• Title/Summary/Keyword: Stochastic Scheduling Problem

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Cross-Layer and End-to-End Optimization for the Integrated Wireless and Wireline Network

  • Gong, Seong-Lyong;Roh, Hee-Tae;Lee, Jang-Won
    • Journal of Communications and Networks
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    • v.14 no.5
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    • pp.554-565
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    • 2012
  • In this paper, we study a cross-layer and end-to-end optimization problem for the integrated wireless and wireline network that consists of one wireline core network and multiple wireless access networks. We consider joint end-to-end flow control/distribution at the transport and network layers and opportunistic scheduling at the data link and physical layers. We formulate a single stochastic optimization problem and solve it by using a dual approach and a stochastic sub-gradient algorithm. The developed algorithm can be implemented in a distributed way, vertically among communication layers and horizontally among all entities in the network, clearly showing what should be done at each layer and each entity and what parameters should be exchanged between layers and between entities. Numerical results show that our cross-layer and end-to-end optimization approach provides more efficient resource allocation than the conventional layered and separated optimization approach.

Unit Commitment of a Microgrid Considering Islanded Operation Scenarios (독립운전 시나리오를 고려한 마이크로그리드의 최적 발전기 기동정지 계획)

  • Lee, Si Young
    • The Transactions of The Korean Institute of Electrical Engineers
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    • v.67 no.6
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    • pp.708-714
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    • 2018
  • Islanded operation of a microgrid can ensure the reliable operation of the system when a large accident occurs in the main grid. However, because the generation capability of a microgrid is typically limited, a microgrid operator should take islanded operation risk into account in scheduling its generation resources. To address this problem, in this paper we have proposed two unit commitment formulations based on the islanding scenario that reflect the expected and worst-case values of the islanded operation risk. An optimal resource scheduling strategy is obtained for the microgrid operator by solving these optimization problem, and the effectiveness of the proposed method is investigated by numerical simulations.

Stochastic Upper Bound for the Stationary Queue Lengths of GPS Servers

  • Kim, Sung-Gon
    • The Korean Journal of Applied Statistics
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    • v.22 no.3
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    • pp.541-551
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    • 2009
  • Generalized processor sharing(GPS) service policy is a scheduling algorithm to allocate the bandwidth of a queueing system with multi-class input traffic. In a queueing system with single-class traffic, the stationary queue length becomes larger stochastically when the bandwidth (i.e. the service rate) of the system decreases. For a given GPS server, we consider the similar problem to this. We define the monotonicity for the head of the line processor sharing(HLPS) servers in which the units in the heads of the queues are served simultaneously and the bandwidth allocated to each queue are determined by the numbers of units in the queues. GPS is a type of monotonic HLPS. We obtain the HLPS server whose queue length of a class stochastically bounds upper that of corresponding class in the given monotonic HLPS server for all classes. The queue lengths process of all classes in the obtained HLPS server has the stationary distribution of product form. When the given monotonic HLPS server is GPS server, we obtain the explicit form of the stationary queue lengths distribution of the bounding HLPS server. Numerical result shows how tight the stochastic bound is.

The Solution of Vehicle Scheduling Problems with Multiple Objectives in a Probabilistic Environment

  • Park, Yang-Byung
    • Journal of Korean Institute of Industrial Engineers
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    • v.14 no.1
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    • pp.119-131
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    • 1988
  • Vehicle Scheduling Problem (VSP) is a generic name given to a whole class of problems involving the visiting of "stations" by "vehicles," where a time is associated with each activity. The studies performed to date have the common feature of a single objective while satisfying a set of restrictions and known customer supplies or demands. However, VSPs may involve relevant multiple objectives and probabilistic supplies or demands at stations, creating multicriteria stochastic VSPs. This paper proposes a heuristic algorithm based on goal programming approach to schedule the most satisfactory vehicle routes of a bicriteria VSP with probabilistic supplies at stations. The two relevant objectives are the minimization of the expected travel distance of vehicles and the minimization of the due time violation for collection service at stations by vehicles. The algorithm developed consists of three major stages. In the first stage, an artificial capacity of vehicle is determined, on the basis of decision maker's subjective estimates. The second one clusters a set of stations into subsets by applying an efficient cluster method developed. In the third one, the stations in each subset are scheduled by applying an iterative goal programming heuristic procedure to each cluster.

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DUALITY FOR LINEAR CHANCE-CONSTRAINED OPTIMIZATION PROBLEMS

  • Bot, Radu Ioan;Lorenz, Nicole;Wanka, Gert
    • Journal of the Korean Mathematical Society
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    • v.47 no.1
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    • pp.17-28
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    • 2010
  • In this paper we deal with linear chance-constrained optimization problems, a class of problems which naturally arise in practical applications in finance, engineering, transportation and scheduling, where decisions are made in presence of uncertainty. After giving the deterministic equivalent formulation of a linear chance-constrained optimization problem we construct a conjugate dual problem to it. Then we provide for this primal-dual pair weak sufficient conditions which ensure strong duality. In this way we generalize some results recently given in the literature. We also apply the general duality scheme to a portfolio optimization problem, a fact that allows us to derive necessary and sufficient optimality conditions for it.

APPROXIMATE ANALYSIS OF AN N-DESIGN CALL CENTER WITH TWO TYPES OF AGENTS

  • Park, Chul-Geun;Han, Dong-Hwan;Baik, Kwang-Hyun
    • Journal of applied mathematics & informatics
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    • v.26 no.5_6
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    • pp.1021-1035
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    • 2008
  • In this paper, we analyze an N-design call center with skill-based routing, in which one pool of agents handles two types of calls and another pool of agents handles only one type of calls. The approximate analysis is motivated by a computational complexity that has been observed in the direct stochastic approach and numerical method for finding performance measures. The workforce staffing policy is very important to the successful management of call centers. So the allocation scheduling of the agents can be considered as the optimization problem of the corresponding queueing system to the call center. We use a decomposition algorithm which divides the state space of the queueing system into the subspaces for the approximate analysis of the N-design call center with two different types of agents. We also represent some numerical examples and show the impact of the system parameters on the performance measures.

