Metro maps are schematic diagrams of public transport networks that serve as visual aids for route planning and navigation tasks. It is a challenging problem in network visualization to automatically draw appealing me...
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Metro maps are schematic diagrams of public transport networks that serve as visual aids for route planning and navigation tasks. It is a challenging problem in network visualization to automatically draw appealing metro maps. There are two aspects to this problem that depend on each other: the layout problem of finding station and link coordinates and the labeling problem of placing nonoverlapping station labels. In this paper, we present a new integral approach that solves the combined layout and labeling problem (each of which, independently, is known to be NP-hard) using mixed-integer programming (MIP). We identify seven design rules used in most real-world metro maps. We split these rules into hard and soft constraints and translate them into an MIP model. Our MIP formulation finds a metro map that satisfies all hard constraints (if such a drawing exists) and minimizes a weighted sum of costs that correspond to the soft constraints. We have implemented the MIP model and present a case study and the results of an expert assessment to evaluate the performance of our approach in comparison to both manually designed official maps and results of previous layout methods.
We consider a scenario with two firms determining which products to develop and introduce to the market. In this problem, there exists a finite set of potential products and market segments. Each market segment has a ...
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We consider a scenario with two firms determining which products to develop and introduce to the market. In this problem, there exists a finite set of potential products and market segments. Each market segment has a preference list of products and will buy its most preferred product among those available. The firms play a Stackelberg game in which the leader firm first introduces a set of products, and the follower responds with its own set of products. The leader's goal is to maximize its profit subject to a product introduction budget, assuming that the follower will attempt to minimize the leader's profit using a budget of its own. We formulate this problem as a multistage integer program amenable to decomposition techniques. Using this formulation, we develop three variations of an exact mathematical programming method for solving the multistage problem, along with a family of heuristic procedures for estimating the follower solution. The efficacy of our approaches is demonstrated on randomly generated test instances. This article contributes to the operations research literature a multistage algorithm that directly addresses difficulties posed by degeneracy, and contributes to the product variety literature an exact optimization algorithm for a novel competitive product introduction problem. (C) 2009 Wiley Periodicals, Inc. Naval Research Logistics 56: 714-729, 2009
Widely used distribution generations (DGs) and energy storage systems (ESSs) enable a distribution system to have a more flexible fault reconfiguration capability. In order to enhance the service reliability and the b...
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Widely used distribution generations (DGs) and energy storage systems (ESSs) enable a distribution system to have a more flexible fault reconfiguration capability. In order to enhance the service reliability and the benefit of distribution networks with DGs and ESSs, this paper proposes a novel distribution system reconfiguration (DSR) model including DGs and ESSs. Meanwhile, the impact of sectionalizing switches and tie switches on reliability is considered. The concept of "boundary switch" is introduced for quantifying the customer interruption duration. The DSR model is presented to minimize the sum of the customer interruption cost, the operation cost of switches, and the depreciation cost of DGs and ESSs. Furthermore, the proposed model is converted into a mixed-integer linear programming, which can be efficiently solved by commercial solvers. Finally, the validity and efficiency of the proposed DSR model are verified by a modified IEEE 33-bus system and a modified PG&E69-bus network. The obtained results indicate the advantages of DGs and ESSs in reducing outage time, and suggest that the types and locations of SSs have great effects on the resulting benefit of DGs and ESSs.
The parallel replacement problem under economies of scale (PRES) determines minimum cost replacement policies for each asset in a group of assets that operate in parallel and are subject to fixed and variable purchase...
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The parallel replacement problem under economies of scale (PRES) determines minimum cost replacement policies for each asset in a group of assets that operate in parallel and are subject to fixed and variable purchase costs. We study the mixed-integer programming formulation of PRES under technological change by incorporating capacity gains into the model such that newer, technologically advanced assets have higher capacity than assets purchased earlier. We provide optimal solution characteristics and insights about the economics of the problem and derive associated cutting planes for optimising the problem. Computational experiments illustrate that the inequalities are quite effective in solving PRES under technological change instances.
This paper investigates a new bi-objective parallel machine scheduling and location problem: selecting locations for available machines, assigning jobs to these located machines for processing, and sequencing the assi...
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This paper investigates a new bi-objective parallel machine scheduling and location problem: selecting locations for available machines, assigning jobs to these located machines for processing, and sequencing the assigned jobs on each machine to optimize the location cost and makespan, simultaneously. For the challenging NPhard problem, we first develop a novel bi-objective mixed-integer linear programming (MILP) model with fewer integer variables compared with the state-of-the-art one. Then, several valid inequalities are proposed to tighten it further. We develop an epsilon-constraint based on the fuzzy-logic method to solve the bi-objective model. Computational results for benchmark instances show that the proposed approach obtains more Pareto-optimal solutions compared with the state-of-the-art one and is more than 15 times faster than it. Valid inequalities can reduce average computation time by more than 90%.
mixed-integer Non-Linear programming (MINLP) is not rare in real-world applications such as portfolio invest-ment. It has brought great challenges to optimization methods due to the complicated search space that has b...
