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New algorithm for the flexibility index problem of quadratic systems

AICHE JOURNAL 2018年第7期64卷 2486-2499页

作者： Jiang, Hao Chen, Bingzhen Grossmann, Ignacio E. Tsinghua Univ Inst Proc Syst Engn Dept Chem Engn Beijing 100084 Peoples R China Carnegie Mellon Univ Dept Chem Engn Ctr Adv Proc Decis Making Pittsburgh PA 15213 USA

A new flexibility index algorithm for systems under uncertainty and represented by quadratic inequalities is presented. Inspired by the outer-approximation algorithm for convex mixed-integer nonlinear programming, a similar iterative strategy is developed. The subproblem, which is a nonlinear program, is constructed by fixing the vertex directions since this class of systems is proved to have a vertex solution if the entries on the diagonal of the Hessian matrix are non-negative. By overestimating the nonlinear constraints, a linear min-max problem is formulated. By dualizing the inner maximization problem, and introducing new variables and constraints, the master problem is reformulated as a mixed-integer linear program. By iteratively solving the subproblem and master problem, the algorithm can be guaranteed to converge to the flexibility index. Numerical examples including a heat exchanger network, a process network, and a unit commitment problem are presented to illustrate the computational efficiency of the algorithm. (c) 2018 American Institute of Chemical Engineers AIChE J, 64: 2486-2499, 2018

关键词： flexibility index mixed-integer programming quadratic systems overestimation

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Analyzing the robustness of an array of wireless access points to mobile jammers

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COMPUTERS & INDUSTRIAL ENGINEERING 2017年 107卷 25-38页

作者： Schweitzer, David Jafari-Marandi, Ruholla Medal, Hugh Mississippi State Univ Dept Ind & Syst Engn POB 9542 Mississippi State MS 39762 USA

We present an approach for measuring the vulnerability of a wireless network. Our metric, n-Robustness, measures the change in a network's total signal strength resulting from the optimal placement of n jammers by an attacker. Toward this end, we develop a multi-period mixed-integer programming interdiction model that determines the movement of n jammers over a time horizon so as to minimize the total signal strength of users during a sustained jamming attack. We compared several solution approaches for solving our model including a Lagrangian relaxation heuristic, a genetic algorithm, and a stage decomposition heuristic. We tested our approach on a wireless trace dataset developed as part of the Wireless Topology Discovery project at the University of California San Diego. We found that the Lagrangian approach, which performed best overall, finds a close-to-optimal solution while requiring much less time than solving the MIP directly. We then illustrate the behavior of our model on a small example taken from the dataset as well as a set of experiments. Through our experiments we conclude that the total signal power follows a sigmoid curve as we increase the number of jammers and access points. We also found that increasing access points only improves network robustness initially;after that the benefit levels off. In addition, we found that the problem instances we considered have an n-Robustness of between 39 and 69%, indicating that the value of the model parameters (e.g., number of jammers, number of time periods) has an effect on robustness. (C) 2017 Elsevier Ltd. All rights reserved.

关键词： Networks mixed-integer programming Security Interdiction Location analysis

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Optimizing multiship routing and scheduling with constraints on inventory levels in a Brazilian oil company

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INTERNATIONAL TRANSACTIONS IN OPERATIONAL RESEARCH 2018年第4期25卷 1163-1198页

作者： Stanzani, Amelia de Lorena Pureza, Vitoria Morabito, Reinaldo Virginio da Silva, Bruno Jensen Yamashita, Denise Ribas, Paulo Cesar Univ Fed Sao Carlos Dept Prod Engn Via Washington LuizKm 235 Sao Carlos SP Brazil Petrobras SA Res & Dev Ctr Ilha Fundao Ave Horacio de Macedo 950 Rio De Janeiro RJ Brazil

This study addresses a real-life multiship routing and scheduling application with inventory constraints that arises in pickup and delivery operations of different types of crude oil from various offshore oil rigs (platforms) to coastal terminals. Oil transportation largely results from the need to maintain inventories at each supply point (platform) between minimum and maximum levels, considering production rates in these operational points, and to meet demands of different oils in the terminals within the planning time horizon. Routing and scheduling of the available fleet aims to obtain solutions of minimum total costs, subject to various constraints such as the maximum volume of cargo carried on each ship, simultaneous cargo unloading in some terminals, conditions that rule ship docking in offshore platforms and terminal berths, among others. In this research, we modify and extend inventory constrained maritime routing and scheduling models to appropriately represent the problem of a case study at a Brazilian company and to solve small-to-moderate instances based on real data. We also present a matheuristic to deal with larger problem instances. Solution evaluation by company experts indicates that the model and this hybrid heuristic properly represent the problem and highlights the potential of their application in practice.

