42 resultados para Mixed integer linear programming (MILP) model


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The analysis of investment in the electric power has been the subject of intensive research for many years. The efficient generation and distribution of electrical energy is a difficult task involving the operation of a complex network of facilities, often located over very large geographical regions. Electric power utilities have made use of an enormous range of mathematical models. Some models address time spans which last for a fraction of a second, such as those that deal with lightning strikes on transmission lines while at the other end of the scale there are models which address time horizons consisting of ten or twenty years; these usually involve long range planning issues. This thesis addresses the optimal long term capacity expansion of an interconnected power system. The aim of this study has been to derive a new, long term planning model which recognises the regional differences which exist for energy demand and which are present in the construction and operation of power plant and transmission line equipment. Perhaps the most innovative feature of the new model is the direct inclusion of regional energy demand curves in the nonlinear form. This results in a nonlinear capacity expansion model. After review of the relevant literature, the thesis first develops a model for the optimal operation of a power grid. This model directly incorporates regional demand curves. The model is a nonlinear programming problem containing both integer and continuous variables. A solution algorithm is developed which is based upon a resource decomposition scheme that separates the integer variables from the continuous ones. The decompostion of the operating problem leads to an interactive scheme which employs a mixed integer programming problem, known as the master, to generate trial operating configurations. The optimum operating conditions of each trial configuration is found using a smooth nonlinear programming model. The dual vector recovered from this model is subsequently used by the master to generate the next trial configuration. The solution algorithm progresses until lower and upper bounds converge. A range of numerical experiments are conducted and these experiments are included in the discussion. Using the operating model as a basis, a regional capacity expansion model is then developed. It determines the type, location and capacity of additional power plants and transmission lines, which are required to meet predicted electicity demands. A generalised resource decompostion scheme, similar to that used to solve the operating problem, is employed. The solution algorithm is used to solve a range of test problems and the results of these numerical experiments are reported. Finally, the expansion problem is applied to the Queensland electricity grid in Australia.

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The analysis of investment in the electric power has been the subject of intensive research for many years. The efficient generation and distribution of electrical energy is a difficult task involving the operation of a complex network of facilities, often located over very large geographical regions. Electric power utilities have made use of an enormous range of mathematical models. Some models address time spans which last for a fraction of a second, such as those that deal with lightning strikes on transmission lines while at the other end of the scale there are models which address time horizons consisting of ten or twenty years; these usually involve long range planning issues. This thesis addresses the optimal long term capacity expansion of an interconnected power system. The aim of this study has been to derive a new, long term planning model which recognises the regional differences which exist for energy demand and which are present in the construction and operation of power plant and transmission line equipment. Perhaps the most innovative feature of the new model is the direct inclusion of regional energy demand curves in the nonlinear form. This results in a nonlinear capacity expansion model. After review of the relevant literature, the thesis first develops a model for the optimal operation of a power grid. This model directly incorporates regional demand curves. The model is a nonlinear programming problem containing both integer and continuous variables. A solution algorithm is developed which is based upon a resource decomposition scheme that separates the integer variables from the continuous ones. The decompostion of the operating problem leads to an interactive scheme which employs a mixed integer programming problem, known as the master, to generate trial operating configurations. The optimum operating conditions of each trial configuration is found using a smooth nonlinear programming model. The dual vector recovered from this model is subsequently used by the master to generate the next trial configuration. The solution algorithm progresses until lower and upper bounds converge. A range of numerical experiments are conducted and these experiments are included in the discussion. Using the operating model as a basis, a regional capacity expansion model is then developed. It determines the type, location and capacity of additional power plants and transmission lines, which are required to meet predicted electicity demands. A generalised resource decompostion scheme, similar to that used to solve the operating problem, is employed. The solution algorithm is used to solve a range of test problems and the results of these numerical experiments are reported. Finally, the expansion problem is applied to the Queensland electricity grid in Australia

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The scheduling of locomotive movements on cane railways has proven to be a very complex task. Various optimisation methods have been used over the years to try and produce an optimised schedule that eliminates or minimises bin supply delays to harvesters and the factory, while minimising the number of locomotives, locomotive shifts and cane bins, and also the cane age. This paper reports on a new attempt to develop an automatic scheduler using a mathematical model solved using mixed integer programming and constraint programming approaches and blocking parallel job shop scheduling fundamentals. The model solution has been explored using conventional constraint programming search techniques and found to produce a reasonable schedule for small-scale problems with up to nine harvesters. While more effort is required to complete the development of the full model with metaheuristic search techniques, the work completed to date gives confidence that the metaheuristic techniques will provide near optimal solutions in reasonable time.

