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Increasing the capacity of signalized intersections with unconventional designs of shared right-turn lanes

TRANSPORTMETRICA B-TRANSPORT DYNAMICS 2025年第1期13卷

作者： Shen, Zilin Yu, Chunhui Su, Zicheng Ma, Wanjing Tongji Univ Urban Mobil Inst Shanghai Peoples R China Tongji Univ Key Lab Rd & Traff Engn Minist Educ 4800 Caoan Rd Shanghai 201804 Peoples R China

Shared right-turn lanes (SRLs) are commonly designed when road space is limited at urban intersections. However, through vehicles and right-turn vehicles on the same SRL may block each other under conventional signal control strategies, which consequently reduces intersection capacity. This study proposes two unconventional SRL control strategies, namely, variable SRL (V-SRL) and pre-signal controlled SRL (P-SRL), to alleviate the potential conflict and improve the efficiency at an isolated intersection. The proposed unconventional control strategies are optimized in a unified framework, which also covers the conventional SRL control (C-SRL) strategy. The problem of the integrated design of lane allocation, signal timings, and SRL control strategy is formulated as a mixed-integer nonlinear program (MINLP), in which the potential vehicle-pedestrian conflict is explicitly taken into consideration. The arrival and departure profiles of vehicle flow are captured at the stop bar under V-SRL and P-SRL control. The model is then linearized and solved with a bi-section-based pruning algorithm. Numerical studies validate the advantages of the proposed unconventional strategies in terms of intersection capacity, vehicle delay, and maximum queue length. Sensitive analysis shows that: (1) the advantages of both V-SRL and P-SRL control over C-SRL control increase first and then decrease as the right-turn proportion rises;and (2) P-SRL control is the most robust to pedestrian interference compared to C-SRL and V-SRL control.

关键词： Shared right-turn lane unconventional intersection design dynamic lane assignment pre-signal mixed-integer nonlinear program

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Market neutral portfolios

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OPTIMIZATION LETTERS 2014年第7期8卷 1961-1984页

作者： Valle, C. A. Meade, N. Beasley, J. E. Brunel Univ Uxbridge UB8 3PH Middx England Univ London Imperial Coll Sci Technol & Med Sch Business London SW7 2AZ England

In this paper we consider the problem of constructing a market neutral portfolio. This is a portfolio of financial assets that (ideally) exhibits performance independent from that of an underlying market as represented by a benchmark index. We formulate this problem as a mixed-integer nonlinear program, minimising the absolute value of the correlation between portfolio return and index return. Our model is a flexible one that incorporates decisions as to both long and short positions in assets. Computational results, obtained using the software package Minotaur, are given for constructing market neutral portfolios for eleven different problem instances derived from universes defined by S&P international equity indices. We also compare our approach against an alternative approach based on minimising the absolute value of regression slope (the zero-beta approach).

关键词： Market neutral portfolio mixed-integer nonlinear program Zero-beta

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An optimisation approach to constructing an exchange-traded fund

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OPTIMIZATION LETTERS 2015年第4期9卷 635-661页

作者： Valle, C. A. Meade, N. Beasley, J. E. Brunel Univ Math Sci Uxbridge UB8 3PH Middx England Univ London Imperial Coll Sci Technol & Med Sch Business London SW7 2AZ England JB Consultants Morden SM4 4HS England

In this paper we consider the problem of deciding the portfolio of assets that should underlie an exchange-traded fund (ETF). We formulate this problem as a mixed-integer nonlinear program. We consider ETFs which have positive leverage with respect to their benchmark index and ETFs which have negative leverage (inverse, short, ETFs). Our formulation is a flexible one that incorporates decisions as to both long and short positions in assets, as well as including rebalancing and transaction cost. Computational results are given for problems, derived from universes defined by S&P international equity indices, involving up to 1,200 assets.

关键词： ETF Exchange-traded fund MINLP mixed-integer nonlinear program Optimisation

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An Efficient Deterministic Approach to Optimal Design of Reliable Networks

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IEEE TRANSACTIONS ON RELIABILITY 2018年第2期67卷 598-608页

作者： Tsai, Jung-Fa Lin, Ming-Hua Wang, Pei-Chun Natl Taipei Univ Technol Dept Business Management Taipei 106 Taiwan Univ Taipei Dept Urban Ind Management & Mkt Taipei 111 Taiwan Natl Taipei Univ Technol Grad Inst Ind & Business Management Taipei 106 Taiwan

Reliability and cost are two most important issues in network design optimization that is extensively applied into various optimization problems such as supply chain network design, telecommunication network design, and transportation engineering. This paper proposes an efficient deterministic optimization approach for solving the problem of designing a reliable network. The problem discussed in this paper considers the minimization of the total cost subject to demand, flow balance, and capacity constraints while simultaneously employing mitigation resources to reduce the risk of network failures. Such a problem is typically formulated as a nonconvex mixed-integer program that cannot be easily solved to obtain a global optimum. The proposed optimization method transforms the original nonconvex program into a mixed-integer linear program by linearization techniques and is thus guaranteed to reach a global optimum. In addition, an extended model of minimizing the total weighted loss subject to resource constraints is discussed and globally solved by the proposed method. Experimental results show that the proposed approach effectively solves the reliable network design problem with the minimal total cost or the minimal total weighted loss under an appropriate allocation of mitigation resources.

