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HYBRID OPTIMISATION ALGORITHMS FOR CONTROL OF WATER DISTRIBUTION SYSTEMS

IFAC Proceedings Volumes 2007年第9期40卷 274-279页

作者： D. Trawicki W. Urbowska Dept. of Control Engineering Faculty of Electrical Engineering and Control Technical University of Gdansk ul. G. Narutowicza 11/12 80-952 Gdansk Poland PH +48 58 3472239 FAX +48 58 3472487

This paper presents an approach to integrated control of quantity and quality in water distribution systems. The integrated control meets consumer demand for drinking-quality water and maintains constraints while minimizing the operating costs. The predictive control uses 24 hours demand prediction and mathematical model of the water distribution system to operate it. The structure of basic control consists of two layers. The approach to optimising control at the upper layer, using mixed integer linear and genetic algorithm solver and, at last, the combination of them – hybrid solver, is presented in this paper.

关键词： water distribution systems optimal control hierarchical control predictive control genetic algorithms mixed-integer programming

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Optimization of timed automata models using mixed-integer programming

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1st International Workshop on Formal Modeling and Analysis of Timed Systems (FORMATS 2003)

作者： Panek, S Stursberg, O Engell, S Univ Dortmund BCI AST Proc Control Lab D-44221 Dortmund Germany

ISBN: (纸本)3540216715

Research on optimization of timed systems, as e.g. for computing optimal schedules of manufacturing processes, has lead to approaches that mainly fall into the following two categories: On one side, mixed integer programming (MIP) techniques have been developed to successfully solve scheduling problems of moderate to medium size. On the other side, reachability algorithms extended by the evaluation of performance criteria have been employed to optimize the behavior of systems modeled as timed automata (TA). While some successful applications to real-world examples have been reported for both approaches, industrial scale problems clearly call for more powerful techniques and tools. The work presented in this paper aims at combining the two types of approaches: The intention is to take advantage of the simplicity of modeling with timed automata (including modularity and synchronization), but also of the relaxation techniques and heuristics that axe known from MIP As a first step in this direction, the paper describes a translation procedure that automatically generates MIP representations of optimization problems formulated initially for TA. As a possible use of this translation, the paper suggests an iterative solution procedure, that combines a tree search for TA with the MIP solution of subproblems. The key idea is to use the relaxations in the MIP step to guide the tree search for TA in a branch-and-bound fashion.

关键词： branch-and-bound techniques discrete optimization mixed-integer programming scheduling timed automata

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An airspace-planning and collaborative decision-making model: Part II - Cost model, data considerations, and computations

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TRANSPORTATION SCIENCE 2006年第2期40卷 147-164页

作者： Sherali, Hanif D. Staats, Raymond W. Trani, Antonio A. Virginia Polytech Inst & State Univ Grado Dept Ind & Syst Engn 0118 Blacksburg VA 24061 USA USAF Inst Technol Dept Operat Sci Wright Patterson AFB OH 45433 USA Virginia Polytech Inst & State Univ Charles Edward Via Jr Dept Civil & Environm Engn Blacksburg VA 24061 USA

In Part I of this paper, we presented a large-scale airspace-planning and collaborative decision-making (APCDM) model that is part of a Federal Aviation Administration (FAA)-sponsored effort to enhance the management of the National Airspace System (NAS). Given a set of flights that must be scheduled during some planning horizon, along with alternative surrogate trajectories for each flight, we developed a mixed-integer programming model to select a set of flight plans from among these alternatives, subject to flight safety, air-traffic control workload, and airline equity considerations. The present paper offers insights related to, and a detailed description of, implementing this APCDM model, including the development of a comprehensive cost model, a study for prescribing a set of appropriate parameter values for the overall model, and an investigation on incorporating a suitable set of valid inequalities in the model formulation. Computational results are presented based on several test cases derived from the Enhanced Traffic Management System (ETMS) data provided by the FAA. The results indicate that under plausible probabilistic trajectory error assumptions and with the incorporation of star subgraph convex hull-based valid inequalities, the model offers a viable tool that can be used by the FAA for both tactical and strategic applications.

关键词： air traffic management national airspace aircraft conflict resolution sector workload measures airline equity mixed-integer programming valid inequalities

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Weekly airline fleet assignment with homogeneity

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TRANSPORTATION RESEARCH PART B-METHODOLOGICAL 2006年第4期40卷 306-318页

作者： Bélanger, N Desaulniers, G Soumis, F Desrosiers, J Lavigne, J HEC Montreal Montreal PQ H3T 2A7 Canada GERAD 3000 Montreal PQ H3T 2A7 Canada Ecole Polytech Montreal PQ H3C 3A7 Canada GERAD Math & Gen Ind Montreal PQ H3C 3A7 Canada Air Canada Ctr Dorval PQ H4Y 1C2 Canada

Given the flight schedule of an airline, the fleet assignment problem consists of determining the aircraft type to assign to each flight leg in order to maximize the total expected profits while satisfying aircraft routing and availability constraints. The profit for a leg is a function of the leg's stochastic passenger demand, the capacity of the aircraft assigned to the leg, and the aircraft operational costs. This paper considers the weekly fleet assignment problem in the case where homogeneity of aircraft type is sought over legs sharing the same flight number. Homogeneity allows, among other things, easier ground service planning. An exact mixed-integer linear programming model, as well as a heuristic solution approach based on mathematical programming, are presented. Computational results obtained on Air Canada instances involving up to 4400 flight legs are reported. The system produces realistic solutions arising from a trade-off between profits and homogeneity, and solves large-scale instances in short times with very small optimality gaps. (c) 2005 Elsevier Ltd. All rights reserved.

