• 제목/요약/키워드: Mixed-Integer Programming (MIP)

검색결과 63건 처리시간 0.035초

Optimal Hourly Scheduling of Community-Aggregated Electricity Consumption

  • Khodaei, Amin;Shahidehpour, Mohammad;Choi, Jaeseok
    • Journal of Electrical Engineering and Technology
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    • 제8권6호
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    • pp.1251-1260
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    • 2013
  • This paper presents the optimal scheduling of hourly consumption in a residential community (community, neighborhood, etc.) based on real-time electricity price. The residential community encompasses individual residential loads, communal (shared) loads, and local generation. Community-aggregated loads, which include residential and communal loads, are modeled as fixed, adjustable, shiftable, and storage loads. The objective of the optimal load scheduling problem is to minimize the community-aggregated electricity payment considering the convenience of individual residents and hourly community load characteristics. Limitations are included on the hourly utility load (defined as community-aggregated load minus the local generation) that is imported from the utility grid. Lagrangian relaxation (LR) is applied to decouple the utility constraint and provide tractable subproblems. The decomposed subproblems are formulated as mixed-integer programming (MIP) problems. The proposed model would be used by community master controllers to optimize the utility load schedule and minimize the community-aggregated electricity payment. Illustrative optimal load scheduling examples of a single resident as well as an aggregated community including 200 residents are presented to show the efficiency of the proposed method based on real-time electricity price.

함정 가동률 최대화를 위한 선석할당문제 (A Berth Allocation Problem to Maximize the Available Rate of Naval Vessels)

  • 원현식;안태호;이상헌
    • 한국시뮬레이션학회논문지
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    • 제18권2호
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    • pp.19-27
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    • 2009
  • 본 논문은 군항에서의 선석할당문제(BAP)를 다루고 있다. 일반적으로 민간선박이 컨테이너 부두에서 컨테이너 적 하역 작업을 주로 하는 반면에 해군함정은 긴급수리, 무장적재, 유류수급 등 다양한 서비스를 필요로 한다. 또한 해군함정은 제한된 부두의 능력과 설비 때문에 민항에선 거의 일어나지 않는 잦은 선석이동을 해야 한다. 본 연구의 목적은 전시상황 하에서 여러 해군함정이 필요한 서비스를 받기 위해 부두에 입항 시 입항하는 모든 함정이 최단시간 내 요구 서비스를 모두 마치고 다시 전비태세를 유지토록 서비스 완료시간을 최소화하는 것이다. 즉, 부두에 계류중인 함정 수의 최소화를 통하여 해상에서 교전 가능한 함정의 수를 최대화하는 것이다. 제시된 문제를 해결하기 위해 혼합정수계획법(MIP)으로 수리모형을 작성하였고 ILOG CPLEX 11.0을 이용해서 최적해를 산출하였다. 연구결과는 수리모형에 의한 선석할당이 불필요한 선석이동을 최소화하고 전시 교전에 참가할 수 있는 함정 수를 더 증가시킬 수 있다는 결과를 나타낸다.

망 생존도를 보장하는 광전송망 설계 (Fiber-Optic Network Design Supporting Network Survivability)

  • 이인행;정순기
    • 한국통신학회논문지
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    • 제27권5C호
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    • pp.422-434
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    • 2002
  • 본 논문에서는 대용량 트래픽의 효율적 전송을 위해 B-DCS(Broadband-Digital Cross-connect System)망, 간선링, 지선링의 3계위 구조 광섬유 기간전송망을 제안하며 각 계위에서 경제적으로 망의 생존도를 보장하는 설계방법을 연구한다. 링 구축비용을 혼합정수계획(MIP) 모델을 이용해 수리적으로 최적화할 경우 비다항식 완전 문제(NP-complete problem)가 되어 실시간 내에 해를 구하기가 어려워지므로 본 논문에서는 B-DCS망을 위한 운용회선 및 예비회선의 최적할당 문제, 간선링을 위한 다중링 부하최적화 문제, 지선링을 위한 중첩링 부하최적화 문제에 대한 휴리스틱 알고리즘을 각각 개발하여 사례분석을 통해 그 효용성을 보인다.

