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作者： Zeng, Xiaosi Texas A&M University

学位级别：Ph.D.

Transit signal priority (TSP) can be a very effective preferential treatment for transit vehicles in congested urban networks. There are two problems with the current practice of the transit signal priority. First, random bus arrival time is not sufficiently accounted for, which've become the major hindrance in practice for implementing active or adaptive TSP strategies when a near-side bus stop is present. Secondly, most research focuses on providing bus priority at local intersection level, but bus schedule reliability should be achieved at route level and relevant studies have been lacking. In the first part of this research, a stochastic mixed-integer nonlinear programming (SMINP) model is developed to explicitly to account for uncertain bus arrival time. A queue delay algorithm is developed as the supporting algorithm for SMINP to capture the delays caused by the interactions between vehicle queues and buses entering and exiting near-side bus stops. A concept of using signal timing deviations to approximate the impacts of TSP operations on other traffic is proposed for the first time in this research. In the second part of the research, the deterministic version of the SMINP model is extended to the arterial setting, where a route-based TSP (R-TSP) model is develop to optimize for schedule-related bus performances on the corridor level. The R-TSP model uses the real-time data available only from the connected vehicle communications technology. Based on the connected vehicle technology, a real-time signal control system that implements the proposed TSP models is prototyped in the simulation environment. The connected vehicle technology is also used as the main detection and monitoring mechanism for the real-time control of the adaptive TSP signal system. The adaptive TSP control module is designed as a plug-in module that is envisioned to work with a modern fixed-time or adaptive signal controller with connected vehicle communications capabilities. Using this TS

关键词： Transit Signal Priority Adaptive Signal Control Connected Vehicle Stochastic programming mixed integer programming Uncertain Arrival Time Timing Deviation Thesis

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Facets for continuous multi-mixing set and its generalizations: Strong cuts for multi-module capacitated lot-sizing problem

Facets for continuous multi-mixing set and its generalizatio...

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作者： Bansal, Manish Texas A&M University

学位级别：Ph.D.

The research objective of this dissertation is to develop new facet-defining valid inequalities for several new multi-parameter multi-constraint mixed integer sets. These valid inequalities result in cutting planes that significantly improve the efficiency of algorithms for solving mixed integer programming (MIP) problems involving multimodule capacity constraints. These MIPs arise in many classical and modern applications ranging from production planning to cloud computing. The research in this dissertation generalizes cut-generating methods such as mixed integer rounding (MIR), mixed MIR, continuous mixing, n-step MIR, mixed n-step MIR, migling, and n-step mingling, along with various well-known families of cuts for problems such as multi-module capacitated lot-sizing (MMLS), multi-module capacitated facility location (MMFL), and multi-module capacitated network design (MMND) problems. More specifically, in the first step, we introduce a new generalization of the continuous mixing set, referred to as the continuous multi-mixing set, where the coefficients satisfy certain conditions. For each n' ∈ {1; : : : ; n}, we develop a class of valid inequalities for this set, referred to as the n'-step cycle inequalities, and present their facet-defining properties. We also present a compact extended formulation for this set and an exact separation algorithm to separate over the set of all n'-step cycle inequalities for a given n' ∈ {1; : : : ; n}. In the next step, we extend the results of the first step to the case where conditions on the coefficients of the continuous multi-mixing set are relaxed. This leads to an extended formulation and a generalization of the n-step cycle inequalities, n ∈ N, for the continuous multi-mixing set with general coefficients. We also show that these inequalities are facet-defining in many cases. In the third step, we further generalize the continuous multi-mixing set (where no conditions are imposed on the coefficients) by incorporating up

关键词： n-step cycle n-step mingling n-step MIR mingled n-step MIR mingled n-step cycle continuous mixing continuousmulti-mixing cycle inequalities mixing mixed integer programming cutting planes Thesis

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A job shop scheduling problem with human operators in handicraft production

A job shop scheduling problem with human operators in handic...

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International Journal of Production Research

作者： Agnetis, Alessandro Murgia, Gianluca Sbrilli, Simone Department of Information Engineering and Mathematical Sciences University of Siena Siena Italy Department of Enterprise Engineering University of Rome Tor Vergata Rome Italy

This paper deals with complex job shop scheduling problems. A (typically large) number of elementary tasks has to be carried out, according to precedence constraints defined by a task graph. As typical of production environments such as handicraft production and task processing requires two different resources, i.e. machines and human operators. While for each operation a given machine is specified, there are in general more human operators capable of performing it. The problem is to assign the tasks to the operators, sequence them on each operator and sequence them on each machine so that the overall makespan is minimised. This scheduling problem is NP-hard even if the task graph consists of three chains (three-job job shop), and there are two fully skilled operators. We propose two heuristics for this scheduling problem, based on two different ways of decomposing the *** extensive computational experience allows a comparison between the heuristic solutions and the one obtained solving a mixed-integer programming formulation of the problem. The experiments show that close-to-optimal solutions can be obtained in reasonable time on a PC. Our model is applied to a case study from leather manufacturing, and we also show its use as a decision support tool in skill planning. © 2013 Taylor & Francis.

