MPI parallel programming of mixed integer optimization problems using CPLEX with COIN-OR

The aim of this technical report is to present some detailed explanations in order to help to understand and use the Message Passing Interface (MPI) parallel programming for solving several mixed integer optimization problems. We have developed a C++ experimental code that uses the IBM ILOG CPLEX optimizer within the COmputational INfrastructure for Operations Research (COIN-OR) and MPI parallel computing for solving the optimization models under UNIX-like systems. The computational experience illustrates how can we solve 44 optimization problems which are asymmetric with respect to the number of integer and continuous variables and the number of constraints. We also report a comparative with the speedup and efficiency of several strategies implemented for some available number of threads.

Scheduling techniques to optimise rail operations

In Australia, railway systems play a vital role in transporting the sugarcane crop from farms to mills. The sugarcane transport system is very complex and uses daily schedules, consisting of a set of locomotives runs, to satisfy the requirements of the mill and harvesters. The total cost of sugarcane transport operations is very high; over 35% of the total cost of sugarcane production in Australia is incurred in cane transport. Efficient schedules for sugarcane transport can reduce the cost and limit the negative effects that this system can have on the raw sugar production system. There are several benefits to formulating the train scheduling problem as a blocking parallel-machine job shop scheduling (BPMJSS) problem, namely to prevent two trains passing in one section at the same time; to keep the train activities (operations) in sequence during each run (trip) by applying precedence constraints; to pass the trains on one section in the correct order (priorities of passing trains) by applying disjunctive constraints; and, to ease passing trains by solving rail conflicts by applying blocking constraints and Parallel Machine Scheduling. Therefore, the sugarcane rail operations are formulated as BPMJSS problem. A mixed integer programming and constraint programming approaches are used to describe the BPMJSS problem. The model is solved by the integration of constraint programming, mixed integer programming and search techniques. The optimality performance is tested by Optimization Programming Language (OPL) and CPLEX software on small and large size instances based on specific criteria. A real life problem is used to verify and validate the approach. Constructive heuristics and new metaheuristics including simulated annealing and tabu search are proposed to solve this complex and NP-hard scheduling problem and produce a more efficient scheduling system. Innovative hybrid and hyper metaheuristic techniques are developed and coded using C# language to improve the solutions quality and CPU time. Hybrid techniques depend on integrating heuristic and metaheuristic techniques consecutively, while hyper techniques are the complete integration between different metaheuristic techniques, heuristic techniques, or both.

A hierarchical decomposition approach for coordinated dispatch of plug-in electric vehicles

Plug-in electric vehicles (PEVs) are increasingly popular in the global trend of energy saving and environmental protection. However, the uncoordinated charging of numerous PEVs can produce significant negative impacts on the secure and economic operation of the power system concerned. In this context, a hierarchical decomposition approach is presented to coordinate the charging/discharging behaviors of PEVs. The major objective of the upper-level model is to minimize the total cost of system operation by jointly dispatching generators and electric vehicle aggregators (EVAs). On the other hand, the lower-level model aims at strictly following the dispatching instructions from the upper-level decision-maker by designing appropriate charging/discharging strategies for each individual PEV in a specified dispatching period. Two highly efficient commercial solvers, namely AMPL/IPOPT and AMPL/CPLEX, respectively, are used to solve the developed hierarchical decomposition model. Finally, a modified IEEE 118-bus testing system including 6 EVAs is employed to demonstrate the performance of the developed model and method.

Integrated approach to optimize open-pit mine block sequencing

Critical stage in open-pit mining is to determine the optimal extraction sequence of blocks, which has significant impacts on mining profitability. In this paper, a more comprehensive block sequencing optimisation model is developed for the open-pit mines. In the model, material characteristics of blocks, grade control, excavator and block sequencing are investigated and integrated to maximise the short-term benefit of mining. Several case studies are modeled and solved by CPLEX MIP and CP engines. Numerical investigations are presented to illustrate and validate the proposed methodology.

