Általános egyensúlyi modellek alkalmazása gazdaságpolitikai elemzésekre (Application of general equilibrium models to economic policy analyses)

A szerző az alkalmazott többszektoros modellezés területén a lineáris programozási modellektől a számszerűsített általános egyensúlyi modellekig végbement változásokat tekinti át. Egy rövid történeti visszapillantás után a lineáris programozás módszereire épülő nemzetgazdasági szintű modellekkel összevetve mutatja be az általános egyensúlyi modellek közös, illetve eltérő jellemzőit. Egyidejűleg azt is érzékelteti, hogyan lehet az általános egyensúlyi modelleket a gazdaságpolitikai célok konzisztenciájának, a célok közötti átváltási lehetőségek elemzésére és általában a gazdaságpolitikai elképzelések érzékenységi vizsgálatára felhasználni. A szerző az elméleti-módszertani kérdések taglalását számszerűsített általános egyensúlyi modell segítségével illusztrálja. _______ The author surveys the changes having taken place in the field of multi-sector modeling, from the linear programming models to the quantified general equilibrium models. After a brief historical retrospection he presents the common and different characteristic features of the general equilibrium models by comparing them with the national economic level models based on the methods of linear programming. He also makes clear how the general equilibrium models can be used for analysing the consistency of economic policy targets, for the investigation of trade-off possibilities among the targets and, in general, for sensitivity analyses of economic policy targets. The discussion of theoretical and methodological quuestions is illustrated by the author with the aid of a quantified general equilibrium model.

Improved stochastic optimization of railway timetables

We present a general model to find the best allocation of a limited amount of supplements (extra minutes added to a timetable in order to reduce delays) on a set of interfering railway lines. By the best allocation, we mean the solution under which the weighted sum of expected delays is minimal. Our aim is to finely adjust an already existing and well-functioning timetable. We model this inherently stochastic optimization problem by using two-stage recourse models from stochastic programming, building upon earlier research from the literature. We present an improved formulation, allowing for an efficient solution using a standard algorithm for recourse models. We show that our model may be solved using any of the following theoretical frameworks: linear programming, stochastic programming and convex non-linear programming, and present a comparison of these approaches based on a real-life case study. Finally, we introduce stochastic dependency into the model, and present a statistical technique to estimate the model parameters from empirical data.

Economic reform, allocative effiency and terms of trade

It has widely been agreed that the distorted price system is one of the causes of inefficient ecooomic decisions in centrally planned economies. The paper investigates the possible effect of a price reform on the allocation of resources in a situation where micro-efficiency remains unchanged. Foreign trade and endogenously induced terms-of-trade changes are focal points ín the multisectoral applied general equilibrium analysis. Special attention is paid to some methodological problems connected to the representation of foreign trade in such models. The adoption of Armington's assumption leads to an export demand function and this in turn gives rise to the question of optimal export structure, different from the equilibrium one-an aspect so far neglected in the related literature. The results show, that the applied model allows for a more flexible handling of the overspecialization problem, than the linear programming models. It also becomes evident that the use of export demand functions brings unwanted terms-of-trade changes into the model, to be avoided by a suitable reformulation of the model. The analysis also suggests, that a price reform alone does not significantly increase global economic efficiency. Thus the effect of an economic reform on micro-efficiency appears to be a more crucial factor. The author raises in conclusion some rather general questions related to the foreign trade practice of small open economies.

System design and resource management in the next-generation integrated WLAN and 3G cellular networks

Next-generation integrated wireless local area network (WLAN) and 3G cellular networks aim to take advantage of the roaming ability in a cellular network and the high data rate services of a WLAN. To ensure successful implementation of an integrated network, many issues must be carefully addressed, including network architecture design, resource management, quality-of-service (QoS), call admission control (CAC) and mobility management. ^ This dissertation focuses on QoS provisioning, CAC, and the network architecture design in the integration of WLANs and cellular networks. First, a new scheduling algorithm and a call admission control mechanism in IEEE 802.11 WLAN are presented to support multimedia services with QoS provisioning. The proposed scheduling algorithms make use of the idle system time to reduce the average packet loss of realtime (RT) services. The admission control mechanism provides long-term transmission quality for both RT and NRT services by ensuring the packet loss ratio for RT services and the throughput for non-real-time (NRT) services. ^ A joint CAC scheme is proposed to efficiently balance traffic load in the integrated environment. A channel searching and replacement algorithm (CSR) is developed to relieve traffic congestion in the cellular network by using idle channels in the WLAN. The CSR is optimized to minimize the system cost in terms of the blocking probability in the interworking environment. Specifically, it is proved that there exists an optimal admission probability for passive handoffs that minimizes the total system cost. Also, a method of searching the probability is designed based on linear-programming techniques. ^ Finally, a new integration architecture, Hybrid Coupling with Radio Access System (HCRAS), is proposed for lowering the average cost of intersystem communication (IC) and the vertical handoff latency. An analytical model is presented to evaluate the system performance of the HCRAS in terms of the intersystem communication cost function and the handoff cost function. Based on this model, an algorithm is designed to determine the optimal route for each intersystem communication. Additionally, a fast handoff algorithm is developed to reduce the vertical handoff latency.^

