An efficient algorithm for multi-dimensional nonlinear knapsack problems

Multi-dimensional nonlinear knapsack problem is a bounded nonlinear integer programming problem that maximizes a separable nondecreasing function subject to multiple separable nondecreasing constraints. This problem is often encountered in resource allocation, industrial planning and computer network. In this paper, a new convergent Lagrangian dual method was proposed for solving this problem. Cutting plane method was used to solve the dual problem and to compute the Lagrangian bounds of the primal problem. In order to eliminate the duality gap and thus to guarantee the convergence of the algorithm, domain cut technique was employed to remove certain integer boxes and partition the revised domain to a union of integer boxes. Extensive computational results show that the proposed method is efficient for solving large-scale multi-dimensional nonlinear knapsack problems. Our numerical results also indicate that the cutting plane method significantly outperforms the subgradient method as a dual search procedure.

A Hybrid Dynamic Programming Method for Concave Resource Allocation Problems

Concave resource allocation problem is an integer programming problem of minimizing a nonincreasing concave function subject to a convex nondecreasing constraint and bounded integer variables. This class of problems are encountered in optimization models involving economies of scale. In this paper, a new hybrid dynamic programming method was proposed for solving concave resource allocation problems. A convex underestimating function was used to approximate the objective function and the resulting convex subproblem was solved with dynamic programming technique after transforming it into a 0-1 linear knapsack problem. To ensure the convergence, monotonicity and domain cut technique was employed to remove certain integer boxes and partition the revised domain into a union of integer boxes. Computational results were given to show the efficiency of the algorithm.

Hierarchical On-line Scheduling of Multiproduct Batch Plants with a Combined Approach of Mathematical Programming and Genetic Algorithm

In this contribution we present an online scheduling algorithm for a real world multiproduct batch plant. The overall mixed integer nonlinear programming (MINLP) problem is hierarchically structured into a mixed integer linear programming (MILP) problem first and then a reduced dimensional MINLP problem, which are optimized by mathematical programming (MP) and genetic algorithm (GA) respectively. The basis idea relies on combining MP with GA to exploit their complementary capacity. The key features of the hierarchical model are explained and illustrated with some real world cases from the multiproduct batch plants.

A gradually descent method for discrete global optimization

In this paper, a new method named as the gradually descent method was proposed to solve the discrete global optimization problem. With the aid of an auxiliary function, this method enables to convert the problem of finding one discrete minimizer of the objective function f to that of finding another at each cycle. The auxiliary function can ensure that a point, except a prescribed point, is not its integer stationary point if the value of objective function at the point is greater than the scalar which is chosen properly. This property leads to a better minimizer of f found more easily by some classical local search methods. The computational results show that this algorithm is quite efficient and reliable for solving nonlinear integer programming problems.

Modeling and Multi-objective Optimization of Refinery Hydrogen Network

The demand of hydrogen in oil refinery is increasing as market forces and environmental legislation, so hydrogen network management is becoming increasingly important in refineries. Most studies focused on single-objective optimization problem for the hydrogen network, but few account for the multi-objective optimization problem. This paper presents a novel approach for modeling and multi-objective optimization for hydrogen network in refineries. An improved multi-objective optimization model is proposed based on the concept of superstructure. The optimization includes minimization of operating cost and minimization of investment cost of equipment. The proposed methodology for the multi-objective optimization of hydrogen network takes into account flow rate constraints, pressure constraints, purity constraints, impurity constraints, payback period, etc. The method considers all the feasible connections and subjects this to mixed-integer nonlinear programming （MINLP）. A deterministic optimization method is applied to solve this multi-objective optimization problem. Finally, a real case study is intro-duced to illustrate the applicability of the approach.

Study on Multi-stream Heat Exchanger Network Synthesis with Parallel Genetic/Simulated Annealing Algorithm

The multi-stream heat exchanger network synthesis (HENS) problem can be formulated as a mixed integer nonlinear programming model according to Yee et al. Its nonconvexity nature leads to existence of more than one optimum and computational difficulty for traditional algorithms to find the global optimum. Compared with deterministic algorithms, evolutionary computation provides a promising approach to tackle this problem. In this paper, a mathematical model of multi-stream heat exchangers network synthesis problem is setup. Different from the assumption of isothermal mixing of stream splits and thus linearity constraints of Yee et al., non-isothermal mixing is supported. As a consequence, nonlinear constraints are resulted and nonconvexity of the objective function is added. To solve the mathematical model, an algorithm named GA/SA (parallel genetic/simulated annealing algorithm) is detailed for application to the multi-stream heat exchanger network synthesis problem. The performance of the proposed approach is demonstrated with three examples and the obtained solutions indicate the presented approach is effective for multi-stream HENS.

