• Title/Summary/Keyword: Branch-and-Price Algorithm

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Multi-Objective Soft Computing-Based Approaches to Optimize Inventory-Queuing-Pricing Problem under Fuzzy Considerations

  • Alinezhad, Alireza;Mahmoudi, Amin;Hajipour, Vahid
    • Industrial Engineering and Management Systems
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    • v.15 no.4
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    • pp.354-363
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    • 2016
  • Due to uncertain environment, various parameters such as price, queuing length, warranty, and so on influence on inventory models. In this paper, an inventory-queuing-pricing problem with continuous review inventory control policy and batch arrival queuing approach, is presented. To best of our knowledge, (I) demand function is stochastic and price dependent; (II) due to the uncertainty in real-world situations, a fuzzy programming approach is applied. Therefore, the presented model with goal of maximizing total profit of system analyzes the price and order quantity decision variables. Since the proposed model belongs to NP-hard problems, Pareto-based approaches based on non-dominated ranking and sorting genetic algorithm are proposed and justified to solve the model. Several numerical illustrations are generated to demonstrate the model validity and algorithms performance. The results showed the applicability and robustness of the proposed soft-computing-based approaches to analyze the problem.

Routing and Wavelength Assignment in Survivable WDM Networks (생존도를 고려한 WDM 망의 경로설정 및 파장할당)

  • Lee, Taehan;Park, Sungsoo
    • Proceedings of the Korean Operations and Management Science Society Conference
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    • 2001.10a
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    • pp.124-127
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    • 2001
  • We consider the routing and wavelength assignment problem in survivable WDM transport network without wavelength conversion. We assume the single-link failure and a path protection scheme in optical layer. When a physical network and a set of working paths are given, the problem is to select a link-disjoint protection path for each working path and assign a wavelength for each working and protection path. We give an integer programming formulation of the problem and propose an algorithm to solve it based on column generation technique and variable fixing. We devise a branch-and-price algorithm to solve the column generation problem. We test the proposed algorithm on some randomly generated data and test results show that the algorithm gives very good solutions.

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Routing and Wavelength Assignment in Survivable WDM Networks without Wavelength Conversion

  • Lee, Tae-Han;Park, Sung-Soo;Lee, Kyung-Sik
    • Management Science and Financial Engineering
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    • v.11 no.2
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    • pp.85-103
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    • 2005
  • In this paper, we consider the routing and wavelength assignment problem in survivable WDM transport network without wavelength conversion. We assume the single-link failure and a path protection scheme in optical layer. When a physical network and a set of working paths are given, the problem is to select a link-disjoint protection path for each working path and assign a wavelength for each working and protection path. We give an integer programming formulation of the problem and propose an algorithm to solve it. Though the formulation has exponentially many variables, we solve the linear programming relaxation of it by using column generation technique. We devise a branch-and price algorithm to solve the column generation problem. After solving the linear programming relaxation, we apply a variable fixing procedure combined with the column generation to get an integral solution. We test the proposed algorithm on some randomly generated data and test results show that the algorithm gives very good solutions.

Multi-ring Design Algorithm for Survivable WDM Networks (WDM 망에서의 다중 링 설계 알고리즘 연구)

  • Chung, Ji-Bok
    • Korean Management Science Review
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    • v.26 no.3
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    • pp.1-9
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    • 2009
  • In this paper, we present mathematical models for the ring covering problems arising in the design of multi-ring WDM networks. Also, we present efficient algorithms to solve the suggested models. By the computational experiment, our model can solve the medium-sized networks efficiently and shows better performance than the existing heuristic method. Although we propose an efficient method for the column generation procedure, branching rule that does not destroy the column generation structure is unsolved. Further research is required to develop an effective branching rule.

Optimal Generation Asset Arbitrage In Electricity Markets

  • Shahidehpour Mohammad;Li Tao;Choi Jaeseok
    • KIEE International Transactions on Power Engineering
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    • v.5A no.4
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    • pp.311-321
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    • 2005
  • A competitive generating company (GENCO) could maximize its payoff by optimizing its generation assets. This paper considers the GENCO's arbitrage problem using price-based unit commitment (PBUC). The GENCO could consider arbitrage opportunities in purchases from qualifying facilities (QFs) as well as simultaneous trades with spots markets for energy, ancillary services, emission, and fuel. Given forecasted hourly market prices for each market, the GENCO's generating asset arbitrage problem is formulated as a mixed integer program (MIP) and solved by a branch-and-cut algorithm. A GENCO with 54 thermal and 12 combined-cycle units is considered for analyzing the proposed formulation. The proposed case studies illustrate the significance of simultaneous arbitrage by applying PBUC to multi-commodity markets.

