Locating and sizing plants for bottling propane in south India

Shri Shakti LPG Ltd. (SSLPG) imports and markets propane (referred to as liquefied petroleum gas (LPG) in India) in south India. It sells LPG in packed (cylinder) form to domestic customers and commercial establishments through a network of dealers. Dealers replenish their stocks of filled cylinders from bottling plants, which in turn receive LPG in bulk from the cheaper of SSLPG's two import-and-storage facilities that are located on the Indian coast. We implemented integer programming to help SSLPG decide on the locations and long-run sizes of its bottling plants. We estimate that our recommended configuration of bottling plants is about $1 million cheaper annually than the one that SSLPG had initially planned.

An intelligent procurement marketplace for web services composition

This paper presents an intelligent procurement marketplace for finding the best mix of web services to dynamically compose the business process desired by a web service requester. We develop a combinatorial auction approach that leads to an integer programming formulation for the web services composition problem. The model takes into account the Quality of Service (QoS) and Service Level Agreements (SLA) for differentiating among multiple service providers who are capable of fulfilling a functionality. An important feature of the model is interface aware composition.

Scheduling a Burn-In Oven with Non-Agreeable Release Times and Due Dates

We consider the problem of scheduling semiconductor burn-in operations, where burn-in ovens are modelled as batch processing machines. Most of the studies assume that ready times and due dates of jobs are agreeable (i.e., ri < rj implies di ≤ dj). In many real world applications, the agreeable property assumption does not hold. Therefore, in this paper, scheduling of a single burn-in oven with non-agreeable release times and due dates along with non-identical job sizes as well as non-identical processing of time problem is formulated as a Non-Linear (0-1) Integer Programming optimisation problem. The objective measure of the problem is minimising the maximum completion time (makespan) of all jobs. Due to computational intractability, we have proposed four variants of a two-phase greedy heuristic algorithm. Computational experiments indicate that two out of four proposed algorithms have excellent average performance and also capable of solving any large-scale real life problems with a relatively low computational effort on a Pentium IV computer.

Trade determination in multi-attribute exchanges

Electronic exchanges are double-sided marketplaces that allow multiple buyers to trade with multiple sellers, with aggregation of demand and supply across the bids to maximize the revenue in the market. Two important issues in the design of exchanges are (1) trade determination (determining the number of goods traded between any buyer-seller pair) and (2) pricing. In this paper we address the trade determination issue for one-shot, multi-attribute exchanges that trade multiple units of the same good. The bids are configurable with separable additive price functions over the attributes and each function is continuous and piecewise linear. We model trade determination as mixed integer programming problems for different possible bid structures and show that even in two-attribute exchanges, trade determination is NP-hard for certain bid structures. We also make some observations on the pricing issues that are closely related to the mixed integer formulations.

CAVVA: Computational Affective Video-in-Video Advertising

Advertising is ubiquitous in the online community and more so in the ever-growing and popular online video delivery websites (e. g., YouTube). Video advertising is becoming increasingly popular on these websites. In addition to the existing pre-roll/post-roll advertising and contextual advertising, this paper proposes an in-stream video advertising strategy-Computational Affective Video-in-Video Advertising (CAVVA). Humans being emotional creatures are driven by emotions as well as rational thought. We believe that emotions play a major role in influencing the buying behavior of users and hence propose a video advertising strategy which takes into account the emotional impact of the videos as well as advertisements. Given a video and a set of advertisements, we identify candidate advertisement insertion points (step 1) and also identify the suitable advertisements (step 2) according to theories from marketing and consumer psychology. We formulate this two part problem as a single optimization function in a non-linear 0-1 integer programming framework and provide a genetic algorithm based solution. We evaluate CAVVA using a subjective user-study and eye-tracking experiment. Through these experiments, we demonstrate that CAVVA achieves a good balance between the following seemingly conflicting goals of (a) minimizing the user disturbance because of advertisement insertion while (b) enhancing the user engagement with the advertising content. We compare our method with existing advertising strategies and show that CAVVA can enhance the user's experience and also help increase the monetization potential of the advertising content.