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In Australia, railway systems play a vital role in transporting the sugarcane crop from farms to mills. The sugarcane transport system is very complex and uses daily schedules, consisting of a set of locomotives runs, to satisfy the requirements of the mill and harvesters. The total cost of sugarcane transport operations is very high; over 35% of the total cost of sugarcane production in Australia is incurred in cane transport. Efficient schedules for sugarcane transport can reduce the cost and limit the negative effects that this system can have on the raw sugar production system. There are several benefits to formulating the train scheduling problem as a blocking parallel-machine job shop scheduling (BPMJSS) problem, namely to prevent two trains passing in one section at the same time; to keep the train activities (operations) in sequence during each run (trip) by applying precedence constraints; to pass the trains on one section in the correct order (priorities of passing trains) by applying disjunctive constraints; and, to ease passing trains by solving rail conflicts by applying blocking constraints and Parallel Machine Scheduling. Therefore, the sugarcane rail operations are formulated as BPMJSS problem. A mixed integer programming and constraint programming approaches are used to describe the BPMJSS problem. The model is solved by the integration of constraint programming, mixed integer programming and search techniques. The optimality performance is tested by Optimization Programming Language (OPL) and CPLEX software on small and large size instances based on specific criteria. A real life problem is used to verify and validate the approach. Constructive heuristics and new metaheuristics including simulated annealing and tabu search are proposed to solve this complex and NP-hard scheduling problem and produce a more efficient scheduling system. Innovative hybrid and hyper metaheuristic techniques are developed and coded using C# language to improve the solutions quality and CPU time. Hybrid techniques depend on integrating heuristic and metaheuristic techniques consecutively, while hyper techniques are the complete integration between different metaheuristic techniques, heuristic techniques, or both.

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Critical stage in open-pit mining is to determine the optimal extraction sequence of blocks, which has significant impacts on mining profitability. In this paper, a more comprehensive block sequencing optimisation model is developed for the open-pit mines. In the model, material characteristics of blocks, grade control, excavator and block sequencing are investigated and integrated to maximise the short-term benefit of mining. Several case studies are modeled and solved by CPLEX MIP and CP engines. Numerical investigations are presented to illustrate and validate the proposed methodology.

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In the mining optimisation literature, most researchers focused on two strategic-level and tactical-level open-pit mine optimisation problems, which are respectively termed ultimate pit limit (UPIT) or constrained pit limit (CPIT). However, many researchers indicate that the substantial numbers of variables and constraints in real-world instances (e.g., with 50-1000 thousand blocks) make the CPIT’s mixed integer programming (MIP) model intractable for use. Thus, it becomes a considerable challenge to solve the large scale CPIT instances without relying on exact MIP optimiser as well as the complicated MIP relaxation/decomposition methods. To take this challenge, two new graph-based algorithms based on network flow graph and conjunctive graph theory are developed by taking advantage of problem properties. The performance of our proposed algorithms is validated by testing recent large scale benchmark UPIT and CPIT instances’ datasets of MineLib in 2013. In comparison to best known results from MineLib, it is shown that the proposed algorithms outperform other CPIT solution approaches existing in the literature. The proposed graph-based algorithms leads to a more competent mine scheduling optimisation expert system because the third-party MIP optimiser is no longer indispensable and random neighbourhood search is not necessary.

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This paper addresses the challenges of flood mapping using multispectral images. Quantitative flood mapping is critical for flood damage assessment and management. Remote sensing images obtained from various satellite or airborne sensors provide valuable data for this application, from which the information on the extent of flood can be extracted. However the great challenge involved in the data interpretation is to achieve more reliable flood extent mapping including both the fully inundated areas and the 'wet' areas where trees and houses are partly covered by water. This is a typical combined pure pixel and mixed pixel problem. In this paper, an extended Support Vector Machines method for spectral unmixing developed recently has been applied to generate an integrated map showing both pure pixels (fully inundated areas) and mixed pixels (trees and houses partly covered by water). The outputs were compared with the conventional mean based linear spectral mixture model, and better performance was demonstrated with a subset of Landsat ETM+ data recorded at the Daly River Basin, NT, Australia, on 3rd March, 2008, after a flood event.

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Carbon fiber reinforced polymer (CFRP) sheets have established a strong position as an effective method for innovative structural rehabilitation. However, the use of externally bonded CFRP in the repair and rehabilitation of steel structures is a relatively new technique that has the potential to improve the way structures are repaired. An important step toward understanding bond behaviour is to have an estimation of local bond stress versus slip relationship. The current study aims to establish the bond-slip model for CFRP sheets bonded to steel plate. To obtain the shear stress versus slippage relationship, a series of double strap tension type bond tests were conducted. This paper reports on the findings of the experimental studies. The strain and stress distributions measured in the specimens for two different bond lengths. The results show a preliminary bi-linear bond-slip model may be adopted for CFRP sheet bonded with steel plate.