关键词： linear programming mixed-integer programming airline fleet assignment

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Synergy analysis of collaborative supply chain management in energy systems using multi-period MILP

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EUROPEAN JOURNAL OF OPERATIONAL RESEARCH 2006年第1期174卷 387-403页

作者： Soylu, Ahu Oruc, Cihan Turkay, Metin Fujita, Kaoru Asakura, Tatsuyuki Koc Univ Coll Engn TR-34450 Istanbul Turkey Mitsubishi Chem Corp Business Proc Optimizat Lab MCC Grp Sci & Technol Res Ctr Kurashiki Okayama 7128054 Japan Inst Energy Econ Chuo Ku Tokyo 1040054 Japan

Energy, a fundamental entity of modern life, is usually produced using fossil fuels as the primary raw material. A consequence of burning fossil fuels is the emission of environmentally harmful substances. Energy production systems generate steam and electricity that are served to different customers to satisfy their energy requirement. The improvement of economical and environmental performance of energy production systems is a major issue due to central role of energy in every industrial activity. A systematic approach to identify the synergy among different energy systems is addressed in this paper. The multi-period and discrete-continuous nature of the energy production systems including investment costs are modeled using MILP. The proposed approach is applied on two examples that are simplified versions of an industrial problem. It is shown that the approach presented in this paper is very effective in identifying the synergy among different companies to improve their economical and environmental performance significantly. (c) 2005 Elsevier B.V. All rights reserved.

关键词： mixed-integer programming energy systems supply chain management energy integration kyoto protocol

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A decomposition framework for the scheduling of single- and multi-stage processes

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COMPUTERS & CHEMICAL ENGINEERING 2006年第3期30卷 407-420页

作者： Maravelias, CT Univ Wisconsin Dept Biol & Chem Engn Madison WI 53706 USA

A decomposition framework for the scheduling of single- and multi-stage batch chemical processes is presented. The problem is decomposed into an assignment and a sequencing subproblem. The assignment subproblem is solved using mixed-integer methods, while the sequencing subproblem is solved using efficient sequencing algorithms. The proposed method integrates mathematical programming with special-purpose sequencing algorithms. In addition to solving the sequencing subproblem more effectively, this also allows us to generate strong cuts for the assignment subproblem. A novel preprocessing algorithm that identifies infeasible assignments and generates tightening constraints for the assignment subproblem is also developed. This significantly reduces the number of sequencing subproblems needed to find the optimal solution and prove optimality. Computational results show that the proposed algorithm is considerably faster than state of the art methods. (c) 2005 Elsevier Ltd. All rights reserved.

关键词： scheduling decomposition algorithms mixed-integer programming

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Mathematical programming models and algorithms for a class-faculty assignment problem

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EUROPEAN JOURNAL OF OPERATIONAL RESEARCH 2006年第2期173卷 488-507页

作者： Al-Yakoob, Salem M. Sherali, Hanif D. Kuwait Univ Coll Sci Dept Math & Comp Sci Safat 13060 Kuwait Virginia Polytech Inst & State Univ Grado Dept Ind & Syst Engn 0118 Blacksburg VA 24061 USA

This paper presents mathematical programming models for assigning faculty members to classes including, among typical academic class scheduling issues, certain specialized central policies at Kuwait University. The time-slots for classes are initially assumed to be given and an integer programming model (CFAM) is constructed to solve the resulting problem, which aims to minimize the individual and collective dissatisfaction of faculty members in a fair fashion, where dissatisfaction is measured by a function of the assignment of faculty members to time-slots and specific classes. In order to enhance the quality of results obtained in practice, the model is modified (ECFAM) so that the time-slots for the classes can be changed, however, with restrictions related to efficient facility utilization and permitting an administratively regulated maximum number of changes. Gender-based modeling considerations are also introduced in order to maintain desirable class offering patterns. Computational results are presented based on solving the models directly by the CPLEX-MIP (version 7.5) package and also using a specialized LP-based heuristic. The faculty schedules generated via the proposed approach based on a number of case studies related to the Department of Mathematics and Computer Science at Kuwait University reveal that this approach yields improved schedules in terms of fairness and enhanced satisfaction levels among faculty members. (c) 2005 Elsevier B.V. All rights reserved.