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mixed-integer Non-Linear programming (MINLP) is not rare in real-world applications such as portfolio invest-ment. It has brought great challenges to optimization methods due to the complicated search space that has both continuous and discrete variables. This paper considers the multi-objective constrained portfolio optimization problems that can be formulated as MINLP problems. Since each continuous variable is dependent to a discrete variable, we propose a Compressed Coding Scheme (CCS), which encodes the dependent variables into a contin-uous one. In this manner, we can reuse some existing search operators and the dependence among variables will be utilized while the algorithm is optimizing the compressed variables. CCS actually bridges the gap between the portfolio optimization problems and the existing optimizers, such as Multi-Objective Evolutionary Algorithms (MOEAs). The new approach is applied to two benchmark suites, involving the number of assets from 31 to 2235. The experimental results indicate that CCS is not only efficient but also robust for dealing with the multi-objective constrained portfolio optimization problems.
The German Armed Forces provide an operation contingent to support the North Atlantic Treaty Organization (NATO) Response Force (NRF). To fulfill a mission, the NRF operates a number of technical systems, mostly vehic...
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The German Armed Forces provide an operation contingent to support the North Atlantic Treaty Organization (NATO) Response Force (NRF). To fulfill a mission, the NRF operates a number of technical systems, mostly vehicles. Each system is composed of several parts which might fail over time, and it can only be used again in the mission if all broken parts are replaced. For short deployments (e.g., one month), the NRF troops bring with them a tightly constrained "warehouse"of spare parts. To ensure an optimal use of the space, we present a two-stage stochastic programming model where in the first stage spare parts are chosen, then failures occur at random, and in the second stage the parts are assigned to the broken systems. We carry out a scenario-based approach, where the failures are simulated by a Monte-Carlo approach. We demonstrate that the resulting mixed-integer linear program can be solved using standard numerical solvers. Using real-world input data provided by the German Armed Forces and simulated data, we analyze the sensitivity of the solutions with respect to the size of the warehouse, the service level, and the number of scenarios, and compare our approach with simpler, doctrine based warehousing strategies.
Today’s fast linear algebra and numerical optimization tools have pushed the frontier of model predictive control (MPC) forward, to the efficient control of highly nonlinear and hybrid systems. The field of hybrid MP...
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Today’s fast linear algebra and numerical optimization tools have pushed the frontier of model predictive control (MPC) forward, to the efficient control of highly nonlinear and hybrid systems. The field of hybrid MPC has demonstrated that exact optimal control law can be computed, e.g., by mixed-integer programming (MIP) under piecewise-affine (PWA) system models. Despite the elegant theory, online solving hybrid MPC is still out of reach for many applications. We aim to speed up MIP by combining geometric insights from hybrid MPC, a simple-yet-effective learning algorithm, and MIP warm start techniques. Following a line of work in approximate explicit MPC, the proposed learning-control algorithm, LNMS, gains computational advantage over MIP at little cost and is straightforward for practitioners to implement.
Decarbonisation is driving dramatic growth in renewable power generation. This increases uncertainty in the load to be served by power plants and makes their efficient scheduling, known as the unit commitment (UC) pro...
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Decarbonisation is driving dramatic growth in renewable power generation. This increases uncertainty in the load to be served by power plants and makes their efficient scheduling, known as the unit commitment (UC) problem, more difficult. UC is solved in practice by mixed-integer programming (MIP) methods;however, there is growing interest in emerging data-driven methods including reinforcement learning (RL). In this paper, we extensively test two MIP (deterministic and stochastic) and two RL (model-free and with lookahead) scheduling methods over a large set of test days and problem sizes, for the first time comparing the state-of-the-art of these two approaches on a level playing field. We find that deterministic and stochastic MIP consistently produce lower-cost UC schedules than RL, exhibiting better reliability and scalability with problem size. Average operating costs of RL are more than 2 times larger than stochastic MIP for a 50-generator test case, while the cost is 13 times larger in the worst instance. However, the key strength of RL is the ability to produce solutions practically instantly, irrespective of problem size. We leverage this advantage to produce various initial solutions for warm starting concurrent stochastic MIP solves. By producing several near-optimal solutions simultaneously and then evaluating them using Monte Carlo methods, the differences between the true cost function and the discrete approximation required to formulate the MIP are exploited. The resulting hybrid technique outperforms both the RL and MIP methods individually, reducing total operating costs by 0.3% on average.
Thermodynamic cycles are imperative systems for energy conversion, and optimization has been an important tool to improve their thermo-economic benefits. However, off-the-shelf software is often limited by long comput...
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Thermodynamic cycles are imperative systems for energy conversion, and optimization has been an important tool to improve their thermo-economic benefits. However, off-the-shelf software is often limited by long computational time, inflexibility for modeling and numerical difficulties. Here, we present an equation-based optimization framework featuring: (1) an inclusive modeling structure applicable to various thermodynamic cycles design problems;(2) versatile thermodynamic properties estimation for different working fluids;(3) capability of working fluids optimization with complex composition;(4) an efficient formulation method to model potential phase change of streams in simple/complicated heat exchangers;(5) a systematic optimization strategy to improve solution efficiency. The framework is formulated as mixed-integer nonlinear programming models, and its performance is demonstrated by two thermodynamic cycle optimization problems and one system design problem, including a supercritical CO2 Brayton cycle, cryogenic cycle (PRICO), and concentrated solar power (CSP) system. The Brayton cycle case serves as an illustrative example to show thermodynamic cycle design combining the consideration of stream properties calculation, unit operations, and flowsheet optimization. The PRICO example shows the efficacy of the proposed framework in simultaneously optimizing flowsheet and working fluids composition with complex heat exchangers and stream phase unknown a priori. The CSP case demonstrates that the framework can be extended to system optimization problems with high accuracy multiparameter equation of state. Results prove that the framework is efficient and effective in solving thermodynamic cycle and related energy systems optimization problems.
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