983 resultados para Mixed-integer linear programing
Resumo:
Perhaps due to its origins in a production scheduling software called Optimised Production Technology (OPT), plus the idea of focusing on system constraints, many believe that the Theory of Constraints (TOC) has a vocation for optimal solutions. Those who assess TOC according to this perspective indicate that it guarantees an optimal solution only in certain circumstances. In opposition to this view and founded on a numeric example of a production mix problem, this paper shows, by means of TOC assumptions, why the TOC should not be compared to methods intended to seek optimal or the best solutions, but rather sufficiently good solutions, possible in non-deterministic environments. Moreover, we extend the range of relevant literature on product mix decision by introducing a heuristic based on the uniquely identified work that aims at achieving feasible solutions according to the TOC point of view. The heuristic proposed is tested on 100 production mix problems and the results are compared with the responses obtained with the use of Integer Linear Programming. The results show that the heuristic gives good results on average, but performance falls sharply in some situations. © 2013 Copyright Taylor and Francis Group, LLC.
Resumo:
Defining product mix is very important for organisations because it determines how productive resources are allocated among various operations. However, it is often defined subjectively. The methods commonly used for this definition are Integer Linear Programming and heuristics based in Theory of Constraints, which use maximum throughput as a performance measure. Although this measure provides maximum throughput to specific problem, it does not consider aspects of time, as days, utilised to make the throughput. Taking this into account, the aim of this paper is to present a throughput per day approach to define product mix, as well as to propose a constructive heuristic to help in this process. The results show that the proposed heuristic obtained satisfactory approximation when compared to the optimum values obtained by enumeration. © 2013 Copyright Taylor and Francis Group, LLC.
Resumo:
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.
Resumo:
Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)
Resumo:
Pós-graduação em Biometria - IBB
Resumo:
Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)
Resumo:
Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)
Resumo:
Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)
Resumo:
Pós-graduação em Engenharia Elétrica - FEIS
Resumo:
Pós-graduação em Engenharia Elétrica - FEIS
Resumo:
Pós-graduação em Engenharia Elétrica - FEIS
Resumo:
The hydroelectric power plant Hidroltuango represents a major expansion for the Colombian electrical system (with a total capacity of 2400 MW). This paper analyzes the possible interconnections and investments involved in connecting Hidroltuango, in order to strengthen the Colombian national transmission system. A Mixed Binary Linear Programming (MBLP) model was used to solve the Multistage Transmission Network Expansion Planning (MTEP) problem of the Colombian electrical system, taking the N-1 safety criterion into account. The N-1 safety criterion indicates that the transmission system must be expanded so that the system will continue to operate properly if an outage in a system element (within a pre-defined set of contingencies) occurs. The use of a MBLP model guaranteed the convergence with existing classical optimization methods and the optimal solution for the MTEP using commercial solvers. Multiple scenarios for generation and demand were used to consider uncertainties within these parameters. The model was implemented using the algebraic modeling language AMPL and solved using the commercial solver CPLEX. The proposed model was then applied to the Colombian electrical system using the planning horizon of 2018-2025. (C) 2014 Elsevier B.V. All rights reserved.
Resumo:
In this paper, the optimal reactive power planning problem under risk is presented. The classical mixed-integer nonlinear model for reactive power planning is expanded into two stage stochastic model considering risk. This new model considers uncertainty on the demand load. The risk is quantified by a factor introduced into the objective function and is identified as the variance of the random variables. Finally numerical results illustrate the performance of the proposed model, that is applied to IEEE 30-bus test system to determine optimal amount and location for reactive power expansion.
Resumo:
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.
Resumo:
The transmission expansion planning problem in modern power systems is a large-scale, mixed-integer, nonlinear and non-convex problem. this paper presents a new mathematical model and a constructive heuristic algorithm (CHA) for solving transmission expansion planning problem under new environment of electricity restructuring. CHA finds an acceptable solution in an iterative process, where in each step a circuit is chosen using a sensitivity index and added to the system. The proposed model consider multiple generation scenarios therefore the methodology finds high quality solution in which it allows the power system operate adequacy in an environment with multiple generators scenarios. Case studies and simulation results using test systems show possibility of using Constructive heuristic algorithm in an open access system.