Reactive power planning under conditional-value-at-risk assessment using chance-constrained optimisation

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

Um Modelo de otimização inteira mista na programação de produção de mangueiras hidráulicas

This work deals with a problem of mixed integer optimization model applied to production planning of a real world factory that aims for hydraulic hose production. To optimize production planning, a mathematic model of MILP Mixed Integer Linear Programming, so that, along with the Analytic Hierarchy process method, would be possible to create a hierarchical structure of the most import criteria for production planning, thus finding through a solving software the optimum hose attribution to its respective machine. The hybrid modeling of Analytic Hierarchy Process along with Linear Programming is the focus of this work. The results show that using this method we could unite factory reality and quantitative analysis and had success on improving performance of production planning efficiency regarding product delivery and optimization of the production flow

Um Modelo de otimização inteira mista na programação de produção de mangueiras hidráulicas

This work deals with a problem of mixed integer optimization model applied to production planning of a real world factory that aims for hydraulic hose production. To optimize production planning, a mathematic model of MILP Mixed Integer Linear Programming, so that, along with the Analytic Hierarchy process method, would be possible to create a hierarchical structure of the most import criteria for production planning, thus finding through a solving software the optimum hose attribution to its respective machine. The hybrid modeling of Analytic Hierarchy Process along with Linear Programming is the focus of this work. The results show that using this method we could unite factory reality and quantitative analysis and had success on improving performance of production planning efficiency regarding product delivery and optimization of the production flow

Integrated pulp and paper mill planning and scheduling

This article describes a real-world production planning and scheduling problem occurring at an integrated pulp and paper mill (P&P) which manufactures paper for cardboard out of produced pulp. During the cooking of wood chips in the digester, two by-products are produced: the pulp itself (virgin fibers) and the waste stream known as black liquor. The former is then mixed with recycled fibers and processed in a paper machine. Here, due to significant sequence-dependent setups in paper type changeovers, sizing and sequencing of lots have to be made simultaneously in order to efficiently use capacity. The latter is converted into electrical energy using a set of evaporators, recovery boilers and counter-pressure turbines. The planning challenge is then to synchronize the material flow as it moves through the pulp and paper mills, and energy plant, maximizing customer demand (as backlogging is allowed), and minimizing operation costs. Due to the intensive capital feature of P&P, the output of the digester must be maximized. As the production bottleneck is not fixed, to tackle this problem we propose a new model that integrates the critical production units associated to the pulp and paper mills, and energy plant for the first time. Simple stochastic mixed integer programming based local search heuristics are developed to obtain good feasible solutions for the problem. The benefits of integrating the three stages are discussed. The proposed approaches are tested on real-world data. Our work may help P&P companies to increase their competitiveness and reactiveness in dealing with demand pattern oscillations. (C) 2012 Elsevier Ltd. All rights reserved.

Asynchronous teams for joint lot-sizing and scheduling problem in flow shops

The integrated production scheduling and lot-sizing problem in a flow shop environment consists of establishing production lot sizes and allocating machines to process them within a planning horizon in a production line with machines arranged in series. The problem considers that demands must be met without backlogging, the capacity of the machines must be respected, and machine setups are sequence-dependent and preserved between periods of the planning horizon. The objective is to determine a production schedule to minimise the setup, production and inventory costs. A mathematical model from the literature is presented, as well as procedures for obtaining feasible solutions. However, some of the procedures have difficulty in obtaining feasible solutions for large-sized problem instances. In addition, we address the problem using different versions of the Asynchronous Team (A-Team) approach. The procedures were compared with literature heuristics based on Mixed Integer Programming. The proposed A-Team procedures outperformed the literature heuristics, especially for large instances. The developed methodologies and the results obtained are presented.

MATHEMATICAL MODELS AND POLYHEDRAL STUDIES FOR INTEGRAL SHEET METAL DESIGN

We deal with the optimization of the production of branched sheet metal products. New forming techniques for sheet metal give rise to a wide variety of possible profiles and possible ways of production. In particular, we show how the problem of producing a given profile geometry can be modeled as a discrete optimization problem. We provide a theoretical analysis of the model in order to improve its solution time. In this context we give the complete convex hull description of some substructures of the underlying polyhedron. Moreover, we introduce a new class of facet-defining inequalities that represent connectivity constraints for the profile and show how these inequalities can be separated in polynomial time. Finally, we present numerical results for various test instances, both real-world and academic examples.

An integer linear programming approach for bilinear integer programming

We introduce a new Integer Linear Programming (ILP) approach for solving Integer Programming (IP) problems with bilinear objectives and linear constraints. The approach relies on a series of ILP approximations of the bilinear P. We compare this approach with standard linearization techniques on random instances and a set of real-world product bundling problems. (C) 2011 Elsevier B.V. All rights reserved.