关键词： Linearization mixed-integer nonlinear program network optimization network reliability network topology design

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Joint beamforming and admission control for cache-enabled Cloud-RAN with limited fronthaul capacity

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IET SIGNAL PROCESSING 2020年第5期14卷 278-287页

作者： Bsebsu, Ashraf Zheng, Gan Lambotharan, Sangarapillai Cumanan, Kanapathippillai AsSadhan, Basil Loughborough Univ Signal Proc & Networks Res Grp Loughborough LE11 3TU Leics England Univ York Dept Elect Engn York YO10 5DD N Yorkshire England King Saud Univ Elect Engn Dept Riyadh Saudi Arabia

Caching is a promising solution for the cloud radio access network (Cloud-RAN) to mitigate the traffic load problem in the fronthaul links. Multiuser downlink beamforming plays an important role in efficient utilisation of spectrum and transmission power while satisfying the user's quality of service requirements. When the number of users exceeds the serving capacity of the network, certain users will have to be dropped or rescheduled. This is normally achieved by appropriate admission control mechanisms. Introducing local storage or cache at the remote radio heads where some popular contents are cached, the authors propose beamforming and admission control techniques for cache-enabled Cloud-RAN in the downlink. This minimises the total network cost including power and fronthaul cost while admitting as many users as possible. They formulate this multi-objective optimisation problem as a single objective optimisation problem. The original problem, which is a mixed-integer non-linear programme, is first converted to the mixed-integer second-order cone programming form. The branch and bound algorithm is then used to determine the optimal and suboptimal solutions. A simulation study has been conducted to assess the performance of both methods.

关键词： cellular radio array signal processing mobile radio telecommunication congestion control cooperative communication quality of service minimisation radio access networks cloud computing admission control mechanisms cache-enabled cloud-RAN multiobjective optimisation problem single objective optimisation problem fronthaul capacity cloud radio access network traffic load problem fronthaul links multiuser downlink beamforming quality of service mixed-integer nonlinear program

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Selecting Optimal Alternatives and Risk Reduction Strategies in Decision Trees

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OPERATIONS RESEARCH 2011年第3期59卷 631-647页

作者： Sherali, Hanif D. Dalkiran, Evrim Glickman, Theodore S. Virginia Tech Grado Dept Ind & Syst Engn Blacksburg VA 24061 USA George Washington Univ Dept Decis Sci Washington DC 20052 USA

In this paper we conduct a quantitative analysis for a strategic risk management problem that involves allocating certain available failure-mitigating and consequence-alleviating resources to reduce the failure probabilities of system safety components and subsequent losses, respectively, together with selecting optimal strategic decision alternatives, to minimize the risk or expected loss in the event of a hazardous occurrence. Using a novel decision tree optimization approach to represent the cascading sequences of probabilistic events as controlled by key decisions and investment alternatives, the problem is modeled as a nonconvex mixed-integer 0-1 factorable program. We develop a specialized branch-and-bound algorithm in which lower bounds are computed via tight linear relaxations of the original problem that are constructed by utilizing a polyhedral outer-approximation mechanism in concert with two alternative linearization schemes having different levels of tightness and complexity. We also suggest three alternative branching schemes, each of which is proven to guarantee convergence to a global optimum for the underlying problem. Extensive computational results and sensitivity analyses are presented to provide insights and to demonstrate the efficacy of the proposed algorithm.

关键词： decision analysis risk programming integer algorithms branch-and-bound mixed-integer nonlinear program factorable program polyhedral analysis branch-and-bound decision analysis risk

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Predictive energy management with engine switching control for hybrid electric vehicle via ADMM

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ENERGY 2023年第PartE期263卷

作者： Ju, Fei Murgovski, Nikolce Zhuang, Weichao Hu, Xiaosong Song, Ziyou Wang, Liangmo Nanjing Univ Sci & Technol Sch Mech Engn Nanjing 210094 Peoples R China Chalmers Univ Technol Elect Engn S-41296 Gothenburg Sweden Southeast Univ Sch Mech Engn Nanjing 211189 Peoples R China Chongqing Univ Coll Mech & Vehicle Engn Chongqing 400044 Peoples R China Natl Univ Singapore Dept Mech Engn Singapore 117575 Singapore

