• Title/Summary/Keyword: stochastic programming

Search Result 155, Processing Time 0.023 seconds

Maximizing the Selection Response by Optimal Quantitative Trait Loci Selection and Control of Inbreeding in a Population with Different Lifetimes between Sires and Dams

  • Tang, G.Q.;Li, X.W.;Zhu, L.;Shuai, S.R.;Bai, L.
    • Asian-Australasian Journal of Animal Sciences
    • /
    • v.21 no.11
    • /
    • pp.1559-1571
    • /
    • 2008
  • A rule was developed to constrain the annual rate of inbreeding to a predefined value in a population with different lifetimes between sires and dams, and to maximize the selection response over generations. This rule considers that the animals in a population should be divided into sex-age classes based on the theory of gene flow, and restricts the increase of average inbreeding coefficient for new offspring by limiting the increase of the mean additive genetic relationship for parents selected. The optimization problem of this rule was formulated as a quadratic programming problem. Inputs for the rule were the BLUP estimated breeding values, the additive genetic relationship matrix of all animals, and the long-term contributions of sex-age classes. Outputs were optimal number and contributions of selected animals. In addition, this rule was combined with the optimization of emphasis given to QTL, and further increased the genetic gain over the planning horizon. Stochastic simulations of closed nucleus schemes for pigs were used to investigate the potential advantages obtained from this rule by combining the standard QTL selection, optimal QTL selection and conventional BLUP selection. Results showed that the predefined rates of inbreeding were actually achieved by this rule in three selection strategies. The rule obtained up to 9.23% extra genetic gain over truncation selection at the same rates of inbreeding. The combination of the extended rule and the optimization of emphasis given to QTL allowed substantial increases in selection response at a fixed annual rate of inbreeding, and solved substantially the conflict between short-term and long-term selection response in QTL-assisted selection schemes.

Optimal Production-Inventory Control Policy with an e-MarketPlace as an Emergent Replenishment/Disposal Mode in Reconfigurable Manufacturing System (재구성가능생산시스템 환경에서 긴급 재고 보충 및 처리 대안으로써 e-MarketPlace를 고려한 최적 생산-재고관리정책)

  • Jang, Il-Hwan;Lee, Chul-Ung
    • Journal of the Korea Society of Computer and Information
    • /
    • v.12 no.5
    • /
    • pp.273-284
    • /
    • 2007
  • This paper studies a periodic review inventory model with an e-MarketPlace transaction in reconfigurable manufacturing system(RMS). A decision maker can expand/reduce production capacity/quantities and/or replenish/dispose inventories from/to e-MarketPlace urgently to satisfy the stochastic demands. If inventories are replenished or disposed through e-MarketPlace, this leadtime is shorter than the production leadtime, but unit purchasing or selling cost is more expensive than that of expanding capacity or reducing production quantities respectively. Henceforth, trade-off on these alternatives is considered. In addition to this, in order to consider the economy of scale, our model includes the fixed cost for purchasing from e-MarketPlace and capacity expansion. We use dynamic programming and K convexity methods to characterize the nature of the optimal policy. Finally, We present the optimal inventory control policy which is composed by the combinations of a base stock and (s,S) type policy.

  • PDF

Optimal Location of FACTS Devices Using Adaptive Particle Swarm Optimization Hybrid with Simulated Annealing

  • Ajami, Ali;Aghajani, Gh.;Pourmahmood, M.
    • Journal of Electrical Engineering and Technology
    • /
    • v.5 no.2
    • /
    • pp.179-190
    • /
    • 2010
  • This paper describes a new stochastic heuristic algorithm in engineering problem optimization especially in power system applications. An improved particle swarm optimization (PSO) called adaptive particle swarm optimization (APSO), mixed with simulated annealing (SA), is introduced and referred to as APSO-SA. This algorithm uses a novel PSO algorithm (APSO) to increase the convergence rate and incorporate the ability of SA to avoid being trapped in a local optimum. The APSO-SA algorithm efficiency is verified using some benchmark functions. This paper presents the application of APSO-SA to find the optimal location, type and size of flexible AC transmission system devices. Two types of FACTS devices, the thyristor controlled series capacitor (TCSC) and the static VAR compensator (SVC), are considered. The main objectives of the presented method are increasing the voltage stability index and over load factor, decreasing the cost of investment and total real power losses in the power system. In this regard, two cases are considered: single-type devices (same type of FACTS devices) and multi-type devices (combination of TCSC, SVC). Using the proposed method, the locations, type and sizes of FACTS devices are obtained to reach the optimal objective function. The APSO-SA is used to solve the above non.linear programming optimization problem for better accuracy and fast convergence and its results are compared with results of conventional PSO. The presented method expands the search space, improves performance and accelerates to the speed convergence, in comparison with the conventional PSO algorithm. The optimization results are compared with the standard PSO method. This comparison confirms the efficiency and validity of the proposed method. The proposed approach is examined and tested on IEEE 14 bus systems by MATLAB software. Numerical results demonstrate that the APSO-SA is fast and has a much lower computational cost.