A farm-level programming model to compare the atmospheric impact of conventional and organic farming

A model is developed to represent the activity of a farm using the method of linear programming. Two are the main components of the model, the balance of soil fertility and the livestock nutrition. According to the first, the farm is supposed to have a total requirement of nitrogen, which is to be accomplished either through internal sources (manure) or through external sources (fertilisers). The second component describes the animal husbandry as having a nutritional requirement which must be satisfied through the internal production of arable crops or the acquisition of feed from the market. The farmer is supposed to maximise total net income from the agricultural and the zoo-technical activities by choosing one rotation among those available for climate and acclivity. The perspective of the analysis is one of a short period: the structure of the farm is supposed to be fixed without possibility to change the allocation of permanent crops and the amount of animal husbandry. The model is integrated with an environmental module that describes the role of the farm within the carbon-nitrogen cycle. On the one hand the farm allows storing carbon through the photosynthesis of the plants and the accumulation of carbon in the soil; on the other some activities of the farm emit greenhouse gases into the atmosphere. The model is tested for some representative farms of the Emilia-Romagna region, showing to be capable to give different results for conventional and organic farming and providing first results concerning the different atmospheric impact. Relevant data about the representative farms and the feasible rotations are extracted from the FADN database, with an integration of the coefficients from the literature.

New integer programming models for balanced multi-country kep

Le persone che soffrono di insufficienza renale terminale hanno due possibili trattamenti da affrontare: la dialisi oppure il trapianto di organo. Nel caso volessero seguire la seconda strada, oltre che essere inseriti nella lista d'attesa dei donatori deceduti, possono trovare una persona, come il coniuge, un parente o un amico, disposta a donare il proprio rene. Tuttavia, non sempre il trapianto è fattibile: donatore e ricevente possono, infatti, presentare delle incompatibilità a livello di gruppo sanguigno o di tessuto organico. Come risposta a questo tipo di problema nasce il KEP (Kidney Exchange Program), un programma, ampiamente avviato in diverse realtà europee e mondiali, che si occupa di raggruppare in un unico insieme le coppie donatore/ricevente in questa stessa situazione al fine di operare e massimizzare scambi incrociati di reni fra coppie compatibili. Questa tesi approffondisce tale questione andando a valutare la possibilità di unire in un unico insieme internazionale coppie donatore/ricevente provenienti da più paesi. Lo scopo, naturalmente, è quello di poter ottenere un numero sempre maggiore di trapianti effettuati. Lo studio affronta dal punto di vista matematico problematiche legate a tale collaborazione: i paesi che eventualmente accettassero di partecipare a un simile programma, infatti, devono avere la garanzia non solo di ricavarne un vantaggio, ma anche che tale vantaggio sia equamente distribuito fra tutti i paesi partecipanti.

Exact Solutions to the Symmetric and Asymmetric Vehicle Routing Problem with Simultaneous Delivery and Pick-Up

In reverse logistics networks, products (e.g., bottles or containers) have to be transported from a depot to customer locations and, after use, from customer locations back to the depot. In order to operate economically beneficial, companies prefer a simultaneous delivery and pick-up service. The resulting Vehicle Routing Problem with Simultaneous Delivery and Pick-up (VRPSDP) is an operational problem, which has to be solved daily by many companies. We present two mixed-integer linear model formulations for the VRPSDP, namely a vehicle-flow and a commodity-flow model. In order to strengthen the models, domain-reducing preprocessing techniques, and effective cutting planes are outlined. Symmetric benchmark instances known from the literature as well as new asymmetric instances derived from real-world problems are solved to optimality using CPLEX 12.1.

O'CIAO an object oriented programming model using CIAO Prolog

There have been several previous proposals for the integration of Object Oriented Programming features into Logic Programming, resulting in much support theory and several language proposals. However, none of these proposals seem to have made it into the mainstream. Perhaps one of the reasons for these is that the resulting languages depart too much from the standard logic programming languages to entice the average Prolog programmer. Another reason may be that most of what can be done with object-oriented programming can already be done in Prolog through the meta- and higher-order programming facilities that the language includes, albeit sometimes in a more cumbersome way. In light of this, in this paper we propose an alternative solution which is driven by two main objectives. The first one is to include only those characteristics of object-oriented programming which are cumbersome to implement in standard Prolog systems. The second one is to do this in such a way that there is minimum impact on the syntax and complexity of the language, i.e., to introduce the minimum number of new constructs, declarations, and concepts to be learned. Finally, we would like the implementation to be as straightforward as possible, ideally based on simple source to source expansions.

A Code for zero-one integer programming, ILLIP-2 : a programming manual for ILLIP-2 /

"UILU-ENG 77 1711."

Optimum network design using NOR and NOR-AND gates by integer programming,

Bibliography: p. 44.