This paper studies energy management (EM) of a power-split hybrid electric vehicle (HEV) equipped with planetary gear sets. We first formulate a mixed-integer global optimal control problem that includes a binary switching variable. Convex modeling, including the fuel model for a compound energy conversion unit, is then presented to reformulate the mixed-integer EM as a two-step program. For optimizing the engine switching and battery power decisions in the first step, we employ the alternating direction method of multipliers (ADMM) algorithm where the solution of the convex relaxation is used to initialize the non-convex problem. On the standard driving cycle, simulation results indicate that the ADMM based EM method saves 7.63% fuel compared to a heuristic method, and shows 99% optimality compared to a dynamic programming method, while saving three orders of magnitude in computing time. An ADMM combined model predictive control (ADMM-MPC) method is also developed that is suitable for receding horizon control scenarios. The ADMM-MPC method shows 5.28% fuel saving when implemented using a prediction horizon of 15 samples. Meanwhile, the mean computing time for MPC updates is 3.53 ms. Our results demonstrate that the proposed ADMM is capable of real-time control.

关键词： Hybrid electric vehicle Energy management Alternative direction method of multipliers mixed-integer nonlinear program Dynamic programming Model predictive control

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The efficiency, equity and effectiveness of location strategies in humanitarian logistics: A robust chance-constrained approach

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TRANSPORTATION RESEARCH PART E-LOGISTICS AND TRANSPORTATION REVIEW 2021年 156卷 102521-102521页

作者： Liu, Kanglin Zhang, Hengliang Zhang, Zhi-Hai Beijing Jiaotong Univ Sch Traff & Transportat Beijing 100044 Peoples R China Tsinghua Univ Sch Econ & Management Beijing 100084 Peoples R China Tsinghua Univ Dept Ind Engn Beijing 100084 Peoples R China

In the preparedness phase of humanitarian logistics, uncertainties from both the supply and demand sides may dramatically increase morbidity and mortality. We consider a distributionally robust facility location model with chance constraints in which the nodes and edges of the network are vulnerable to random failure. Efficiency, effectiveness and equity metrics, which can be explicitly demonstrated as operational costs, service quality and the coverage rate, are incorporated to quantitatively measure system performance under disaster situations. As chance constraints are intractable, we correspondingly propose conic and linear approximations. The reformulated model is solved within the outer approximation framework, where three acceleration techniques, i.e., the branch-and-cut algorithm, in-out algorithm, and Benders decomposition, are embedded to increase the computational efficacy. Through extensive numerical results and a case study, our proposed model is found to be superior to traditional scenario-based approaches.

关键词： Location and sizing Humanitarian logistics Demand and supply uncertainties Chance constraints mixed-integer nonlinear program Outer approximation

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Modeling and solving an economies-of-scale service system design problem

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INTERNATIONAL TRANSACTIONS IN OPERATIONAL RESEARCH 2024年第3期31卷 1975-1993页

作者： Hoseinpour, Pooya Amirkabir Univ Technol Tehran Polytech Dept Ind Engn & Management Syst Tehran Iran

This paper studies the design of a service system in the presence of economies of scale (EoS). The goal is to decide on the number, location, service capacities of facilities, and the allocation of customers to the opened facilities to minimize the total cost of the system. The total cost includes the opening and serving costs of facilities as well as customers' transportation and waiting costs. To reflect the EoS in the modeling, a general opening cost function is assumed for each service facility with the characteristic of being concave and nondecreasing in its service capacity. A Lagrangian relaxation algorithm is developed for solving the problem in its general form. The algorithm decomposes the relaxed model into homogeneous subproblems where each one can be optimally solved in polynomial time with no need for an optimization solver. Furthermore, the optimal service capacity of each open facility is determined as a closed-form function. Our computational experiment shows that the developed algorithm is both efficient and effective in solving the proposed problem.

关键词： economies of scale congested facility location M M 1 queue service system Lagrangian relaxation mixed-integer nonlinear program

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A reformulation-enumeration MINLP algorithm for gas network design

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JOURNAL OF GLOBAL OPTIMIZATION 2024年第4期90卷 931-963页

作者： Li, Yijiang Dey, Santanu S. Sahinidis, Nikolaos V. Georgia Inst Technol Sch Ind & Syst Engn Atlanta GA 30332 USA Georgia Inst Technol Sch Chem & Biomol Engn Atlanta GA USA

Gas networks are used to transport natural gas, which is an important resource for both residential and industrial customers throughout the world. The gas network design problem is generally modelled as a nonconvex mixed-integer nonlinear integer programming problem (MINLP). The challenges of solving the resulting MINLP arise due to the nonlinearity and nonconvexity. In this paper, we propose a framework to study the "design variant" of the problem in which the variables are the diameter choices of the pipes, the flows, the potentials, and the states of various network components. We utilize a nested loop that includes a two-stage procedure that involves a convex reformulation of the original problem in the inner loop and an efficient enumeration scheme in the outer loop. We conduct experiments on benchmark networks to validate and analyze the performance of our framework.

关键词： mixed-integer nonlinear program Global optimization Network design

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