Simulated Annealing Approach to the Optimal Synthesis of Distillation Column with Intermediate Heat Exchangers

This article presents a simulated annealing-based approach to the optimal synthesis of distillation column considering intermediate heat exchangers arrangements. T-he number of intermediate condensers and/or intermediate reboilers, the placement locations, the.operating pressure of column, and the heat duties of intermediate heat exchangers are treated as optimization variables. A novel coding procedure making use of an integer number series is proposed to represent and manipulate the structure of system and a stage-to-stage method is used for column design and cost calculation. With the representation procedure, the synthesis problem is formulated as a mixed integer nonlinear programming （MINLP） problem, which can then be solved with an improved simulated annealing algorithm. Two examples are illustrated to show the effectiveness of the suggested approach.

Modeling and optimization methods of integrated production planning for steel plate mill with flexible customization

With diversified requirements and varying manufacturing environments, the optimal production planning for a steel mill becomes more flexible and complicated. The flexibility provides operators with auxiliary requirements through an implementable integrated production planning. In this paper, a mixed-integer nonlinear programming(MINLP) model is proposed for the optimal planning that incorporates various manufacturing constraints and flexibility in a steel plate mill. Furthermore, two solution strategies are developed to overcome the weakness in solving the MINLP problem directly. The first one is to transform the original MINLP formulation to an approximate mixed integer linear programming using a classic linearization method. The second one is to decompose the original model using a branch-and-bound based iterative method. Computational experiments on various instances are presented in terms of the effectiveness and applicability. The result shows that the second method performs better in computational efforts and solution accuracy.

Modeling and optimization for oil well production scheduling

In this paper,an oil well production scheduling problem for the light load oil well during petroleum field exploitation was studied.The oil well production scheduling was to determine the turn on/off status and oil flow rates of the wells in a given oil reservoir,subject to a number of constraints such as minimum up/down time limits and well grouping.The problem was formulated as a mixed integer nonlinear programming model that minimized the total production operating cost and start-up cost.Due to the NP-hardness of the problem,an improved particle swarm optimization(PSO) algorithm with a new velocity updating formula was developed to solve the problem approximately.Computational experiments on randomly generated instances were carried out to evaluate the performance of the model and the algorithm's effectiveness.Compared with the commercial solver CPLEX,the improved PSO can obtain high-quality schedules within a much shorter running time for all the instances.

Component reallocation and system replacement maintenance based on availability and cost in series systems

Component reallocation(CR)is receiving increasing attention in many engineering systems with functionally interchangeable and unbalanced degradation components.This paper studies a CR and system replacement maintenance policy of series repairable systems,which undergoes minimal repairs for each emergency failure of components,and considers constant downtime and cost of minimal repair,CR and system replacement.Two binary mixed integer nonlinear programming models are respectively established to determine the assignment of CR,and the uptime right before CR and system replacement with the objective of minimizing the system average maintenance cost and maximizing the system availability.Further,we derive the optimal uptime right before system replacement with maximization of the system availability,and then give the relationship between the system availability and the component failure rate.Finally,numerical examples show that the CR and system replacement maintenance policy can effectively reduce the system average maintenance cost and improve the system availability,and further give the sensitivity analysis and insights of the CR and system replacement maintenance policy.

Decision-making model for risk management of cascade hydropower stations

In a medium-term electricity market,in order to reduce the risks of price and inflow uncertainties, the cascade hydropower stations may use the options contract with electricity supply companies. A profit-based model for risk management of cascade hydropower stations in the medium-term electricity market is presented. The objective function is profit maximization of cascade hydropower stations. In order to avoid the risks of price and inflow uncertainties, two different risk-aversion constraints: a minimum profit constraint and a minimum conditional value-at-risk, are introduced in the model. In addition, the model takes into account technology constraints of the generating units, which includes reservoir flow balance, reservoir capacity limits, water discharge constraints, etc. The model is formulated as a mixed integer nonlinear programming problem. Because the search space of the solution is very large, a genetic algorithm is used to deal with the problem.

A planning model for multiple blending schemes

The key of production planning of refineries is to determine the production planning of units and blending schemes of blends in each period of the plan horizon,since they affect the effective utilization of components of refineries and hence profits.The optimization is difficult,because of many complicated product production–consumption relationships in production processes,which are closely related to the running modes of the units.Additionally,the blending products,such as gasoline and diesel,may use multiple blending schemes for their production that increase the complexity of the problem.This paper models the production planning problem as a mixed integer nonlinear programming.Computational experiments for a refinery show the effectiveness of the model.The optimal results give the effective utilization of the self-produced components and increase of the profit.

New Tunnel-Filled Function Method for Discrete Global Optimization

In this paper,a new transformation function was proposed for finding global minimizer of discrete optimization problems.We proved that under some general assumptions the new transformation function possesses the properties of both the tunneling functions and the filled functions.Only one parameter was included in the proposed function,and it can be adjusted easily in the realization.Numerical results demonstrate the effectiveness of the proposed method.

Discrete Global Optimization Problems with a Modified Discrete Filled Function

This paper considers discrete global optimization problems.The traditional definition of the discrete filled function is modified in this paper.Based on the modified definition,a new discrete filled function is presented and an algorithm for discrete global optimization is developed from the discrete filled function.Numerical experiments reported in this paper on several test problems with up to 200 variables have demonstrated the efficiency of the algorithm.