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International Conference on Industrial Engineering and Engineering Management

作者： Quan, Ran Jian, Jinbao Zheng, Haiyan Yang, Linfeng Guangxi Univ Coll Elect Engn Nanning 530004 Peoples R China Guangxi Univ Coll Math & Informat Sci Nanning 530004 Peoples R China Guangxi Univ Coll Comp Nanning 530004 Peoples R China

ISBN: (纸本)9781424426294

A two-stage algorithm based on branch-and-cut is proposed to solve the unit commitment (UC) problem. At first, the primal UC problem is reformulated as a simple mixed integer quadratic programming (MIQP), then the MIQP is solved by the commercial software CPLEX. In stage I of the implementation of the algorithm, a mixed integer linear programming is solved to get its optimal or feasible solution. In stage II, the MIQP is solved starting from the solution obtained in stage I. The computation time of solving MIQP can be saved remarkably with our two-stage method than with the direct method. The simulation results for 6 systems from 10 to 100 units show that the proposed method is efficient for large scale UC problems. Especially, the proposed method can achieve good near-optimal solutions.

关键词： Power system unit commitment mixed integer quadratic programming branch-and-cut method

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Grouping singular spectrum analysis components via mixed integer quadratic programming

Grouping singular spectrum analysis components via mixed int...

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IEEE International Conference on Consumer Electronics-China (ICCE-China)

作者： Lin, Peiru Kuang, Weichao Yang, Chuqi Ling, Wing-Kuen Guangdong Univ Technol Sch Informat Engn Guangzhou Guangdong Peoples R China

ISBN: (纸本)9781509061938

This paper proposes a method for grouping singular spectrum analysis (SSA) components via the empirical mode decomposition (EMD) approach. To perform the grouping, the total number of the groups of the singular spectrum analysis components is equal to the total number of the intrinsic mode functions (IMFs). The SSA components are assigned to the group where the 2-norm between the IMFs and the grouped SSA components is minimum. It can be formulated as a mixed integer quadratic programming (MIQP) optimization problem. After applying our proposed grouping method to obtain grouped SSA components, the grouped components enjoy the advantages of both the singular spectrum analysis approach and the empirical mode decomposition approach. The proposed technique was tested on electrocardiogram signals showing that the useful information can be concentrated in a few groups, thus most of useful information can be extracted easily.

关键词： singular spectrum analysis empirical mode decomposition mixed integer quadratic programming

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A new local and global optimization method for mixed integer quadratic programming problems (vol 217, pg 2501, 2010)

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APPLIED MATHEMATICS AND COMPUTATION 2011年第12期217卷 5998-5998页

作者： Pakdaman, Morteza Islamic Azad Univ Mashhad Branch Sama Tech & Vocat Training Sch Mashhad Iran

In this comment, we preset a minor mistake in typing which is made in "A new local and global optimization method for mixed integer quadratic programming problems'' by G.Q. Li et al. (C) 2010 Elsevier Inc... 详细信息

关键词： quadratic programming Global optimization mixed integer quadratic programming

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Ordered Weighted Average Support Vector Regression

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EXPERT SYSTEMS WITH APPLICATIONS 2025年 274卷

作者： Martinez-Merino, Luisa I. Puerto, Justo Rodriguez-Chia, Antonio M. Univ Cadiz Dept Estadist & Invest Operat Cadiz Spain Inst Matemat Univ Sevilla IMUS Seville Spain

This paper introduces a novel Support Vector Regression (SVR) model that incorporates Ordered Weighted Average (OWA) operators to differently penalize deviations of observations from the epsilon-strip. The penalty is determined based on the position of each deviation in the ordered vector of all deviations. A key contribution of this work is the development of two nonlinear formulations: a continuous formulation for non-decreasing monotone weight vectors and a mixed-integer formulation for general weight vectors. By leveraging dual approaches associated with these formulations, the model accommodates nonlinear kernel functions. To enhance computational efficiency, two heuristic approaches are proposed for deriving suitable regression hyperplanes in reduced computation times, as compared to exact methods. Additionally, a third heuristic approach is developed to handle nonlinear kernel functions effectively. Computational experiments conducted on both real and synthetic datasets demonstrate that the exact formulations yield remarkable regression functions with respect to the following standard metrics: mean absolute errors (MAE) and mean squared errors (MSE). The heuristic approaches are shown to be particularly efficient for larger datasets, striking a balance between solution quality and computational effort.