Algorithms for scheduling parallel batch processing machines with non-identical job ready times

This research is motivated by a practical application observed at a printed circuit board (PCB) manufacturing facility. After assembly, the PCBs (or jobs) are tested in environmental stress screening (ESS) chambers (or batch processing machines) to detect early failures. Several PCBs can be simultaneously tested as long as the total size of all the PCBs in the batch does not violate the chamber capacity. PCBs from different production lines arrive dynamically to a queue in front of a set of identical ESS chambers, where they are grouped into batches for testing. Each line delivers PCBs that vary in size and require different testing (or processing) times. Once a batch is formed, its processing time is the longest processing time among the PCBs in the batch, and its ready time is given by the PCB arriving last to the batch. ESS chambers are expensive and a bottleneck. Consequently, its makespan has to be minimized. ^ A mixed-integer formulation is proposed for the problem under study and compared to a formulation recently published. The proposed formulation is better in terms of the number of decision variables, linear constraints and run time. A procedure to compute the lower bound is proposed. For sparse problems (i.e. when job ready times are dispersed widely), the lower bounds are close to optimum. ^ The problem under study is NP-hard. Consequently, five heuristics, two metaheuristics (i.e. simulated annealing (SA) and greedy randomized adaptive search procedure (GRASP)), and a decomposition approach (i.e. column generation) are proposed—especially to solve problem instances which require prohibitively long run times when a commercial solver is used. Extensive experimental study was conducted to evaluate the different solution approaches based on the solution quality and run time. ^ The decomposition approach improved the lower bounds (or linear relaxation solution) of the mixed-integer formulation. At least one of the proposed heuristic outperforms the Modified Delay heuristic from the literature. For sparse problems, almost all the heuristics report a solution close to optimum. GRASP outperforms SA at a higher computational cost. The proposed approaches are viable to implement as the run time is very short. ^

A computer simulation model for single -lane roundabouts

During the past three decades, the use of roundabouts has increased throughout the world due to their greater benefits in comparison with intersections controlled by traditional means. Roundabouts are often chosen because they are widely associated with low accident rates, lower construction and operating costs, and reasonable capacities and delay. ^ In the planning and design of roundabouts, special attention should be given to the movement of pedestrians and bicycles. As a result, there are several guidelines for the design of pedestrian and bicycle treatments at roundabouts that increase the safety of both pedestrians and bicyclists at existing and proposed roundabout locations. Different design guidelines have differing criteria for handling pedestrians and bicyclists at roundabout locations. Although all of the investigated guidelines provide better safety (depending on the traffic conditions at a specific location), their effects on the performance of the roundabout have not been examined yet. ^ Existing roundabout analysis software packages provide estimates of capacity and performance characteristics. This includes characteristics such as delay, queue lengths, stop rates, effects of heavy vehicles, crash frequencies, and geometric delays, as well as fuel consumption, pollutant emissions and operating costs for roundabouts. None of these software packages, however, are capable of determining the effects of various pedestrian crossing locations, nor the effect of different bicycle treatments on the performance of roundabouts. ^ The objective of this research is to develop simulation models capable of determining the effect of various pedestrian and bicycle treatments at single-lane roundabouts. To achieve this, four models were developed. The first model simulates a single-lane roundabout without bicycle and pedestrian traffic. The second model simulates a single-lane roundabout with a pedestrian crossing and mixed flow bicyclists. The third model simulates a single-lane roundabout with a combined pedestrian and bicycle crossing, while the fourth model simulates a single-lane roundabout with a pedestrian crossing and a bicycle lane at the outer perimeter of the roundabout for the bicycles. Traffic data was collected at a modern roundabout in Boca Raton, Florida. ^ The results of this effort show that installing a pedestrian crossing on the roundabout approach will have a negative impact on the entry flow, while the downstream approach will benefit from the newly created gaps by pedestrians. Also, it was concluded that a bicycle lane configuration is more beneficial for all users of the roundabout instead of the mixed flow or combined crossing. Installing the pedestrian crossing at one-car length is more beneficial for pedestrians than two- and three-car lengths. Finally, it was concluded that the effect of the pedestrian crossing on the vehicle queues diminishes as the distance between the crossing and the roundabout increases. ^

Capacity planning methodology for concurrent engineer -to -order operations

This research focuses on developing a capacity planning methodology for the emerging concurrent engineer-to-order (ETO) operations. The primary focus is placed on the capacity planning at sales stage. This study examines the characteristics of capacity planning in a concurrent ETO operation environment, models the problem analytically, and proposes a practical capacity planning methodology for concurrent ETO operations in the industry. A computer program that mimics a concurrent ETO operation environment was written to validate the proposed methodology and test a set of rules that affect the performance of a concurrent ETO operation. ^ This study takes a systems engineering approach to the problem and employs systems engineering concepts and tools for the modeling and analysis of the problem, as well as for developing a practical solution to this problem. This study depicts a concurrent ETO environment in which capacity is planned. The capacity planning problem is modeled into a mixed integer program and then solved for smaller-sized applications to evaluate its validity and solution complexity. The objective is to select the best set of available jobs to maximize the profit, while having sufficient capacity to meet each due date expectation. ^ The nature of capacity planning for concurrent ETO operations is different from other operation modes. The search for an effective solution to this problem has been an emerging research field. This study characterizes the problem of capacity planning and proposes a solution approach to the problem. This mathematical model relates work requirements to capacity over the planning horizon. The methodology is proposed for solving industry-scale problems. Along with the capacity planning methodology, a set of heuristic rules was evaluated for improving concurrent ETO planning. ^

