975 resultados para Mixed integer nonlinear program
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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.
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Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)
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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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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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An optimization technique to solve distribution network planning (DNP) problem is presented. This is a very complex mixed binary nonlinear programming problem. A constructive heuristic algorithm (CHA) aimed at obtaining an excellent quality solution for this problem is presented. In each step of the CHA, a sensitivity index is used to add a circuit or a substation to the distribution network. This sensitivity index is obtained solving the DNP 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. A local improvement phase and a branching technique were implemented in the CHA. Results of two tests using a distribution network are presented in the paper in order to show the ability of the proposed algorithm. ©2009 IEEE.
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This paper presents a methodology to solve the transmission network expansion planning problem (TNEP) considering reliability and uncertainty in the demand. The proposed methodology provides an optimal expansion plan that allows the power system to operate adequately with an acceptable level of reliability and in an enviroment with uncertainness. The reliability criterion limits the expected value of the reliability index (LOLE - Loss Of Load Expectation) of the expanded system. The reliability is evaluated for the transmission system using an analytical technique based in enumeration. The mathematical model is solved, in a efficient way, using a specialized genetic algorithm of Chu-Beasley modified. Detailed results from an illustrative example are presented and discussed. © 2009 IEEE.
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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 paper presents a mixed-integer linear programming approach to solving the optimal fixed/switched capacitors allocation (OCA) problem in radial distribution systems with distributed generation. The use of a mixed-integer linear formulation guarantees convergence to optimality using existing optimization software. The results of one test system and one real distribution system are presented in order to show the accuracy as well as the efficiency of the proposed solution technique. © 2011 IEEE.
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This paper proposes a new strategy to reduce the combinatorial search space of a mixed integer linear programming (MILP) problem. The construction phase of greedy randomized adaptive search procedure (GRASP-CP) is employed to reduce the domain of the integer variables of the transportation model of the transmission expansion planning (TM-TEP) problem. This problem is a MILP and very difficult to solve specially for large scale systems. The branch and bound (BB) algorithm is used to solve the problem in both full and the reduced search space. The proposed method might be useful to reduce the search space of those kinds of MILP problems that a fast heuristic algorithm is available for finding local optimal solutions. The obtained results using some real test systems show the efficiency of the proposed method. © 2012 Springer-Verlag.
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In this paper we present a mixed integer model that integrates lot sizing and lot scheduling decisions for the production planning of a soft drink company. The main contribution of the paper is to present a model that differ from others in the literature for the constraints related to the scheduling decisions. The proposed strategy is compared to other strategies presented in the literature.
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This paper presents an efficient tabu search algorithm (TSA) to solve the problem of feeder reconfiguration of distribution systems. The main characteristics that make the proposed TSA particularly efficient are a) the way in which the neighborhood of the current solution was defined; b) the way in which the objective function value was estimated; and c) the reduction of the neighborhood using heuristic criteria. Four electrical systems, described in detail in the specialized literature, were used to test the proposed TSA. The result demonstrate that it is computationally very fast and finds the best solutions known in the specialized literature. © 2012 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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In this paper, capacitated lot sizing problems in which the classical lot sizing decisions are made considering the transportation costs of the manufactured products were studied. These costs are related to the necessary number of pallets or trucks to pack and/or transport the products from the factory to the warehouse. Three extensions of a mixed integer linear programming model from the literature are considered, representing general cases that are commonly found in companies. These models are tested and evaluated using an optimization package, and a Lagrangian heuristic was developed for one of the extensions proposed.