944 resultados para Mixed Binary Linear Programming
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This paper compares two linear programming (LP) models for shift scheduling in services where homogeneously-skilled employees are available at limited times. Although both models are based on set covering approaches, one explicitly matches employees to shifts, while the other imposes this matching implicitly. Each model is used in three forms—one with complete, another with very limited meal break placement flexibility, and a third without meal breaks—to provide initial schedules to a completion/improvement heuristic. The term completion/improvement heuristic is used to describe a construction/ improvement heuristic operating on a starting schedule. On 80 test problems varying widely in scheduling flexibility, employee staffing requirements, and employee availability characteristics, all six LP-based procedures generated lower cost schedules than a comparison from-scratch construction/improvement heuristic. This heuristic, which perpetually maintains an explicit matching of employees to shifts, consists of three phases which add, drop, and modify shifts. In terms of schedule cost, schedule generation time, and model size, the procedures based on the implicit model performed better, as a group, than those based on the explicit model. The LP model with complete break placement flexibility and implicitly matching employees to shifts generated schedules costing 6.7% less than those developed by the from-scratch heuristic.
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There are two types of work typically performed in services which differ in the degree of control management has over when the work must be done. Serving customers, an activity that can occur only when customers are in the system is, by its nature, uncontrollable work. In contrast, the execution of controllable work does not require the presence of customers, and is work over which management has some degree of temporal control. This paper presents two integer programming models for optimally scheduling controllable work simultaneously with shifts. One model explicitly defines variables for the times at which controllable work may be started, while the other uses implicit modeling to reduce the number of variables. In an initial experiment of 864 test problems, the latter model yielded optimal solutions in approximately 81 percent of the time required by the former model. To evaluate the impact on customer service of having front-line employees perform controllable work, a second experiment was conducted simulating 5,832 service delivery systems. The results show that controllable work offers a useful means of improving labor utilization. Perhaps more important, it was found that having front-line employees perform controllable work did not degrade the desired level of customer service.
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The aim of this paper is to provide an efficient control design technique for discrete-time positive periodic systems. In particular, stability, positivity and periodic invariance of such systems are studied. Moreover, the concept of periodic invariance with respect to a collection of boxes is introduced and investigated with connection to stability. It is shown how such concept can be used for deriving a stabilizing state-feedback control that maintains the positivity of the closed-loop system and respects states and control signals constraints. In addition, all the proposed results can be efficiently solved in terms of linear programming.
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Esta dissertação incide sobre o tema da coordenação entre sistemas eólicos e fotovoltaicos que participam no mercado de eletricidade. A incerteza da potência eólica e fotovoltaica é uma caraterística predominante nesta coordenação, devendo ser considerada no planeamento ótimo de sistemas eólico-fotovoltaicos. A fim de modelizar a incerteza é apresentada uma metodologia de otimização estocástica baseada em programação linear para maximizar o lucro esperado de uma empresa produtora de energia elétrica que participa no mercado diário. A coordenação entre sistemas eólicos e fotovoltaicos visa mitigar os desequilíbrios de energia, resultantes das ofertas horárias submetidas no mercado diário e, consequentemente, reduzir as penalizações financeiras. Os resultados da coordenação entre um sistema eólico e um sistema fotovoltaico são comparados com os resultados obtidos para a operação não coordenada. Estes resultados permitem concluir que a metodologia desenvolvida aplicada à coordenação apresenta um lucro esperado superior ao lucro obtido para a operação não coordenada; Abstract Stochastic Optimization Methodology for Wind-Photovoltaic Coordination This dissertation focuses on the issue of coordination between wind and photovoltaic systems participating in electricity markets. The uncertainty of wind and photovoltaic power is a main characteristic of these systems, which must be included in the optimal scheduling of the coordination of wind with photovoltaic systems. In order to model the uncertainty is presented a stochastic approach based on linear programming to maximize the profit of a wind photovoltaic power producer which participates in electricity markets. The coordination of wind with photovoltaic systems aims to mitigate the energy deviations, as a result of the participation in day-ahead market and therefore reducing economic penalties. The results obtained by the coordination are compared to results obtained by the separated operation of wind and photovoltaic systems. The results allow concluding that the proposed approach applied to the coordination presents an expected profit higher than the expected profit without coordination.
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The BBMCSFilter method was developed to solve mixed integer nonlinear programming problems. This kind of problems have integer and continuous variables and they appear very frequently in process engineering problems. The objective of this work is to analyze the performance of the method when the coordinate searches are interrupted in the context of the multistart strategy. From the numerical experiments, we observed a reduction on the number of function evaluations and on the CPU time.
