Multi-population genetic algorithm to solve the synchronized and integrated two-level lot sizing and scheduling problem

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

Binary integer programming formulations for scheduling in market-driven foundries

This paper describes the development and solution of binary integer formulations for production scheduling problems in market-driven foundries. This industrial sector is comprised of small and mid-sized companies with little or no automation, working with diversified production, involving several different metal alloy specifications in small tailor-made product lots. The characteristics and constraints involved in a typical production environment at these industries challenge the formulation of mathematical programming models that can be computationally solved when considering real applications. However, despite the interest on the part of these industries in counting on effective methods for production scheduling, there are few studies available on the subject. The computational tests prove the robustness and feasibility of proposed models in situations analogous to those found in production scheduling at the analyzed industrial sector. (C) 2010 Elsevier Ltd. All rights reserved.

Combined Pool/Bilateral Short-Term Hydrothermal Scheduling Model for Day-Ahead Energy Markets

This paper proposes a combined pool/bilateral short term hydrothermal scheduling model (PDC) for the context of the day-ahead energy markets. Some innovative aspects are introduced in the model, such as: i) the hydraulic generation is optimized through the opportunity cost function proposed; ii) there is no decoupling between physical and commercial dispatches, as is the case today in Brazil; iii) interrelationships between pool and bilateral markets are represented through a single optimization problem; iv) risk exposures related to future deficits are intrinsically mitigated; v) the model calculates spot prices in an hourly basis and the results show a coherent correlation between hydrological conditions and calculated prices. The proposed PDC model is solved by a primal-dual interior point method and is evaluated by simulations involving a test system. The results are focused on sensitivity analyses involving the parameters of the model, in such a way to emphasize its main modeling aspects. The results show that the proposed PDC provides a conceptual means for short term price formation for hydrothermal systems.

Interior point method for long-term generation scheduling of large-scale hydrothermal systems

This paper presents an interior point method for the long-term generation scheduling of large-scale hydrothermal systems. The problem is formulated as a nonlinear programming one due to the nonlinear representation of hydropower production and thermal fuel cost functions. Sparsity exploitation techniques and an heuristic procedure for computing the interior point method search directions have been developed. Numerical tests in case studies with systems of different dimensions and inflow scenarios have been carried out in order to evaluate the proposed method. Three systems were tested, with the largest being the Brazilian hydropower system with 74 hydro plants distributed in several cascades. Results show that the proposed method is an efficient and robust tool for solving the long-term generation scheduling problem.

A systematization for one-loop 4D Feynman integrals

We present a strategy for the systematization of manipulations and calculations involving divergent (or not) Feynman integrals, typical of the one-loop perturbative solutions of QFT, where the use of an explicit regularization is avoided. Two types of systematization are adopted. The divergent parts are put in terms of a small number of standard objects, and a set of structure functions for the finite parts is also defined. Some important properties of the finite structures, specially useful in the verification of relations among Green's functions, are identified. We show that, in fundamental (renormalizable) theories, all the finite parts of two-, three- and four-point functions can be written in terms of only three basic functions while the divergent parts require (only) five objects. The final results obtained within the proposed strategy can be easily converted into those corresponding to any specific regularization technique providing an unified point of view for the treatment of divergent Feynman integrals. Examples of physical amplitudes evaluation and their corresponding symmetry relations verification are presented as well as generalizations of our results for the treatment of Green's functions having an arbitrary number of points are considered.

Consistency of superspace low energy equations of motion of 4D Type II superstring with Type II sigma model at tree-level

We derive the torsion constraints and show the consistency of equations of motion of four-dimensional Type II supergravity in superspace. with Type II sigma model. This is achieved by coupling the four-dimensional compactified Type II Berkovits' superstring to an N = 2 curved background and requiring that the sigma-model has superconformal invariance at tree-level. We compute this in a manifestly 4D N = 2 supersymmetric way. The constraints break the target conformal and SU(2) invariances and the dilaton will be a conformal, SU(2) x U(1) compensator. For Type II superstring in four dimensions, worldsheet supersymmetry requires two different compensators. One type is described by chiral and anti-chiral superfields. This compensator can be identified with a vector multiplet. The other Type II compensator is described by twist-chiral and twist-anti-chiral superfields and can be identified with a tensor hypermultiplet. Also, the superconformal invariance at tree-level selects a particular gauge, where the matter is fixed, but not the compensators. After imposing the reality conditions, we show that the Type II sigma model at tree-level is consistent with the equations of motion for Type II supergravity in the string gauge. (C) 2003 Elsevier B.V All rights reserved.

