• Title/Summary/Keyword: integer program

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Stochastic Weapon Target Assignment Problem under Uncertainty in Targeting Accuracy (명중률의 불확실성을 고려한 추계학적 무장-표적 할당 문제)

  • Lee, Jinho;Shin, Myoungin
    • Journal of the Korean Operations Research and Management Science Society
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    • v.41 no.3
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    • pp.23-36
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    • 2016
  • We consider a model that minimizes the total cost incurred by assigning available weapons to existing targets in order to reduce enemy threats, which is called the weapon target assignment problem (WTAP). This study addresses the stochastic versions of WTAP, in which data, such as the probability of destroying a target, are given randomly (i.e., data are identified with certain probability distributions). For each type of random data or parameter, we provide a stochastic optimization model on the basis of the expected value or scenario enumeration. In particular, when the probabilities of destroying targets depending on weapons are stochastic, we present a stochastic programming formulation with a simple recourse. We show that the stochastic model can be transformed into a deterministic equivalent mixed integer programming model under a certain discrete probability distribution of randomness. We solve the stochastic model to obtain an optimal solution via the mixed integer programming model and compare this solution with that of the deterministic model.

A Study on a Multi-period Inventory Model with Quantity Discounts Based on the Previous Order (주문량 증가에 따른 할인 정책이 있는 다기간 재고 모형의 해법 연구)

  • Lim, Sung-Mook
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.32 no.4
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    • pp.53-62
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    • 2009
  • Lee[15] examined quantity discount contracts between a manufacturer and a retailer in a stochastic, two-period inventory model where quantity discounts are provided based on the previous order size. During the two periods, the retailer faces stochastic (truncated Poisson distributed) demands and he/she places orders to meet the demands. The manufacturer provides for the retailer a price discount for the second period order if its quantity exceeds the first period order quantity. In this paper we extend the above two-period model to a k-period one (where k < 2) and propose a stochastic nonlinear mixed binary integer program for it. In order to make the program tractable, the nonlinear term involving the sum of truncated Poisson cumulative probability function values over a certain range of demand is approximated by an i-interval piecewise linear function. With the value of i selected and fixed, the piecewise linear function is determined using an evolutionary algorithm where its fitness to the original nonlinear term is maximized. The resulting piecewise linear mixed binary integer program is then transformed to a mixed binary integer linear program. With the k-period model developed, we suggest a solution procedure of receding horizon control style to solve n-period (n < k) order decision problems. We implement Lee's two-period model and the proposed k-period model for the use in receding horizon control style to solve n-period order decision problems, and compare between the two models in terms of the pattern of order quantities and the total profits. Our computational study shows that the proposed model is superior to the two-period model with respect to the total profits, and that order quantities from the proposed model have higher fluctuations over periods.

The Allocation of Inspection Stations in Multi-Stage Production Systems with 0-1 Integer Programming (다단계 생산공정에서의 검사지점 할당 문제에 관한 연구)

  • Lee, Sung-Gi;Yun, Deok-Kyun
    • Journal of Korean Society for Quality Management
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    • v.24 no.1
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    • pp.20-31
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    • 1996
  • A pure zero-one integer program is formulated for determining where to assign the inspection stations in a multi-stage production system. The objective fuction is formulated to minimize the overall inspection costs. One of the major characteristics of this system is that an assigned inspection station is to inspect only the items produced in previous manufacturing stages. Each inspection station can be assigned to any possible inspection stage between two manufacturing stages. Error-free and screening inspection policy is assumed in this system and the defective items found in any inspection station will be reworked at once. The integer programming model presented in this paper has the advantages in the ease of modeling and modifiing as compared with the existing dymanamic programming methods. The solutions of the model can be easily obtained by the commercially available softwares like LINDO and GAMS.

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A Study on Scheduling of Scrap Disposal for Deap-sea Fishing Industry Using a Mixed Integer Programming Model (혼합정수계획 모형을 활용한 원양산업의 최적 감척 일정계획 수립에 관한 연구)

  • Kim, Jae-Hee
    • Korean Management Science Review
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    • v.27 no.2
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    • pp.55-66
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    • 2010
  • In Korea, deap-sea fishing industry plays an important role in a food industry. However, it is in a difficult situation because of the more competitive business environment. Therefore, there is a need to restructure the deap-sea fishing industry by scraping superannuated ships. This paper is designed to present scrap programs for deap-sea fishing industry of Korea. We performed ratio analysis to evaluate financial performance of fishing companies and then applied a mixed integer programming (MIP) model to identify optimal schedule for scraping. The results of the financial ratio analysis indicates that it is legible to provide governmental aid to Atlantic trawl, Northern Pacific trawl, and Indian ocean trawl with minimum required rate of return (MRR) of 3%, and the Atlantic strip fishing industry is qualified to receive the governmental aid with MRR value of 5%. Furthermore, by applying the MIP model to develop scrap planning, we demonstrate how our model can be used to restructure the deap-sea fishing industry of Korea.

