The application of preprocessing and cutting plane techniques for a class of production planning problems

This paper investigates properties of integer programming models for a class of production planning problems. The models are developed within a decision support system to advise a sales team of the products on which to focus their efforts in gaining new orders in the short term. The products generally require processing on several manufacturing cells and involve precedence relationships. The cells are already (partially) committed with products for stock and to satisfy existing orders and therefore only the residual capacities of each cell in each time period of the planning horizon are considered. The determination of production recommendations to the sales team that make use of residual capacities is a nontrivial optimization problem. Solving such models is computationally demanding and techniques for speeding up solution times are highly desirable. An integer programming model is developed and various preprocessing techniques are investigated and evaluated. In addition, a number of cutting plane approaches have been applied. The performance of these approaches which are both general and application specific is examined.

A Lagrangian bound for many-to-many assignment problems

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Relax and fix heuristics to solve one-stage one-machine lot-scheduling models for small-scale soft drink plants

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

Lagrangian heuristic for a class of the generalized assignment problems

A Lagrangian based heuristic is proposed for many-to-many assignment problems taking into account capacity limits for task and agents. A modified Lagrangian bound studied earlier by the authors is presented and a greedy heuristic is then applied to get a feasible Lagrangian-based solution. The latter is also used to speed up the subgradient scheme to solve the modified Lagrangian dual problem. A numerical study is presented to demonstrate the efficiency of the proposed approach. (C) 2010 Elsevier Ltd. All rights reserved.

Solution approaches for the soft drink integrated production lot sizing and scheduling problem

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

A Lagrangian relaxation approach to a coupled lot-sizing and cutting stock problem

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

An implementation of modified scatter search algorithm to transmission expansion planning

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

Planejamento de Fontes Reativas em Sistemas de Energia Elétrica utilizando a técnica de Decomposição de Benders e o algoritmo de Branch-and-Bound

This paper presents the Benders decomposition technique and Branch and Bound algorithm used in the reactive power planning in electric energy systems. The Benders decomposition separates the planning problem into two subproblems: an investment subproblem (master) and the operation subproblem (slave), which are solved alternately. The operation subproblem is solved using a successive linear programming (SLP) algorithm while the investment subproblem, which is an integer linear programming (ILP) problem with discrete variables, is resolved using a Branch and Bound algorithm especially developed to resolve this type of problem.

Planning of secondary distribution circuits through evolutionary algorithms

In this work, the planning of secondary distribution circuits is approached as a mixed integer nonlinear programming problem (MINLP). In order to solve this problem, a dedicated evolutionary algorithm (EA) is proposed. This algorithm uses a codification scheme, genetic operators, and control parameters, projected and managed to consider the specific characteristics of the secondary network planning. The codification scheme maps the possible solutions that satisfy the requirements in order to obtain an effective and low-cost projected system-the conductors' adequate dimensioning, load balancing among phases, and the transformer placed at the center of the secondary system loads. An effective algorithm for three-phase power flow is used as an auxiliary methodology of the EA for the calculation of the fitness function proposed for solutions of each topology. Results for two secondary distribution circuits are presented, whereas one presents radial topology and the other a weakly meshed topology. © 2005 IEEE.

Artificial immune systems applied to optimal capacitor placement in radial distribution networks

The capacitor placement problem for radial distribution networks aims to determine capacitor types, sizes, locations and control scheme. This is a combinatorial problem that can be formulated as a mixed integer nonlinear program. The paper presents an algorithm inspired in artificial immune systems and developed for this specific problem. A good performance was obtained through experimental tests applied to known systems. © 2006 IEEE.

Interactive system for placement and coordination of overcurrent protective devices

In this paper, an expert and interactive system for developing protection system for overhead and radial distribution feeders is proposed. In this system the protective devices can be allocated through heuristic and an optimized way. In the latter one, the placement problem is modeled as a mixed integer non-linear programming, which is solved by genetic algorithm (GA). Using information stored in a database as well as a knowledge base, the computational system is able to obtain excellent conditions of selectivity and coordination for improving the feeder reliability indices. Tests for assessment of the algorithm efficiency were carried out using a real-life 660-nodes feeder. © 2006 IEEE.

GPS ambiguity resolution and validation under multipath effects: Improvements using wavelets

Integer carrier phase ambiguity resolution is the key to rapid and high-precision global navigation satellite system (GNSS) positioning and navigation. As important as the integer ambiguity estimation, it is the validation of the solution, because, even when one uses an optimal, or close to optimal, integer ambiguity estimator, unacceptable integer solution can still be obtained. This can happen, for example, when the data are degraded by multipath effects, which affect the real-valued float ambiguity solution, conducting to an incorrect integer (fixed) ambiguity solution. Thus, it is important to use a statistic test that has a correct theoretical and probabilistic base, which has became possible by using the Ratio Test Integer Aperture (RTIA) estimator. The properties and underlying concept of this statistic test are shortly described. An experiment was performed using data with and without multipath. Reflector objects were placed surrounding the receiver antenna aiming to cause multipath. A method based on multiresolution analysis by wavelet transform is used to reduce the multipath of the GPS double difference (DDs) observations. So, the objective of this paper is to compare the ambiguity resolution and validation using data from these two situations: data with multipath and with multipath reduced by wavelets. Additionally, the accuracy of the estimated coordinates is also assessed by comparing with the ground truth coordinates, which were estimated using data without multipath effects. The success and fail probabilities of the RTIA were, in general, coherent and showed the efficiency and the reliability of this statistic test. After multipath mitigation, ambiguity resolution becomes more reliable and the coordinates more precise. © Springer-Verlag Berlin Heidelberg 2007.

Branch and bound algorithm for transmission network expansion planning using DC model

This paper presents an algorithm to solve the network transmission system expansion planning problem using the DC model which is a mixed non-linear integer programming problem. The major feature of this work is the use of a Branch-and-Bound (B&B) algorithm to directly solve mixed non-linear integer problems. An efficient interior point method is used to solve the non-linear programming problem at each node of the B&B tree. Tests with several known systems are presented to illustrate the performance of the proposed method. ©2007 IEEE.

Heuristic algorithm to solve the short term transmission network expansion planning

In this paper, a method for solving the short term transmission network expansion planning problem is presented. This is a very complex mixed integer nonlinear programming problem that presents a combinatorial explosion in the search space. In order to And a solution of excellent quality for this problem, a constructive heuristic algorithm is presented in this paper. In each step of the algorithm, a sensitivity index is used to add a circuit (transmission line or transformer) or a capacitor bank (fixed or variable) to the system. This sensitivity index is obtained solving the problem considering the numbers of circuits and capacitors banks to be added (relaxed problem), as continuous variables. The relaxed problem is a large and complex nonlinear programming and was solved through a higher order interior point method. The paper shows results of several tests that were performed using three well-known electric energy systems in order to show the possibility and the advantages of using the AC model. ©2007 IEEE.

Lot sizing and furnace scheduling in small foundries

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.