How effective are heuristic solutions for electricity planning in developing countries

Acknowledgement The first author would like to acknowledge the University of Aberdeen and the Henderson Economics Research Fund for funding his PhD studies in the period 2011-2014 which formed the basis for the research presented in this paper. The first author would also like to acknowledge the Macaulay Development Trust which funds his postdoctoral fellowship with The James Hutton Institute, Aberdeen, Scotland. The authors thank two anonymous referees for valuable comments and suggestions on earlier versions of this paper. All usual caveats apply

Problème de déploiement de ressources dans le cas des feux de forêts majeurs - Opérations aériennes

Chaque année le feu brûle quelques dizaines de milliers d’hectares de forêts québécoises. Le coût annuel de prévention et de lutte contre les feux de forêts au Québec est de l’ordre de plusieurs dizaines de millions de dollars. Le présent travail contribue à la réduction de ces coûts à travers l’automatisation du processus de planification des opérations de suppression des feux de forêts majeurs. Pour ce faire, un modèle mathématique linéaire en nombres entiers a été élaboré, résolu et testé; introduisant un nouveau cas particulier à la littérature des Problèmes de Tournées de Véhicules (VRP). Ce modèle mathématique concerne le déploiement aérien des ressources disponibles pour l’extinction des incendies. Le modèle élaboré a été testé avec CPLEX sur des cas tirés de données réelles. Il a permis de réduire le temps de planification des opérations d’extinction des feux de forêts majeurs de 75% dans les situations courantes.

Shift Scheduling in Services When Employees Have Limited Availability: An L. P. Approach

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.

Discrete-event Simulation and Optimization to Improve the Performance of a Healthcare System

Thesis (Ph.D.)--University of Washington, 2016-08

Approximation limits of linear programs (beyond hierarchies)

We develop a framework for proving approximation limits of polynomial size linear programs (LPs) from lower bounds on the nonnegative ranks of suitably defined matrices. This framework yields unconditional impossibility results that are applicable to any LP as opposed to only programs generated by hierarchies. Using our framework, we prove that O(n^1/2-ε)-approximations for CLIQUE require LPs of size 2^nΩ(ε). This lower bound applies to LPs using a certain encoding of CLIQUE as a linear optimization problem. Moreover, we establish a similar result for approximations of semidefinite programs by LPs. Our main technical ingredient is a quantitative improvement of Razborov's [38] rectangle corruption lemma for the high error regime, which gives strong lower bounds on the nonnegative rank of shifts of the unique disjointness matrix.

Modelagem em programação linear para resolução de jogos fuzzy intervalares

A teoria de jogos modela estratégias entre agentes (jogadores), os quais possuem recompensas ao fim do jogo conforme suas ações. O melhor par de estratégias para os jogadores constitui uma solução de equilíbrio. Porém, nem sempre se consegue estimar os dados do problema. Diante disso, os parâmetros incertos presentes em modelos de jogos são formalizados pela teoria fuzzy. Assim, a teoria fuzzy auxilia a teoria de jogos, formando jogos fuzzy. Dessa forma, parâmetros, como as recompensas, tornam-se números fuzzy. Mais ainda, quando há incerteza na representação desses números fuzzy utilizam-se os números fuzzy intervalares. Então, neste trabalho modelos de jogos fuzzy intervalares são analisados e métodos computacionais são desenvolvidos para a resolução desses jogos. Por fim, realizam-se simulações de programação linear para observar melhor a aplicação das teorias estudadas e avaliar a proposta.

Metodologia de otimização estocástica para coordenação eólico-fotovoltaica

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.

Airport ground movement

Worldwide air traffic tends to increase and for many airports it is no longer an op-tion to expand terminals and runways, so airports are trying to maximize their op-erational efficiency. Many airports already operate near their maximal capacity. Peak hours imply operational bottlenecks and cause chained delays across flights impacting passengers, airlines and airports. Therefore there is a need for the opti-mization of the ground movements at the airports. The ground movement prob-lem consists of routing the departing planes from the gate to the runway for take-off, and the arriving planes from the runway to the gate, and to schedule their movements. The main goal is to minimize the time spent by the planes during their ground movements while respecting all the rules established by the Ad-vanced Surface Movement, Guidance and Control Systems of the International Civil Aviation. Each aircraft event (arrival or departing authorization) generates a new environment and therefore a new instance of the Ground Movement Prob-lem. The optimization approach proposed is based on an Iterated Local Search and provides a fast heuristic solution for each real-time event generated instance granting all safety regulations. Preliminary computational results are reported for real data comparing the heuristic solutions with the solutions obtained using a mixed-integer programming approach.