关键词： timetabling class scheduling mixed-integer programming employee scheduling gender policies

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The minimum Manhattan network problem: Approximations and exact solutions

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COMPUTATIONAL GEOMETRY-THEORY AND APPLICATIONS 2006年第3期35卷 188-208页

作者： Benkert, Marc Wolff, Alexander Widmann, Florian Shirabe, Takeshi Univ Karlsruhe Dept Comp Sci D-76128 Karlsruhe Germany Vienna Tech Univ Inst Geoinformat A-1040 Vienna Austria

Given a set of points in the plane and a constant t >= 1, a Euclidean t-spanner is a network in which, for any pair of points, the ratio of the network distance and the Euclidean distance of the two points is at most t. Such networks have applications in transportation or communication network design and have been studied extensively. In this paper we study l-spanners under the Manhattan (or L-l-) metric. Such networks are called Manhattan networks. A Manhattan network for a set of points is a set of axis-parallel line segments whose union contains an x- and y-monotone path for each pair of points. It is not known whether it is NP-hard to compute minimum Manhattan networks (MMN), i.e., Manhattan networks of minimum total length. In this paper we present an approximation algorithm for this problem. Given a set P of n points, our algorithm computes in O(n log n) time and linear space a Manhattan network for P whose length is at most 3 times the length of an MMN of P. We also establish a mixed-integer programming formulation for the MMN problem. With its help we extensively investigate the performance of our factor-3 approximation algorithm on random point sets. (c) 2005 Elsevier B.V. All rights reserved.

关键词： spanners minimum Manhattan networks approximation algorithm mixed-integer programming

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Solving capacitated arc routing problems using a transformation to the CVRP

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COMPUTERS & OPERATIONS RESEARCH 2006年第6期33卷 1823-1837页

作者： Longo, H de Aragao, MP Uchoa, E Pontificia Univ Catolica Rio de Janeiro Dept Informat BR-22453900 Rio De Janeiro Brazil Univ Fed Goias Inst Informat BR-74001970 Goiania Go Brazil Univ Fed Fluminense Dept Engn Prod BR-24210 Niteroi RJ Brazil

A well-known transformation by Pearn, Assad and Golden reduces a capacitated arc routing problem (CARP) into an equivalent capacitated vehicle routing problem (CVRP). However, that transformation is regarded as unpractical, since an original instance with r required edges is turned into a CVRP over a complete graph with 3r + 1 vertices. We propose a similar transformation that reduces this graph to 2r + 1 vertices, with the additional restriction that a previously known set of r pairwise disconnected edges must belong to every solution. Using a recent branch-and-cut-and-price algorithm for the CVRP, we observed that it yields an effective way of attacking the CARP, being significantly better than the exact methods created specifically for that problem. Computational experiments obtained improved lower bounds for almost all open instances from the literature. Several such instances could be solved to optimality. Scope and purpose The scope of this paper is transforming arc routing problems into node routing problems. The paper shows that this approach can be effective and, in particular, that the original instances may generate node routing instances that behave as if the size is not increased. This result is obtained by slightly modifying the well-known transformation by Pearn, Assad and Golden from capacitated arc routing problem (CARP) to the capacitated vehicle routing problem (CVRP), that is regarded as unpractical. The paper provides a computational experience using a recent branch-and-cut-and-price algorithm for the CVRP. The results are significantly better than the exact methods created specifically for that problem, improving lower bounds for almost all open instances from the literature. Several such instances could be solved to optimality. (c) 2004 Elsevier Ltd. All rights reserved.

关键词： arc routing mixed-integer programming

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A simultaneous optimization approach for off-line blending and scheduling of oil-refinery operations

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COMPUTERS & CHEMICAL ENGINEERING 2006年第4期30卷 614-634页

作者： Méndez, CA Grossmann, IE Harjunkoski, I Kaboré, P Carnegie Mellon Univ Dept Chem Engn Pittsburgh PA 15213 USA ABB Corp Res Ctr Ladenburg Germany

This paper presents a novel MILP-based method that addresses the simultaneous optimization of the off-line blending and the short-term scheduling problem in oil-refinery applications. Depending on the problem characteristics as well as the required flexibility in the solution, the model can be based on either a discrete or a continuous time domain representation. In order to preserve the model's linearity, an iterative procedure is proposed to effectively deal with non-linear gasoline properties and variable recipes for different product grades. Thus, the solution of a very complex MINLP formulation is replaced by a sequential MILP approximation. Instead of predefining fixed component concentrations for products, preferred blend recipes can be forced to apply whenever it is possible. Also, different alternatives for coping with infeasible problems are presented. Sufficient conditions for convergence for the proposed approach are presented as well as a comparison with NLP and MINLP solvers to demonstrate that the method provides an effective integrated solution method for the blending and scheduling of large-scale problems. The new method is illustrated with several real world problems requiring very low computational requirements. (c) 2005 Elsevier Ltd. All rights reserved.

关键词： scheduling planning blending refinery operations mixed-integer programming

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