An open pit multistage mine production scheduling model for drilling, blasting and excavating operations

This paper proposes a new multi-resource multi-stage scheduling problem for optimising the open-pit drilling, blasting and excavating operations under equipment capacity constraints. The flow process is analysed based on the real-life data from an Australian iron ore mine site. The objective of the model is to maximise the throughput and minimise the total idle times of equipment at each stage. The following comprehensive mining attributes and constraints have been considered: types of equipment; operating capacities of equipment; ready times of equipment; speeds of equipment; block-sequence-dependent movement times of equipment; equipment-assignment-dependent operation times of blocks; distances between each pair of blocks; due windows of blocks; material properties of blocks; swell factors of blocks; and slope requirements of blocks. It is formulated by mixed integer programming and solved by ILOG-CPLEX optimiser. The proposed model is validated with extensive computational experiments to improve mine production efficiency at the operational level. The model also provides an intelligent decision support tool to account for the availability and usage of equipment units for drilling, blasting and excavating stages.

A new open-pit multi-stage mine production timetabling model for drilling, blasting and excavating operations

This paper proposes a new multi-resource multi-stage mine production timetabling problem for optimising the open-pit drilling, blasting and excavating operations under equipment capacity constraints. The flow process is analysed based on the real-life data from an Australian iron ore mine site. The objective of the model is to maximise the throughput and minimise the total idle times of equipment at each stage. The following comprehensive mining attributes and constraints are considered: types of equipment; operating capacities of equipment; ready times of equipment; speeds of equipment; block-sequence-dependent movement times; equipment-assignment-dependent operational times; etc. The model also provides the availability and usage of equipment units at multiple operational stages such as drilling, blasting and excavating stages. The problem is formulated by mixed integer programming and solved by ILOG-CPLEX optimiser. The proposed model is validated with extensive computational experiments to improve mine production efficiency at the operational level.

A new multi-objective model to optimise rail transport scheduler

The sugarcane transport system plays a critical role in the overall performance of Australia’s sugarcane industry. An inefficient sugarcane transport system interrupts the raw sugarcane harvesting process, delays the delivery of sugarcane to the mill, deteriorates the sugar quality, increases the usage of empty bins, and leads to the additional sugarcane production costs. Due to these negative effects, there is an urgent need for an efficient sugarcane transport schedule that should be developed by the rail schedulers. In this study, a multi-objective model using mixed integer programming (MIP) is developed to produce an industry-oriented scheduling optimiser for sugarcane rail transport system. The exact MIP solver (IBM ILOG-CPLEX) is applied to minimise the makespan and the total operating time as multi-objective functions. Moreover, the so-called Siding neighbourhood search (SNS) algorithm is developed and integrated with Sidings Satisfaction Priorities (SSP) and Rail Conflict Elimination (RCE) algorithms to solve the problem in a more efficient way. In implementation, the sugarcane transport system of Kalamia Sugar Mill that is a coastal locality about 1050 km northwest of Brisbane city is investigated as a real case study. Computational experiments indicate that high-quality solutions are obtainable in industry-scale applications.

An operational-level multi-stage mine production timetabling model for optimally synchronising drilling, blasting and excavating operations

This paper proposes a new multi-stage mine production timetabling (MMPT) model to optimise open-pit mine production operations including drilling, blasting and excavating under real-time mining constraints. The MMPT problem is formulated as a mixed integer programming model and can be optimally solved for small-size MMPT instances by IBM ILOG-CPLEX. Due to NP-hardness, an improved shifting-bottleneck-procedure algorithm based on the extended disjunctive graph is developed to solve large-size MMPT instances in an effective and efficient way. Extensive computational experiments are presented to validate the proposed algorithm that is able to efficiently obtain the near-optimal operational timetable of mining equipment units. The advantages are indicated by sensitivity analysis under various real-life scenarios. The proposed MMPT methodology is promising to be implemented as a tool for mining industry because it is straightforwardly modelled as a standard scheduling model, efficiently solved by the heuristic algorithm, and flexibly expanded by adopting additional industrial constraints.

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.

