Passengers travelling in public transportation networks often have to use different lines to cover the trip from their origin to the desired destination. As a consequence, the reliability of connections between vehicl...
详细信息
Passengers travelling in public transportation networks often have to use different lines to cover the trip from their origin to the desired destination. As a consequence, the reliability of connections between vehicles is a key issue for the attractiveness of the intermodal transportation network and it is strongly affected by some unpredictable events like breakdowns or vehicle delays. In such cases, a decision is required to determine if the connected vehicles should wait for the delayed ones or keep their schedule. The delay management problem (DMP) consists in defining the wait/depart policy which minimizes the total delay on the network. In this work, we present two equivalent mixed integer linear programming models for the DMP with a single initial delay, able to reduce the number of variables with respect to the formulations proposed by the literature. The two models are solved by a branch and cut procedure and by a constraint generation approach respectively, and preliminary computational results are presented. (C) 2006 Elsevier B.V. All rights reserved.
Signal transduction is an important process that controls cell proliferation, metabolism, differentiation, and so on. Effective computational models which unravel such a process by taking advantage of high-throughput ...
详细信息
Signal transduction is an important process that controls cell proliferation, metabolism, differentiation, and so on. Effective computational models which unravel such a process by taking advantage of high-throughput genomic and proteomic data are highly demanded to understand the essential mechanisms underlying signal transduction. Since protein-protein interaction (PPI) plays an important role in signal transduction, in this paper, we present a novel method for modeling signaling pathways from PPI networks automatically. Given an undirected weighted protein interaction network, finding signaling pathways is treated as searching for optimal subnetworks according to some cost function. To cope with this optimization problem, a network flow model is proposed in this work to extract signaling pathways from protein interaction networks. In particular, the network flow model is formalized and solved as a mixed integer linear programming (MILP) model, which is simple in algorithm and efficient in computation. The numerical results on two known yeast MAPK signaling pathways demonstrate the efficiency and effectiveness of the proposed method.
In semiconductor supply chains, most chip makers focus on core competence of wafer fabrication and utilize assembly outsourcing to reduce operational costs, enhance capital-effectiveness of investments, and diversify ...
详细信息
In semiconductor supply chains, most chip makers focus on core competence of wafer fabrication and utilize assembly outsourcing to reduce operational costs, enhance capital-effectiveness of investments, and diversify the risks among the vendors. Assembly outsourcing decisions involve strategic partnerships with vendors and operational excellence for order allocations subject to production constraints, cost, delivery, and quality. This study aims to develop a decision framework in which preference over vendors at strategic level and order allocations at operational level can be integrated. Focusing on real setting in a semiconductor company, a decision support system embedded with proposed models was developed to evaluate vendor performance, allocate the orders, and generate the associated material requirement planning reports. The results showed practical viability of the proposed framework for modeling manufacturing strategy with the integration of optimized operational decisions.
Portfolio optimization processes help managers understand the costs of achieving performance goals and the trade-offs in the performance of one business measure versus other business performance measures. A good portf...
详细信息
Portfolio optimization processes help managers understand the costs of achieving performance goals and the trade-offs in the performance of one business measure versus other business performance measures. A good portfolio optimization process makes it possible to negotiate goals and constraints on important key performance measures interactively and collaboratively, at the same time being fully aware of the price being paid to achieve one goal at the expense other goals. This article advocates a gradient search process, instead of a traditional linearprogramming or mixed integer linear programming methods to build thousands of optimum portfolios from an inventory of investment opportunities. The performance levels of those portfolios are then analyzed interactively with a visualization tool to negotiate collaboratively the trade-offs between goals and resource levels for the corporation or business unit. The portfolio visualization process described in this article begins by asking asset managers to define different operational strategies and acceptable performance exchange rates for various key performance measures. Combinations of operational strategies and performance exchange rate strategies each create a portfolio strategy and a gradient in a multidimensional resource space. For each portfolio strategy, the gradient search (or greedy algorithm) creates dozens of optimum portfolios, each at different resource levels and with different results in key performance measures. Thousands of optimal candidate portfolios are created and stored, and the coupled visualization tool enables them to be interactively and collaboratively filtered. This powerful combination of technologies allows asset managers to explore the effects of resource constraints and performance goals at specified levels of confidence on dozens of key performance measures against thousands of potential portfolios generated by the gradient search. Managers can negotiate corporate and unit goals and bu
The essence of all the facility location problems is to determine the location of the facility and the allocation of the demands of customers, which under the condition of the minimum of the cost. Based on this charac...
