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Integrated supply chain network planning and financial planning respecting the imperfection of the capital market

Journal of Business Economics 2018年第6期88卷 799-825页

作者： Steinrücke, Martin Albrecht, Wolfgang Faculty of Law and Economics University of Greifswald Friedrich-Loeffler-Str. 70 Greifswald 17489 Germany

Within supply chain networks, the integration of decisions regarding configuration, operations and financing is important to balance overall liquidity and to prevent insolvency. This applies in particular in case of a business take-over by an institutional investor, as the latter may formulate return expectations that require complete restructuring of processes. Motivated by the real-life case of a sanitary company in Germany that had to deal with the aforementioned situation, we develop a mixed-integer linear programming model that is able to coordinate planning during the investor’s engagement (limited to a specific number of years) with payouts that are structured according to his/her consumption preferences. As the investor’s scope of action is characterized by alternatives that additionally include financial investments and financings with different transaction-specific interest rates, it stands to base modeling on the premises of imperfect capital markets. The underlying coherent theory is applied to the integrated supply chain network planning and financial planning after a business take-over for the first time. Besides the exemplary analysis of a four-stage supply chain with three suppliers, plants, warehouses and markets, a numerical analysis with other randomly generated network structures is used for the validation of the model formulation. As a result, all considered instances could be solved to optimality in acceptable computation times using high-performance hardware and software. © 2017, Springer-Verlag GmbH Germany.

关键词： Cash flow series Imperfect capital markets Liquidity balancing mixed-integer linear programming Supply chain restructuring

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Modeling Demand Propagation in Guaranteed Service Models

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IFAC-PapersOnLine 2018年第2期51卷 284-289页

作者： Löhnert M. Rambau J. DATEV eG Nürnberg Germany University of Bayreuth Bayreuth 95440 Germany

In this paper, the class of guaranteed service models for multi-echelon inventory management is enhanced with explicit demand propagation. More specifically, the known mixed integer linear programming formulation for the guaranteed service model is refined by new variables and restrictions so that it describes the internal demand propagation exactly for linear demand bound functions. With this feature, aspects like outsourcing as well as decision-dependent stochastic demands at internal stock points can be expressed exactly. The relevance of the new model is shown in an illustrative example, where the new model is able to find a solution with almost 40% lower actual cost compared to the existing approximative model without explicit demand propagation. © 2018

关键词： demand propagation lost demand mixed-integer linear programming multi-echelon inventory management outsourcing

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Comparison of optimization solvers in the model predictive control of a PV-battery-heat pump system 12

Comparison of optimization solvers in the model predictive c...

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12th International Renewable Energy Storage Conference (IRES)

作者： Gelleschus, Ronny Boettiger, Michael Stange, Peter Bocklisch, Thilo Tech Univ Dresden Chair Energy Storage Syst Helmholtzstr 9 D-01069 Dresden Germany Tech Univ Dresden Chair Bldg Energy Syst & Heat Supply Helmholtzstr 14 D-01069 Dresden Germany

This paper presents a model predictive control approach for a home energy system with a heat pump, a thermal storage, a photovoltaic system and a battery. The modeling of the system in the mixed-integer linear programming framework is demonstrated and results of a one-year simulation with real measured PV and electric load data are shown. Different solution strategies for the underlying optimization problem are presented. The strategies are compared with respect to their performance and reliability. In this rather complex case branch & cut-based algorithms performed best in solving the optimization problem. (C) 2018 The Authors. Published by Elsevier Ltd.

关键词： Energy Management System Model Predivtive Control Energy Storage Sector Coupling mixed-integer linear programming Genetic Algorithm Dynamic programming

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Experimental Designs, Meta-Modeling, and Meta- learning for mixed-Factor Systems with Large Decision Spaces

Experimental Designs, Meta-Modeling, and Meta- learning for ...

