Perspective functions have long been used to convert fractional programs into convex programs. More recently, they have been used to form tight relaxations of mixed-integernonlinear programs with so-called indicator ...
详细信息
Perspective functions have long been used to convert fractional programs into convex programs. More recently, they have been used to form tight relaxations of mixed-integernonlinear programs with so-called indicator variables. Motivated by a practical application (maximising energy efficiency in an OFDMA system), we consider problems that have a fractional objective and indicator variables simultaneously. To obtain a tight relaxation of such problems, one must consider what we call a "bi-perspective" (Bi-P) function. An analysis of Bi-P functions leads to the derivation of a new kind of cutting planes, which we call "Bi-P-cuts". Computational results indicate that Bi-P-cuts typically close a substantial proportion of the integrality gap.
We study the food supply chain configuration problem (FSCCP) to optimise the tactical-level mode selection and inventory positioning decisions for a general multi-echelon food supply chain. A mixed-integernonlinear p...
详细信息
We study the food supply chain configuration problem (FSCCP) to optimise the tactical-level mode selection and inventory positioning decisions for a general multi-echelon food supply chain. A mixed-integer nonlinear programming (MINLP) model is developed for the FSCCP, with new building blocks to address the perishability issue in terms of both food loss and quality deterioration. Our model minimises the system-wide total supply chain costs and balances multiple supply chain performance metrics: cost, time and quality. Computational studies show that the optimal FSCCP solutions significantly outperform two heuristic solutions that focus solely on cost or quality. Additional insights are obtained on the impacts of key input parameters on the optimal configuration and performance metrics.
Indoor Autonomous Vehicles (IAVs) have become instrumental in modern logistics, particularly in dynamic operational environments. Their consistent availability is crucial for both timely task execution and energy effi...
详细信息
Indoor Autonomous Vehicles (IAVs) have become instrumental in modern logistics, particularly in dynamic operational environments. Their consistent availability is crucial for both timely task execution and energy efficiency in smart factories. Therefore, an inefficient charging schedule can waste energy, compromising production and warehousing efficiency. In addition, formulating an effective charging schedule is challenging due to the nonlinearity of its design and the uncertainties inherent in smart factory settings. In contrast to previous studies that either simplify the problem using linearization-based methods or approach it with computationally demanding algorithms, this paper efficiently addresses the nonlinear challenge, ensuring a closer alignment with real-world conditions. Hence, a simulation environment is first designed to replicate a smart factory, including validated models of IAVs, Charging Stations (CSs), and a variety of unpredictable static and dynamic obstacles. A comprehensive dataset is then provided from this simulation setup. Utilizing this dataset, a model tailored to ascertain the travel time of IAVs, accounting for inherent uncertainties, is trained using Deep Neural Networks (DNNs). Subsequently, a mixed-integer nonlinear programming (MINLP) problem is formulated to design the optimization task. Finally, integration of the DNNs' model with the Branch-and-Bound (BnB) approach, forming the BnBD method, streamlines the determination of the optimal charging schedule. Experimental results highlight significant improvements in charging scheduling, establishing this approach as a viable and promising solution for manufacturing operations.
We study solution approaches to a class of mixed-integer nonlinear programming problems that arise from recent developments in risk-averse stochastic optimization and contain second- and p-order cone programming as sp...
详细信息
We study solution approaches to a class of mixed-integer nonlinear programming problems that arise from recent developments in risk-averse stochastic optimization and contain second- and p-order cone programming as special cases. We explore possible applications of some of the solution techniques that have been successfully used in mixed-integer conic programming and show how they can be generalized to the problems under consideration. Particularly, we consider a branch-and-bound method based on outer polyhedral approximations, lifted nonlinear cuts, and linear disjunctive cuts. Results of numerical experiments with discrete portfolio optimization models are presented. (C) 2016 Elsevier B.V. All rights reserved.
This work attempts to combine the strengths of two major technologies that have matured over the last three decades: global mixed-integernonlinear optimization and branch-and-price. We consider a class of generally n...
详细信息
This work attempts to combine the strengths of two major technologies that have matured over the last three decades: global mixed-integernonlinear optimization and branch-and-price. We consider a class of generally nonconvex mixed-integernonlinear programs (MINLPs) with linear complicating constraints and integer linking variables. If the complicating constraints are removed, the problem becomes easy to solve, e.g. due to decomposable structure. Integrality of the linking variables allows us to apply a discretization approach to derive a Dantzig-Wolfe reformulation and solve the problem to global optimality using branch-andprice. It is a remarkably simple idea;but to our surprise, it has barely found any application in the literature. In this work, we show that many relevant problems directly fall or can be reformulated into this class of MINLPs. We present the branch-and-price algorithm and demonstrate its effectiveness (and sometimes ineffectiveness) in an extensive computational study considering multiple large-scale problems of practical relevance, showing that, in many cases, orders-of-magnitude reductions in solution time can be achieved.
Most industrial optimization problems are sparse and can be formulated as block-separable mixed-integer nonlinear programming (MINLP) problems, defined by linking low-dimensional sub-problems by (linear) coupling cons...