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Stochastic Analysis of the Uncertain Hourly Load Demand Applying to Unit Commitment Problem (발전기 기동정지 계획에 적용되는 불확실한 부하곡선에 대한 통계적 분석)

  • Jung, Choon-Sik;Park, Jeong-Do;Kook, Hyun-Jong;Moon, Young-Hyun
    • Proceedings of the KIEE Conference
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    • 2000.07a
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    • pp.337-340
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    • 2000
  • In this paper, the effects of the uncertain hourly load demand are stochastically analyzed especially by the consideration of the average over generation of the Unit Commitment(UC) results. In order to minimize the effects of the actual load profile change, a new UC algorithm is proposed. The proposed algorithm calculates the UC results with the lower load level than the one generated by the conventional load forecast. In case of the worse load forecast, the deviation of the conventional UC solution can be overcome with the lower load level and the more hourly reserve requirements. The proposed method is tested with sample systems, which shows that the proposed method can be used as the basic guideline for selecting the potimal load forecast applying to UC problem.

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A Stochastic Bilevel Scheduling Model for the Determination of the Load Shifting and Curtailment in Demand Response Programs

  • Rad, Ali Shayegan;Zangeneh, Ali
    • Journal of Electrical Engineering and Technology
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    • v.13 no.3
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    • pp.1069-1078
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    • 2018
  • Demand response (DR) programs give opportunity to consumers to manage their electricity bills. Besides, distribution system operator (DSO) is interested in using DR programs to obtain technical and economic benefits for distribution network. Since small consumers have difficulties to individually take part in the electricity market, an entity named demand response provider (DRP) has been recently defined to aggregate the DR of small consumers. However, implementing DR programs face challenges to fairly allocate benefits and payments between DRP and DSO. This paper presents a procedure for modeling the interaction between DRP and DSO based on a bilevel programming model. Both DSO and DRP behave from their own viewpoint with different objective functions. On the one hand, DRP bids the potential of DR programs, which are load shifting and load curtailment, to maximize its expected profit and on the other hand, DSO purchases electric power from either the electricity market or DRP to supply its consumers by minimizing its overall cost. In the proposed bilevel programming approach, the upper level problem represents the DRP decisions, while the lower level problem represents the DSO behavior. The obtained bilevel programming problem (BPP) is converted into a single level optimizing problem using its Karush-Kuhn-Tucker (KKT) optimality conditions. Furthermore, point estimate method (PEM) is employed to model the uncertainties of the power demands and the electricity market prices. The efficiency of the presented model is verified through the case studies and analysis of the obtained results.

Performance Evaluation of Output Queueing ATM Switch with Finite Buffer Using Stochastic Activity Networks (SAN을 이용한 제한된 버퍼 크기를 갖는 출력큐잉 ATM 스위치 성능평가)

  • Jang, Kyung-Soo;Shin, Ho-Jin;Shin, Dong-Ryeol
    • The Transactions of the Korea Information Processing Society
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    • v.7 no.8
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    • pp.2484-2496
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    • 2000
  • High speed switches have been developing to interconnect a large number of nodes. It is important to analyze the switch performance under various conditions to satisfy the requirements. Queueing analysis, in general, has the intrinsic problem of large state space dimension and complex computation. In fact, The petri net is a graphical and mathematical model. It is suitable for various applications, in particular, manufacturing systems. It can deal with parallelism, concurrence, deadlock avoidance, and asynchronism. Currently it has been applied to the performance of computer networks and protocol verifications. This paper presents a framework for modeling and analyzing ATM switch using stochastic activity networks (SANs). In this paper, we provide the ATM switch model using SANs to extend easily and an approximate analysis method to apply A TM switch models, which significantly reduce the complexity of the model solution. Cell arrival process in output-buffered Queueing A TM switch with finite buffer is modeled as Markov Modulated Poisson Process (MMPP), which is able to accurately represent real traffic and capture the characteristics of bursty traffic. We analyze the performance of the switch in terms of cell-loss ratio (CLR), mean Queue length and mean delay time. We show that the SAN model is very useful in A TM switch model in that the gates have the capability of implementing of scheduling algorithm.

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Design of a GIS-Based Distribution System with Service Consideration (서비스수준을 고려한 GIS기반의 차량 운송시스템)

  • 황흥석;조규성
    • Korean Management Science Review
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    • v.18 no.2
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    • pp.125-134
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    • 2001
  • This paper is concerned with the development of a GIS-based distribution system with service consideration. The proposed model could be used for a wide range of logistics applications in planning, engineering and operational purpose for logistics system. This research addresses the formulation of those complex prob1ems of two-echelon logistics system to plan the incorporating supply center locations and distribution problems based on GIS. We propose an integrated logistics model for determining the optimal patterns of supply centers and inventory allocations (customers) with a three-step sequential approach. 1) First step, Developing GIS-distance model and stochastic set-covering program to determine Optimel pattern of supply center location. 2) Second step, Optimal sector-clustering to support customers. 3) Third step, Optimal vehicle rouse scheduling based on GIS, GIS-VRP In this research we developed GUI-tree program, the GIS-VRP provide the vehicle to users and freight information in real time. We applied a set of sample examples to this model and demonstrated samp1e results. It has been found that the proposed model is potentially efficient and useful in solving multi-depot problem through examples. However the proposed model can provide logistics decision makers to get the best supply schedule.

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