关键词： Job shop scheduling Decision support systems Employment Heuristic programming integer programming Machine shops Scheduling Decision support tools Heuristics Human operator Job shop Job shop scheduling problems mixed integer programming Precedence constraints Production environments

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Research on Reduction of Fuel Consumption in the Showa Base Microgrid by Using Distributed Diesel Generators

Research on Reduction of Fuel Consumption in the Showa Base ...

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International Conference on Renewable Energy Research and Applications

作者： Takuya Kanai Shin'ya Obara Ryo Hamanaka Kenji Ishizawa Taiki Ouchi Department of Electrical and Electronic Engineering Kitami Institute of Technology Kitami Japan Polar Engineering Group National Institute of Polar Research Tokyo Japan Tomari Power Plant Electrical Maintenance Division Hokkaido Electric Power Co. Inc. Sapporo Japan

ISBN: (纸本)9781479999835

A microgrid for the purpose of reducing the fuel consumption at the Japanese Showa Base in the Antarctica is being considered due to the increase in fuel consumption in the base caused by the continuous increment in research activities. In this paper, the planning of the operation of the engine generators at a representative day using a simplified mixed integer programming is proposed for this microgrid.

关键词： mixed integer programming piecewise linear approximation distributed engine generator renewable energy

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A mixed integer linear programming formulation for optimal balancing of mixed-model U-lines

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INTERNATIONAL JOURNAL OF PRODUCTION RESEARCH 2009年第15期47卷 4201-4233页

作者： Kara, Yakup Tekin, Mahmut Selcuk Univ Dept Ind Engn Konya Turkey Selcuk Univ Dept Business Adm Konya Turkey

The mixed-model U-line balancing problem was first studied by Sparling and Miltenburg (Sparling, D. and Miltenburg, J., 1998. The mixed-model U-line balancing problem. International Journal of Production Research, 36(2), 485-501) but has not been mathematically formulated to date. This paper presents a mixed integer programming formulation for optimal balancing of mixed-model U-lines. The proposed approach minimises the number of workstations required on the line for a given model sequence. The proposed formulation is illustrated and tested on an example problem and compared with an existing approach. This paper also proposes a new heuristic solution procedure to handle large scale mixed-model U-line balancing problems. A comprehensive experimental analysis is also conducted to evaluate the performance of the proposed heuristic. The results show the validity and usefulness of the proposed integer formulation and effectiveness of the proposed heuristic procedure.

关键词： mixed integer programming line balancing mixed-model U-lines COMSOAL

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Exploiting Erraticism in Search

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OPERATIONS RESEARCH 2014年第1期62卷 114-122页

作者： Fischetti, Matteo Monaci, Michele Univ Padua Dept Informat Engn I-35131 Padua Italy

High sensitivity to initial conditions is generally viewed as a drawback of tree search methods because it leads to erratic behavior to be mitigated somehow. In this paper we investigate the opposite viewpoint and consider this behavior as an opportunity to exploit. Our working hypothesis is that erraticism is in fact just a consequence of the exponential nature of tree search that acts as a chaotic amplifier, so it is largely unavoidable. We propose a bet-and-run approach to actually turn erraticism to one's advantage. The idea is to make a number of short sample runs with randomized initial conditions, to bet on the "most promising" run selected according to certain simple criteria, and to bring it to completion. Computational results on a large testbed of mixed integer linear programs from the literature are presented, showing the potential of this approach even when embedded in a proof-of-concept implementation.

关键词： enumerative algorithms mixed integer programming restart

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On the Practical Strength of Two-Row Tableau Cuts

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INFORMS JOURNAL ON COMPUTING 2014年第2期26卷 222-237页

作者： Dey, Santanu S. Lodi, Andrea Tramontani, Andrea Wolsey, Laurence A. Georgia Inst Technol H Milton Stewart Sch Ind & Syst Engn Atlanta GA 30309 USA Univ Bologna Dept Elect Elect & Informat Engn DEI I-40132 Bologna Italy IBM Corp CPLEX Optimizat I-40132 Bologna Italy Catholic Univ Louvain CORE B-1348 Louvain Belgium

Following the flurry of recent theoretical work on cutting planes from two-row mixed integer group relaxations of a linear programming tableau, we report on computational tests to evaluate the strength of two-row cuts based on lattice-free triangles having more than one integer point on one side. A heuristic procedure to generate such triangles (referred to in the literature as "type 2" triangles) is presented, and then the coefficients of the integer variables are tightened by lifting. To test the effectiveness of triangle cuts, we compare the gap closed using Gomory mixed integer cuts for one round, the gap closed in one round using all the triangle cuts generated by our heuristic, and the gap closed by a small number of two-row split cuts. Our tests are carried out on randomly generated instances designed to represent different problem features by varying the number of integer nonbasic variables, bounds, nonnegativity constraints, and density, as well as on the classical MIPLIB instances. The outcome of this computational analysis is some insight into key characteristics of MIP instances whose presence makes two-row triangle cuts computationally effective. In particular, it appears to be necessary that the tableau row pairs are dense, and more subjectively that the nonbasic continuous variables are "important." Unfortunately these characteristics seem to be rarely present among real-life instances, and more specifically the tableau rows of the MIPLIB instances are far from dense.