Scenario Cluster Lagrangian Decomposition in two stage stochastic mixed 0-1 optimization

In this paper we introduce four scenario Cluster based Lagrangian Decomposition (CLD) procedures for obtaining strong lower bounds to the (optimal) solution value of two-stage stochastic mixed 0-1 problems. At each iteration of the Lagrangian based procedures, the traditional aim consists of obtaining the solution value of the corresponding Lagrangian dual via solving scenario submodels once the nonanticipativity constraints have been dualized. Instead of considering a splitting variable representation over the set of scenarios, we propose to decompose the model into a set of scenario clusters. We compare the computational performance of the four Lagrange multiplier updating procedures, namely the Subgradient Method, the Volume Algorithm, the Progressive Hedging Algorithm and the Dynamic Constrained Cutting Plane scheme for different numbers of scenario clusters and different dimensions of the original problem. Our computational experience shows that the CLD bound and its computational effort depend on the number of scenario clusters to consider. In any case, our results show that the CLD procedures outperform the traditional LD scheme for single scenarios both in the quality of the bounds and computational effort. All the procedures have been implemented in a C++ experimental code. A broad computational experience is reported on a test of randomly generated instances by using the MIP solvers COIN-OR and CPLEX for the auxiliary mixed 0-1 cluster submodels, this last solver within the open source engine COIN-OR. We also give computational evidence of the model tightening effect that the preprocessing techniques, cut generation and appending and parallel computing tools have in stochastic integer optimization. Finally, we have observed that the plain use of both solvers does not provide the optimal solution of the instances included in the testbed with which we have experimented but for two toy instances in affordable elapsed time. On the other hand the proposed procedures provide strong lower bounds (or the same solution value) in a considerably shorter elapsed time for the quasi-optimal solution obtained by other means for the original stochastic problem.

基于逻辑"或"约束优化的实时系统设计

标准约束优化问题的等式或不等式约束之间是逻辑“与”关系，目前已经有很多高效、收敛的优化算法．但是，在实际应用中有很多更一般的约束优化问题，其等式或不等式约束之间不仅包含逻辑“与”关系，而且还包含逻辑“或”关系，现有的针对标准约束优化问题的各种算法不再适用，给出一种新的数学变换方法，把具有逻辑“或”关系的不等式约束转换为一组具有逻辑“与”关系的不等式，并应用到实时单调速率调度算法的可调度性判定充要条件中，把实时系统设计表示成混合布尔型整数规划问题，利用经典的分支定界法求解．实验部分指出了各种方法的优缺点．

基于随机背包的公钥密码

该文构造了一个背包型公钥密码算法。该背包公钥密码具有如下优点:加解密只需要加法和模减法运算,因此加解密速度快;该算法是基于随机背包问题而不是易解背包问题而构造的;证明了在攻击者不掌握私钥信息情况下该密码算法能抵抗直接求解背包问题的攻击,包括低密度攻击和联立丢番图逼近攻击等;证明了攻击者能够恢复私钥信息与攻击者能够分解一个大整数是等价的。分析表明,该算法是一个安全高效的公钥加密算法。

复杂单臂机器人集束型装备调度模型

针对一类存在并行和可重入腔的复杂单臂机器人集束型装备的调度问题,通过对加工腔、机器人、并行和可重入腔中的各个机器人活动进行分析,推导出对应的时序约束关系,建立了问题的混合整数规划模型,从而获得最优的机器人动作序列和最小周期.调度实例表明了模型的可行性和高效性。

成批生产计划调度的集成建模与优化

针对多品种批量生产类型,建立了调度约束的生产计划与调度集成优化模型。模型的目标函数是使总调整费用、库存费用及生产费用之和最小,约束函数包括库存平衡约束和生产能力约束,同时考虑了调度约束,即工序顺序约束和工件在单机上的加工能力约束,保证了计划可行性。该模型为两层混合整数规划模型,对其求解综合运用了遗传算法和启发式规则,提出了混合启发式求解算法。最后,针对某机床厂多品种批量生产类型车间进行了实例应用,对车间零件月份作业计划进行分解,得到各工段单元零件周作业计划,确定了零件各周生产批量与投产顺序。

Cost savings from relaxation of operational constraints on a power system with high wind penetration