A Study on Developing an Integrated Model of Facility Location Problems and Safety Stock Optimization Problems in Supply Chain Management (공급사슬관리에서 생산입지선정 문제와 안전재고 최적화 문제의 통합모형 개발에 관한 연구)

  • Cho Geon
    • Journal of the Korean Operations Research and Management Science Society
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    • v.31 no.1
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    • pp.91-103
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    • 2006
  • Given a bill of materials (BOM) tree T labeled by the breadth first search (BFS) order from node 0 to node n and a general network ${\Im}=(V,A)$, where V={1,2,...,m} is the set of production facilities and A is the set of arcs representing transportation links between any of two facilities, we assume that each node of T stands for not only a component. but also a production stage which is a possible stocking point and operates under a periodic review base-stock policy, We also assume that the random demand which can be achieved by a suitable service level only occurs at the root node 0 of T and has a normal distribution $N({\mu},{\sigma}^2)$. Then our integrated model of facility location problems and safety stock optimization problem (FLP&SSOP) is to identify both the facility locations at which partitioned subtrees of T are produced and the optimal assignment of safety stocks so that the sum of production cost, inventory holding cost, and transportation cost is minimized while meeting the pre-specified service level for the final product. In this paper, we first formulate (FLP&SSOP) as a nonlinear integer programming model and show that it can be reformulated as a 0-1 linear integer programming model with an exponential number of decision variables. We then show that the linear programming relaxation of the reformulated model has an integrality property which guarantees that it can be optimally solved by a column generation method.

A Study on Rail Crane Scheduling Problem at Rail Terminal (철송 크레인 일정계획문제에 관한 연구)

  • Kim, Kwang-Tae;Kim, Kyung-Min;Kim, Dong-Hee
    • Proceedings of the KSR Conference
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    • 2011.05a
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    • pp.269-276
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    • 2011
  • This paper considers the rail crane scheduling problem with minimizing the sum of the range of order completion time and make-span of rail crane simultaneously. The range of order completion time implies the difference between the maximum of completion time and minimum of start time. Make-span refers to the time when all the tasks are completed. At a rail terminal, logistics companies wish to concentrate on their task of loading and unloading container on/from rail freight train at a time in order to increase the efficiency of their equipment such as reach stacker. In other words, they want to reduce the range of their order completion time. As a part of efforts to meet the needs, the crane schedule is rearranged based on worker's experience. We formulate the problem as a mixed integer program. To validate the effectiveness of the model, computational experiments were conducted using a set of data randomly generated.

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Empty Containers Distribution Problem considering the Container Ship Route (컨테이너선의 경로를 고려한 공 컨테이너의 분배 문제에 대한 연구)

  • Shin, Sang-Hoon;Moon, Il-Kyeong
    • Journal of Korean Institute of Industrial Engineers
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    • v.35 no.1
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    • pp.92-100
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    • 2009
  • Today international trade through maritime transportation is significantly increasing. Due to this increase, shipping companies are faced with problems concerning the repositioning of empty containers from import dominant ports. The liner shipping service network has been provided to transport containers which load customers' freights. Container ships are moved on the liner shipping service network by observing the predetermined route and transportation time. This research deals with the empty containers distribution problem considering the container ship route. A mathematical model based on the mixed integer program has been introduced in this study. The objective is to minimize the total relevant costs of empty containers such as handling, leasing, and inventory holding, etc. Due to the complexity of the problem, a genetic algorithm has been suggested to solve large sized problems within a reasonable time. Numerical experiments have been conducted to show the efficiency of the genetic algorithm.

A Generalization of the Robust Inventory Problem with Non-Stationary Costs

  • Park, Kyung-Chul;Lee, Kyung-Sik
    • Management Science and Financial Engineering
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    • v.16 no.3
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    • pp.95-102
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    • 2010
  • This paper considers the robust inventory control problem introduced by Bertsimas and Thiele [4]. In their paper, they have shown that the robust version of the inventory control problem can be solved by solving a nominal inventory problem which is formulated as a mixed integer program. As a proper generalization of the model, we consider the problem with non-stationary cost. In this paper, we show that the generalized version can also be solved by solving a nominal inventory problem. Furthermore, we show that the problem can be solved efficiently.

A Teaching Program in Making Eastern and Western Musical Scales using Integer Ratio (정수비를 이용한 음 생성 관련 교수계획)

  • Lee, Gyou Bong
    • Communications of Mathematical Education
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    • v.26 no.4
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    • pp.339-349
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    • 2012
  • Integer ratios 1:2:3:4 are very important in making eastern and western musical scales. Suggest an educational program of Mathematics in middle school which shows how to make an musical instrument and musical scales by Euclidean constructions. It explains for Mathematics how to make musical notes.