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An Efficient Reformulation of the Multiechelon Stochastic Inventory System with Uncertain Demands

AICHE JOURNAL 2013年第1期59卷 23-28页

作者： Nyberg, Axel Grossmann, Ignacio E. Westerlund, Tapio Abo Akad Univ Dept Chem Engn Proc Design & Syst Engn Lab Turku Finland Carnegie Mellon Univ Dept Chem Engn Pittsburgh PA 15213 USA Abo Akad Univ Proc Design & Syst Engn Lab Turku Finland

It is shown that by reformulating the three-stage multiechelon inventory system with specific exact linearizations, larger problems can be solved directly with mixed-integer linear programming (MILP) without decomposition. The new formulation is significantly smaller in the number of continuous variables and constraints. An MILP underestimation of the problem can be solved as part of a sequential piecewise approximation scheme to solve the problem within a desired optimality gap.

关键词： optimization mixed-integer linear programming exact linearization supply-chains

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Integrated scheduling and inventory management of an oil products distribution system

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OMEGA-INTERNATIONAL JOURNAL OF MANAGEMENT SCIENCE 2013年第6期41卷 955-968页

作者： Relvas, Susana Magatao, Suelen N. Boschetto Barbosa-Povoa, Ana Paula F. D. Neves, Flavio, Jr. Univ Tecn Lisboa CEG IST P-1049001 Lisbon Portugal CPGEI Fed Univ Technol Parana BR-80230901 Curitiba Parana Brazil

The oil supply chain is facing new challenges due to emerging issues such as new alternative energy sources, oil sources scarcity, and price variability with high impact on demand and production and profit margins reduction. Additionally, the existence of large, complex and world wide spread businesses implies a complex system to be managed where distribution can be seen as one of the key areas that needs to be efficiently and effectively managed. Different types of distribution modes characterize the oil supply chain where the pipeline mode is one of the most complex to operate when having multiproduct characteristics. This paper addresses the planning of a generic oil derivatives transportation system characterized by a multiproduct pipeline that connects a single refinery to a storage tank farm. Two alternative mixed integer linear programming models (MILP) that aim to attain a set of planning objectives such as fulfilling costumers' demands (which is mandatory) while minimizing the medium flow rate are developed. Additionally, final inventory levels are avoided to be excessively low. A real world scenario of a Portuguese company is used to validate and compare the two alternative MILP models developed in this paper. (C) 2013 Elsevier Ltd. All rights reserved.

关键词： Supply chain management Pipeline scheduling mixed-integer linear programming

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Bi-criteria group scheduling in hybrid flowshops

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INTERNATIONAL JOURNAL OF PRODUCTION ECONOMICS 2013年第2期145卷 599-612页

作者： Bozorgirad, Mir Abbas Logendran, Rasaratnam Oregon State Univ Sch Mech Ind & Mfg Engn Corvallis OR 97331 USA

We consider a group scheduling problem in a hybrid flowshop where the parallel machines in one or more stages of the flowshop are unrelated and have different run times for the same job. The objective of the problem is to simultaneously decrease the producers cost by minimizing the Work-In-Process inventory (WIP) or equivalently the total weighted completion time, and increase the customers' satisfaction by minimizing the total weighted tardiness. All of the jobs and machines may not be ready at time zero, meaning that they can be released at different times during the scheduling period. The setup time required to switch between processing jobs from different families is considered to be sequence-dependent. A mixed-integer linear programming model is developed to mathematically represent this problem and obtain optimal solutions for small size problems. Since the problem is among the strongly NP-hard problems, four efficient algorithms based on tabu search are proposed to find optimal/near optimal solutions. The efficacy of these algorithms is compared to each other by means of a comprehensive statistical analysis, and the best algorithm is identified. Furthermore, the efficiency and effectiveness of the proposed search algorithms are verified by comparing the results of these algorithms with optimal solutions obtained from CPLEX for small size problems. (C) 2013 Elsevier B.V. All rights reserved.