Wind energy is predominantly a nonsynchronous generation source. Large-scale integration of wind generation with existing electricity systems, therefore, presents challenges in maintaining system frequency stability and local voltage stability. Transmission system operators have implemented system operational constraints (SOCs) in order to maintain stability with high wind generation, but imposition of these constraints results in higher operating costs. A mixed integer programming tool was used to simulate generator dispatch in order to assess the impact of various SOCs on generation costs. Interleaved day-ahead scheduling and real-time dispatch models were developed to allow accurate representation of forced outages and wind forecast errors, and were applied to the proposed Irish power system of 2020 with a wind penetration of 32%. Savings of at least 7.8% in generation costs and reductions in wind curtailment of 50% were identified when the most influential SOCs were relaxed. The results also illustrate the need to relax local SOCs together with the system-wide nonsynchronous penetration limit SOC, as savings from increasing the nonsynchronous limit beyond 70% were restricted without relaxation of local SOCs. The methodology and results allow for quantification of the costs of SOCs, allowing the optimal upgrade path for generation and transmission infrastructure to be determined.

Scheduling and Platforming Trains at Busy Complex Stations

We consider the problem of train planning or scheduling for large, busy, complex train stations, which are common in Europe and elsewhere, though not in North America. We develop the constraints and objectives for this problem, but these are too computationally complex to solve by standard combinatorial search or integer programming methods. Also, the problem is somewhat political in nature, that is, it does not have a clear objective function because it involves multiple train operators with conflicting interests. We therefore develop scheduling heuristics analogous to those successfully adopted by train planners using ''manual'' methods. We tested the model and algorithms by applying to a typical large station that exhibits most of the complexities found in practice. The results compare well with those found by traditional methods, and take account of cost and preference trade-offs not handled by those methods. With successive refinements, the algorithm eventually took only a few seconds to run, the time depending on the version of the algorithm and the scheduling problem. The scheduling models and algorithms developed and tested here can be used on their own, or as key components for a more general system for train scheduling for a rail line or network.Train scheduling for a busy station includes ensuring that there are no conflicts between several hundred trains per day going in and out of the station on intersecting paths from multiple in-lines and out-lines to multiple platforms, while ensuring that each train is allowed at least its minimum required headways, dwell time, turnaround time and trip time. This has to be done while minimizing (costs of) deviations from desired times, platforms or lines, allowing for conflicts due to through-platforms, dead-end platforms, multiple sub-platforms, and possible constraints due to infrastructure, safety or business policy.

Computational scheduling methods for integrating plug-in electric vehicles with power systems: a review

Traditional internal combustion engine vehicles are a major contributor to global greenhouse gas emissions and other air pollutants, such as particulate matter and nitrogen oxides. If the tail pipe point emissions could be managed centrally without reducing the commercial and personal user functionalities, then one of the most attractive solutions for achieving a significant reduction of emissions in the transport sector would be the mass deployment of electric vehicles. Though electric vehicle sales are still hindered by battery performance, cost and a few other technological bottlenecks, focused commercialisation and support from government policies are encouraging large scale electric vehicle adoptions. The mass proliferation of plug-in electric vehicles is likely to bring a significant additional electric load onto the grid creating a highly complex operational problem for power system operators. Electric vehicle batteries also have the ability to act as energy storage points on the distribution system. This double charge and storage impact of many uncontrollable small kW loads, as consumers will want maximum flexibility, on a distribution system which was originally not designed for such operations has the potential to be detrimental to grid balancing. Intelligent scheduling methods if established correctly could smoothly integrate electric vehicles onto the grid. Intelligent scheduling methods will help to avoid cycling of large combustion plants, using expensive fossil fuel peaking plant, match renewable generation to electric vehicle charging and not overload the distribution system causing a reduction in power quality. In this paper, a state-of-the-art review of scheduling methods to integrate plug-in electric vehicles are reviewed, examined and categorised based on their computational techniques. Thus, in addition to various existing approaches covering analytical scheduling, conventional optimisation methods (e.g. linear, non-linear mixed integer programming and dynamic programming), and game theory, meta-heuristic algorithms including genetic algorithm and particle swarm optimisation, are all comprehensively surveyed, offering a systematic reference for grid scheduling considering intelligent electric vehicle integration.

