• Title/Summary/Keyword: mixed-integer programming (MIP)

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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.

A Berth Allocation Problem to Maximize the Available Rate of Naval Vessels (함정 가동률 최대화를 위한 선석할당문제)

  • Won, Hyun-Sik;Ahn, Tae-Ho;Lee, Sang-Heon
    • Journal of the Korea Society for Simulation
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    • v.18 no.2
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    • pp.19-27
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    • 2009
  • This paper addresses the berth allocation problem in naval ports. Navy vessels need various services such as emergency repair, missile loading, oil supply and many others while commercial vessels only unload and load container at the port. Furthermore, naval vessels have to shift frequently due to a limited capacity of the port. The objective of this paper is to minimize the total number of nesting vessels at the naval port. In other word, the objective is to maximize the total number of naval battleships engaging in the sea. A mixed integer programming(MIP) model is developed and experiments are conducted with ILOG CPLEX 11.0. We compare the computational results of the MIP model to the current scheduling approach by the ROK Navy. The results showed that MIP model performed well by minimizing the number of nesting vessels. and avoiding unnecessary shifts.

Fiber-Optic Network Design Supporting Network Survivability (망 생존도를 보장하는 광전송망 설계)

  • 이인행;정순기
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.27 no.5C
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    • pp.422-434
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    • 2002
  • We propose 3-layered hierarchical fiber-optic backbone transmission network composed of B-DCS, Backbone ring, Edge ring for efficient transmission of high capacity traffic and consider design method to ensure network survivability of each layer at affordable cost. Mathematical ring-construction cost minimization using MIP(Mixed Integer Programming) models results in NP-complete problem. So, it is hard to solve it within reasonable computing time. on a large-scale network. Therefore we develop heuristic algorithms solving WSCAP(Working and Spared Channel Assignment Problem) for B-DCS, MRLB(Multi-Ring Load Balancing) problem for Backbone ring, and ORLB(Overlayed Ring Load Balancing) problem for Edge ring and show their usefulness through case study.

A Mathematical Model for Sewer Rehabilitation Planning by Considering Inflow/infiltration (불명수를 고려한 하수관거 정비 계획 수립을 위한 수학 모형)

  • Lee, Yong-Dae;Kim, Sheung-Kown;Kim, Jae-Hee;Kim, Joong-Hun
    • Journal of Korea Water Resources Association
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    • v.36 no.4
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    • pp.547-559
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    • 2003
  • In this study, a mathematical model is developed for sewer rehabilitation planning by considering cost and inflow/infiltration. A sewer rehabilitation planning model is required to decide the economic life of the sewer by considering trade-off between cost and inflow/infiltration. And it is required to find the optimal rehabilitation timing, according to the cost effectiveness of each sewer rehabilitation within the budget. To solve the problem, we formulated a multiple objective mixed integer programming(MOMIP) model based on network flow optimization. The network is composed of state nodes and arcs. The state nodes represent the remaining life and the arcs represent the change of the state. The model considers multiple objectives which are cost minimization and minimization of inflow/infiltration. Using the multiple objective optimization, the trade-off between the cost and inflow/infiltration is presented to the planner so that a proper sewer rehabilitation plan can be selected.

Credit Score Modelling in A Two-Phase Mathematical Programming (두 단계 수리계획 접근법에 의한 신용평점 모델)

  • Sung Chang Sup;Lee Sung Wook
    • Proceedings of the Korean Operations and Management Science Society Conference
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    • 2002.05a
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    • pp.1044-1051
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    • 2002
  • This paper proposes a two-phase mathematical programming approach by considering classification gap to solve the proposed credit scoring problem so as to complement any theoretical shortcomings. Specifically, by using the linear programming (LP) approach, phase 1 is to make the associated decisions such as issuing grant of credit or denial of credit to applicants. or to seek any additional information before making the final decision. Phase 2 is to find a cut-off value, which minimizes any misclassification penalty (cost) to be incurred due to granting credit to 'bad' loan applicant or denying credit to 'good' loan applicant by using the mixed-integer programming (MIP) approach. This approach is expected to and appropriate classification scores and a cut-off value with respect to deviation and misclassification cost, respectively. Statistical discriminant analysis methods have been commonly considered to deal with classification problems for credit scoring. In recent years, much theoretical research has focused on the application of mathematical programming techniques to the discriminant problems. It has been reported that mathematical programming techniques could outperform statistical discriminant techniques in some applications, while mathematical programming techniques may suffer from some theoretical shortcomings. The performance of the proposed two-phase approach is evaluated in this paper with line data and loan applicants data, by comparing with three other approaches including Fisher's linear discriminant function, logistic regression and some other existing mathematical programming approaches, which are considered as the performance benchmarks. The evaluation results show that the proposed two-phase mathematical programming approach outperforms the aforementioned statistical approaches. In some cases, two-phase mathematical programming approach marginally outperforms both the statistical approaches and the other existing mathematical programming approaches.