Optimal methodology for renewable energy dispatching in islanded operation

The management of energy resources for islanded operation is of crucial importance for the successful use of renewable energy sources. A Virtual Power Producer (VPP) can optimally operate the resources taking into account the maintenance, operation and load control considering all the involved cost. This paper presents the methodology approach to formulate and solve the problem of determining the optimal resource allocation applied to a real case study in Budapest Tech’s. The problem is formulated as a mixed-integer linear programming model (MILP) and solved by a deterministic optimization technique CPLEX-based implemented in General Algebraic Modeling Systems (GAMS). The problem has also been solved by Evolutionary Particle Swarm Optimization (EPSO). The obtained results are presented and compared.

Distributed energy resources management with cyber-physical SCADA in the context of future smart grids

In the energy management of a small power system, the scheduling of the generation units is a crucial problem for which adequate methodologies can maximize the performance of the energy supply. This paper proposes an innovative methodology for distributed energy resources management. The optimal operation of distributed generation, demand response and storage resources is formulated as a mixed-integer linear programming model (MILP) and solved by a deterministic optimization technique CPLEX-based implemented in General Algebraic Modeling Systems (GAMS). The paper deals with a vision for the grids of the future, focusing on conceptual and operational aspects of electrical grids characterized by an intensive penetration of DG, in the scope of competitive environments and using artificial intelligence methodologies to attain the envisaged goals. These concepts are implemented in a computational framework which includes both grid and market simulation.

Otimização energética em redes óticas de próxima geração Flex-grid vs Fixed-grid

Trabalho Final de Mestrado para obtenção do grau de Mestre em Engenharia de Eletrónica e Telecomunicações

Aplicação de um modelo de programação linear inteira mista (PLIM) na expansão da rede de distribuição de energia elétrica em Angola

Em Angola, apenas cerca de 30% da população tem acesso à energia elétrica, nível que decresce para valores inferiores a 10% em zonas rurais mais remotas. Este problema é agravado pelo facto de, na maioria dos casos, as infraestruturas existentes se encontrarem danificadas ou não acompanharem o desenvolvimento da região. Em particular na capital angolana, Luanda que, sendo a menor província de Angola, é a que regista atualmente a maior densidade populacional. Com uma população de cerca de 5 milhões de habitantes, não só há frequentemente problemas relacionados com a falha do fornecimento de energia elétrica como há ainda uma percentagem considerável de municípios onde a rede elétrica ainda nem sequer chegou. O governo de Angola, no seu esforço de crescimento e aproveitamento das suas enormes potencialidades, definiu o setor energético como um dos fatores críticos para o desenvolvimento sustentável do país, tendo assumido que este é um dos eixos prioritários até 2016. Existem objetivos claros quanto à reabilitação e expansão das infraestruturas do setor elétrico, aumentando a capacidade instalada do país e criando uma rede nacional adequada, com o intuito não só de melhorar a qualidade e fiabilidade da rede já existente como de a aumentar. Este trabalho de dissertação consistiu no levantamento de dados reais relativamente à rede de distribuição de energia elétrica de Luanda, na análise e planeamento do que é mais premente fazer relativamente à sua expansão, na escolha dos locais onde é viável localizar novas subestações, na modelação adequada do problema real e na proposta de uma solução ótima para a expansão da rede existente. Depois de analisados diferentes modelos matemáticos aplicados ao problema de expansão de redes de distribuição de energia elétrica encontrados na literatura, optou-se por um modelo de programação linear inteira mista (PLIM) que se mostrou adequado. Desenvolvido o modelo do problema, o mesmo foi resolvido por recurso a software de otimização Analytic Solver e CPLEX. Como forma de validação dos resultados obtidos, foi implementada a solução de rede no simulador PowerWorld 8.0 OPF, software este que permite a simulação da operação do sistema de trânsito de potências.

Gestion adaptative des ressources dans les réseaux maillés sans fil à multiples-radios multiples-canaux

