Application of Mathematical Programming to the Plywood Design and Manufacturing Problem

Plywood manufacture includes two fundamental stages. The first is to peel or separate logs into veneer sheets of different thicknesses. The second is to assemble veneer sheets into finished plywood products. At the first stage a decision must be made as to the number of different veneer thicknesses to be peeled and what these thicknesses should be. At the second stage, choices must be made as to how these veneers will be assembled into final products to meet certain constraints while minimizing wood loss. These decisions present a fundamental management dilemma. Costs of peeling, drying, storage, handling, etc. can be reduced by decreasing the number of veneer thicknesses peeled. However, a reduced set of thickness options may make it infeasible to produce the variety of products demanded by the market or increase wood loss by requiring less efficient selection of thicknesses for assembly. In this paper the joint problem of veneer choice and plywood construction is formulated as a nonlinear integer programming problem. A relatively simple optimal solution procedure is developed that exploits special problem structure. This procedure is examined on data from a British Columbia plywood mill. Restricted to the existing set of veneer thicknesses and plywood designs used by that mill, the procedure generated a solution that reduced wood loss by 79 percent, thereby increasing net revenue by 6.86 percent. Additional experiments were performed that examined the consequences of changing the number of veneer thicknesses used. Extensions are discussed that permit the consideration of more than one wood species.

A mathematical programming approach to optimal Markovian switching of Poisson arrival streams to queueing systems

Motivated by certain situations in manufacturing systems and communication networks, we look into the problem of maximizing the profit in a queueing system with linear reward and cost structure and having a choice of selecting the streams of Poisson arrivals according to an independent Markov chain. We view the system as a MMPP/GI/1 queue and seek to maximize the profits by optimally choosing the stationary probabilities of the modulating Markov chain. We consider two formulations of the optimization problem. The first one (which we call the PUT problem) seeks to maximize the profit per unit time whereas the second one considers the maximization of the profit per accepted customer (the PAC problem). In each of these formulations, we explore three separate problems. In the first one, the constraints come from bounding the utilization of an infinite capacity server; in the second one the constraints arise from bounding the mean queue length of the same queue; and in the third one the finite capacity of the buffer reflect as a set of constraints. In the problems bounding the utilization factor of the queue, the solutions are given by essentially linear programs, while the problems with mean queue length constraints are linear programs if the service is exponentially distributed. The problems modeling the finite capacity queue are non-convex programs for which global maxima can be found. There is a rich relationship between the solutions of the PUT and PAC problems. In particular, the PUT solutions always make the server work at a utilization factor that is no less than that of the PAC solutions.

Optimality Conditions and Duality for Semi-Infinite Mathematical Programming Problem with Equilibrium Constraints

This article considers a semi-infinite mathematical programming problem with equilibrium constraints (SIMPEC) defined as a semi-infinite mathematical programming problem with complementarity constraints. We establish necessary and sufficient optimality conditions for the (SIMPEC). We also formulate Wolfe- and Mond-Weir-type dual models for (SIMPEC) and establish weak, strong and strict converse duality theorems for (SIMPEC) and the corresponding dual problems under invexity assumptions.

Optimal irrigation planning in river basin development: The case of the Upper Cauvery river basin

The study deals with the irrigation planning of the Cauvery river basin in peninsular India which is extensively developed in the downstream reaches and has a high potential for development in the upper reaches. A four-reservoir system is modelled on a monthly basis by using a mathematical programming (LP) formulation to find optimum cropping patterns, subject to land, water and downstream release constraints, and applied to the Cauvery basin. Two objectives, maximizing net economic benefits and maximizing irrigated cropped area, considered in the model are analysed in the context of multiobjective planning and the trade-offs discussed.

Some new results regarding spikes and a heuristic for spike construction

his paper addresses the problem of minimizing the number of columns with superdiagonal nonzeroes (viz., spiked columns) in a square, nonsingular linear system of equations which is to be solved by Gaussian elimination. The exact focus is on a class of min-spike heuristics in which the rows and columns of the coefficient matrix are first permuted to block lower-triangular form. Subsequently, the number of spiked columns in each irreducible block and their heights above the diagonal are minimized heuristically. We show that ifevery column in an irreducible block has exactly two nonzeroes, i.e., is a doubleton, then there is exactly one spiked column. Further, if there is at least one non-doubleton column, there isalways an optimal permutation of rows and columns under whichnone of the doubleton columns are spiked. An analysis of a few benchmark linear programs suggests that singleton and doubleton columns can abound in practice. Hence, it appears that the results of this paper can be practically useful. In the rest of the paper, we develop a polynomial-time min-spike heuristic based on the above results and on a graph-theoretic interpretation of doubleton columns.

Chance constrained uncertain classification via robust optimization

This paper studies the problem of constructing robust classifiers when the training is plagued with uncertainty. The problem is posed as a Chance-Constrained Program (CCP) which ensures that the uncertain data points are classified correctly with high probability. Unfortunately such a CCP turns out to be intractable. The key novelty is in employing Bernstein bounding schemes to relax the CCP as a convex second order cone program whose solution is guaranteed to satisfy the probabilistic constraint. Prior to this work, only the Chebyshev based relaxations were exploited in learning algorithms. Bernstein bounds employ richer partial information and hence can be far less conservative than Chebyshev bounds. Due to this efficient modeling of uncertainty, the resulting classifiers achieve higher classification margins and hence better generalization. Methodologies for classifying uncertain test data points and error measures for evaluating classifiers robust to uncertain data are discussed. Experimental results on synthetic and real-world datasets show that the proposed classifiers are better equipped to handle data uncertainty and outperform state-of-the-art in many cases.