关键词： multiship routing and scheduling inventory constrained maritime routing problems crude oil transportation mixed-integer programming matheuristic oil industry OR practice

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Optimizing Biomass Feedstock Logistics for Forest Residue Processing and Transportation on a Tree-Shaped Road Network

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FORESTS 2018年第3期9卷

作者： Han, Hee Chung, Woodam Wells, Lucas Anderson, Nathaniel Oregon State Univ Coll Forestry Dept Forest Engn Resources & Management Corvallis OR 97331 USA Natl Inst Forest Sci Div Forest Ind Res Seoul 02455 South Korea US Forest Serv Rocky Mt Res Stn USDA Missoula MT 59807 USA

An important task in forest residue recovery operations is to select the most cost-efficient feedstock logistics system for a given distribution of residue piles, road access, and available machinery. Notable considerations include inaccessibility of treatment units to large chip vans and frequent, long-distance mobilization of forestry equipment required to process dispersed residues. In this study, we present optimized biomass feedstock logistics on a tree-shaped road network that take into account the following options: (1) grinding residues at the site of treatment and forwarding ground residues either directly to bioenergy facility or to a concentration yard where they are transshipped to large chip vans, (2) forwarding residues to a concentration yard where they are stored and ground directly into chip vans, and (3) forwarding residues to a nearby grinder location and forwarding the ground materials. A mixed-integer programming model coupled with a network algorithm was developed to solve the problem. The model was applied to recovery operations on a study site in Colorado, USA, and the optimal solution reduced the cost of logistics up to 11% compared to the conventional system. This is an important result because this cost reduction propagates downstream through the biomass supply chain, reducing production costs for bioenergy and bioproducts.

关键词： forest residue slash forwarding in-woods grinding equipment mobilization mixed-integer programming

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New Model for the Railway Network Design Problem

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JOURNAL OF TRANSPORTATION ENGINEERING PART A-SYSTEMS 2018年第11期144卷

作者： Seyedvakili, S. Alireza Azadani, S. Masoud Nasr Zakeri, J. Ali Shafahi, Yousef Karimi, Mohamad Iran Univ Sci & Technol Sch Railway Engn Tehran *** Iran Iran Univ Sci & Technol Sch Railway Engn Tehran *** Iran Sharif Univ Dept Civil Engn Tehran 113658639 Iran Iran Univ Sci & Technol Sch Railway Engn Tehran *** Iran

In this paper, mixed-integer programming for the railway network design problem with a new objective function is proposed. The model considers development projects (new line construction and existing line improvement), available budget, block capacity, and origin-destination matrix demand. A standard code is used to calculate the capacity of the blocks. The objective function is to minimize the Loud cost of direct and indirect (external) costs. We add the effect of railway network development on the road network to the model. The proposed model is implemented for the railway network of Iran and solved by an exact method. (C) 2018 American Society of Civil Engineers.

关键词： Network design problem (NDP) Railway network design problem (RNDP) mixed-integer programming Lost demand Direct and indirect cost

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Embedding Formulations and Complexity for Unions of Polyhedra

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MANAGEMENT SCIENCE 2018年第10期64卷 4721-4734页

作者： Vielmaa, Juan Pablo MIT Sloan Sch Management Cambridge MA 02139 USA

It iswell known that selecting a good mixed-integer programming (MIP) formulation is crucial for effectively obtaining a solution with state-of-the art solvers. Although best practices and guidelines for constructing good formulations abound, there is rarely a single systematic construction approach that leads to the best possible formulation. Here, we introduce embedding formulations and complexity as a new MIP formulation paradigm for systematically constructing formulations for disjunctive constraints that are optimal with respect to size. More specifically, they yield the smallest possible ideal formulation (i.e., one whose LP relaxation has integral extreme points) among all formulations that only use 0-1 auxiliary variables. We use the paradigm to characterize optimal formulations for special ordered sets of type 2 and certain piecewise linear functions of two variables. We also show that the resultant formulations can provide a significant computational advantage over all known formulations for piecewise linear functions.

关键词： integer programming mixed-integer programming mixed-integer modeling strong formulation piecewise linear

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Optimal M-Switch Surveillance Policies for Liver Cancer in a Hepatitis C-Infected Population

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OPERATIONS RESEARCH 2018年第3期66卷 673-696页

作者： Chen, Qiushi Ayer, Turgay Chhatwal, Jagpreet Penn State Univ Harold & Inge Marcus Dept Ind & Mfg Engn University Pk PA 16802 USA Georgia Inst Technol H Milton Stewart Sch Ind & Syst Engn Atlanta GA 30332 USA Harvard Med Sch Boston MA 02115 USA Massachusetts Gen Hosp Inst Technol Assessment Boston MA 02114 USA