Wavelength Assignment Optimization in SDH over WDM Rings

  • Chung, Jibok;Lee, Heesang;Han, ChiMoon
    • Management Science and Financial Engineering
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    • v.9 no.1
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    • pp.11-27
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    • 2003
  • In this study, we propose a mathematical model based on the graph theory for the wavelength assignment problem arising in the design of SDH (Synchronous Digital Hierarchy) over WDM (Wavelength Division Multiplexing) ring networks. We propose a branch- and -price algorithm to solve the suggested models effectively within reasonable time in realistic SDH over WDM ring networks. By exploiting the structure of ring networks, we developed a polynomial time algorithm for efficient column generation and a branching rule that conserves the structure of column generation. In a computer simulation study, the suggested approach can find the optimal solutions within reasonable time and show better performance than the existing heuristics.

Optimization Algorithm of Gantry Route Problem for Odd-type Surface Mount Device (이형 부품 표면실장기에 대한 겐트리 경로 문제의 최적 알고리즘)

  • Jeong, Jaewook;Tae, Hyunchul
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.43 no.4
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    • pp.67-75
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    • 2020
  • This paper proposes a methodology for gantry route optimization in order to maximize the productivity of a odd-type surface mount device (SMD). A odd-type SMD is a machine that uses a gantry to mount electronic components on the placement point of a printed circuit board (PCB). The gantry needs a nozzle to move its electronic components. There is a suitability between the nozzle and the electronic component, and the mounting speed varies depending on the suitability. When it is difficult for the nozzle to adsorb electronic components, nozzle exchange is performed, and nozzle exchange takes a certain amount of time. The gantry route optimization problem is divided into the mounting order on PCB and the allocation of nozzles and electronic components to the gantry. Nozzle and electronic component allocation minimized the time incurred by nozzle exchange and nozzle-to-electronic component compatibility by using an mixed integer programming method. Sequence of mounting points on PCB minimizes travel time by using the branch-and-price method. Experimental data was made by randomly picking the location of the mounting point on a PCB of 800mm in width and 800mm in length. The number of mounting points is divided into 25, 50, 75, and 100, and experiments are conducted according to the number of types of electronic components, number of nozzle types, and suitability between nozzles and electronic components, respectively. Because the experimental data are random, the calculation time is not constant, but it is confirmed that the gantry route is found within a reasonable time.

Wavelength Assignment Optimization in Uni-Directional WDM Ring (단방향 WDM 링의 주파수 할당의 최적화)

  • Lee, Hee-Sang;Chung, Ji-Bok
    • IE interfaces
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    • v.13 no.4
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    • pp.556-563
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    • 2000
  • In this paper, we consider wavelength assignment problem (WAP) in Wavelength division multiplexed (WDM) unidirectional optical telecommunication ring networks. We show that, even though WAP on unidirectional ring belongs to NP-hard, WAP can be exactly solvable in real-sized WDM rings for near future demand. To accomplish this, we convert WAP to the vertex coloring problem of the related graph and choose a special integer programming formulation for the vertex coloring problem. We use a column generation technique in a branch-and-price framework for the suggested formulation. We also propose some generic heuristics and do the performance comparison with the suggested optimization algorithm.

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An Optimization Algorithm for the Two-Echelon Capacitated Facility Location Problem (용량 제약이 있는 이계층 설비 입지선정 문제의 최적화 해법)

  • Kim Eun Jeong;Gang Dong Hwan;Lee Gyeong Sik;Park Seong Su
    • Proceedings of the Korean Operations and Management Science Society Conference
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    • 2003.05a
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    • pp.137-144
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    • 2003
  • We consider Two-echelon Single source Capacitated Facility Location Problem (TSCFLP). TSCFLP is a variant or Capacitated Facility Location Problem (CFLP). which has been an important issue in boa academic and industrial aspects. Given a set or possible facility locations in two echelons (warehouse / plant), a set or customers, TSCFLP is a decision problem to find a set or facility locations to open and to determine an allocation schedule that satisfies the demands or the customers and the capacity constraints or the facilities, while minimizing the overall cost. It ran be shown that TSCFLP Is strongly NP-hard For TSCFLf, few algorithms are known. which are heuristics. We propose a disaggregated version or the standard mixed integer programming formulation or TSCFLP We also provide a class or valid Inequalities Branch-and-price algorithm with rutting plane method Is used to find an optimal solution Efficient branching strategy compatible with subproblem optimization problems Is also provided. We report computational results or tests on 15 randomly generated instances.

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