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IEEE International Conference on Industrial Engineering and Engineering Management (IEEE IEEM)

作者： Strub, Oliver Univ Bern Dept Business Adm Schuetzenmattstr 14 CH-3012 Bern Switzerland

ISBN: (纸本)9781538609484

The enhanced index-tracking problem consists of revising, i.e., rebalancing, a portfolio such that it achieves a given excess return over a financial index and minimizes the tracking error, i.e. ,the deviation of the portfolio returns from the index returns. Several mixed-integer linear programming (MILP) formulations of this problem have been proposed. However, these formulations may lead to portfolios with a negative excess return or a high tracking error. We present a new MILP formulation to rebalance a portfolio such that it replicates the value development of an appropriately constructed tracking target over a historical in-sample period. The resulting portfolios achieve a high excess return and a low tracking error, both in-sample and out-of-sample, which is demonstrated in a computational experiment based on 27 real-world problem instances.

关键词： Enhanced Index-tracking Problem Combinatorial Optimization mixed-integer linear programming

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A Benders Decomposition-Based Heuristic Algorithm Framework for Unrelated Parallel Machine Scheduling Problem with Weighted Maximum Earliness and Tardiness

A Benders Decomposition-Based Heuristic Algorithm Framework ...

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IEEE International Conference on Industrial Engineering and Engineering Management (IEEE IEEM)

作者： Wang, Shijin Ye, Benyan Tongji Univ Sch Econ & Management Shanghai Peoples R China

ISBN: (纸本)9781538609484

Problems about parallel machines are researched a lot and have a wide application. An unrelated parallel machine scheduling problem is discussed in this paper: there're m unrelated parallel machines that have different processing speeds and opening costs. N jobs are assigned to the machines, meeting distinct due windows. The objective is to minimize the total cost including the machine opening cost and the cost related to maximum earliness and tardiness. The scheduling progress takes both machine utilization and customer satisfaction into consideration. The proposed method in this paper is a benders decomposition-based heuristic algorithm that can solve mixed-integer linear programming problem efficiently. The algorithm is based on a partition of the problem, which is suitable to solve our problem. The algorithm framework is established to solve large-scale problems.

关键词： Benders decomposition Distinct due window mixed-integer linear programming Scheduling

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Verifying integer programming Results 1

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19th International Conference on integer programming and Combinatorial Optimization (IPCO)

作者： Cheung, Kevin K. H. Gleixner, Ambros Steffy, Daniel E. Carleton Univ Sch Math & Stat Ottawa ON Canada Zuse Inst Berlin Dept Math Optimizat Takustr 7 D-14195 Berlin Germany Oakland Univ Dept Math & Stat Rochester MI 48063 USA

ISBN: (数字)9783319592503

ISBN: (纸本)9783319592503;9783319592497

Software for mixed-integer linear programming can return incorrect results for a number of reasons, one being the use of inexact floating-point arithmetic. Even solvers that employ exact arithmetic may suffer from programming or algorithmic errors, motivating the desire for a way to produce independently verifiable certificates of claimed results. Due to the complex nature of state-of-the-art MIP solution algorithms, the ideal form of such a certificate is not entirely clear. This paper proposes such a certificate format designed with simplicity in mind, which is composed of a list of statements that can be sequentially verified using a limited number of inference rules. We present a supplementary verification tool for compressing and checking these certificates independently of how they were created. We report computational results on a selection of MIP instances from the literature. To this end, we have extended the exact rational version of the MIP solver SCIP to produce such certificates.

关键词： Correctness Verification Proof Certificate Optimality Infeasibility mixed-integer linear programming

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Routing Unmanned Vehicles in GPS-Denied Environments

Routing Unmanned Vehicles in GPS-Denied Environments

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International Conference on Unmanned Aircraft Systems (ICUAS)

作者： Sundar, Kaarthik Misra, Sohum Rathinam, Sivakumar Sharma, Rajnikant Los Alamos Natl Lab Ctr Nonlinear Studies Los Alamos NM 87545 USA Univ Cincinnati Dept Aerosp Engn Cincinnati OH 45221 USA Texas A&M Univ Dept Mech Engn College Stn TX 77843 USA

ISBN: (纸本)9781509044948

Most of the routing algorithms for unmanned vehicles, that arise in data gathering and monitoring applications in the literature, rely on the Global Positioning System (GPS) information for localization. However, disruption of GPS signals either intentionally or unintentionally could potentially render these algorithms not applicable. In this article, we present a novel method to address this difficulty by combining methods from cooperative localization and routing. In particular, the article formulates a fundamental combinatorial optimization problem to plan routes for an unmanned vehicle in a GPS-restricted environment while enabling localization for the vehicle. We also develop algorithms to compute optimal paths for the vehicle using the proposed formulation. Extensive simulation results are also presented to corroborate the effectiveness and performance of the proposed formulation and algorithms.