关键词： mixed integer programming cutting planes lattice-free sets computational investigation

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Integrated Prefabrication Configuration and Component Grouping for Resource Optimization of Precast Production

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JOURNAL OF CONSTRUCTION ENGINEERING AND MANAGEMENT 2014年第2期140卷 4013052.1-4013052.12页

作者： Khalili, A. Chua, D. K. Natl Univ Singapore Dept Civil & Environm Engn Singapore 117576 Singapore Natl Univ Singapore Dept Civil & Environm Engn Singapore 119260 Singapore

It may be possible to reduce uncertainty in construction projects by adopting the prefabrication method. In this method, components are produced in factories and transported to the construction site to satisfy installation demands. For successful and effective prefabrication, the project designer and precaster must develop an integrated plan to manage the available resources in a way that satisfies design flexibility, production constraints, and installation demands. Configuring individual building elements and forming building components or modular units will result in employing a higher degree of prefabrication for higher productivity and ease of construction. The production of such complex configurations requires complex molds. To achieve optimization of resources and costs for the precast production of complex configurations, two new ideas have been adopted: namely prefabrication configuration and component groups;these are incorporated into the mixed integer linear programming (MILP) model. Moreover, an integrated plan is developed to efficiently utilize complex molds in production platform by using a mold adaptability matrix. Based on these concepts, an MILP optimization model is developed to adopt appropriate molds and create an optimal production plan. The model is validated by using two examples with different scenarios. The results show that employing the idea of prefabrication configuration and component grouping in production planning for prefabricated structures can reduce total costs by up to 13% compared to the existing planning approach. The developed model should help prefabrication manufacturers better manage their resources and possibly expand their production capacity. (C) 2013 American Society of Civil Engineers.

关键词： Prefabrication configuration Component grouping Project planning Optimization mixed integer programming Cost and schedule

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Factor Model Based Clustering Approach for Cardinality Constrained Portfolio Selection

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IFAC Proceedings Volumes 2014年第3期47卷 10713-10718页

作者： Kening Jiang Duan Li Jianjun Gao Jeffrey Xu YU Valuation Advisory Services Deloitte & Touche Financial Advisory Services Limited Hong Kong Department of Systems Engineering and Engineering Management The Chinese University of Hong Kong Hong Kong Department of Automation Shanghai Jiao Tong University Shanghai China

Portfolio selection concerns identifying an optimal composition of various risky assets and their corresponding holding amounts such that the corresponding investment strategy strikes a balance between maximizing the expected investment return and minimizing investment risk. While market frictions make full diversification impractical, cardinality constrained mean-variance (CCMV) portfolio selection problem emerges as a natural remedy: Given an asset pool with total n assets and a given cardinality s < n , optimally choose s assets from the entire asset pool such as to achieve a mean-variance efficiency. Unfortunately, CCMV has been proved to be NP hard and has been posted in front of optimization society as a long-standing challenge. By invoking structural market information and utilizing fast clustering algorithm for classification, we develop in this paper an effective heuristic scheme to identify approximate solutions for large-scale CCMV problems. More specifically, by constructing grouping constraints generated from factor-model based clustering algorithm and attaching them to the mixed integer programming formulation associated with the CCMV problem, we are able to significantly reduce the computational complexity, thus offering a fast algorithm with relatively high quality solution.

关键词： Financial optimization portfolio selection mean-variance formulation clustering algorithm factor model mixed integer programming

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Virtual Cellular Multi-period Formation under the Dynamic Environment

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IERI Procedia 2014年 10卷 98-104页

作者： Wenmin Han Fang Wang Jie Lv School of Economics and Management Jiangsu University of Science and Technology 2 Mengxi Road Zhenjiang Jiangsu 212003 China

Virtual cellular manufacturing is an innovative way of production organization which both in the production of flexibility and efficient to meet today's rapid development of science and technology and replacement of products. The key process of the design of virtual cellular manufacturing system—cell formation is the focus of research. In order to meet the characteristics of small batch and dynamically changing market demand, this paper studies the problems of virtual cellular multi-period dynamic reconfiguration. A reconfigurable system programming model is developed. The model incorporates parameters of the problems of product dynamic demand, machine capacity, operation sequence, balanced workload, alternative routings and batch setting. The objective of mixed integer programming model is to minimize the total costs of operation, moving raw materials, inventory holding and process routes setup. Though a case study, demonstrates the feasibility and validity of the model in reality.

关键词： virtual cellular manufacturing system design reconfigurable system modeling mixed integer programming

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