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Increased occurrence of drought and dry spells during the growing season have resulted in increased interest in protection of tropical water catchment areas. In Mgeta, a water catchment area in the Uluguru Mountains in Tanzania, water used for vegetable and fruit production is provided through canals from the Uluguru South Forest Reserve. The clearing of forest land for cultivation in the steep slopes in the area is causing severe land degradation, which is threatening the water catchment area, livelihoods, and food security of the local communities, as well as the major population centers in the lowlands. In this paper, the economic performance of a traditional cropping-livestock system with East African (EA)-goats and pigs and extensive vegetable production is compared with a more sustainable and environmentally friendly crop-dairy goat production system. A linear programming (LP) crop-livestock model, maximizing farm income considering the environmental constraints in the area was applied for studying the economic performance of dairy goats in the production system. The model was worked out for the rainy and dry seasons and the analysis was conducted for a basic scenario representing the current situation, based on the variability in the 30 years period from 1982-2012, and in a scenario of both lower crop yields and increased crop variability due to climate change. Data obtained from a sample of 60 farmers that were interviewed using a questionnaire was used to develop and parameterize the model. The study found that in the steep slopes of the area, a crop-dairy goat system with extensive use of grass and multipurpose trees (MPTs) would do better than the traditional vegetable gardening with the EA goat production system. The crop-dairy goat system was superior both in the basic and in a climate change scenario since the yield variation of the grass and MPTs system was less affected compared to vegetable crops due to more tree cover and the use of perennial grasses. However, the goat milk production in the area was constrained by inadequate feeding and lack of an appropriate breeding program. Hence, farmers should enhance goat milk production by supplementing with more concentrate feed and by implementing goat-breeding principles. Moreover, policy measures to promote such a development are briefly discussed.
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Motion planning, or trajectory planning, commonly refers to a process of converting high-level task specifications into low-level control commands that can be executed on the system of interest. For different applications, the system will be different. It can be an autonomous vehicle, an Unmanned Aerial Vehicle(UAV), a humanoid robot, or an industrial robotic arm. As human machine interaction is essential in many of these systems, safety is fundamental and crucial. Many of the applications also involve performing a task in an optimal manner within a given time constraint. Therefore, in this thesis, we focus on two aspects of the motion planning problem. One is the verification and synthesis of the safe controls for autonomous ground and air vehicles in collision avoidance scenarios. The other part focuses on the high-level planning for the autonomous vehicles with the timed temporal constraints. In the first aspect of our work, we first propose a verification method to prove the safety and robustness of a path planner and the path following controls based on reachable sets. We demonstrate the method on quadrotor and automobile applications. Secondly, we propose a reachable set based collision avoidance algorithm for UAVs. Instead of the traditional approaches of collision avoidance between trajectories, we propose a collision avoidance scheme based on reachable sets and tubes. We then formulate the problem as a convex optimization problem seeking control set design for the aircraft to avoid collision. We apply our approach to collision avoidance scenarios of quadrotors and fixed-wing aircraft. In the second aspect of our work, we address the high level planning problems with timed temporal logic constraints. Firstly, we present an optimization based method for path planning of a mobile robot subject to timed temporal constraints, in a dynamic environment. Temporal logic (TL) can address very complex task specifications such as safety, coverage, motion sequencing etc. We use metric temporal logic (MTL) to encode the task specifications with timing constraints. We then translate the MTL formulae into mixed integer linear constraints and solve the associated optimization problem using a mixed integer linear program solver. We have applied our approach on several case studies in complex dynamical environments subjected to timed temporal specifications. Secondly, we also present a timed automaton based method for planning under the given timed temporal logic specifications. We use metric interval temporal logic (MITL), a member of the MTL family, to represent the task specification, and provide a constructive way to generate a timed automaton and methods to look for accepting runs on the automaton to find an optimal motion (or path) sequence for the robot to complete the task.
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Dissertação (mestrado)—Universidade de Brasília, Instituto de Ciências Exatas, Departamento de Ciência da Computação, 2015.