关键词： path planning localization mixed-integer linear programming unmanned aerial vehicles GPS-denied environments

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Location of regional and international hub ports in liner shipping

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MARITIME BUSINESS REVIEW 2017年第2期2卷 114-125页

作者： Zheng, Jianfeng Fu, Cong Kuang, Haibo Dalian Maritime Univ Collaborat Innovat Ctr Transport Studies Dalian Peoples R China Dalian Maritime Univ Transportat Management Coll Dalian Peoples R China

Purpose - This paper aims to investigate the location of regional and international hub ports in liner shipping by proposing a hierarchical hub location problem. Design/methodology/approach - This paper develops a mixed-integer linear programming model for the authors' proposed problem. Numerical experiments based on a realistic Asia-Europe-Oceania liner shipping network are carried out to account for the effectiveness of this model. Findings - The results show that one international hub port (i.e. Rotterdam) and one regional hub port (i.e. Zeebrugge) are opened in Europe. Two international hub ports (i.e. Sokhna and Salalah) are located in Western Asia, where no regional hub port is established. One international hub port (i.e. Colombo) and one regional hub port (i.e. Cochin) are opened in Southern Asia. One international hub port (i.e. Singapore) and one regional hub port (i.e. Jakarta) are opened in Southeastern Asia and Australia. Three international hub ports (i.e. Hong Kong, Shanghai and Yokohama) and two regional hub ports (i.e. Qingdao and Kwangyang) are opened in Eastern Asia. Originality/value - This paper proposes a hierarchical hub location problem, in which the authors distinguish between regional and international hub ports in liner shipping. Moreover, scale economies in ship size are considered. Furthermore, the proposed problem introduces the main ports.

关键词： Liner shipping Hierarchical hub location mixed-integer linear programming

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A Comparison of Implicit and Explicit Methods for Contingency Constrained Unit Commitment

A Comparison of Implicit and Explicit Methods for Contingenc...

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North American Power Symposium (NAPS)

作者： Huang, Shengjun Dinavahi, Venkata Univ Alberta Dept Elect & Comp Engn Edmonton AB Canada Natl Univ Def Technol Coll Informat Syst & Management Changsha Hunan Peoples R China

ISBN: (纸本)9781538626993

Reliability management is of great importance for the secure and sufficient operation of power systems, thus the n-K-G-K-L contingency constrained unit commitment (CCUC) problem is determined for investigation in this paper. In order to reveal the capability of different methods on the solution of CCUC, both explicit and implicit decomposition frameworks have been investigated, as well as their inner feedback strategies, such as Benders decomposition and column-and-constraint generation (CCG) algorithm. In addition, sensitivity analysis, multi-cut strategy, and parallel implementation have also been analyzed and discussed. The comparison between nine explicit and implicit methods - all of them are deterministic with different configurations and the global optimal can be guaranteed in a finite number of iterations - is carried out on the IEEE 24-bus system, resulting in several interesting conclusions. Finally, the IEEE 118-bus test system is employed to explore the potential on the large-scale instance.

关键词： Benders decomposition contingency constrained unit commitment mixed-integer linear programming robust optimization

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Improving maritime inventory routing: application to a Brazilian petroleum case

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MARITIME POLICY & MANAGEMENT 2017年第1期44卷 42-61页

作者： dos Santos Diz, Gustavo Souto Oliveira, Fabricio Hamacher, Silvio Petrobras SA Logist Dept Rio De Janeiro Brazil Pontific Catholic Univ Dept Ind Engn BR-22451900 Rio De Janeiro Brazil

The crude oil offloading and supply problem (COSP) is a type of operation maritime inventory routing (MIR) problem encountered by petroleum companies. In COSP, the company not only is responsible for the ship scheduling to carry the crude oil from production sites to discharge ports but also must maintain inventory levels at both ports (production and consumption) between safety operational bounds to avoid disruptions in its crude oil production and/or refining processes. We show how to improve significantly the decision-making process in a Brazilian petroleum company using a mixed-integer linear programming (MILP) model to represent COSP. Comparison tests with a current ship-scheduling method adopted in the company indicated that the use of the MILP model increased the transportation efficiency and reduced costs by 20% on average. In addition to the quantitative gains, the use of a MILP model to solve COSP has succeeded when encountering real-life events, such as variation in production or consumption rates, berth unavailability, and changes in the storage capacities at ports.