Hepatocellular carcinoma (HCC) is the most common type of liver cancer and the fastest-growing cause of cancer-related deaths in the United States. Most HCC cases are attributed to chronic hepatitis C virus infection, which affects nearly 3 million Americans and 100 million people globally. Although surveillance for HCC m hepatitis C patients can improve survival, the optimal surveillance policies remain unknown. In this study, we develop a mixed-integer programming (MlP)-based framework to systematically analyze a rich set of policies and determine the optimal HCC surveillance policies that maximize societal net benefit. Our MIP-based framework addresses two problem features that make dynamic programming-based formulation computationally intractable. In particular, our proposed framework allows the formulation of (1) M-switch policies that are practical for implementation and (2) tailored surveillance policies with screening intervals stratified by the precursor disease states. We theoretically analyze the HCC surveillance problem, characterize when the surveillance policies should be adapted to populations with different disease progression rates, and quantify the trade-off between decreasing HCC incidence and increasing treatment outcomes. We parameterize our model using clinical trial data, a previously validated simulation model, and published clinical studies. Our numerical analyses lead to three main results with important policy implications. First, we find that, in addition to cirrhotic patients, expanding surveillance to patients in the earlier stages of hepatitis C infection improves the cost-effectiveness of HCC surveillance. Second, compared with the "one size fits all" routine policies, we fmd that it is cost-effective to stratify surveillance strategies based on the stage of hepatitis C infection with less frequent cancer surveillance in the earlier stages of infection. Finally, we find that a little flexibility in the policy structure as captured by

关键词： health policy surveillance screening cost-effectiveness hepatocellular carcinoma dynamic programming mixed-integer programming

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A knowledge-based approach for multi-factory production systems

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COMPUTERS & OPERATIONS RESEARCH 2017年 77卷 72-85页

作者： Karimi, N. Davoudpour, H. Amirkabir Univ Technol Dept Ind Engn & Management Syst 424 Hafez Ave Tehran *** Iran

This paper investigates scheduling of jobs with deadlines across a serial multi-factory supply chain which involves minimizing sum of total tardiness and total transportation costs. Jobs can be transported among factories and can be delivered to the customer in batches which have limited capacity. The aim of this optimization problem is threefold: (1) determining the number of batches, (2) assigning jobs to batches,and (3) scheduling the batches production and delivery in each factory. The proposed problem formulated as a mixed-integer linear program. Then the model's performance is analyzed and evaluated through two examples. Moreover, a knowledge-based imperialistic competitive algorithm (KBICA) is also presented to find an approximate optimum solution for the problem. Computational experiments of the proposed problem investigate the efficiency of the method through different sizes of the test problems. (C) 2016 Elsevier Ltd. All rights reserved.

关键词： Multi-factory production systems Batch delivery mixed-integer programming Knowledge-based approach Imperialist competitive algorithm

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Operational optimization of a grid-connected factory with onsite photovoltaic and battery storage systems

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APPLIED ENERGY 2017年 205卷 1538-1547页

作者： Zhang, Hao Cai, Jie Fang, Kan Zhao, Fu Sutherland, John W. Purdue Univ Sch Mech Engn Ray W Herrick Lab W Lafayette IN 47907 USA Tianjin Univ Coll Management & Econ Tianjin Peoples R China Purdue Univ Sch Mech Engn W Lafayette IN 47907 USA Purdue Univ Div Environm & Ecol Engn W Lafayette IN 47907 USA

Driven by fast advancements in wind and photovoltaic (PV) technologies, onsite renewable electricity generation is becoming attractive to manufacturers since they are able to reduce electricity purchases from the grid and may lower their electricity costs. This paper proposes a methodology to minimize the electricity cost of a grid-connected factory that also has onsite solar power generation and battery storage. Purchases from the grid are subject to time-of-use electricity rate schedules. The problem is formulated as a mixed-integer programming problem and GAMS is used to find the optimal manufacturing and onsite energy flow schedules that have the minimal electricity cost. A case study with one hybrid flow shop, onsite PV power generation, and a battery was used to test the proposed method. Testing results showed that the factory's electricity cost can be reduced by 54.0% under summer TOU rate on a typical day while a 0.7% electricity cost reduction can be achieved for a representative day under a winter TOU rate. An annual electricity cost savings of 28.1% can be obtained with the optimal schedules. In addition, a parametric study incorporating the optimal schedules was performed to understand the economic performances associated with different PV capacity and battery bank size for the factory.

关键词： Manufacturing scheduling Energy optimization mixed-integer programming Onsite renewable generation

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A Mathematical Modelling and Optimization Approach for a Maritime Facility Location Transshipment Problem

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INFORMATICA 2018年第4期29卷 609-632页

作者： Al-Yakoob, Salem M. Sherali, Hanif D. Kuwait Univ Dept Math Coll Sci POB 5969 Safat 13060 Kuwait Virginia Tech Grado Dept Ind & Syst Engn 0118 Blacksburg VA 24061 USA

This paper presents an optimization based mathematical modelling approach for a single source single destination crude oil facility location transshipment problem. We began by formulating a mixed-integer nonlinear programming model and use a rolling horizon heuristic to find an optimal location for a storage facility within a restricted continuous region. We next design a hybrid two-stage algorithm that combines judicious facility locations resulting from the proposed model into a previously developed column generation approach. The results indicate that improved overall operational costs can be achieved by strategically determining cost-effective locations of the transshipment facility.

关键词： mixed-integer programming vessel scheduling transportation inventory

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