863 resultados para Linear Mixed Integer Multicriteria Optimization


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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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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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An optimisation technique to solve transmission network expansion planning problem, using the AC model, is presented. This is a very complex mixed integer nonlinear programming problem. A constructive heuristic algorithm aimed at obtaining an excellent quality solution for this problem is presented. An interior point method is employed to solve nonlinear programming problems during the solution steps of the algorithm. Results of the tests, carried out with three electrical energy systems, show the capabilities of the method and also the viability of using the AC model to solve the problem.

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The paper presents a constructive heuristic algorithm (CHA) for solving directly the long-term transmission-network-expansion-planning (LTTNEP) problem using the DC model. The LTTNEP is a very complex mixed-integer nonlinear-programming problem and presents a combinatorial growth in the search space. The CHA is used to find a solution for the LTTNEP problem of good quality. A sensitivity index is used in each step of the CHA to add circuits to the system. This sensitivity index is obtained by solving the relaxed problem of LTTNEP, i.e. considering the number of circuits to be added as a continuous variable. The relaxed problem is a large and complex nonlinear-programming problem and was solved through the interior-point method (IPM). Tests were performed using Garver's system, the modified IEEE 24-Bus system and the Southern Brazilian reduced system. The results presented show the good performance of IPM inside the CHA.

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

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A branch and bound (B& B) algorithm using the DC model, to solve the power system transmission expansion planning by incorporating the electrical losses in network modelling problem is presented. This is a mixed integer nonlinear programming (MINLP) problem, and in this approach, the so-called fathoming tests in the B&B algorithm were redefined and a nonlinear programming (NLP) problem is solved in each node of the B& B tree, using an interior-point method. Pseudocosts were used to manage the development of the B&B tree and to decrease its size and the processing time. There is no guarantee of convergence towards global optimisation for the MINLP problem. However, preliminary tests show that the algorithm easily converges towards the best-known solutions or to the optimal solutions for all the tested systems neglecting the electrical losses. When the electrical losses are taken into account, the solution obtained using the Garver system is better than the best one known in the literature.

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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

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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.

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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.

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The present paper deals with estimation of variance components, prediction of breeding values and selection in a population of rubber tree [Hevea brasiliensis (Willd. ex Adr. de Juss.) Müell.-Arg.] from Rio Branco, State of Acre, Brazil. The REML/BLUP (restricted maximum likelihood/best linear unbiased prediction) procedure was applied. For this purpose, 37 rubber tree families were obtained and assessed in a randomized complete block design, with three unbalanced replications. The field trial was carried out at the Experimental Station of UNESP, located in Selvíria, State of Mato Grosso do Sul, Brazil. The quantitative traits evaluated were: girth (G), bark thickness (BT), number of latex vessel rings (NR), and plant height (PH). Given the unbalanced condition of the progeny test, the REML/BLUP procedure was used for estimation. The narrow-sense individual heritability estimates were 0.43 for G, 0.18 for BT, 0.01 for NR, and 0.51 for PH. Two selection strategies were adopted: one short-term (ST - selection intensity of 8.85%) and the other long-term (LT - selection intensity of 26.56%). For G, the estimated genetic gains in relation to the population average were 26.80% and 17.94%, respectively, according to the ST and LT strategies. The effective population sizes were 22.35 and 46.03, respectively. The LT and ST strategies maintained 45.80% and 28.24%, respectively, of the original genetic diversity represented in the progeny test. So, it can be inferred that this population has potential for both breeding and ex situ genetic conservation as a supplier of genetic material for advanced rubber tree breeding programs. Copyright by the Brazilian Society of Genetics.

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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.

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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.

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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.