An Inventory Problem with Lead Time Proportional to Lot Size and Space Constraint (로트크기에 비례하는 리드타임과 공간 제약을 고려한 재고관리 정책)

  • Lee, Dongju
    • Journal of Korean Society of Industrial and Systems Engineering
    • /
    • v.38 no.4
    • /
    • pp.109-116
    • /
    • 2015
  • This paper is concerned with the single vendor single buyer integrated production inventory problem. To make this problem more practical, space restriction and lead time proportional to lot size are considered. Since the space for the inventory is limited in most practical inventory system, the space restriction for the inventory of a vendor and a buyer is considered. As product's quantity to be manufactured by the vendor is increased, the lead time for the order is usually increased. Therefore, lead time for the product is proportional to the order quantity by the buyer. Demand is assumed to be stochastic and the continuous review inventory policy is used by the buyer. If the buyer places an order, then the vendor will start to manufacture products and the products will be transferred to the buyer with equal shipments many times. The mathematical formulation with space restriction for the inventory of a vendor and a buyer is suggested in this paper. This problem is constrained nonlinear integer programming problem. Order quantity, reorder points for the buyer, and the number of shipments are required to be determined. A Lagrangian relaxation approach, a popular solution method for constrained problem, is developed to find lower bound of this problem. Since a Lagrangian relaxation approach cannot guarantee the feasible solution, the solution method based on the Lagrangian relaxation approach is proposed to provide with a good feasible solution. Total costs by the proposed method are pretty close to those by the Lagrangian relaxation approach. Sensitivity analysis for space restriction for the vendor and the buyer is done to figure out the relationships between parameters.

Proposing Multi-Objective Robust Optimization for Dam Operations in Future (미래 댐 운영을 위한 다목적 로버스트 최적화 제안)

  • Yoon, Hae Na;Kim, Gi Joo;Seo, Seung Beom;Kim, Young-Oh
    • Proceedings of the Korea Water Resources Association Conference
    • /
    • 2018.05a
    • /
    • pp.114-114
    • /
    • 2018
  • 과거 수십년간 댐의 운영방법은 과거 관측 유입량 자료를 바탕으로 결정되었지만, 미래 기후변화의 불확실성을 고려하면 기존 운영방법이 더 이상 유효하지 않을 수 있다. 따라서, 이에 대응하여 수자원을 적절히 운용하기 위해서는 기후변화의 불확실성을 고려한 댐의 운영방법에 대한 연구가 필요하다. 본 연구는 예측 유입량의 불확실성을 고려하기 위하여 로버스트(Robust) 의사결정 방법을 댐 운영 최적화에 접목한 다목적 로버스트 최적화(Multi-Objective Robust Optimization) 방법을 제안한다. 이는 기존의 다목적 로버스트 의사결정이론(MORDM, Multi Objective Robust Decision Making)과 로버스트 최적화이론(Robust Optimization)을 결합한 의사결정 방법이다. 로버스트 최적화의 목적함수는 로버스트 항(Robust Term)을 신뢰도, 심각도, 그리고 회복도 등의 여러 관점으로 구성할 수 있으며, 이는 다목적 최적화의 일종으로 볼 수 있다. 본 연구는 신뢰도와 심각도 관점으로 로버스트 항을 적절히 구성하고 그 가중치들을 조절하며, 그에 따라 기후변화의 상황에서 댐 운영의 수행결과가 어떻게 변하는지 의사결정자들이 파악할 수 있도록 가시화한다. 그리고 동시에, 목표하는 댐 운영의 안정성이 다양한 미래 기후변화 시나리오 상에서 유지되도록 하는 로버스트 항과 각 항의 가중치들을 결정하는 방법을 제시한다. 이를 통해 의사결정자는 여러 측면에서 안정적인 다목적 로버스트 최적화의 해를 찾아갈 수 있다. 댐 운영을 위한 로버스트 최적화를 진행하기 위해서 본 연구는 Robust-SDP(Stochastic Dynammic Programming)을 수행하였으며, 대상유역인 보령댐이 이수기동안 인근지역의 수요량만큼 물을 충분히 공급함을 목적으로 로버스트 최적화를 진행하였다. 아울러, 저수지 용량이 로버스트 최적화에 미치는 영향을 분석하기 위해서 남강댐에 동일한 최적화 방법을 적용하고 이를 비교하였다.

  • PDF