Hybrid particle swarm optimization with chaotic search for solving integer and mixed integer programming problems

A novel chaotic search method is proposed,and a hybrid algorithm combining particle swarm optimization(PSO) with this new method,called CLSPSO,is put forward to solve 14 integer and mixed integer programming problems.The performances of CLSPSO are compared with those of other five hybrid algorithms combining PSO with chaotic search methods.Experimental results indicate that in terms of robustness and final convergence speed,CLSPSO is better than other five algorithms in solving many of these problems.Furthermore,CLSPSO exhibits good performance in solving two high-dimensional problems,and it finds better solutions than the known ones.A performance index(PI) is introduced to fairly compare the above six algorithms,and the obtained values of(PI) in three cases demonstrate that CLSPSO is superior to all the other five algorithms under the same conditions.

Scheduling Step-Deteriorating Jobs on Parallel Machines by Mixed Integer Programming

Production scheduling has a major impact on the productivity of the manufacturing process. Recently, scheduling problems with deteriorating jobs have attracted increasing attentions from researchers. In many practical situations,it is found that some jobs fail to be processed prior to the pre-specified thresholds,and they often consume extra deteriorating time for successful accomplishment. Their processing times can be characterized by a step-wise function. Such kinds of jobs are called step-deteriorating jobs. In this paper,parallel machine scheduling problem with stepdeteriorating jobs( PMSD) is considered. Due to its intractability,four different mixed integer programming( MIP) models are formulated for solving the problem under consideration. The study aims to investigate the performance of these models and find promising optimization formulation to solve the largest possible problem instances. The proposed four models are solved by commercial software CPLEX. Moreover,the near-optimal solutions can be obtained by black-box local-search solver LocalS olver with the fourth one. The computational results show that the efficiencies of different MIP models depend on the distribution intervals of deteriorating thresholds, and the performance of LocalS olver is clearly better than that of CPLEX in terms of the quality of the solutions and the computational time.

Short-Term Scheduling of Combined Cycle Units Using Mixed Integer Linear Programming Solution

Combined cycle plants (CCs) are broadly used all over the world. The inclusion of CCs into the optimal resource scheduling causes difficulties because they can be operated in different operating configuration modes based on the number of combustion and steam turbines. In this paper a model CCs based on a mixed integer linear programming approach to be included into an optimal short term resource optimization problem is presented. The proposed method allows modeling of CCs in different modes of operation taking into account the non convex operating costs for the different combined cycle mode of operation.

Exponential distribution-based genetic algorithm for solving mixed-integer bilevel programming problems

Two classes of mixed-integer nonlinear bilevel programming problems are discussed. One is that the follower＇s functions are separable with respect to the follower＇s variables, and the other is that the follower＇s functions are convex if the follower＇s variables are not restricted to integers. A genetic algorithm based on an exponential distribution is proposed for the aforementioned problems. First, for each fixed leader＇s variable x, it is proved that the optimal solution y of the follower＇s mixed-integer programming can be obtained by solving associated relaxed problems, and according to the convexity of the functions involved, a simplified branch and bound approach is given to solve the follower＇s programming for the second class of problems. Furthermore, based on an exponential distribution with a parameter λ, a new crossover operator is designed in which the best individuals are used to generate better offspring of crossover. The simulation results illustrate that the proposed algorithm is efficient and robust.

Path Selection of Multimodal Transport Based on Multi-Objective Mixed Integer Programming

Based on “One Belt and One Road”, this paper studies the path selection of multimodal transport by using the method of multi-objective mixed integer programming. Therefore, this paper studies the factors of transportation time, transportation cost and transportation safety performance, and establishes a mathematical model. In addition, the method of multi-objective mixed integer programming is used to comprehensively consider the different emphasis and differences of customers on cargo transportation. Then we use planning tools of Microsoft Excel to solve path selection and to determine whether the chosen path is economical and reliable. Finally, a relatively complex road network is built as an example to verify the accuracy of this planning method.

Optimal Redundancy Allocation in Hierarchical Series-Parallel Systems Using Mixed Integer Programming

Reliability optimization plays an important role in design, operation and management of the industrial systems. System reliability can be easily enhanced by improving the reliability of unreliable components and/or by using redundant configuration with subsystems/components in parallel. Redundancy Allocation Problem (RAP) was studied in this research. A mixed integer programming model was proposed to solve the problem, which considers simultaneously two objectives under several resource constraints. The model is only for the hierarchical series-parallel systems in which the elements of any subset of subsystems or components are connected in series or parallel and constitute a larger subsystem or total system. At the end of the study, the performance of the proposed approach was evaluated by a numerical example.

