133 resultados para Stochastic mixed integer programming


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Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

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A lot sizing and scheduling problem prevalent in small market-driven foundries is studied. There are two related decision levels: (1) the furnace scheduling of metal alloy production, and (2) moulding machine planning which specifies the type and size of production lots. A mixed integer programming (MIP) formulation of the problem is proposed, but is impractical to solve in reasonable computing time for non-small instances. As a result, a faster relax-and-fix (RF) approach is developed that can also be used on a rolling horizon basis where only immediate-term schedules are implemented. As well as a MIP method to solve the basic RF approach, three variants of a local search method are also developed and tested using instances based on the literature. Finally, foundry-based tests with a real-order book resulted in a very substantial reduction of delivery delays and finished inventory, better use of capacity, and much faster schedule definition compared to the foundry's own practice. © 2006 Elsevier Ltd. All rights reserved.

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In this paper, some new constraints and an extended formulation are presented for a Lot Sizing and Scheduling Model proposed in the literature. In the production process considered a key material is prepared and is transformed into different final items. The sequencing decisions are related to the order in which the materials are processed and the lot sizing decisions are related to the final items production. The mathematical formulation considers sequence-dependent setup costs and times. Results of the computational tests executed using the software Cplex 10.0 showed that the performance of the branch-and-cut method can be improved by the proposed a priori reformulation.

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This work proposes a methodology for optimized allocation of switches for automatic load transfer in distribution systems in order to improve the reliability indexes by restoring such systems which present voltage classes of 23 to 35 kV and radial topology. The automatic switches must be allocated on the system in order to transfer load remotely among the sources at the substations. The problem of switch allocation is formulated as nonlinear constrained mixed integer programming model subject to a set of economical and physical constraints. A dedicated Tabu Search (TS) algorithm is proposed to solve this model. The proposed methodology is tested for a large real-life distribution system. © 2011 IEEE.

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The present paper solves the multi-level capacitated lot sizing problem with backlogging (MLCLSPB) combining a genetic algorithm with the solution of mixed-integer programming models and the improvement heuristic fix and optimize. This approach is evaluated over sets of benchmark instances and compared to methods from literature. Computational results indicate competitive results applying the proposed method when compared with other literature approaches. © 2013 IEEE.

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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

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Pós-graduação em Engenharia Mecânica - FEG

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In this paper a novel Branch and Bound (B&B) algorithm to solve the transmission expansion planning which is a non-convex mixed integer nonlinear programming problem (MINLP) is presented. Based on defining the options of the separating variables and makes a search in breadth, we call this algorithm a B&BML algorithm. The proposed algorithm is implemented in AMPL and an open source Ipopt solver is used to solve the nonlinear programming (NLP) problems of all candidates in the B&B tree. Strategies have been developed to address the problem of non-linearity and non-convexity of the search region. The proposed algorithm is applied to the problem of long-term transmission expansion planning modeled as an MINLP problem. The proposed algorithm has carried out on five commonly used test systems such as Garver 6-Bus, IEEE 24-Bus, 46-Bus South Brazilian test systems, Bolivian 57-Bus, and Colombian 93-Bus. Results show that the proposed methodology not only can find the best known solution but it also yields a large reduction between 24% to 77.6% in the number of NLP problems regarding to the size of the systems.

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Pós-graduação em Engenharia Elétrica - FEIS

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The paper presents a constructive heuristic algorithm (CHA) for solving directly the long-term transmission-network-expansion-planning (LTTNEP) problem using the DC model. The LTTNEP is a very complex mixed-integer nonlinear-programming problem and presents a combinatorial growth in the search space. The CHA is used to find a solution for the LTTNEP problem of good quality. A sensitivity index is used in each step of the CHA to add circuits to the system. This sensitivity index is obtained by solving the relaxed problem of LTTNEP, i.e. considering the number of circuits to be added as a continuous variable. The relaxed problem is a large and complex nonlinear-programming problem and was solved through the interior-point method (IPM). Tests were performed using Garver's system, the modified IEEE 24-Bus system and the Southern Brazilian reduced system. The results presented show the good performance of IPM inside the CHA.

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This paper presents a methodology and a mathematical model to solve the expansion planning problem that takes into account the effect of contingencies in the planning stage, and considers the demand as a stochastic variable within a specified range. In this way, it is possible to find a solution that minimizes the investment costs guarantying reliability and minimizing future load shedding. The mathematical model of the expansion planning can be represented by a mixed integer nonlinear programming problem. To solve this problem a specialized Genetic Algorithm combined with Linear Programming was implemented.

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