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Catchment and riparian degradation has resulted in declining ecosystem health of streams worldwide. With restoration a priority in many regions, there is an increasing interest in the scale at which land use influences stream ecosystem health. Our goal was to use a substantial data set collected as part of a monitoring program (the Southeast Queensland, Australia, Ecological Health Monitoring Program data set, collected at 116 sites over six years) to identify the spatial scale of land use, or the combination of spatial scales, that most strongly influences overall ecosystem health. In addition, we aimed to determine whether the most influential scale differed for different aspects of ecosystem health. We used linear-mixed models and a Bayesian model-averaging approach to generate models for the overall aggregated ecosystem health score and for each of the five component indicators (fish, macroinvertebrates, water quality, nutrients, and ecosystem processes) that make up the score. Dense forest close to the survey site, mid-dense forest in the hydrologically active nearstream areas of the catchment, urbanization in the riparian buffer, and tree cover at the reach scale were all significant in explaining ecosystem health, suggesting an overriding influence of forest cover, particularly close to the stream. Season and antecedent rainfall were also important explanatory variables, with some land-use variables showing significant seasonal interactions. There were also differential influences of land use for each of the component indicators. Our approach is useful given that restoring general ecosystem health is the focus of many stream restoration projects; it allowed us to predict the scale and catchment position of restoration that would result in the greatest improvement of ecosystem health in the regions streams and rivers. The models we generated suggested that good ecosystem health can be maintained in catchments where 80% of hydrologically active areas in close proximity to the stream have mid-dense forest cover and moderate health can be obtained with 60% cover.

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In the past few years, there has been a steady increase in the attention, importance and focus of green initiatives related to data centers. While various energy aware measures have been developed for data centers, the requirement of improving the performance efficiency of application assignment at the same time has yet to be fulfilled. For instance, many energy aware measures applied to data centers maintain a trade-off between energy consumption and Quality of Service (QoS). To address this problem, this paper presents a novel concept of profiling to facilitate offline optimization for a deterministic application assignment to virtual machines. Then, a profile-based model is established for obtaining near-optimal allocations of applications to virtual machines with consideration of three major objectives: energy cost, CPU utilization efficiency and application completion time. From this model, a profile-based and scalable matching algorithm is developed to solve the profile-based model. The assignment efficiency of our algorithm is then compared with that of the Hungarian algorithm, which does not scale well though giving the optimal solution.

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This thesis develops an operational decision support tool for container terminal managements. The tool generates efficient schedules for shore cranes handling containers carried by mega container vessels.

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Several common genetic variants have recently been discovered that appear to influence white matter microstructure, as measured by diffusion tensor imaging (DTI). Each genetic variant explains only a small proportion of the variance in brain microstructure, so we set out to explore their combined effect on the white matter integrity of the corpus callosum. We measured six common candidate single-nucleotide polymorphisms (SNPs) in the COMT, NTRK1, BDNF, ErbB4, CLU, and HFE genes, and investigated their individual and aggregate effects on white matter structure in 395 healthy adult twins and siblings (age: 20-30 years). All subjects were scanned with 4-tesla 94-direction high angular resolution diffusion imaging. When combined using mixed-effects linear regression, a joint model based on five of the candidate SNPs (COMT, NTRK1, ErbB4, CLU, and HFE) explained ∼ 6% of the variance in the average fractional anisotropy (FA) of the corpus callosum. This predictive model had detectable effects on FA at 82% of the corpus callosum voxels, including the genu, body, and splenium. Predicting the brain's fiber microstructure from genotypes may ultimately help in early risk assessment, and eventually, in personalized treatment for neuropsychiatric disorders in which brain integrity and connectivity are affected.

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Mixed integer programming and parallel-machine job shop scheduling are used to solve the sugarcane rail transport scheduling problem. Constructive heuristics and metaheuristics were developed to produce a more efficient scheduling system and so reduce operating costs. The solutions were tested on small and large size problems. High-quality solutions and improved CPU time are the result of developing new hybrid techniques which consist of different ways of integrating simulated annealing and Tabu search techniques.

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Adaptions of weighted rank regression to the accelerated failure time model for censored survival data have been successful in yielding asymptotically normal estimates and flexible weighting schemes to increase statistical efficiencies. However, for only one simple weighting scheme, Gehan or Wilcoxon weights, are estimating equations guaranteed to be monotone in parameter components, and even in this case are step functions, requiring the equivalent of linear programming for computation. The lack of smoothness makes standard error or covariance matrix estimation even more difficult. An induced smoothing technique overcame these difficulties in various problems involving monotone but pure jump estimating equations, including conventional rank regression. The present paper applies induced smoothing to the Gehan-Wilcoxon weighted rank regression for the accelerated failure time model, for the more difficult case of survival time data subject to censoring, where the inapplicability of permutation arguments necessitates a new method of estimating null variance of estimating functions. Smooth monotone parameter estimation and rapid, reliable standard error or covariance matrix estimation is obtained.