关键词： Support vector regression Ordered Weighted Average operators mixed integer quadratic programming Goodness of fitting

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Integration of dynamic CHPP and gas boiler behaviour into the convex planning problem for the optimised operation of multimodal microgrids

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SMART ENERGY 2025年 17卷

作者： Roth, Maximilian Harmuth, Stephan Rinderknecht, Stephan Tech Univ Darmstadt Inst Mechatron Syst Mech Engn Otto Berndt Str 2 D-64287 Darmstadt Germany

Decentralized energy systems like microgrids can be a favourable alternative to the centralized organisation of the current energy supply system. An important problem regarding microgrids is the optimisation of their operational strategy, although most works assume time-independent behaviour of microgrid components in optimisation models. Therefore, the goal of this study is the integration of the dynamic behaviour of a Gas Stirling engine combined heat and power plant and an auxiliary gas boiler in the operational planning problem of a hybrid microgrid. A dynamic optimisation model is developed and compared to a static and approximated model based on the results of three different test scenarios. The simulation results show that the integration of dynamic component characteristics has a significant impact on the operational strategy. The resulting setpoints for the control of the components are able to consider the transient behaviour of these components and therefore their real behaviour is more accurately represented within the optimisation problem. However, the integration of the dynamic modelling approaches leads to more difficult optimisation problems which require more computational effort. The approximation to a convex quadratic problem represents a good compromise between computation time and setpoint accuracy.

关键词： Microgrid scheduling District heating mixed integer linear programming mixed integer quadratic programming mixed integer dynamic optimisation Smart energy systems

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Simultaneous Identification of Piecewise Affine Systems and Number of Subsystems Using mixed Logical Dynamical Systems Theory

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ELECTRONICS AND COMMUNICATIONS IN JAPAN 2008年第5期91卷 1-10页

作者： Zanma, Tadanao Fuke, Keizo Ma, Shang Chang Ishida, Muneaki Mie Univ Dept Elect Engn Tsu Mie Japan Mie Univ Dept Elect & Elect Engn Tsu Mie Japan Mie Univ Dept Elect Tsu Mie Japan

This paper addresses system identification of a switched system in which each subsystem is expressed by a piecewise affine system. The system considered is expressed by a mixed logical dynamical system for which some design methods are already known. For identification, in most cases, a number of subsystems, that is, switching points, are given in advance. However, it is not easy to find switching points for multivariable systems. Therefore, in this paper, we propose a simultaneous identification technique that takes into account the number of subsystems and their parameters. The proposed method is applied to several examples to show its effectiveness. (c) 2008 Wiley Periodicals, Inc. Electron Comm Jpn, 91(5): 1-10, 2008;Published online in Wiley InterScience (***. ***). DOI 10.1002/ecj.10109

关键词： system identification piecewise affine system hinging hyperplane autoregressive exogenous mixed logical dynamical system mixed integer quadratic programming

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Perspective Reformulations of the CTA Problem with L₂ Distances

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OPERATIONS RESEARCH 2014年第4期62卷 891-909页

作者： Castro, Jordi Frangioni, Antonio Gentile, Claudio Univ Politecn Cataluna Dept Stat & Operat Res ES-08034 Barcelona Catalonia Spain Univ Pisa Dipartimento Informat I-56127 Pisa Italy CNR Ist Anal Sistemi & Informat I-00185 Rome Italy

Any institution that disseminates data in aggregated form has the duty to ensure that individual confidential information is not disclosed, either by not releasing data or by perturbing the released data while maintaining data utility. Controlled tabular adjustment (CTA) is a promising technique of the second type where a protected table that is close to the original one in some chosen distance is constructed. The choice of the specific distance shows a trade-off: although the Euclidean distance has been shown (and is confirmed here) to produce tables with greater "utility," it gives rise to mixed integer quadratic problems (MIQPs) with pairs of linked semi-continuous variables that are more difficult to solve than the mixed integer linear problems corresponding to linear norms. We provide a novel analysis of perspective reformulations (PRs) for this special structure;in particular, we devise a projected PR ((PR)-R-2), which is piecewise-conic but simplifies to a (nonseparable) MIQP when the instance is symmetric. We then compare different formulations of the CTA problem, showing that the ones based on (PR)-R-2 most often obtain better computational results.

