This paper describes the accomplishment of an operations research project concerning the development of petroleum fields and transport systems. All phases of the project are reported--the first contact with the client...
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This paper describes the accomplishment of an operations research project concerning the development of petroleum fields and transport systems. All phases of the project are reported--the first contact with the client, the discussions that lead to the formulation of a mathematical programming model, the choice of solution techniques, and the computer implementation of a user-friendly system to be used by planners as a means of decision support. [ABSTRACT FROM AUTHOR]
We study the representation of (possibly) nonlinear functions which may appear in the constraints, as well as in the objective function, of a mixed-integer optimization problem. The set of functions which have represe...
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We study the representation of (possibly) nonlinear functions which may appear in the constraints, as well as in the objective function, of a mixed-integer optimization problem. The set of functions which have representations for constraints is a strict subset of those functions which have representation for objectives. The focus of our work here is to delineate the additional requirements for constraint representation, which go beyond objective function representation. In the case that a representation can be achieved using only linear constraints with bounded integer variables, we achieve characterization results (Theorem 3.1 and 3.2). This paper is a continuation of [17].
At Kawasaki Steel Mizushima Works, the authors accomplished a new energy control system that totally deals with energy and utilities in the steelworks. The system is composed of four layers of hardwares --- the work...
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At Kawasaki Steel Mizushima Works, the authors accomplished a new energy control system that totally deals with energy and utilities in the steelworks. The system is composed of four layers of hardwares --- the work's central computer, online computer, process computer and digital instrumentation system. The software can be divided into three subsystems --- the planning system, execution system and evaluation system. Two representative topics of the execution system are discussed. One is the optimization problem of gas supply amount for joint electric power plant. Properly formulating the gas supply system from steel works to joint electric power plant, the problem is reduced as mixed-integer programming problem with staircase structure. Solving this problem by decomposition method in process computer online realtime, an optimal guidance is given to operators. Another is an expert system applied for the pressure control of steam. It adjusts the steam extraction of the turbines, based on the data of several pressure or flow sensors. This new energy control sysyem has started in January 1988 and brought satisfing energy saving effect.
We define the concept of a representation of a set of either linear constraints in bounded integers, or convex constraints in bounded integers. A regularity condition plays a crucial role in the convex case. Then we c...
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We define the concept of a representation of a set of either linear constraints in bounded integers, or convex constraints in bounded integers. A regularity condition plays a crucial role in the convex case. Then we characterize the representable sets (Theorem 2.1) and provide several examples of our representations. A consequence of our characterization is that the only representable sets are those from ‘either/or’ constraints. This latter case can be treated by generalizations of techniques from the disjunctive methods of cutting-plane theory (e.g. [2] and [30]). The representations given here are intended for use as part of the constraints of a larger optimization problem, where they often can serve to tighten the (linear or convex) relaxation. The study of representations was initiated by Meyer and in the linear case we continue the development in [35].
We study the formation of mixed-integer programming (MIP) constraints through the development of constructions which syntactically parallel the set operations of union, intersection, Cartesian product, and linear affi...
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Given a mixed-integer programming problem with two matrix constraints, it is possible to define a Lagrangean relaxation such that the relaxed problem decomposes additively into two subproblems, each having one of the ...
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Given a mixed-integer programming problem with two matrix constraints, it is possible to define a Lagrangean relaxation such that the relaxed problem decomposes additively into two subproblems, each having one of the two matrices of the original problem as its constraints. There is one Lagrangean multiplier per variable. We prove that the optimal value of this new Lagrangean dual dominates the optimal value of the Lagrangean dual obtained by relaxing one set of constraints and give a necessary condition for a strict improvement. We show on an example that the resulting bound improvement can be substantial. We show on a complex practical problem how Lagrangean decomposition may help uncover hidden special structures and thus yield better solution methodology.
A representative set of electric power distribution system planning models published in the literature has been reviewed. The models have been classified according to their characteristics, from the point of view of s...
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A representative set of electric power distribution system planning models published in the literature has been reviewed. The models have been classified according to their characteristics, from the point of view of stages of the plan and overall time span; the methods of treating distribution feeders and/or substations in terms of cost representation, location and sizing problems; radiality and voltage drop considerations; and the mathematical programming techniques used to solve them. Some of the particular features of models have been discussed in detail. The paper also presents a model to solve the optimal sizing, location and timing of the distribution substations and feeder expansion simultaneously. The model is based on mixed-integer programming and its objective function represents the present value of costs of investment, energy and demand losses of the system which take place throughout the duration of the plan. The objective function is minimised subject to Kirchhoff's current law, power capacity limits, and logical constraints. The model developed allows explicit constraints of radiality and voltage drops to be included in its formulation.
After a decade of rapid development of an indigenous petrochemicals industry Mexico still relies on imported petrochemicals. To promote further participation of the private sector the Mexican government subsidizes the...
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After a decade of rapid development of an indigenous petrochemicals industry Mexico still relies on imported petrochemicals. To promote further participation of the private sector the Mexican government subsidizes the purchase of energy and basic raw materials. We analyze the impact of such a development policy on the growth of a balanced chemical industry, on the reduction of the dependence on imported chemicals, and on the technology selection by the industry. We then analyze the effect of insufficient investment capital and the possibility of entering the world markets for the sale of surplus petrochemicals.
The formulation and use of a mixedinteger mathematical programming location-allocation model, the Coal Logistics System (COLS), is presented in this study. COLS is used to evaluate the potential for reducing water-bo...
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