关键词： Tabu search Group scheduling Hybrid flowshop Bi-criteria objective function Sequence-dependent setup times mixed-integer linear programming

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Optimal gas detector placement under uncertainty considering Conditional-Value-at-Risk

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JOURNAL OF LOSS PREVENTION IN THE PROCESS INDUSTRIES 2013年第3期26卷 410-417页

作者： Legg, S. W. Wang, C. Benavides-Serrano, A. J. Laird, C. D. Texas A&M Univ Dept Chem Engn College Stn TX 77843 USA

A stochastic programming formulation considering Conditional-Value-at-Risk (CVaR) is developed for the optimal placement of gas detectors in petrochemical process facilities. A rigorous gas dispersion simulator, FLACS, is used to generate release scenario data for a real process geometry. We consider two problem formulations: minimization of expected detection time and minimization of expected detection time subject to a restriction on CVaR across the scenario set. The extensive form of each stochastic program is formulated in Pyomo and solved using CPLEX. Considering all scenarios, we compare key values and histograms of detection times for both formulations. Minimizing the mean detection time only can lead to optimal detector placements with a good expected behavior, but unacceptable worst-case behavior. The formulations that minimize or constraint CVaR produce sensor placements with significantly better worst-case behavior and fewer scenarios having high detection times. Considering these results, a strong case for the use of optimal sensor placement using stochastic programming considering CVaR is made for improving safety systems. (c) 2012 Elsevier Ltd. All rights reserved.

关键词： Gas detection Process safety Sensor placement Stochastic programming mixed-integer linear programming Conditional-Value-at-Risk

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Impact of price-based demand response on market clearing and locational marginal prices

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IET GENERATION TRANSMISSION & DISTRIBUTION 2013年第10期7卷 1087-1095页

作者： Wu, Lei Clarkson Univ Dept Elect & Comp Engn Potsdam NY 13699 USA

This study quantitatively analyses the impact of price-based demand response (DR) on market clearing and locational marginal prices (LMPs) of power systems using the network-constrained unit commitment (NCUC) model. The price-based DR is formulated via linear price-sensitive demand bidding curves, while considering DR participation levels and energy payback rates. DR is formulated as load shifting as well as load curtailment by adopting different energy payback rates to represent the amount of energy shifted among different hours. The objective is to maximise the system social welfare, which includes the revenue from price-sensitive DR loads minus the energy production costs from generating units. The NCUC problem is formulated as a mixed-integer linear programming (MILP) problem and solved by the commercial MILP solver. Numerical case studies are performed to analyse the impacts of DR on unit commitment, LMPs, energy production costs and DR load payments. Results indicate that with the current market clearing mechanism which maximises the system social welfare, DR dispatch may augment LMPs by displacing less flexible generating units and/or triggering additional transmission congestions and, in turn, increase DR loads' payments, which will ultimately influence the financial stability of DR providers and the sustainable deployment of DR programs.

关键词： transmission congestion energy payback rate mixed-integer linear programming DR program sustainable deployment system social welfare maximisation Power system management, operation and economics power generation economics linear programming generating unit Optimisation techniques load shifting power markets network-constrained unit commitment load (electric) energy production cost market clearing integer programming revenue linear price-sensitive demand bidding curves price-based demand response locational marginal price load curtailment pricing power system LMP commercial MILP solver price-based DR NCUC model

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Multi-objective optimization of environmentally conscious chemical supply chains under demand uncertainty

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CHEMICAL ENGINEERING SCIENCE 2013年 95卷 1-11页

作者： Ruiz-Femenia, R. Guillen-Gosalbez, G. Jimenez, L. Caballero, J. A. Univ Alicante Dept Ingn Quim E-03080 Alicante Spain Univ Rovira & Virgili Dept Engn Quim Tarragona 43007 Spain

In this work, we analyze the effect of demand uncertainty on the multi-objective optimization of chemical supply chains (SC) considering simultaneously their economic and environmental performance. To this end, we present a stochastic multi-scenario mixed-integer linear program (MILP) with the unique feature of incorporating explicitly the demand uncertainty using scenarios with given probability of occurrence. The environmental performance is quantified following life cycle assessment (LCA) principles, which are represented in the model formulation through standard algebraic equations. The capabilities of our approach are illustrated through a case study. We show that the stochastic solution improves the economic performance of the SC in comparison with the deterministic one at any level of the environmental impact. (c) 2013 Elsevier Ltd. All rights reserved.

关键词： Supply chain management mixed-integer linear programming Risk management Multi-objective optimization Life cycle assessment Optimization under uncertainty

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Real-Time Hoist Scheduling for Multistage Material Handling Process Under Uncertainties

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AICHE JOURNAL 2013年第4期59卷 1046-1048页

作者： Tian, Na Che, Ada Feng, Jianguang Northwestern Polytech Univ Sch Management Xian 710072 Peoples R China

Significance Zhao et al. have recently developed an interesting mixed-integer linear programming (MILP) model for real-time hoist rescheduling in a multistage electroplating line. In this letter, we reformulate the hoist movement constraints in their model. Due to this reformulation, we obtain a more compact MILP model in terms of the number of constraints and variables. Computational experiment shows that our improved model can be solved several times faster than Zhao et al.'s model. Such a reduction in computation time is significant in a real-time hoist rescheduling context.