关键词： mixed integer quadratic programming perspective reformulation data privacy statistical disclosure control tabular data protection controlled tabular adjustment

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The mixed integer trust region problem

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MATHEMATICAL programming 2024年 1-38页

作者： Del Pia, Alberto Univ Wisconsin Madison Dept Ind & Syst Engn Madison WI 53706 USA Univ Wisconsin Madison Wisconsin Inst Discovery Madison WI 53706 USA

In this paper we consider the problem of minimizing a general quadratic function over the mixed integer points in an ellipsoid. This problem is strongly NP-hard, NP-hard to approximate within a constant factor, and optimal solutions can be irrational. In our main result we show that an arbitrarily good solution can be found in polynomial time, if we fix the number of integer variables. This algorithm provides a natural extension to the mixed integer setting, of the polynomial solvability of the trust region problem proven by Ye, Karmarkar, Vavasis, and Zippel. As a result, our findings pave the way for designing efficient trust region methods for mixed integer nonlinear optimization problems. The techniques that we introduce are of independent interest and can be used in other mixed integer nonlinear optimization problems. As an example, we consider the problem of minimizing a general quadratic function over the mixed integer points in a polyhedron. For this problem, we show that a solution satisfying weak bounds with respect to optimality can be computed in polynomial time, provided that the number of integer variables is fixed. It is well known that finding a solution satisfying stronger bounds cannot be done in polynomial time, unless P = NP.

关键词： Trust region problem mixed integer quadratic programming Approximation algorithm Polynomial time algorithm Ellipsoid constraint

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quadratic convex reformulation for quadratic programming with linear on-off constraints

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EUROPEAN JOURNAL OF OPERATIONAL RESEARCH 2019年第3期274卷 824-836页

作者： Wu, Baiyi Li, Duan Jiang, Rujun Guangdong Univ Foreign Studies Sch Finance Guangzhou 510420 Guangdong Peoples R China City Univ Hong Kong Sch Data Sci Hong Kong Peoples R China Fudan Univ Sch Data Sci Shanghai 200433 Peoples R China

In production planning and resource allocation problems, we often encounter a situation where a constraint can be relaxed or removed if new resources are added. Such constraints are termed on-off constraints. We study the quadratic programming problem with such on-off constraints, which is in general NP-hard. As the problem size grows, branch-and-bound algorithms for the standard formulation of this problem often require a lot of computing time because the lower bound from the continuous relaxation is in general quite loose. We generalize the quadratic convex reformulation (QCR) approach in the literature to derive a new reformulation that can be solved by standard mixed-integer quadratic programming (MIQP) solvers with less computing time when the problem size becomes large. While the conventional QCR approach utilizes a quadratic function that vanishes on the entire feasible region, the approach proposed in our paper utilizes a quadratic function that only vanishes on the set of optimal solutions. We prove that the continuous relaxation of our new reformulation is at least as tight as that of the best reformulation in the literature. Our computational tests verify the effectiveness of our new approach. (C) 2018 Elsevier B.V. All rights reserved.

关键词： integer programming quadratic convex reformulation On-off constraint mixed integer quadratic programming Semidefinite program

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Communication and migration energy aware task mapping for reliable multiprocessor systems

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FUTURE GENERATION COMPUTER SYSTEMS-THE INTERNATIONAL JOURNAL OF ESCIENCE 2014年第1期30卷 216-228页

作者： Das, Anup Kumar, Akash Veeravalli, Bharadwaj Natl Univ Singapore Dept Elect & Comp Engn Singapore 117548 Singapore

Heterogeneous multiprocessor systems-on-chip (MPSoCs) are emerging as a promising solution in deep sub-micron technology nodes to satisfy design performance and power requirements. However, shrinking transistor geometry and aggressive voltage scaling are negatively impacting the dependability of these MPSoCs by increasing the chances of failures. This paper proposes an offline (design-time) task remapping technique to minimize the communication energy and task migration overhead of an application mapped on a heterogeneous multiprocessor system for all processor fault-scenarios. The proposed technique involves two steps - (1) Communication Energy driven Design Space Exploration (CDSE) to select an initial mapping and (2) Communication energy and Migration overhead aware Task Mapping (CMTM) for different fault-scenarios. The CDSE is formulated as a mixed integer quadratic programming (MIQP) problem and solved using an energy-gradient based heuristic. The CMTM problem is solved using a fast heuristic with the starting mapping selected using CDSE step. The proposed two steps technique is compared with state-of-the-art approaches through rigorous simulations with synthetic and real application graphs. Results demonstrate that the proposed CDSE reduces design space exploration time by 99% with a maximum variation of 5% from the optimal solution obtained by solving the MIQP problem directly. Further, the proposed CMTM reduces communication energy by an average 35% and migration overhead by an average 20% for all single and double fault-scenarios as compared to the existing fault-tolerant techniques. The CMTM also achieves over 30x reductions in execution time for large problem sizes with a maximum deviation of 15% from the minimum communication energy achievable with the given application on a given architecture. For streaming multimedia applications, the proposed technique delivers 50% higher throughput per unit energy as compared to the existing approaches. (C) 2013 Else

关键词： Fault-tolerance Heterogeneous MPSoCs Design space exploration Task mapping mixed integer quadratic programming

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