a mixed integer program model that maximizes remaining durable years (or Lane-Kilometer-Years) in road maintenance planning. METHODS : An optimization model based on a mixed integer program is developed. The model selects a cluster of sectors that are adjacent to each other according to the road condition. The model also considers constraints required by the Seoul Metropolitan Facilities Management Corporation. They select two lanes at most not to block the traffic and limit the number of sectors for one-time construction to finish the work in given time. We incorporate variable cost constraints. As the model selects more sectors, the unit cost of the construction becomes smaller. The optimal choice of the number of sectors is implemented using piecewise linear constraints. RESULTS : Data (SPI) collected from Pavement Management System managed by Seoul Metropolitan City are fed into the model. Based on the data and the model, the optimal maintenance plans are established. Some of the optimal plans cannot be generated directly in existing heuristic approach or by human intuition. CONCLUSIONS:The mathematical model using actual data generates the optimal maintenance plans.

Signomial Classification Method with 0-regularization (L0-정규화를 이용한 Signomial 분류 기법)

  • Lee, Kyung-Sik
    • IE interfaces
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    • v.24 no.2
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    • pp.151-155
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    • 2011
  • In this study, we propose a signomial classification method with 0-regularization (0-)which seeks a sparse signomial function by solving a mixed-integer program to minimize the weighted sum of the 0-norm of the coefficient vector of the resulting function and the $L_1$-norm of loss caused by the function. $SC_0$ gives an explicit description of the resulting function with a small number of terms in the original input space, which can be used for prediction purposes as well as interpretation purposes. We present a practical implementation of $SC_0$ based on the mixed-integer programming and the column generation procedure previously proposed for the signomial classification method with $SL_1$-regularization. Computational study shows that $SC_0$ gives competitive performance compared to other widely used learning methods for classification.

A Study on Scheduling of Scrap Disposal for Deap-sea Fishing Industry Using a Mixed Integer Programming Model (혼합정수계획 모형을 활용한 원양산업의 최적 감척 일정계획 수립에 관한 연구)

  • Kim, Jae-Hee
    • Korean Management Science Review
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    • v.27 no.2
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    • pp.55-66
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    • 2010
  • In Korea, deap-sea fishing industry plays an important role in a food industry. However, it is in a difficult situation because of the more competitive business environment. Therefore, there is a need to restructure the deap-sea fishing industry by scraping superannuated ships. This paper is designed to present scrap programs for deap-sea fishing industry of Korea. We performed ratio analysis to evaluate financial performance of fishing companies and then applied a mixed integer programming (MIP) model to identify optimal schedule for scraping. The results of the financial ratio analysis indicates that it is legible to provide governmental aid to Atlantic trawl, Northern Pacific trawl, and Indian ocean trawl with minimum required rate of return (MRR) of 3%, and the Atlantic strip fishing industry is qualified to receive the governmental aid with MRR value of 5%. Furthermore, by applying the MIP model to develop scrap planning, we demonstrate how our model can be used to restructure the deap-sea fishing industry of Korea.

A Mixed Integer Programming Model for Bulk Cargo Ship Scheduling with a Single Loading Port

  • Seong-Cheol Cho
    • Journal of the Korean Institute of Navigation
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    • v.22 no.4
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    • pp.15-19
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    • 1998
  • This paper concerns a bulk or semibulk cargo ship scheduling problem with a single loading port. This type of ship scheduling problem is frequently needed in real world for carrying minerals or agricultural produce from a major single production zone to many destinations scattered over a large area of the world. The first optimization model for this problem was introduced by Ronen (1986) as a nonlinear mixed integer program. The model developed in this paper is an improvement of his model in the sense that nonlinearities and numerous unnecessary integer variables have been eliminated. By this improvement we could expect real world instances of moderate sizes to be solved optimal solutions by commercial integer programming software. Similarity between the ship scheduling model and the capacitated facility location model is also discussed.

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Stochastic Weapon Target Assignment Problem under Uncertainty in Targeting Accuracy (명중률의 불확실성을 고려한 추계학적 무장-표적 할당 문제)

  • Lee, Jinho;Shin, Myoungin
    • Journal of the Korean Operations Research and Management Science Society
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    • v.41 no.3
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    • pp.23-36
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    • 2016
  • We consider a model that minimizes the total cost incurred by assigning available weapons to existing targets in order to reduce enemy threats, which is called the weapon target assignment problem (WTAP). This study addresses the stochastic versions of WTAP, in which data, such as the probability of destroying a target, are given randomly (i.e., data are identified with certain probability distributions). For each type of random data or parameter, we provide a stochastic optimization model on the basis of the expected value or scenario enumeration. In particular, when the probabilities of destroying targets depending on weapons are stochastic, we present a stochastic programming formulation with a simple recourse. We show that the stochastic model can be transformed into a deterministic equivalent mixed integer programming model under a certain discrete probability distribution of randomness. We solve the stochastic model to obtain an optimal solution via the mixed integer programming model and compare this solution with that of the deterministic model.

