958 resultados para Mixed Integer Linear program
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Bloom filters are a data structure for storing data in a compressed form. They offer excellent space and time efficiency at the cost of some loss of accuracy (so-called lossy compression). This work presents a yes-no Bloom filter, which as a data structure consisting of two parts: the yes-filter which is a standard Bloom filter and the no-filter which is another Bloom filter whose purpose is to represent those objects that were recognised incorrectly by the yes-filter (that is, to recognise the false positives of the yes-filter). By querying the no-filter after an object has been recognised by the yes-filter, we get a chance of rejecting it, which improves the accuracy of data recognition in comparison with the standard Bloom filter of the same total length. A further increase in accuracy is possible if one chooses objects to include in the no-filter so that the no-filter recognises as many as possible false positives but no true positives, thus producing the most accurate yes-no Bloom filter among all yes-no Bloom filters. This paper studies how optimization techniques can be used to maximize the number of false positives recognised by the no-filter, with the constraint being that it should recognise no true positives. To achieve this aim, an Integer Linear Program (ILP) is proposed for the optimal selection of false positives. In practice the problem size is normally large leading to intractable optimal solution. Considering the similarity of the ILP with the Multidimensional Knapsack Problem, an Approximate Dynamic Programming (ADP) model is developed making use of a reduced ILP for the value function approximation. Numerical results show the ADP model works best comparing with a number of heuristics as well as the CPLEX built-in solver (B&B), and this is what can be recommended for use in yes-no Bloom filters. In a wider context of the study of lossy compression algorithms, our researchis an example showing how the arsenal of optimization methods can be applied to improving the accuracy of compressed data.
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In this paper we consider the programming of job rotation in the assembly line worker assignment and balancing problem. The motivation for this study comes from the designing of assembly lines in sheltered work centers for the disabled, where workers have different task execution times. In this context, the well-known training aspects associated with job rotation are particularly desired. We propose a metric along with a mixed integer linear model and a heuristic decomposition method to solve this new job rotation problem. Computational results show the efficacy of the proposed heuristics. (C) 2009 Elsevier B.V. All rights reserved.
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We present a bilevel model for transmission expansion planning within a market environment, where producers and consumers trade freely electric energy through a pool. The target of the transmission planner, modeled through the upper-level problem, is to minimize network investment cost while facilitating energy trading. This upper-level problem is constrained by a collection of lower-level market clearing problems representing pool trading, and whose individual objective functions correspond to social welfare. Using the duality theory the proposed bilevel model is recast as a mixed-integer linear programming problem, which is solvable using branch-and-cut solvers. Detailed results from an illustrative example and a case study are presented and discussed. Finally, some relevant conclusions are drawn.
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O surgimento de novas tecnologias e serviços vem impondo mudanças substanciais ao tradicional sistema de telecomunicações. Múltiplas possibilidades de evolução do sistema fazem da etapa de planejamento um procedimento não só desejável como necessário, principalmente num ambiente de competitividade. A utilização de metodologias abrangentes e flexíveis que possam auxiliar no processo de decisão, fundadas em modelos de otimização, parece um caminho inevitável. Este artigo propõe um modelo de programação linear inteiro misto para ajudar no planejamento estratégico de sistemas de telecomunicações, e em particular da rede de acesso. Os principais componentes de custo e receita são identificados e o modelo é desenvolvido para determinar a configuração da rede (serviços, tecnologias, etc) que maximize a receita esperada pelo operador do sistema. O conceito de números fuzzy é adotado para avaliar o risco técnico-econômico em situações de imprecisão nos dados de demanda. Resultados de experimentos computacionais são apresentados e discutidos.
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Este trabalho apresenta a modelagem de um problema particular de Programação da Produção numa Fundição Automatizada e sua resolução por um algoritmo de busca heurística, que explora a estrutura do problema.
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An algorithm is presented that finds the optimal plan long-term transmission for till cases studied, including relatively large and complex networks. The knowledge of optimal plans is becoming more important in the emerging competitive environment, to which the correct economic signals have to be sent to all participants. The paper presents a new specialised branch-and-bound algorithm for transmission network expansion planning. Optimality is obtained at a cost, however: that is the use of a transportation model for representing the transmission network, in this model only the Kirchhoff current law is taken into account (the second law being relaxed). The expansion problem then becomes an integer linear program (ILP) which is solved by the proposed branch-and-bound method without any further approximations. To control combinatorial explosion the branch- and bound algorithm is specialised using specific knowledge about the problem for both the selection of candidate problems and the selection of the next variable to be used for branching. Special constraints are also used to reduce the gap between the optimal integer solution (ILP program) and the solution obtained by relaxing the integrality constraints (LP program). Tests have been performed with small, medium and large networks available in the literature.
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The capacitor placement (replacement) problem for radial distribution networks determines capacitor types, sizes, locations and control schemes. Optimal capacitor placement is a hard combinatorial problem that can be formulated as a mixed integer nonlinear program. Since this is a NP complete problem (Non Polynomial time) the solution approach uses a combinatorial search algorithm. The paper proposes a hybrid method drawn upon the Tabu Search approach, extended with features taken from other combinatorial approaches such as genetic algorithms and simulated annealing, and from practical heuristic approaches. The proposed method has been tested in a range of networks available in the literature with superior results regarding both quality and cost of solutions.
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The capacitor placement problem for radial distribution networks aims to determine capacitor types, sizes, locations and control scheme. This is a combinatorial problem that can be formulated as a mixed integer nonlinear program. The paper presents an algorithm inspired in artificial immune systems and developed for this specific problem. A good performance was obtained through experimental tests applied to known systems. © 2006 IEEE.
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This paper presents a mixed-integer linear programming approach to solving the optimal fixed/switched capacitors allocation (OCA) problem in radial distribution systems with distributed generation. The use of a mixed-integer linear formulation guarantees convergence to optimality using existing optimization software. The results of one test system and one real distribution system are presented in order to show the accuracy as well as the efficiency of the proposed solution technique. © 2011 IEEE.
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This paper proposes a new strategy to reduce the combinatorial search space of a mixed integer linear programming (MILP) problem. The construction phase of greedy randomized adaptive search procedure (GRASP-CP) is employed to reduce the domain of the integer variables of the transportation model of the transmission expansion planning (TM-TEP) problem. This problem is a MILP and very difficult to solve specially for large scale systems. The branch and bound (BB) algorithm is used to solve the problem in both full and the reduced search space. The proposed method might be useful to reduce the search space of those kinds of MILP problems that a fast heuristic algorithm is available for finding local optimal solutions. The obtained results using some real test systems show the efficiency of the proposed method. © 2012 Springer-Verlag.
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In this paper, capacitated lot sizing problems in which the classical lot sizing decisions are made considering the transportation costs of the manufactured products were studied. These costs are related to the necessary number of pallets or trucks to pack and/or transport the products from the factory to the warehouse. Three extensions of a mixed integer linear programming model from the literature are considered, representing general cases that are commonly found in companies. These models are tested and evaluated using an optimization package, and a Lagrangian heuristic was developed for one of the extensions proposed.
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Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)
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Pós-graduação em Engenharia Elétrica - FEIS
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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)
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Pós-graduação em Engenharia Elétrica - FEIS