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作者： Zachary C. Little Air University

学位级别：博士

Many Air Force studies require a design and analysis process that can accommodate for the computational challenges associated with complex systems, simulations, and real-world decisions. For systems with large decision spaces and a mixture of continuous, discrete, and categorical factors, nearly orthogonal-and-balanced (NOAB) designs can be used as efficient, representative subsets of all possible design points for system evaluation, where meta-models are then fitted to act as surrogates to system outputs. The mixed-integer linear programming (MILP) formulations used to construct first-order NOAB designs are extended to solve for low correlation between second-order model terms (i. e., two-way interactions and quadratics). The resulting second-order approaches are shown to improve design performance measures for second-order model parameter estimation and prediction variance as well as for protection from bias due to model misspecification with respect to second-order terms. Further extensions are developed to construct batch sequential NOAB designs, giving experimenters more flexibility by creating multiple stages of design points using different NOAB approaches, where simultaneous construction of stages is shown to outperform design augmentation overall. To reduce cost and add analytical rigor, meta-learning frameworks are developed for accurate and efficient selection of first-order NOAB designs as well as of meta-models that approximate mixed-factor systems.

关键词： Design of experiments nearly orthogonal-and-balanced mixed-integer linear programming pairwise correlation meta-model

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Location of Electric Vehicle Charging Stations Under Uncertainty on the Driving Range 9th

Location of Electric Vehicle Charging Stations Under Uncerta...

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9th International Conference on Computational Logistics (ICCL)

作者： Boujelben, Mouna Kchaou Gicquel, Celine UAE Univ Coll Business & Econ POB 15551 Al Ain U Arab Emirates Univ Paris Saclay LRI F-91405 Orsay France

ISBN: (纸本)9783030008987;9783030008970

We study the problem of locating electric vehicle (EV) charging stations on road networks. We consider that the driving range, i.e. the maximum distance that a fully charged EV can travel before its battery runs empty, is subject to uncertainty and seek to maximize the expected coverage of the recharging demand. We first propose a new mixed-integer linear programming formulation for this stochastic optimization problem and compare it with a previously published one. We then develop a tabu search heuristic procedure to solve large-size instances of the problem. Our numerical experiments show that the new formulation leads to a better performance than the existing one and that the tabu search heuristic provides good quality solutions within short computation times.

关键词： Flow refueling location problem Electric vehicle charging station network design Stochastic driving range mixed-integer linear programming Tabu search

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A Continuous-Time MILP Formulation for the Multi-Mode Resource-Constrained Project Scheduling Problem

A Continuous-Time MILP Formulation for the Multi-Mode Resour...

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

作者： Gnagi, M. Rihm, T. Trautmann, N. Univ Bern Dept Business Adm Bern Switzerland

ISBN: (纸本)9781538667866

The well-known multi-mode resource-constrained project scheduling problem aims at selecting for each project task a start time and an execution mode to obtain a precedence-and resource-feasible schedule with minimal project duration. The available execution modes for the tasks differ in their durations and demands for some scarce resources. Numerous problem-specific solution methods and several mixed-integer linear programming (MILP) formulations have been described in the literature. We introduce a new continuous-time MILP formulation that employs continuous start-time variables and three types of binary variables: mode-selection, resource-assignment and sequencing variables. The results of our computational analysis indicate that the proposed formulation achieves superior performance than two formulations from the literature when the range of the tasks' durations is relatively high.

关键词： Operations Research Project Management Multi-Mode Resource-Constrained Project Scheduling Problem mixed-integer linear programming

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On solving the Best-Worst Method in multi-criteria decision-making

On solving the Best-Worst Method in multi-criteria decision-...

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16th IFAC Symposium on Information Control Problems in Manufacturing (INCOM)

作者： Beemsterboer, D. J. C. Hendrix, E. M. T. Claassen, G. D. H. Wageningen Univ Operat Res & Logist Wageningen Netherlands Univ Malaga Comp Architecture Malaga Spain

Decision-making often refers to ranking alternatives based on many involved criteria. Since the introduction of the Analytic Hierarchy Process (AHP) in 1980, pairwise comparisons of criteria have a long tradition in multi-criteria decision-making. One of the main concerns of the AHP refers to the inconsistency of decision makers in pairwise comparisons. Recently, the Best-Worst Method (BWM) was introduced to reduce the inconsistency by a concept that needs substantially less pairwise comparisons. The BWM includes solving a non-linear model (NLM) to derive the weights from the comparisons. A linear model (LM) was introduced in a follow-up to approximate the original NLM. This paper shows that the optimal weights of the proposed linear model (LM) may differ substantially from the optimal weights of the original NLM model. Moreover, this paper provides an MILP model approximation (MILM) which can be solved by standard optimization software and illustrates that its solution approximates the optimal weights of the original NLM model arbitrarily close. Since consistency in pairwise comparisons is usually not self-evident in practice, using approximation MILM to derive unique solutions of the original NLM, extends the applicability of the Best-Worst Method. (C) 2018, IFAC (International Federation of Automatic Control) Hosting by Elsevier Ltd. All rights reserved.