基于SEM-MIP状态估计的配电网拓扑辨识方法

配电网拓扑辨识是配电系统操作的关键问题和重要前提。由于缺乏足够的量测设备和配电系统拓扑的频繁变化,导致实际的配电网拓扑辨识问题十分具有挑战性。为此提出了基于同步量测数据状态估计的实时拓扑辨识方法。该方法可以利用少量相量测量单元的测量数据准确估计配电网拓扑结构。首先,在配电网中引入结构方程模型(structural equation model,SEM),用于捕捉拓扑与支路电流的关系。然后,针对拓扑辨识问题提出了混合整数规划(mixed integer programming,MIP)方法,通过复数方程的虚实部解耦,利用泰勒展开与等效松弛等手段对复数方程和约束条件进行线性化。此外,将配电网运行方式约束以节点为单位进行了重新规划。最后,所提基于结构方程模型的混合整数规划方法(SEM-MIP)可以使用现有的商业求解器求解,并通过一个实际12节点配电系统和IEEE 33节点测试系统验证了所提方法的有效性。

Reduction and Analysis of a Max-Plus Linear System to a Constraint Satisfaction Problem for Mixed Integer Programming

This research develops a solution method for project scheduling represented by a max-plus-linear (MPL) form. Max-plus-linear representation is an approach to model and analyze a class of discrete-event systems, in which the behavior of a target system is represented by linear equations in max-plus algebra. Several types of MPL equations can be reduced to a constraint satisfaction problem (CSP) for mixed integer programming. The resulting formulation is flexible and easy-to-use for project scheduling;for example, we can obtain the earliest output times, latest task-starting times, and latest input times using an MPL form. We also develop a key method for identifying critical tasks under the framework of CSP. The developed methods are validated through a numerical example.

An Exact Penalty Approach for Mixed Integer Nonlinear Programming Problems

We propose an exact penalty approach for solving mixed integer nonlinear programming (MINLP) problems by converting a general MINLP problem to a finite sequence of nonlinear programming (NLP) problems with only continuous variables. We express conditions of exactness for MINLP problems and show how the exact penalty approach can be extended to constrained problems.

基于MIP的机加工工艺组合优化技术

用运筹优化技术处理复杂场景下的机加工工艺设计问题,建立大规模混合整数规划模型,用Cplex求得最优解,实现机加工工艺的自动编排。首先,分析机加工工艺设计场景的复杂性和问题类型,确定建模方法;然后抽象出业务约束,对问题分解为“先将特征分配到工序”和“再在工序内部排序”两个问题,并建立大规模混合整数规划模型;最后通过分支定界法,利用Cplex商业求解器求得最优解。结果表明该模型可以实现机加工工艺的自动规划和编排,百万级约束的大规模整数规划模型在40 min内可以得到最优的加工方案。相比于之前工艺规划过程只能通过手工规划,整个过程费时费力,且无法得到最优解的方式,利用机加工工艺的整数规划模型可以缩短工艺规划时间80%,机加工成本显著降低。

A mixed integer linear programming approach for municipal solid waste management

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Combining Geographic Information Systems for Transportation and Mixed Integer Linear Programming in Facility Location-Allocation Problems

In this study, we aimed to assess the solution quality for location-allocation problems from facilities generated by the software TransCAD®?, a Geographic Information System for Transportation (GIS-T). Such facilities were obtained after using two routines together: Facility Location and Transportation Problem, when compared with optimal solutions from exact mathematical models, based on Mixed Integer Linear Programming (MILP), developed externally for the GIS. The models were applied to three simulations: the first one proposes opening factories and customer allocation in the state of Sao Paulo, Brazil;the second involves a wholesaler and a study of location and allocation of distribution centres for retail customers;and the third one involves the location of day-care centers and allocation of demand (0 - 3 years old children). The results showed that when considering facility capacity, the MILP optimising model presents results up to 37% better than the GIS and proposes different locations to open new facilities.

A NEW GLOBAL OPTIMIZATION ALGORITHM FOR MIXED-INTEGER QUADRATICALLY CONSTRAINED QUADRATIC FRACTIONAL PROGRAMMING PROBLEM

The mixed-integer quadratically constrained quadratic fractional programming(MIQCQFP)problem often appears in various fields such as engineering practice,management science and network communication.However,most of the solutions to such problems are often designed for their unique circumstances.This paper puts forward a new global optimization algorithm for solving the problem MIQCQFP.We first convert the MIQCQFP into an equivalent generalized bilinear fractional programming(EIGBFP)problem with integer variables.Secondly,we linearly underestimate and linearly overestimate the quadratic functions in the numerator and the denominator respectively,and then give a linear fractional relaxation technique for EIGBFP on the basis of non-negative numerator.After that,combining rectangular adjustment-segmentation technique and midpointsampling strategy with the branch-and-bound procedure,an efficient algorithm for solving MIQCQFP globally is proposed.Finally,a series of test problems are given to illustrate the effectiveness,feasibility and other performance of this algorithm.