关键词： Maritime inventory routing mixed-integer linear programming fixed charge network flow formulation ship scheduling

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Development of MILP Model for Integrated Aircraft Maintenance Scheduling and Multi-Period Parking Layout Planning Problems 4

Development of MILP Model for Integrated Aircraft Maintenanc...

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4th International Conference on Industrial Engineering and Applications (ICIEA)

作者： Qin, Yichen Chan, Felix T. S. Chung, S. H. Qu, T. Jinan Univ Sch Elect & Informat Engn Zhuhai Campus Zhuhai 519070 Peoples R China Hong Kong Polytech Univ Dept Ind & Syst Engn Hong Kong Hong Kong Peoples R China

ISBN: (纸本)9781509067756

In this paper, two closely related problems commonly observed in aircraft hangar maintenance companies are studied: the aircraft hangar maintenance scheduling problem and the parking stand planning problem. Recently, in order to reduce operating costs in airline companies, outsourcing aircraft heavy maintenance activities to a third-party maintenance company has been gaining greater traction. In a real operation environment, aircraft with different arrival times and specific maintenance requirements from airline companies are received by an aircraft maintenance company. Hence, a maintenance schedule and a series of aircraft parking plans have to be carefully arranged to minimize the total delay over a multi-period planning horizon. However, conventional manual planning usually causes maintenance delays due to inadequate parking planning that induces blockages between arriving, departing and parked aircraft in the process of aircraft roll in and roll out operations. To deal with the inefficiency of manual planning, a mixed-integer linear programming (MILP) model that integrates maintenance scheduling and parking layout planning is proposed. To our knowledge, this is the first work to deal with the aircraft maintenance scheduling problem incorporating non-overlapping constraints between aircraft in the hangar, and is the main contribution of this research.

关键词： aircraft maintenance scheduling parking layout planning mixed-integer linear programming non-overlapping constraints

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Strategic Optimization of Offshore Wind Farm Installation 1

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8th International Conference on Computational Logistics (ICCL)

作者： Backe, Stian Haugland, Dag Norwegian Univ Sci & Technol Dept Ind Econ & Technol Management Trondheim Norway Univ Bergen Dept Informat Bergen Norway

ISBN: (数字)9783319684963

ISBN: (纸本)9783319684963;9783319684956

This work describes logistical planning of offshore wind farm (OWF) installation through linear programming. A mixed-integer linear programming (MILP) model is developed to analyze cost-effective port and vessel strategies for offshore installation operations. The model seeks to minimize total costs through strategic decisions, that is decisions on port and vessel fleet and mix. Different vessels, ports and weather restrictions over a fixed time horizon are considered in the model. Several deterministic test cases with historic weather data are implemented in AMPL, and run with the CPLEX solver. The results provide valuable insight into economic impact of strategic decisions. Numerical experiments on instances indicate that decision aid could be more reliable if large OWFs are considered in fractionated parts, alternatively by developing heuristics.

关键词： offshore wind installation mixed-integer linear programming fleet optimization

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Capacity Firming of Intermittent Generation by Dispersed Energy Storage

Capacity Firming of Intermittent Generation by Dispersed Ene...

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Australasian Universities Power Engineering Conference (AUPEC)

作者： Pantos, Milos Riaz, Shariq Chapman, Archie C. Verbic, Gregor Univ Ljubljana Lab Power Syst Fac Elect Engn SI-1000 Ljubljana Slovenia Univ Sydney Sch Elect & Informat Engn Sydney NSW Australia

ISBN: (纸本)9781538626474

The paper addresses the question of capacity firming of renewable energy sources as an effective tool for mitigating the volatility of their generation. The existing approaches propose an integration of these sources with some flexible production as a back-up support, flexible demand or energy storage systems at point of common coupling in order to provide some degree of firmness to the production. However, this research makes step further towards the idea to provide an adequate support with dispersed energy storage capacities at the distribution level owned by numerous prosumers (not excluding consumers and virtual power plants), where the batteries are primarily deployed for the needs of the prosumers (maximization of self-consumption) and the remaining capacities are available to the intermittent generation for capacity firming. In the proposed bi-level optimization model, the lower-level problem is embedded into the upper-level problem applying the optimality Karush-Kuhn-Tucker conditions. The problem is solved by mixed-integer linear programming and the solution is tested and verified on a case study with one wind generator and up to 30,000 prosumers.

关键词： Capacity firming dispersed energy storage intermittent generation Karush-Kuhn-Tucker conditions mixed-integer linear programming prosumers

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