불명수를 고려한 하수관거 정비 계획 수립을 위한 수학 모형 (A Mathematical Model for Sewer Rehabilitation Planning by Considering Inflow/infiltration)

  • 이용대;김승권;김재희;김중훈
    • 한국수자원학회논문집
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    • 제36권4호
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    • pp.547-559
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    • 2003
  • 본 연구에서는 체계적이고 효율적인 하수관거 정비 계획 수립을 위하여 하수관거의 경제적 가치와 불명수 발생량 및 예산 제약 등을 고려한 최적화 모형을 개발 하였다. 하수관거의 최적 정비 계획 모형은 비용 및 환경오염을 일으키는 불명수 발생 사이의 상관관계를 적절히 판단하여 최적의 경제적 사용연수를 결정하여야 하며, 예산 제약 및 각 하수관거와 배수구역의 비용 대비 효과 등을 고려하여 최적의 정비 시점 및 방법을 결정하여야 한다. 이를 위하여 본 연구에서는 관거의 잔존 수명을 상태 노드로 표현하고, 정비에 따른 잔존 수명의 변화를 아크로 표현한 최소비용 네트워크 흐름 최적화(Network Flow Optimization)모형을 구성하였으며, 이를 기초로 예산 제약 및 하수관거 시스템의 정비 특성을 고려한 제약식을 추가한 다중 목적 혼합 정수계획법(Multiple Objective Mixed Integer Programming, MOMIP)을 수립하였다. 이때 모형의 목적식은 비용 최소화 목적과 함께 불명수 발생량 최소화 목적을 추가하여, 의사결정자에게 비용과 불명수 발생량 사이의 영향 관계를 보여줌으로써 적절한 하수관거 정비 계획을 선택할 수 있도록 하였다.

두 단계 수리계획 접근법에 의한 신용평점 모델 (Credit Score Modelling in A Two-Phase Mathematical Programming)

  • Sung Chang Sup;Lee Sung Wook
    • 한국경영과학회:학술대회논문집
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    • 대한산업공학회/한국경영과학회 2002년도 춘계공동학술대회
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    • pp.1044-1051
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    • 2002
  • This paper proposes a two-phase mathematical programming approach by considering classification gap to solve the proposed credit scoring problem so as to complement any theoretical shortcomings. Specifically, by using the linear programming (LP) approach, phase 1 is to make the associated decisions such as issuing grant of credit or denial of credit to applicants. or to seek any additional information before making the final decision. Phase 2 is to find a cut-off value, which minimizes any misclassification penalty (cost) to be incurred due to granting credit to 'bad' loan applicant or denying credit to 'good' loan applicant by using the mixed-integer programming (MIP) approach. This approach is expected to and appropriate classification scores and a cut-off value with respect to deviation and misclassification cost, respectively. Statistical discriminant analysis methods have been commonly considered to deal with classification problems for credit scoring. In recent years, much theoretical research has focused on the application of mathematical programming techniques to the discriminant problems. It has been reported that mathematical programming techniques could outperform statistical discriminant techniques in some applications, while mathematical programming techniques may suffer from some theoretical shortcomings. The performance of the proposed two-phase approach is evaluated in this paper with line data and loan applicants data, by comparing with three other approaches including Fisher's linear discriminant function, logistic regression and some other existing mathematical programming approaches, which are considered as the performance benchmarks. The evaluation results show that the proposed two-phase mathematical programming approach outperforms the aforementioned statistical approaches. In some cases, two-phase mathematical programming approach marginally outperforms both the statistical approaches and the other existing mathematical programming approaches.

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중소 제조기업을 위한 엑셀기반 스케쥴링 시스템 (An Excel-Based Scheduling System for a Small and Medium Sized Manufacturing Factory)

  • 이창수;최경일;송영효
    • 품질경영학회지
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    • 제36권2호
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    • pp.28-35
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    • 2008
  • This study deals with an Excel-based scheduling system for a small and medium sized manufacturing factory without sufficient capability for managing full-scale information systems. The factory has the bottleneck with identical machines and unique batching characteristics. The scheduling problem is formulated as a variation of the parallel-machine scheduling system. It can be solved by a two-phase method: the first phase with an ant colony optimization (ACO) heuristic for order grouping and the second phase with a mixed integer programming (MIP) algorithm for scheduling groups on machines.