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An Excel-Based Scheduling System for a Small and Medium Sized Manufacturing Factory (중소 제조기업을 위한 엑셀기반 스케쥴링 시스템)

  • Lee, Chang-Su;Choe, Kyung-Il;Song, Young-Hyo
    • Journal of Korean Society for Quality Management
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    • v.36 no.2
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    • pp.28-35
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    • 2008
  • This study deals with an Excel-based scheduling system for a small and medium sized manufacturing factory without sufficient capability for managing full-scale information systems. The factory has the bottleneck with identical machines and unique batching characteristics. The scheduling problem is formulated as a variation of the parallel-machine scheduling system. It can be solved by a two-phase method: the first phase with an ant colony optimization (ACO) heuristic for order grouping and the second phase with a mixed integer programming (MIP) algorithm for scheduling groups on machines.

A Study on Berth Allocation for Navy Surface Vessel Considering Precedence Relationship among Services (서비스 전후 우선순위를 고려한 해군함정의 부두 할당에 관한 연구)

  • 정환식;김승권
    • Proceedings of the Korean Operations and Management Science Society Conference
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    • 2003.11a
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    • pp.350-353
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    • 2003
  • Navy surface vessels require pier services such as emergency repair, oil supply, fm loading/unloading, crane, standby readiness, normal repair, gun arrangement, ammunition loading, and food loading during the period in port. The purpose of this study is to establish efficient berth allocation plan for navy surface vessels in home port under the limited resources of piers and equipments. The study suggests Mixed Integer Programing (MIP) model for bath allocation problem, considering precedence relationships among services. For a effective analysis, the model is implemented by ILOG OPL(Optimization Programming Language) Studio 3.1 and ILOG Cplex 7.0. The results of the model show reduction of berth shifts and increasement of service benefits. And thus, it would be a possibility of contribution in the improvement of fleet readiness.

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A Production Planning Algorithm for a Supply Chain Network Considering Bark-Order and Resource Capacity Using GRASP Method (GRASP 기법을 이용한 주문이월과 자원제약을 고려한 공급사슬 망에서의 생산계획 알고리즘)

  • Shin, Hyun-Joon;Lee, Young-Sup
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.32 no.3
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    • pp.29-39
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    • 2009
  • In an environment of global competition, the success of a manufacturing corporation is directly related to how it plans and executes production in particular as well as to the optimization level of its process in general. This paper proposes a production planning algorithm for the Multi-Level, multi-item Capacitated Lot Sizing Problem (MLCLSP) in supply chain network considering back-order. MLCLSP corresponds to a mixed integer programming (MIP) problem and is NP-hard. Therefore, this paper proposes an effective algorithm, GRHS (GRASP-based Rolling Horizon Search) that solves this problem within reasonable computational time and evaluates its performance under a variety of problem scenarios.

The Workload Assignment Problem in consideration of the Worker Pairing and the Workload Balancing (작업조 구성과 작업량 평준화를 고려한 작업할당문제에 관한 연구)

  • Shim, Dong-Hyun;Lee, Young-Hoon
    • IE interfaces
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    • v.22 no.3
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    • pp.263-277
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    • 2009
  • This research deals with a task assignment problem to worker group which consists of one master and one assistant. Each task must be assigned to only one worker group and it is possible to make a pair of each master and each assistant to organize a worker group. A worker group may have more than one task assigned to it, but the workloads of each worker group must be balanced within the allowable range. This problem can be formulated mathematically using the Mixed Integer Programming(MIP), where the objective function is to minimize the total assignment cost. A two phase heuristic algorithm is suggested in order to find approximate solutions. The first phase is to obtain an initial solution, where the initial assignment is performed to follow the workload adjustment. In the second phase, the solution is improved through the repeated process of the exchange and the assignment adjustment. Numerical experiments have been performed to evaluate the performance of the heuristic algorithm.

Multiple Product Single Facility Stockout Avoidance Problem (SAP) and Weighted Stockout Problem (WSP)

  • Moon, Il-Kyeong
    • Journal of the Korean Operations Research and Management Science Society
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    • v.17 no.3
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    • pp.137-158
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    • 1992
  • We study the Multiple Product Single Facility Stockout Avoidance Problem (SAP). That is the problem of determining, given initial inventories, whether there is a multiple product single facility production schedule that avoids stockouts over a given time horizon. The optimization version of the SAP where stockouts are pnelized linearly is also studied. We call this problem the Weighted Stockout Problem (WSP). Both problems are NP-hard in the strong sense. We develop Mixed Integer Linear Programming (MIP) formulations for both the SAP and the WSP. In addition, several heuristic algorithms are presented and performances are tested using computational experiments. We show that there exist polynomial algorithms for some special cases of the SAP and the WSP. We also present a method to phase into a target cyclic schedule for infinite horizon problems. These can be used as a practical scheduling tool for temporarily overloaded facilities or to reschedule production after a disruption.

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