The Linear Formulation of Thermal Unit Commitment Problem with Uncertainties through a Computational Mixed Integer

The solar and wind renewable energy is developing very rapidly to fulfill the energy gap. This specific increasing share of renewable energy is a reaction to the ecological trepidations to conciliate economics with security due to the new challenges in power system supply. In solar and wind renewable energy, the only partially predictable is the output with very low controllability which creates unit commitment problems in thermal units. In this research paper, a different linear formulation via mixed integer is presented that only requires “binary variables” and restraints concerning earlier stated models. The framework of this model allows precisely the costs of time-dependent startup & intertemporal limitations, for example, minimum up & down times and a ramping limit. To solve the unit commitment problem efficiently, a commercially available linear programming of mixed-integer is applied for sizeable practical scale. The results of the simulation are shown in conclusions.

Detection of gross errors using mixed integer optimization approach in process industry

A novel mixed integer linear programming (NMILP) model for detection of gross errors is presented in this paper. Yamamura et al.(1988) designed a model for detection of gross errors and data reconciliation based on Akaike information cri- terion (AIC). But much computational cost is needed due to its combinational nature. A mixed integer linear programming (MILP) approach was performed to reduce the computational cost and enhance the robustness. But it loses the super performance of maximum likelihood estimation. To reduce the computational cost and have the merit of maximum likelihood estimation, the simultaneous data reconciliation method in an MILP framework is decomposed and replaced by an NMILP subproblem and a quadratic programming (QP) or a least squares estimation (LSE) subproblem. Simulation result of an industrial case shows the high efficiency of the method.

Integer Programming Formulations for Maximum Lifetime Broadcasting Problems in Wireless Sensor Networks

Approaches based on integer linear programming have been recently proposed for topology optimization in wireless sensor networks. They are, however, based on over-theoretical, unrealistic models. Our aim is to show that it is possible to accommodate realistic models for energy consumption and communication protocols into integer linear programming. We analyze the maximum lifetime broadcasting topology problem and we present realistic models that are also shown to provide efficient and practical solving tools. We present a strategy to substantially speed up the convergence of the solving process of our algorithm. This strategy introduces a practical drawback, however, in the characteristics of the optimal solutions retrieved. A method to overcome this drawback is discussed. Computational experiments are reported.

Continuity of the optimal value function and optimal solutions of parametric mixed-integer quadratic programs

To properly describe and solve complex decision problems, research on theoretical properties and solution of mixed-integer quadratic programs is becoming very important. We establish in this paper different Lipschitz-type continuity results about the optimal value function and optimal solutions of mixed-integer parametric quadratic programs with parameters in the linear part of the objective function and in the right-hand sides of the linear constraints. The obtained results extend some existing results for continuous quadratic programs, and, more importantly, lay the foundation for further theoretical study and corresponding algorithm analysis on mixed-integer quadratic programs.

电力系统混合整数线性规划问题的运筹决策关键技术综述与展望

机组组合、检修计划、拓扑运行优化、电力系统规划等电力系统混合整数线性规划(MILP)问题旨在实现电力资源的最佳配置,应用广泛,其精准性与高效性直接影响了电力系统的安全性与经济性。随着“双碳”目标的提出,新型电力系统MILP问题模型复杂度更高、计算效率要求更严格,对当前运筹决策技术提出了更严峻的挑战。然而,现有依赖于国外进口求解器的电力系统运筹决策技术面临“组合爆炸”,且求解器依赖进口面临“卡脖子”困境,亟须实现技术突破。为此,该文系统地梳理了电力系统MILP问题的运筹决策技术,以及近年来通用MILP问题的最新进展,并展望了电力系统MILP问题运筹决策关键技术未来的研究方向,旨在为我国相关研究工作提供参考和思路。

重大突发公共卫生事件中的方舱医院建设情景重建研究

方舱医院建设是应对各类重大突发公共卫生事件的一项重要举措。现有研究大多从医学或政府管理视角定性地探讨方舱医院发挥的重要作用,还鲜有从情景重建视角研究方舱医院床位扩容的最优时空分布。本文首先构建针对重大突发公共卫生事件演化的SEIHRD模型,继而将方舱医院床位扩容问题构建为有限应急资源分配组合优化模型并设计免疫优化算法进行求解。测试结果显示,本文所给出的方舱医院床位扩容时空分布优化方案,能够对重大突发公共卫生事件中的方舱医院建设情景进行有效重建。方舱医院床位数量及其时间节点设置对累计感染者人数具有显著影响,这表明在疫情暴发初期尽早设立方舱医院,能够有效提升收治率、减少总感染人数。同时也要注意,应急救援资金投入存在阈值效应,需要设计合理的方舱医院床位扩容方案以避免应急预算资源的过度浪费。

考虑节点度紧致化的最优主动解列模型

为解决主动解列模型的连通性和解列模型趋于复杂化导致计算效率下降的问题,本文提出了考虑节点度紧致化的主动解列模型。首先基于单商品流的思想,提出保证孤岛连通性的解析约束;再结合主动解列自身特点和复杂网络中度的概念,提出一种模型紧致化方法以压缩混合整数规划模型的可行域;最后以切负荷与最小潮流中断之和最小为目标求取最优的解列断面。所提模型能保证孤岛内的连通性并且能够较快地求解大型系统的解列问题。3个测试系统的仿真实验表明了该模型的有效性和快速性。