An approach using Lagrangian/surrogate relaxation for lot-sizing with transportation costs

Neste trabalho estuda-se um problema de dimensionamento de lotes e distribuição que envolve além de custos de estoques, produção e preparação, custos de transportes para o armazém da empresa. Os custos logísticos estão associados aos contêineres necessários para empacotar os produtos produzidos. A empresa negocia um contrato de longo prazo onde um custo fixo por período é associado ao transporte dos itens, em contrapartida um limite de contêineres é disponibilizado com custo mais baixo que o custo padrão. Caso ocorra um aumento ocasional de demanda, novos contêineres podem ser utilizados, no entanto, seu custo é mais elevado. Um modelo matemático foi proposto na literatura e resolvido utilizando uma heurística Lagrangiana. No presente trabalho a resolução do problema por uma heurística Lagrangiana/surrogate é avaliada. Além disso, é considerada uma extensão do modelo da literatura adicionando restrições de capacidade e permitindo atraso no atendimento a demanda. Testes computacionais mostraram que a heurística Lagrangiana/surrogate é competitiva especialmente quando se têm restrições de capacidade apertada.

Heurística Surrogate para problema de carregamento de paletes dio produtor

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

Integração de modelos de localização a sistemas de informações geográficas

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

A Constructive Heuristic Algorithm for Distribution System Planning

A constructive heuristic algorithm (CHA) to solve distribution system planning (DSP) problem is presented. The DSP is a very complex mixed binary nonlinear programming problem. A CHA is aimed at obtaining an excellent quality solution for the DSP problem. However, a local improvement phase and a branching technique were implemented in the CHA to improve its solution. In each step of the CHA, a sensitivity index is used to add a circuit or a substation to the distribution system. This sensitivity index is obtained by solving the DSP problem considering the numbers of circuits and substations to be added as continuous variables (relaxed problem). The relaxed problem is a large and complex nonlinear programming and was solved through an efficient nonlinear optimization solver. Results of two tests systems and one real distribution system are presented in this paper in order to show the ability of the proposed algorithm.

Efficient heuristic algorithm used for optimal capacitor placement in distribution systems

An efficient heuristic algorithm is presented in this work in order to solve the optimal capacitor placement problem in radial distribution systems. The proposal uses the solution from the mathematical model after relaxing the integrality of the discrete variables as a strategy to identify the most attractive bus to add capacitors to each step of the heuristic algorithm. The relaxed mathematical model is a nonlinear programming problem and is solved using a specialized interior point method, The algorithm still incorporates an additional strategy of local search that enables the finding of a group of quality solutions after small alterations in the optimization strategy. Proposed solution methodology has been implemented and tested in known electric systems getting a satisfactory outcome compared with metaheuristic methods.The tests carried out in electric systems known in specialized literature reveal the satisfactory outcome of the proposed algorithm compared with metaheuristic methods. (C) 2009 Elsevier Ltd. All rights reserved.

Spatial electric load forecasting using an evolutionary heuristic

A method for spatial electric load forecasting using elements from evolutionary algorithms is presented. The method uses concepts from knowledge extraction algorithms and linguistic rules' representation to characterize the preferences for land use into a spatial database. The future land use preferences in undeveloped zones in the electrical utility service area are determined using an evolutionary heuristic, which considers a stochastic behavior by crossing over similar rules. The method considers development of new zones and also redevelopment of existing ones. The results are presented in future preference maps. The tests in a real system from a midsized city show a high rate of success when results are compared with information gathered from the utility planning department. The most important features of this method are the need for few data and the simplicity of the algorithm, allowing for future scalability.

Constructive heuristic algorithm for the DC model in network transmission expansion planning

A novel constructive heuristic algorithm to the network expansion planning problem is presented the basic idea comes from Garver's work applied to the transportation model, nevertheless the proposed algorithm is for the DC model. Tests results with most known systems in the literature are carried out to show the efficiency of the method.

Constructive heuristic algorithm in branch-and-bound structure applied to transmission network expansion planning

A constructive heuristic algorithm to solve the transmission system expansion planning problem is proposed with the aim of circumventing some critical problems of classical heuristic algorithms that employ relaxed mathematical models to calculate a sensitivity index that guides the circuit additions. The proposed heuristic algorithm is in a branch-and-bound algorithm structure, which can be used with any planning model, such as Transportation model, DC model, AC model or Hybrid models. Tests of the proposed algorithm are presented on real Brazilian systems.

A heuristic method for reactive power planning

An approach for solving reactive power planning problems is presented, which is based on binary search techniques and the use of a special heuristic to obtain a discrete solution. Two versions were developed, one to run on conventional (sequential) computers and the other to run on a distributed memory (hypercube) machine. This latter parallel processing version employs an asynchronous programming model. Once the set of candidate buses has been defined, the program gives the location and size of the reactive sources needed(if any) in keeping with operating and security constraints.

Analysis of heuristic algorithms for the transportation model in static and multistage planning in network expansion systems

The usefulness of the application of heuristic algorithms in the transportation model, first proposed by Garver, is analysed in relation to planning for the expansion of transmission systems. The formulation of the mathematical model and the solution techniques proposed in the specialised literature are analysed in detail. Starting with the constructive heuristic algorithm proposed by Garver, an extension is made to the problem of multistage planning for transmission systems. The quality of the solutions found by heuristic algorithms for the transportation model is analysed, as are applications in problems of planning transmission systems.

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.

Using traditional heuristic algorithms on an initial genetic algorithm population applied to the transmission expansion planning problem

This paper analyses the impact of choosing good initial populations for genetic algorithms regarding convergence speed and final solution quality. Test problems were taken from complex electricity distribution network expansion planning. Constructive heuristic algorithms were used to generate good initial populations, particularly those used in resolving transmission network expansion planning. The results were compared to those found by a genetic algorithm with random initial populations. The results showed that an efficiently generated initial population led to better solutions being found in less time when applied to low complexity electricity distribution networks and better quality solutions for highly complex networks when compared to a genetic algorithm using random initial populations.

A constructive heuristic algorithm to Short Term Transmission Network Expansion Planning

In this paper a method for solving the Short Term Transmission Network Expansion Planning (STTNEP) problem is presented. The STTNEP is a very complex mixed integer nonlinear programming problem that presents a combinatorial explosion in the search space. In this work we present a constructive heuristic algorithm to find a solution of the STTNEP of excellent quality. In each step of the algorithm a sensitivity index is used to add a circuit (transmission line or transformer) to the system. This sensitivity index is obtained solving the STTNEP problem considering as a continuous variable the number of circuits to be added (relaxed problem). The relaxed problem is a large and complex nonlinear programming and was solved through an interior points method that uses a combination of the multiple predictor corrector and multiple centrality corrections methods, both belonging to the family of higher order interior points method (HOIPM). Tests were carried out using a modified Carver system and the results presented show the good performance of both the constructive heuristic algorithm to solve the STTNEP problem and the HOIPM used in each step.

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.

Evolutionary heuristic to determine future land use

In the spatial electric load forecasting, the future land use determination is one of the most important tasks, and one of the most difficult, because of the stochastic nature of the city growth. This paper proposes a fast and efficient algorithm to find out the future land use for the vacant land in the utility service area, using ideas from knowledge extraction and evolutionary algorithms. The methodology was implemented into a full simulation software for spatial electric load forecasting, showing a high rate of success when the results are compared to information gathered from specialists. The importance of this methodology lies in the reduced set of data needed to perform the task and the simplicity for implementation, which is a great plus for most of the electric utilities without specialized tools for this planning activity. © 2008 IEEE.