详细信息
ISBN:
(纸本)9780769534350
The essence of all the facility location problems is to determine the location of the facility and the allocation of the demands of customers, which under the condition of the minimum of the cost. Based on this character and the idea of the standard simulated annealing algorithm, an all-purpose bi-level simulated annealing algorithm(BSA) is presented for the facility location problem. The BSA is divided into two layers as inner layer and outer layer to solve the problem. The outer algorithm is optimization for the decision of the facility location, and the inner algorithm is optimization for the allocation of customer's demand under the given decision of the outer algorithm. Applications of two numerical examples with different scale denoted the algorithm is more effective than standard simulated annealing and other algorithms proposed to solve facility location problem.
This paper presents a practical mixed integer linear programming (MILP) based approach for unit commitment (UC) which is suitable for both traditional and deregulated environments. In general, the UC problem is compli...
详细信息
ISBN:
(纸本)0780384652
This paper presents a practical mixed integer linear programming (MILP) based approach for unit commitment (UC) which is suitable for both traditional and deregulated environments. In general, the UC problem is complicated large-scale, combinatorial, and non-convex in nature, it is very difficult to solve by conventional approaches to achieve both solution accuracy and efficiency. With the recent development of solution techniques, there is a trend to tackle the UC problem by using MILP approaches. In this paper the authors propose a detailed procedure to formulate the UC problem in MILP manners. The problems are then solved via a state-of-the-art optimization package. The usefulness of the proposed solution technique is illustrated by testing the problem with actual system data. The solution obtained not only gives the unit on/off states and MW schedules, but also provides marginal price information associated with system constraints such as load demand requirement to assist strategic bidding in the power market.
In this paper we consider two different mixed integer linear programming models for solving the single period portfolio selection problem when integer stock units, transaction costs and a cardinality constraint are ta...
详细信息
In this paper we consider two different mixed integer linear programming models for solving the single period portfolio selection problem when integer stock units, transaction costs and a cardinality constraint are taken into account. The first model has been formulated by using the maximization of the worst conditional expectation as objective function. The second model is based on the maximization of the safety measure corresponding to the mean absolute deviation. Extensive computational results are provided to compare the financial characteristics of the optimal portfolios selected by the two models on real data from European stock exchange markets. Some simple heuristics are also introduced that provide efficient and effective solutions when an optimal integer solution cannot be found in a reasonable amount of time. (C) 2007 Elsevier B.V. All rights reserved.
Aiming at the integration of constraint programming (CP) and mathematical programming (MP), which are used to solve combinatorial optimization problems, the paper analyzes the characteristic and integration schemes of...
详细信息
ISBN:
(纸本)9781424420124
Aiming at the integration of constraint programming (CP) and mathematical programming (MP), which are used to solve combinatorial optimization problems, the paper analyzes the characteristic and integration schemes of both optimization techniques. Based on previous work, an integration framework is introduced and implemented on parallel machine scheduling problem in ILOG OPL. Simulation experiments show that the integration of CP and MP is efficient.
In this paper, a single-source capacitated multi-facility location problem with rectilinear distance under unbalanced transportation constraints is studied. The problem is formulated as a mixedintegerlinear programm...
详细信息
ISBN:
(纸本)9787121074370
In this paper, a single-source capacitated multi-facility location problem with rectilinear distance under unbalanced transportation constraints is studied. The problem is formulated as a mixed integer linear programming problem of which the objective function is the sum of nonlinear functions. An algorithm under decomposition approach combining with logic based techniques is developed. Using this algorithm, the problem is decomposed into two phases, location and allocation phases and then these two are alternately solved using the special properties of rectilinear distance single facility location problem and a branch-and-bound algorithm until no solution improvement is detected. The results of numerical experiments show that the proposed algorithm can solve the problem more efficiently and effectively than the use of direct nonlinearprogramming tool provided in Matlab.
In this work we consider routing and sink location problems in sensor networks and propose two new mixedintegerprogramming formulations to determine optimal sink locations and data flow routes. The models basically ...
详细信息
ISBN:
(纸本)9781424428809
In this work we consider routing and sink location problems in sensor networks and propose two new mixedintegerprogramming formulations to determine optimal sink locations and data flow routes. The models basically differ in the formulations of their objective functions. We assume that the sensor field consists of a finite set of points, and sensors, which are located on a subset, cover the points of the field completely. Experimental results indicate that these new formulations are very efficient and optimal solutions can be computed easily even for large networks. We also propose Lagrangean relaxation methods to solve the formulations approximately.
暂无评论