Depuis quelques années, la recherche dans le domaine des réseaux maillés sans fil ("Wireless Mesh Network (WMN)" en anglais) suscite un grand intérêt auprès de la communauté des chercheurs en télécommunications. Ceci est dû aux nombreux avantages que la technologie WMN offre, telles que l'installation facile et peu coûteuse, la connectivité fiable et l'interopérabilité flexible avec d'autres réseaux existants (réseaux Wi-Fi, réseaux WiMax, réseaux cellulaires, réseaux de capteurs, etc.). Cependant, plusieurs problèmes restent encore à résoudre comme le passage à l'échelle, la sécurité, la qualité de service (QdS), la gestion des ressources, etc. Ces problèmes persistent pour les WMNs, d'autant plus que le nombre des utilisateurs va en se multipliant. Il faut donc penser à améliorer les protocoles existants ou à en concevoir de nouveaux. L'objectif de notre recherche est de résoudre certaines des limitations rencontrées à l'heure actuelle dans les WMNs et d'améliorer la QdS des applications multimédia temps-réel (par exemple, la voix). Le travail de recherche de cette thèse sera divisé essentiellement en trois principaux volets: le contrôle d‟admission du trafic, la différentiation du trafic et la réaffectation adaptative des canaux lors de la présence du trafic en relève ("handoff" en anglais). Dans le premier volet, nous proposons un mécanisme distribué de contrôle d'admission se basant sur le concept des cliques (une clique correspond à un sous-ensemble de liens logiques qui interfèrent les uns avec les autres) dans un réseau à multiples-sauts, multiples-radios et multiples-canaux, appelé RCAC. Nous proposons en particulier un modèle analytique qui calcule le ratio approprié d'admission du trafic et qui garantit une probabilité de perte de paquets dans le réseau n'excédant pas un seuil prédéfini. Le mécanisme RCAC permet d‟assurer la QdS requise pour les flux entrants, sans dégrader la QdS des flux existants. Il permet aussi d‟assurer la QdS en termes de longueur du délai de bout en bout pour les divers flux. Le deuxième volet traite de la différentiation de services dans le protocole IEEE 802.11s afin de permettre une meilleure QdS, notamment pour les applications avec des contraintes temporelles (par exemple, voix, visioconférence). À cet égard, nous proposons un mécanisme d'ajustement de tranches de temps ("time-slots"), selon la classe de service, ED-MDA (Enhanced Differentiated-Mesh Deterministic Access), combiné à un algorithme efficace de contrôle d'admission EAC (Efficient Admission Control), afin de permettre une utilisation élevée et efficace des ressources. Le mécanisme EAC prend en compte le trafic en relève et lui attribue une priorité supérieure par rapport au nouveau trafic pour minimiser les interruptions de communications en cours. Dans le troisième volet, nous nous intéressons à minimiser le surcoût et le délai de re-routage des utilisateurs mobiles et/ou des applications multimédia en réaffectant les canaux dans les WMNs à Multiples-Radios (MR-WMNs). En premier lieu, nous proposons un modèle d'optimisation qui maximise le débit, améliore l'équité entre utilisateurs et minimise le surcoût dû à la relève des appels. Ce modèle a été résolu par le logiciel CPLEX pour un nombre limité de noeuds. En second lieu, nous élaborons des heuristiques/méta-heuristiques centralisées pour permettre de résoudre ce modèle pour des réseaux de taille réelle. Finalement, nous proposons un algorithme pour réaffecter en temps-réel et de façon prudente les canaux aux interfaces. Cet algorithme a pour objectif de minimiser le surcoût et le délai du re-routage spécialement du trafic dynamique généré par les appels en relève. Ensuite, ce mécanisme est amélioré en prenant en compte l‟équilibrage de la charge entre cliques.

Vérification temporelle des systèmes cycliques et acycliques basée sur l’analyse des contraintes

Nous présentons une nouvelle approche pour formuler et calculer le temps de séparation des événements utilisé dans l’analyse et la vérification de différents systèmes cycliques et acycliques sous des contraintes linéaires-min-max avec des composants ayant des délais finis et infinis. Notre approche consiste à formuler le problème sous la forme d’un programme entier mixte, puis à utiliser le solveur Cplex pour avoir les temps de séparation entre les événements. Afin de démontrer l’utilité en pratique de notre approche, nous l’avons utilisée pour la vérification et l’analyse d’une puce asynchrone d’Intel de calcul d’équations différentielles. Comparée aux travaux précédents, notre approche est basée sur une formulation exacte et elle permet non seulement de calculer le maximum de séparation, mais aussi de trouver un ordonnancement cyclique et de calculer les temps de séparation correspondant aux différentes périodes possibles de cet ordonnancement.