Short term hydroelectric scheduling combining network flow and interior point approaches

In this paper, short term hydroelectric scheduling is formulated as a network flow optimization model and solved by interior point methods. The primal-dual and predictor-corrector versions of such interior point methods are developed and the resulting matrix structure is explored. This structure leads to very fast iterations since it avoids computation and factorization of impedance matrices. For each time interval, the linear algebra reduces to the solution of two linear systems, either to the number of buses or to the number of independent loops. Either matrix is invariant and can be factored off-line. As a consequence of such matrix manipulations, a linear system which changes at each iteration has to be solved, although its size is reduced to the number of generating units and is not a function of time intervals. These methods were applied to IEEE and Brazilian power systems, and numerical results were obtained using a MATLAB implementation. Both interior point methods proved to be robust and achieved fast convergence for all instances tested. (C) 2004 Elsevier Ltd. All rights reserved.

Joint rolling-horizon scheduling of materials processing and lot-sizing with sequence-dependent setups

A lot sizing and scheduling problem from a foundry is considered in which key materials are produced and then transformed into many products on a single machine. A mixed integer programming (MIP) model is developed, taking into account sequence-dependent setup costs and times, and then adapted for rolling horizon use. A relax-and-fix (RF) solution heuristic is proposed and computationally tested against a high-performance MIP solver. Three variants of local search are also developed to improve the RF method and tested. Finally the solutions are compared with those currently practiced at the foundry.

Stochastic scheduling - A flow shop no wait application and solutions

Minimizing the makespan of a flow-shop no-wait (FSNW) schedule where the processing times are randomly distributed is an important NP-Complete Combinatorial Optimization Problem. In spite of this, it can be found only in very few papers in the literature. By considering the Start Interval Concept, this problem can be formulated, in a practical way, in function of the probability of the success in preserve FSNW constraints for all tasks execution. With this formulation, for the particular case with 3 machines, this paper presents different heuristics solutions: by integrating local optimization steps with insertion procedures and by using genetic algorithms for search the solution space. Computational results and performance evaluations are commented. Copyright (C) 1998 IFAC.

Incorporating voltage/reactive representation to short-term generation scheduling models

This paper proposes a methodology to incorporate voltage/reactive representation to Short Term Generation Scheduling (STGS) models, which is based on active/reactive decoupling characteristics of power systems. In such approach STGS is decoupled in both Active (AGS) and Reactive (RGS) Generation Scheduling models. AGS model establishes an initial active generation scheduling through a traditional dispatch model. The scheduling proposed by AGS model is evaluated from the voltage/reactive points of view, through the proposed RGS model. RGS is formulated as a sequence of T nonlinear OPF problems, solved separately but taking into account load tracking between consecutive time intervals. This approach considerably reduces computational effort to perform the reactive analysis of the RGS problem as a whole. When necessary, RGS model is capable to propose active generation redispatches, such that critical reactive problems (in which all reactive variables have been insufficient to control the reactive problems) can be overcome. The formulation and solution methodology proposed are evaluated in the IEEE30 system in two case studies. These studies show that the methodology is robust enough to incorporate reactive aspects to STGS problem.

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)

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

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

Weekly Self-Scheduling, Forward Contracting, and Offering Strategy for a Producer

Within a weekly market horizon, this paper considers a power producer that sells its energy both in the pool and through weekly forward contracts. The paper provides a methodology that allows the producer to derive the self-scheduling of its production units, to select weekly forward contracts, and to obtain the offering strategy for Monday's pool. The proposed technique is based on stochastic programming and allows the producer to maximize its expected profit while controlling the risk of profit variability. A comprehensive case study is used to illustrate the characteristics of the proposed methodology. Appropriate conclusions are finally drawn.

Euclidean 4d exact solitons in a Skyrme type model

We introduce a Skyrme type, four-dimensional Euclidean field theory made of a triplet of scalar fields n→, taking values on the sphere S2, and an additional real scalar field φ, which is dynamical only on a three-dimensional surface embedded in R4. Using a special ansatz we reduce the 4d non-linear equations of motion into linear ordinary differential equations, which lead to the construction of an infinite number of exact soliton solutions with vanishing Euclidean action. The theory possesses a mass scale which fixes the size of the solitons in way which differs from Derrick's scaling arguments. The model may be relevant to the study of the low energy limit of pure SU(2) Yang-Mills theory. © 2004 Elsevier B.V. All rights reserved.