关键词： hoist scheduling real-time scheduling mixed-integer linear programming

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Integrating gene and protein expression data with genome-scale metabolic networks to infer functional pathways

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BMC SYSTEMS BIOLOGY 2013年第1期7卷 1-12页

作者： Pey, Jon Valgepea, Kaspar Rubio, Angel Beasley, John E. Planes, Francisco J. Univ Navarra CEIT San Sebastian 20018 Spain Univ Navarra TECNUN San Sebastian 20018 Spain Tallinn Univ Technol Dept Chem EE-12618 Tallinn Estonia Competence Ctr Food & Fermentat Technol EE-12618 Tallinn Estonia Brunel Univ Uxbridge UB8 3PH Middx England

Background: The study of cellular metabolism in the context of high-throughput -omics data has allowed us to decipher novel mechanisms of importance in biotechnology and health. To continue with this progress, it is essential to efficiently integrate experimental data into metabolic modeling. Results: We present here an in-silico framework to infer relevant metabolic pathways for a particular phenotype under study based on its gene/protein expression data. This framework is based on the Carbon Flux Path (CFP) approach, a mixed-integer linear program that expands classical path finding techniques by considering additional biophysical constraints. In particular, the objective function of the CFP approach is amended to account for gene/protein expression data and influence obtained paths. This approach is termed integrative Carbon Flux Path (iCFP). We show that gene/protein expression data also influences the stoichiometric balancing of CFPs, which provides a more accurate picture of active metabolic pathways. This is illustrated in both a theoretical and real scenario. Finally, we apply this approach to find novel pathways relevant in the regulation of acetate overflow metabolism in Escherichia coli. As a result, several targets which could be relevant for better understanding of the phenomenon leading to impaired acetate overflow are proposed. Conclusions: A novel mathematical framework that determines functional pathways based on gene/protein expression data is presented and validated. We show that our approach is able to provide new insights into complex biological scenarios such as acetate overflow in Escherichia coli.

关键词： Acetate overflow Gene expression Proteomics Systems biology Metabolic pathways analysis mixed-integer linear programming

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Towards Distributed Online Cooperative Traffic Signal Control using the Cell Transmission Model

Towards Distributed Online Cooperative Traffic Signal Contro...

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16th International IEEE Conference on Intelligent Transportation Systems (ITSC)

作者： Timotheou, Stelios Panayiotou, Christos G. Polycarpou, Marios M. Univ Cyprus Dept Elect & Comp Engn Nicosia Cyprus

ISBN: (纸本)9781479929146

Traffic signal control is a key ingredient in intelligent transportation systems (ITS) to increase the capacity of existing urban transportation infrastructure. However, to achieve optimal system-wide operation it is essential to coordinate traffic signals at various intersections. In this paper we model the multiple-intersections traffic signal control problem using the cell transmission model. For its solution, we propose two online distributed strategies, which are based on spatially and temporally decomposing the problem into subproblems associated with different intersections and iteratively solving them by exchanging information between neighboring intersections. Simulation results for a four intersection topology indicate that the proposed strategies achieve distributed, online and close to optimal signal timing plans.

关键词： intelligent transportation systems (ITS) traffic signal control cell-transmission model online distributed mixed-integer linear programming

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Optimal Selection of Whey Processing Facilities and Technology 20

Optimal Selection of Whey Processing Facilities and Technolo...

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20th International Congress on Modelling and Simulation (MODSIM)

作者： Garcia-Flores, R. Juliano, Pablo CSIRO Computat Informat Clayton Vic 3169 Australia CSIRO Anim Food & Hlth Sci Werribee Vic 3030 Australia

ISBN: (纸本)9780987214331

A large proportion of cheese makers in many countries is made up of small enterprises that use less than 25,000 litres of milk per day. Currently, whey, a by-product of cheese making, goes mostly to waste as a highly contaminating effluent or to animal feed because small manufacturers do not have the capacity to preserve it to consistent quality levels. The optimisation model we present aims at achieving better whey utilisation by selecting a processing site from a cluster of cheese makers, suggesting transportation routes, and selecting among a number of technological alternatives for developing products from underutilised whey. The backbone of the model is a network design/facility location problem, with additional constraints that enable optimal technology selection for whey processing at the selected sites. We present preliminary results for a cluster of Victorian cheese makers to prove the feasibility of the approach. The model will economically assess the feasibility of developing distribution chains of underutilised whey in selected country regions.

关键词： Facility Location Network design Dairy supply chain Technology selection mixed-integer linear programming

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