Modeling reservoir irrigation in uncertain hydrologic environment

In a detailed model for reservoir irrigation taking into account the soil moisture dynamics in the root zone of the crops, the data set for reservoir inflow and rainfall in the command will usually be of sufficient length to enable their variations to be described by probability distributions. However, the potential evapotranspiration of the crop itself depends on the characteristics of the crop and the reference evaporation, the quantification of both being associated with a high degree of uncertainty. The main purpose of this paper is to propose a mathematical programming model to determine the annual relative yield of crops and to determine its reliability, for a single reservoir meant for irrigation of multiple crops, incorporating variations in inflow, rainfall in the command area, and crop consumptive use. The inflow to the reservoir and rainfall in the reservoir command area are treated as random variables, whereas potential evapotranspiration is modeled as a fuzzy set. The model's application is illustrated with reference to an existing single-reservoir system in Southern India.

Mathematical model and rule extraction for tool wear monitoring problem using nature inspired techniques

In this paper, pattern classification problem in tool wear monitoring is solved using nature inspired techniques such as Genetic Programming(GP) and Ant-Miner (AM). The main advantage of GP and AM is their ability to learn the underlying data relationships and express them in the form of mathematical equation or simple rules. The extraction of knowledge from the training data set using GP and AM are in the form of Genetic Programming Classifier Expression (GPCE) and rules respectively. The GPCE and AM extracted rules are then applied to set of data in the testing/validation set to obtain the classification accuracy. A major attraction in GP evolved GPCE and AM based classification is the possibility of obtaining an expert system like rules that can be directly applied subsequently by the user in his/her application. The performance of the data classification using GP and AM is as good as the classification accuracy obtained in the earlier study.

On duality in linear fractional programming

In this paper, a dual of a given linear fractional program is defined and the weak, direct and converse duality theorems are proved. Both the primal and the dual are linear fractional programs. This duality theory leads to necessary and sufficient conditions for the optimality of a given feasible solution. A unmerical example is presented to illustrate the theory in this connection. The equivalence of Charnes and Cooper dual and Dinkelbach’s parametric dual of a linear fractional program is also established.

An efficient algorithm for linear programming

A simple but efficient algorithm is presented for linear programming. The algorithm computes the projection matrix exactly once throughout the computation unlike that of Karmarkar’s algorithm where in the projection matrix is computed at each and every iteration. The algorithm is best suitable to be implemented on a parallel architecture. Complexity of the algorithm is being studied.

Missile battery placement for air defense: A dynamic programming approach

A procedure to evaluate surface-to-air missile battery placement patterns for air defense is presented. A measure of defense effectiveness is defined as a function of kill probability of the defense missiles and the nature of the surrounding terrain features. The concept of cumulative danger index is used to select the best path for a penetrating hostile aircraft for any given pattern of placement. The aircraft is assumed to be intelligent and well-informed. The path is generated using a dynamic programming methodology. The software package so developed can be used off-line to choose the best among a number of possible battery placement patterns.

Robust Reentry Guidance of a Reusable Launch Vehicle Using Model Predictive Static Programming

A robust suboptimal reentry guidance scheme is presented for a reusable launch vehicle using the recently developed, computationally efficient model predictive static programming. The formulation uses the nonlinear vehicle dynamics with a spherical and rotating Earth, hard constraints for desired terminal conditions, and an innovative cost function having several components with associated weighting factors that can account for path and control constraints in a soft constraint manner, thereby leading to smooth solutions of the guidance parameters. The proposed guidance essentially shapes the trajectory of the vehicle by computing the necessary angle of attack and bank angle that the vehicle should execute. The path constraints are the structural load constraint, thermal load constraint, bounds on the angle of attack, and bounds on the bank angle. In addition, the terminal constraints include the three-dimensional position and velocity vector components at the end of the reentry. Whereas the angle-of-attack command is generated directly, the bank angle command is generated by first generating the required heading angle history and then using it in a dynamic inversion loop considering the heading angle dynamics. Such a two-loop synthesis of bank angle leads to better management of the vehicle trajectory and avoids mathematical complexity as well. Moreover, all bank angle maneuvers have been confined to the middle of the trajectory and the vehicle ends the reentry segment with near-zero bank angle, which is quite desirable. It has also been demonstrated that the proposed guidance has sufficient robustness for state perturbations as well as parametric uncertainties in the model.

Model Predictive Static Programming: A Computationally Efficient Technique For Suboptimal Control Design

Combining the philosophies of nonlinear model predictive control and approximate dynamic programming, a new suboptimal control design technique is presented in this paper, named as model predictive static programming (MPSP), which is applicable for finite-horizon nonlinear problems with terminal constraints. This technique is computationally efficient, and hence, can possibly be implemented online. The effectiveness of the proposed method is demonstrated by designing an ascent phase guidance scheme for a ballistic missile propelled by solid motors. A comparison study with a conventional gradient method shows that the MPSP solution is quite close to the optimal solution.

Programming an FPGA to Emulate the Dynamics of DC Machines

This paper presents the programming an FPGA (Field Programmable Gate Array) to emulate the dynamics of DC machines. FPGA allows high speed real time simulation with high precision. The described design includes block diagram representation of DC machine, which contain all arithmetic and logical operations. The real time simulation of the machine in FPGA is controlled by user interfaces they are Keypad interface, LCD display on-line and digital to analog converter. This approach provides emulation of electrical machine by changing the parameters. Separately Exited DC machine implemented and experimental results are presented.