A Hybrid Heuristic Approach for Supply Chain Planningwith n Multi-Level Multi-Item Capacitated Lot Sizing Model (자원제약하의 다단계 다품목 공급사슬망 생산계획을 위한 휴리스틱 알고리즘)

  • Shin Hyun-Joon
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.7 no.1
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    • pp.89-95
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    • 2006
  • Planning distributed manufacturing logistics is one of main issues in supply chain management. This paper proposes a hybrid heuristic approach for the Multi-Level, multi-item Capacitated Lot Sizing Problem (MLCLSP) in supply chain network. MLCLSP corresponds to a mixed integer programming (MIP) problem. With integer variable solutions determined by heuristic search, this MIP problem becomes linear program (LP). By repeatedly solving the relaxed MIP problems with a heuristic search method in a hybrid manner, this proposed approach allocates finite manufacturing resources fur each distributed facilities and generates feasible production plans. Meta heuristic search algorithm is presented to solve the MIP problems. The experimental test evaluates the computational performance under a variety of problem scenarios.

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A Study on a Multi-period Inventory Model with Quantity Discounts Based on the Previous Order (주문량 증가에 따른 할인 정책이 있는 다기간 재고 모형의 해법 연구)

  • Lim, Sung-Mook
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.32 no.4
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    • pp.53-62
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    • 2009
  • Lee[15] examined quantity discount contracts between a manufacturer and a retailer in a stochastic, two-period inventory model where quantity discounts are provided based on the previous order size. During the two periods, the retailer faces stochastic (truncated Poisson distributed) demands and he/she places orders to meet the demands. The manufacturer provides for the retailer a price discount for the second period order if its quantity exceeds the first period order quantity. In this paper we extend the above two-period model to a k-period one (where k < 2) and propose a stochastic nonlinear mixed binary integer program for it. In order to make the program tractable, the nonlinear term involving the sum of truncated Poisson cumulative probability function values over a certain range of demand is approximated by an i-interval piecewise linear function. With the value of i selected and fixed, the piecewise linear function is determined using an evolutionary algorithm where its fitness to the original nonlinear term is maximized. The resulting piecewise linear mixed binary integer program is then transformed to a mixed binary integer linear program. With the k-period model developed, we suggest a solution procedure of receding horizon control style to solve n-period (n < k) order decision problems. We implement Lee's two-period model and the proposed k-period model for the use in receding horizon control style to solve n-period order decision problems, and compare between the two models in terms of the pattern of order quantities and the total profits. Our computational study shows that the proposed model is superior to the two-period model with respect to the total profits, and that order quantities from the proposed model have higher fluctuations over periods.

Heuristics Method for Sequencing Mixed Model Assembly Lines with Hybridworkstation (혼합작업장을 고려한 혼합모델 조립라인의 투입순서결정에 관한 탐색적기법)

  • 김정자;김상천;공명달
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.21 no.48
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    • pp.299-310
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    • 1998
  • Actually mixed assembly line is mixed with open and close type workstation. This workstation is called hybridworkstation. The propose of this paper is to determine the sequencing of model that minimize line length for actual(hybridworkstation) mixed model assembly line. we developed three mathematical formulation of the problem to minimize the overall length of a line with hybrid station. Mathematical formulation classified model by operato schedule. Mixed model assembly line is combination program and NP-hard program. Thus computation time is often a critical factor in choosing a method of determining the sequence. This study suggests a tabu search technique which can provide a near optimal solution in real time and use the hill climbing heuristic method for selecting initial solution. Modified tabu search method is compared with MIP(Mixed Integer Program). Numerical results are reported to demonstrate the efficiency of the method.

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Empty Containers Distribution Problem considering the Container Ship Route (컨테이너선의 경로를 고려한 공 컨테이너의 분배 문제에 대한 연구)

  • Shin, Sang-Hoon;Moon, Il-Kyeong
    • Journal of Korean Institute of Industrial Engineers
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    • v.35 no.1
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    • pp.92-100
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    • 2009
  • Today international trade through maritime transportation is significantly increasing. Due to this increase, shipping companies are faced with problems concerning the repositioning of empty containers from import dominant ports. The liner shipping service network has been provided to transport containers which load customers' freights. Container ships are moved on the liner shipping service network by observing the predetermined route and transportation time. This research deals with the empty containers distribution problem considering the container ship route. A mathematical model based on the mixed integer program has been introduced in this study. The objective is to minimize the total relevant costs of empty containers such as handling, leasing, and inventory holding, etc. Due to the complexity of the problem, a genetic algorithm has been suggested to solve large sized problems within a reasonable time. Numerical experiments have been conducted to show the efficiency of the genetic algorithm.