详细信息
Most industrial optimization problems are sparse and can be formulated as block-separable mixed-integer nonlinear programming (MINLP) problems, defined by linking low-dimensional sub-problems by (linear) coupling constraints. This paper investigates the potential of using decomposition and a novel multiobjective-based column and cut generation approach for solving nonconvex block-separable MINLPs, based on the so-called resource-constrained reformulation. Based on this approach, two decomposition-based inner- and outer-refinement algorithms are presented and preliminary numerical results with nonconvex MINLP instances are reported.
In this article, we study the trajectory control, subchannel assignment, and user association design for unmanned aerial vehicles (UAVs)-based wireless networks. We propose a method to optimize the max-min average rat...
详细信息
In this article, we study the trajectory control, subchannel assignment, and user association design for unmanned aerial vehicles (UAVs)-based wireless networks. We propose a method to optimize the max-min average rate subject to data demand constraints of ground users (GUs) where spectrum reuse and co-channel interference management are considered. The mathematical model is a mixed-integernonlinear optimization problem which we solve by using the alternating optimization approach where we iteratively optimize the user association, subchannel assignment, and UAV trajectory control until convergence. For the subchannel assignment subproblem, we propose an iterative subchannel assignment (ISA) algorithm to obtain an efficient solution. Moreover, the successive convex approximation (SCA) is used to convexify and solve the nonconvex UAV trajectory control subproblem. Via extensive numerical studies, we illustrate the effectiveness of our proposed design considering different UAV flight periods and number of subchannels and GUs as compared with a simple heuristic.
作者:
Wei, ZhouChen, LiangYao, Jen-ChihHebei Univ
Hebei Key Lab Machine Learning & Computat Intellig Baoding 071002 Peoples R China Hebei Univ
Coll Math & Informat Sci Baoding 071002 Peoples R China Chinese Acad Sci
LSEC Acad Math & Syst Sci Beijing 100190 Peoples R China China Med Univ
China Med Univ Hosp Res Ctr Interneural Comp Taichung 40402 Taiwan
Outer approximation (OA) for solving convex mixed-integer nonlinear programming (MINLP) problems is heavily dependent on the convexity of functions and a natural issue is to relax the convexity assumption. This paper ...
详细信息
Outer approximation (OA) for solving convex mixed-integer nonlinear programming (MINLP) problems is heavily dependent on the convexity of functions and a natural issue is to relax the convexity assumption. This paper is devoted to OA for dealing with a pseudo-convex MINLP problem. By solving a sequence of nonlinear subproblems, we use Lagrange multiplier rules via Clarke subdifferentials of subproblems to introduce a parameter and then equivalently reformulate such MINLP as the mixed-integer linear program (MILP) master problem. Then, an OA algorithm is constructed to find the optimal solution to the MNILP by solving a sequence of MILP relaxations. The OA algorithm is proved to terminate after a finite number of steps. Numerical examples are illustrated to test the constructed OA algorithm.
The Optimal Power Flow (OPF) problem is commonly formulated considering one central operator manager (centralized approach). However, in practice, the power system is structured by interconnected areas, controlled by ...
详细信息
ISBN:
(纸本)9781665485371
The Optimal Power Flow (OPF) problem is commonly formulated considering one central operator manager (centralized approach). However, in practice, the power system is structured by interconnected areas, controlled by several system operators, which are dependent on their neighbors and must exchange sensitive data with each other. In addition, some generation units must be restricted in some zones of operation to avoid negative operational effects. This paper proposes a mixed-integer nonlinear programming model to solve the decentralized AC-OPF considering prohibited operation zones (POZ). A matheuristic algorithm based on the variable neighborhood descent heuristic method is used to deal with the integer variables of the problem, while a non-linear optimization solver is used to solve the optimal power flow with continuous variables. The proposed model and solution technique are validated using the IEEE 118-bus system, ensuring that the decentralized model determines solutions close to the centralized model without and with POZ constraints.
Ship-generated sewage presents significant environmental challenges in maritime transport, particularly in inland waterways. In China, the existing fee-free delivery policies fall short of providing sufficient incenti...
详细信息
Ship-generated sewage presents significant environmental challenges in maritime transport, particularly in inland waterways. In China, the existing fee-free delivery policies fall short of providing sufficient incentives for ports and ships, while heavily relying on unsustainable government subsidies. To tackle these challenges, this paper introduces a financially sustainable Advance Disposal Fee (ADF) system paired with a subsidy recycling policy. The proposed approach is built on a tri-level Stackelberg game framework that involves the government, two ports, and a fleet of ships, aiming to optimize recycling policies and stakeholder decision-making. This framework is further formalized into a mixed-integernonlinear tri-level programming model, where four stakeholders strategically maximize their respective profits. Using two ports along the Pearl River in China as a case study, the findings reveal that the proposed recycling policy substantially improves engagement from both ports and ships, achieving a sewage delivery rate of 89 %. These results provide practical guidance for the development of government recycling policies, the selection of port reception strategies, and the formulation of ship sewage management plans.
暂无评论