关键词： Multiple-criterion optimisation linear programming Best-worst method linearization Convex optimisation mixed-integer linear programming Model approximation Consistency

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Tracking Multiple Maneuvering Targets Using integer programming and Spline Interpolation 21

Tracking Multiple Maneuvering Targets Using Integer Programm...

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21st International Conference on Information Fusion (FUSION)

作者： Date, Ketan Nagi, Rakesh Univ Illinois Dept Ind & Enterprise Syst Engn Urbana IL 61801 USA

ISBN: (纸本)9780996452762

In this paper, we propose an integer programming based model for tracking multiple maneuverable targets in a planar region. The objective function of this model uses both pairs and triplets of observations, which offer more accurate representation for constant velocity targets. Triplet scores in this model are calculated using a novel approach based on cubic spline interpolation, while the data association problem is solved using a specialized multi-dimensional assignment formulation. We show that the spline interpolation based scoring model provides more accurate reconstruction of trajectories, when compared to a naive model based on linear interpolation, on various randomly generated trajectories, at the expense of modest increase in computation time. The proposed multi-dimensional assignment formulation has nice structural properties and tight linear programming relaxation bound, which results in small computation times.

关键词： Multi-target tracking maneuvering targets mixed-integer linear programming data association spline interpolation

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Ground stations networks for Free-Space Optical communications: maximizing the data transfer

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Electronic Notes in Discrete Mathematics 2018年 64卷 255-264页

作者： Capelle, Mikaël Huguet, Marie-José Jozefowiez, Nicolas Olive, Xavier Thales Alenia Space France Toulouse France LAAS-CNRS Université de Toulouse CNRS INSA Toulouse France

Free-space optical communications are becoming a mature technology, but unlike current radio-frequency technologies, they are strongly impacted by clouds. In this paper, we aim to find a network of optical ground stations maximizing the amount of data that can be sent from a low-earth orbiting satellite to the Earth during its missions, taking into consideration cloud information. We present a mixed integer linear Program (MILP) and a hierarchical method based on an exhaustive enumeration of the sets of ground stations and on a dynamic programming algorithm and compare them on real scenarios based on archived years of cloud data. Even if the MILP can solve scenarios over small time horizons in less than one hour, experiments show that the hierarchical approach outperforms it in term of CPU time while achieving optimality. © 2018 Elsevier B.V.

关键词： Dynamic programming Free-Space Optical Communications mixed-integer linear programming Optical Ground Station Network Optimisation

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Bus-Angle Difference Structural Cuts for Transmission System Expansion Planning with L-1 Reliability

Bus-Angle Difference Structural Cuts for Transmission System...

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IEEE Electrical Power and Energy Conference (EPEC)

作者： Escobar, Laura M. Escobedo, Adolfo R. Escobar, David Romero, Ruben Sao Paulo State Univ UNESP Dept Elect Engn Ilha Solteira SP Brazil Arizona State Univ Tempe AZ USA Univ Montreal Montreal PQ Canada

ISBN: (纸本)9781538654194

This paper presents a methodology to solve the long-term transmission network expansion planning problem considering L-1 reliability. The methodology supplements an underlying mixed-integer linear programming formulation with cutting planes derived from structural insights of bus-angle differences involving buses connected by paths of existing and/or expansion lines. The addition of these cutting planes expedites the solution process by yielding tighter relaxation bounds within a branch-and-cut framework, thereby reducing computational times and memory requirements. In order to solve the resulting problems, this work uses the AMPL modeling language interfaced with the CPLEX mathematical programming solver. The practicality of the methodology is tested via the Southern Brazilian System, yielding very promising results.

关键词： mathematical modeling mixed-integer linear programming branch-and-cut transmission expansion planning

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