Location-routing problems of semi-obnoxious facilities: approaches and decision support

A presente tese resulta de um trabalho de investigação cujo objectivo se centrou no problema de localização-distribuição (PLD) que pretende abordar, de forma integrada, duas actividades logísticas intimamente relacionadas: a localização de equipamentos e a distribuição de produtos. O PLD, nomeadamente a sua modelação matemática, tem sido estudado na literatura, dando origem a diversas aproximações que resultam de diferentes cenários reais. Importa portanto agrupar as diferentes variantes por forma a facilitar e potenciar a sua investigação. Após fazer uma revisão e propor uma taxonomia dos modelos de localização-distribuição, este trabalho foca-se na resolução de alguns modelos considerados como mais representativos. É feita assim a análise de dois dos PLDs mais básicos (os problema capacitados com procura nos nós e nos arcos), sendo apresentadas, para ambos, propostas de resolução. Posteriormente, é abordada a localização-distribuição de serviços semiobnóxios. Este tipo de serviços, ainda que seja necessário e indispensável para o público em geral, dada a sua natureza, exerce um efeito desagradável sobre as comunidades contíguas. Assim, aos critérios tipicamente utilizados na tomada de decisão sobre a localização destes serviços (habitualmente a minimização de custo) é necessário adicionar preocupações que reflectem a manutenção da qualidade de vida das regiões que sofrem o impacto do resultado da referida decisão. A abordagem da localização-distribuição de serviços semiobnóxios requer portanto uma análise multi-objectivo. Esta análise pode ser feita com recurso a dois métodos distintos: não interactivos e interactivos. Ambos são abordados nesta tese, com novas propostas, sendo o método interactivo proposto aplicável a outros problemas de programação inteira mista multi-objectivo. Por último, é desenvolvida uma ferramenta de apoio à decisão para os problemas abordados nesta tese, sendo apresentada a metodologia adoptada e as suas principais funcionalidades. A ferramenta desenvolvida tem grandes preocupações com a interface de utilizador, visto ser direccionada para decisores que tipicamente não têm conhecimentos sobre os modelos matemáticos subjacentes a este tipo de problemas.

Optimization models for a short sea fuel oil distribution problem

O transporte marítimo e o principal meio de transporte de mercadorias em todo o mundo. Combustíveis e produtos petrolíferos representam grande parte das mercadorias transportadas por via marítima. Sendo Cabo Verde um arquipelago o transporte por mar desempenha um papel de grande relevância na economia do país. Consideramos o problema da distribuicao de combustíveis em Cabo Verde, onde uma companhia e responsavel por coordenar a distribuicao de produtos petrolíferos com a gestão dos respetivos níveis armazenados em cada porto, de modo a satisfazer a procura dos varios produtos. O objetivo consiste em determinar políticas de distribuicão de combustíveis que minimizam o custo total de distribuiçao (transporte e operacões) enquanto os n íveis de armazenamento sao mantidos nos n íveis desejados. Por conveniencia, de acordo com o planeamento temporal, o prob¬lema e divido em dois sub-problemas interligados. Um de curto prazo e outro de medio prazo. Para o problema de curto prazo sao discutidos modelos matemáticos de programacao inteira mista, que consideram simultaneamente uma medicao temporal cont ínua e uma discreta de modo a modelar multiplas janelas temporais e taxas de consumo que variam diariamente. Os modelos sao fortalecidos com a inclusão de desigualdades validas. O problema e então resolvido usando um "software" comercial. Para o problema de medio prazo sao inicialmente discutidos e comparados varios modelos de programacao inteira mista para um horizonte temporal curto assumindo agora uma taxa de consumo constante, e sao introduzidas novas desigualdades validas. Com base no modelo escolhido sao compara¬das estrategias heurísticas que combinam três heur ísticas bem conhecidas: "Rolling Horizon", "Feasibility Pump" e "Local Branching", de modo a gerar boas soluçoes admissíveis para planeamentos com horizontes temporais de varios meses. Finalmente, de modo a lidar com situaçoes imprevistas, mas impor¬tantes no transporte marítimo, como as mas condicões meteorológicas e congestionamento dos portos, apresentamos um modelo estocastico para um problema de curto prazo, onde os tempos de viagens e os tempos de espera nos portos sao aleatórios. O problema e formulado como um modelo em duas etapas, onde na primeira etapa sao tomadas as decisões relativas as rotas do navio e quantidades a carregar e descarregar e na segunda etapa (designada por sub-problema) sao consideradas as decisoes (com recurso) relativas ao escalonamento das operacões. O problema e resolvido por um metodo de decomposto que usa um algoritmo eficiente para separar as desigualdades violadas no sub-problema.