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International audience
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OBJECTIVES AND STUDY METHOD: There are two subjects in this thesis: “Lot production size for a parallel machine scheduling problem with auxiliary equipment” and “Bus holding for a simulated traffic network”. Although these two themes seem unrelated, the main idea is the optimization of complex systems. The “Lot production size for a parallel machine scheduling problem with auxiliary equipment” deals with a manufacturing setting where sets of pieces form finished products. The aim is to maximize the profit of the finished products. Each piece may be processed in more than one mold. Molds must be mounted on machines with their corresponding installation setup times. The key point of our methodology is to solve the single period lot-sizing decisions for the finished products together with the piece-mold and the mold-machine assignments, relaxing the constraint that a single mold may not be used in two machines at the same time. For the “Bus holding for a simulated traffic network” we deal with One of the most annoying problems in urban bus operations is bus bunching, which happens when two or more buses arrive at a stop nose to tail. Bus bunching reflects an unreliable service that affects transit operations by increasing passenger-waiting times. This work proposes a linear mathematical programming model that establishes bus holding times at certain stops along a transit corridor to avoid bus bunching. Our approach needs real-time input, so we simulate a transit corridor and apply our mathematical model to the data generated. Thus, the inherent variability of a transit system is considered by the simulation, while the optimization model takes into account the key variables and constraints of the bus operation. CONTRIBUTIONS AND CONCLUSIONS: For the “Lot production size for a parallel machine scheduling problem with auxiliary equipment” the relaxation we propose able to find solutions more efficiently, moreover our experimental results show that most of the solutions verify that molds are non-overlapping even if they are installed on several machines. We propose an exact integer linear programming, a Relax&Fix heuristic, and a multistart greedy algorithm to solve this problem. Experimental results on instances based on real-world data show the efficiency of our approaches. The mathematical model and the algorithm for the lot production size problem, showed in this research, can be used for production planners to help in the scheduling of the manufacturing. For the “Bus holding for a simulated traffic network” most of the literature considers quadratic models that minimize passenger-waiting times, but they are harder to solve and therefore difficult to operate by real-time systems. On the other hand, our methodology reduces passenger-waiting times efficiently given our linear programming model, with the characteristic of applying control intervals just every 5 minutes.
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El presente trabajo de titulación denominado Texto Guía para Docentes enfocado en el bloque de Matemáticas Discretas del Primero B.G.U, ha sido desarrollado con la finalidad de presentar un aporte significativoy de ayuda al docente de Matemáticas de Primero de Bachillerato, anhelando un mejor desenvolvimiento dentro del aula de clase. Este documento está elaborado en base a la legislación educativa ecuatoriana vigente y de los documentos oficiales del Ministerio de Educación, el tema propuesto corresponde al tercer bloque curricular del primer año de Bachillerato General Unificado en la asignatura de Matemáticas. Nuestro trabajo de titulación se compone de tres capítulos. En el capítulo uno, se presenta una síntesis de temas como la evolución de la educación ecuatoriana, los modelos pedagógicos, los métodos de enseñanza, didáctica de la matemática y programación lineal, considerados como base para el desarrollo de la propuesta. En el capítulo dos, se detalla la investigación estadística realizada mediante una encuesta aplicada a docentes de Matemáticas de Primer año de Bachillerato, pertenecientes a la Coordinación Zonal 6 de Educación, Distrito Norte. Los resultados encontrados cimentaron la propuesta de la implementación del texto guía para el aprendizaje de Matemáticas Discretas. En el capítulo tres se elabora la propuesta del texto guía, estructurado en seis guías didácticas, cada una corresponde al desarrollo de una destreza con criterio de desempeñopara el tema planteado. Al final de este capítulo, se detallan conclusiones y recomendaciones dirigidas para el docente de matemáticas.
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This paper deals with the problem of coordinated trading of wind and photovoltaic systems in order to find the optimal bid to submit in a pool-based electricity market. The coordination of wind and photovoltaic systems presents uncertainties not only due to electricity market prices, but also with wind and photovoltaic power forecast. Electricity markets are characterized by financial penalties in case of deficit or excess of generation. So, the aim o this work is to reduce these financial penalties and maximize the expected profit of the power producer. The problem is formulated as a stochastic linear programming problem. The proposed approach is validated with real data of pool-based electricity market of Iberian Peninsula.
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The variability in non-dispatchable power generation raises important challenges to the integration of renewable energy sources into the electricity power grid. This paper provides the coordinated trading of wind and photovoltaic energy to mitigate risks due to the wind and solar power variability, electricity prices, and financial penalties arising out the generation shortfall and surplus. The problem of wind-photovoltaic coordinated trading is formulated as a linear programming problem. The goal is to obtain the optimal bidding strategy that maximizes the total profit. The wind-photovoltaic coordinated operation is modeled and compared with the uncoordinated operation. A comparison of the models and relevant conclusions are drawn from an illustrative case study of the Iberian day-ahead electricity market.