서비스 전후 우선순위를 고려한 해군함정의 부두 할당에 관한 연구 (A Study on Berth Allocation for Navy Surface Vessel Considering Precedence Relationship among Services)

  • 정환식;김승권
    • 한국경영과학회:학술대회논문집
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    • 한국경영과학회 2003년도 추계학술대회 및 정기총회
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    • pp.350-353
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    • 2003
  • Navy surface vessels require pier services such as emergency repair, oil supply, fm loading/unloading, crane, standby readiness, normal repair, gun arrangement, ammunition loading, and food loading during the period in port. The purpose of this study is to establish efficient berth allocation plan for navy surface vessels in home port under the limited resources of piers and equipments. The study suggests Mixed Integer Programing (MIP) model for bath allocation problem, considering precedence relationships among services. For a effective analysis, the model is implemented by ILOG OPL(Optimization Programming Language) Studio 3.1 and ILOG Cplex 7.0. The results of the model show reduction of berth shifts and increasement of service benefits. And thus, it would be a possibility of contribution in the improvement of fleet readiness.

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GRASP 기법을 이용한 주문이월과 자원제약을 고려한 공급사슬 망에서의 생산계획 알고리즘 (A Production Planning Algorithm for a Supply Chain Network Considering Bark-Order and Resource Capacity Using GRASP Method)

  • 신현준;이영섭
    • 산업경영시스템학회지
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    • 제32권3호
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    • pp.29-39
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    • 2009
  • In an environment of global competition, the success of a manufacturing corporation is directly related to how it plans and executes production in particular as well as to the optimization level of its process in general. This paper proposes a production planning algorithm for the Multi-Level, multi-item Capacitated Lot Sizing Problem (MLCLSP) in supply chain network considering back-order. MLCLSP corresponds to a mixed integer programming (MIP) problem and is NP-hard. Therefore, this paper proposes an effective algorithm, GRHS (GRASP-based Rolling Horizon Search) that solves this problem within reasonable computational time and evaluates its performance under a variety of problem scenarios.

작업조 구성과 작업량 평준화를 고려한 작업할당문제에 관한 연구 (The Workload Assignment Problem in consideration of the Worker Pairing and the Workload Balancing)

  • 심동현;이영훈
    • 산업공학
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    • 제22권3호
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    • pp.263-277
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    • 2009
  • This research deals with a task assignment problem to worker group which consists of one master and one assistant. Each task must be assigned to only one worker group and it is possible to make a pair of each master and each assistant to organize a worker group. A worker group may have more than one task assigned to it, but the workloads of each worker group must be balanced within the allowable range. This problem can be formulated mathematically using the Mixed Integer Programming(MIP), where the objective function is to minimize the total assignment cost. A two phase heuristic algorithm is suggested in order to find approximate solutions. The first phase is to obtain an initial solution, where the initial assignment is performed to follow the workload adjustment. In the second phase, the solution is improved through the repeated process of the exchange and the assignment adjustment. Numerical experiments have been performed to evaluate the performance of the heuristic algorithm.

Multiple Product Single Facility Stockout Avoidance Problem (SAP) and Weighted Stockout Problem (WSP)

  • Moon, Il-Kyeong
    • 한국경영과학회지
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    • 제17권3호
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    • pp.137-158
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    • 1992
  • We study the Multiple Product Single Facility Stockout Avoidance Problem (SAP). That is the problem of determining, given initial inventories, whether there is a multiple product single facility production schedule that avoids stockouts over a given time horizon. The optimization version of the SAP where stockouts are pnelized linearly is also studied. We call this problem the Weighted Stockout Problem (WSP). Both problems are NP-hard in the strong sense. We develop Mixed Integer Linear Programming (MIP) formulations for both the SAP and the WSP. In addition, several heuristic algorithms are presented and performances are tested using computational experiments. We show that there exist polynomial algorithms for some special cases of the SAP and the WSP. We also present a method to phase into a target cyclic schedule for infinite horizon problems. These can be used as a practical scheduling tool for temporarily overloaded facilities or to reschedule production after a disruption.

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