• Title/Summary/Keyword: mixed integer and linear programming

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Development of Optimization Model for Traffic Signal Timing in Grid Networks (네트워크형 가로망의 교통신호제어 최적화 모형개발)

  • 김영찬;유충식
    • Journal of Korean Society of Transportation
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    • v.18 no.1
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    • pp.87-97
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    • 2000
  • Signal optimization model is divided bandwidth-maximizing model and delay-minimizing model. Bandwidth-maximizing model express model formulation as MILP(Mixed Integer Linear Programming) and delay-minimizing model like TRANSYT-7F use "hill climbing" a1gorithm to optimize signal times. This study Proposed optimization model using genetic algorithm one of evolution algorithm breaking from existing optimization model This Proposed model were tested by several scenarios and evaluated through NETSIM with TRANSYT-7F\`s outputs. The result showed capability that can obtain superior solution.

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A connection method of LPSolve and Excel for network optimization problem (네트워크 최적화 문제의 해결을 위한 LPSolve와 엑셀의 연동 방안)

  • Kim, Hu-Gon
    • Journal of Korea Society of Industrial Information Systems
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    • v.15 no.5
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    • pp.187-196
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    • 2010
  • We present a link that allows Excel to call the functions in the lp_solve system. lp_solve is free software licensed under the GPL that solves linear and mixed integer linear programs of moderate size. Our link manages the interface between Excel and lp_solve. Excel has a built-in add-in named Solver that is capable of solving mixed integer programs, but only with fewer than 200 variables. This link allows Excel users to handle substantially larger problems at no extra cost. Futhermore, we introduce that a network drawing method in Excel using arc adjacency lists of a network.

Study for the Plant Layout Optimization for the Ethylene Oxide Process based on Mathematical and Explosion Modeling (수학적 모델과 폭발사고 모델링을 통한 산화에틸렌 공정의 설비 배치 최적화에 관한 연구)

  • Cha, Sanghoon;Lee, Chang Jun
    • Journal of the Korean Society of Safety
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    • v.35 no.1
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    • pp.25-33
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    • 2020
  • In most plant layout optimization researches, MILP(Mixed Integer Linear Programming) problems, in which the objective function includes the costs of pipelines connecting process equipment and cost associated with safety issues, have been employed. Based on these MILP problems, various optimization solvers have been applied to investigate the optimal solutions. To consider safety issues on the objective function of MILP problems together, the accurate information about the impact and the frequency of potential accidents in a plant should be required to evaluate the safety issues. However, it is really impossible to obtain accurate information about potential accidents and this limitation may reduce the reliability of a plant layout problem. Moreover, in real industries such as plant engineering companies, the plant layout is previously fixed and the considerations of various safety instruments and systems have been performed to guarantee the plant safety. To reflect these situations, the two step optimization problems have been designed in this study. The first MILP model aims to minimize the costs of pipelines and the land size as complying sufficient spaces for the maintenance and safety. After the plant layout is determined by the first MILP model, the optimal locations of blast walls have been investigated to maximize the mitigation impacts of blast walls. The particle swarm optimization technique, which is one of the representative sampling approaches, is employed throughout the consideration of the characteristics of MILP models in this study. The ethylene oxide plant is tested to verify the efficacy of the proposed model.

Optimization of Integrated District Heating System (IDHS) Based on the Forecasting Model for System Marginal Prices (SMP) (계통한계가격 예측모델에 근거한 통합 지역난방 시스템의 최적화)

  • Lee, Ki-Jun;Kim, Lae-Hyun;Yeo, Yeong-Koo
    • Korean Chemical Engineering Research
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    • v.50 no.3
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    • pp.479-491
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    • 2012
  • In this paper we performed evaluation of the economics of a district heating system (DHS) consisting of energy suppliers and consumers, heat generation and storage facilities and power transmission lines in the capital region, as well as identification of optimal operating conditions. The optimization problem is formulated as a mixed integer linear programming (MILP) problem where the objective is to minimize the overall operating cost of DHS while satisfying heat demand during 1 week and operating limits on DHS facilities. This paper also propose a new forecasting model of the system marginal price (SMP) using past data on power supply and demand as well as past cost data. In the optimization, both the forecasted SMP and actual SMP are used and the results are analyzed. The salient feature of the proposed approach is that it exhibits excellent predicting performance to give improved energy efficiency in the integrated DHS.

Integrating Machine Reliability and Preventive Maintenance Planning in Manufacturing Cell Design

  • Das, Kanchan;Lashkari, R.S.;Sengupta, S.
    • Industrial Engineering and Management Systems
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    • v.7 no.2
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    • pp.113-125
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    • 2008
  • This paper presents a model for designing cellular manufacturing systems (CMS) by integrating system cost, machine reliability, and preventive maintenance (PM) planning. In a CMS, a part is processed using alternative process routes, each consisting of a sequence of visits to machines. Thus, a level of 'system reliability' is associated with the machines along the process route assigned to a part type. Assuming machine reliabilities to follow the Weibull distribution, the model assigns the machines to cells, and selects, for each part type, a process route which maximizes the overall system reliability and minimizes the total costs of manufacturing operations, machine underutilization, and inter-cell material handling. The model also incorporates a reliability based PM plan and an algorithm to implement the plan. The algorithm determines effective PM intervals for the CMS machines based on a group maintenance policy and thus minimizes the maintenance costs subject to acceptable machine reliability thresholds. The model is a large mixed integer linear program, and is solved using LINGO. The results point out that integrating PM in the CMS design improves the overall system reliability markedly, and reduces the total costs significantly.

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

  • Sung Chang Sup;Lee Sung Wook
    • Proceedings of the Korean Operations and Management Science Society Conference
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    • 2002.05a
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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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Adaptive Genetic Algorithm for the Manufacturing/Distribution Chain Planning

  • Kiyoung Shin;Chiung Moon;Kim, Yongchan;Kim, Jongsoo
    • Proceedings of the Korean Institute of Intelligent Systems Conference
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    • 2003.09a
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    • pp.170-174
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    • 2003
  • In this research, we consider an integrated manufacturing/distribution planning problem in supply chain (SC) which has non-integer time lags. We focus on a capacitated manufacturing planning and capacity allocation problem for the system. We develop a mixed binary integer linear programming (MBLP) model and propose an efficient heuristic procedure using an adaptive genetic algorithm, which is composed of a regeneration procedure for evaluating infeasible chromosomes and the reduced costs from the LP-relaxation of the original model. The proposed an adaptive genetic algorithm was tested in terms of the solution accuracy and algorithm speed during numerical experiments. We found that our algorithm can generate the optimal solution within a reasonable computational time.

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Production Scheduling for a Two-machine Flow Shop with a Batch Processing Machine (배치처리기계를 포함하는 두 단계 흐름생산라인의 일정계획)

  • Koh, Shie-Gheun;Koo, Pyung-Hoi;Kim, Byung-Nam
    • Journal of Korean Institute of Industrial Engineers
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    • v.34 no.4
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    • pp.481-488
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    • 2008
  • This paper deals with a scheduling problem for two-machine flow shop, in which the preceding machine is a batch processing machine that can process a number of jobs simultaneously. To minimize makespan of the system, we present a mixed integer linear programming formulation for the problem, and using this formulation, it is shown that an optimal solution for small problem can be obtained by a commercial optimization software. However, since the problem is NP-hard and the size of a real problem is very large, we propose a number of heuristic algorithms including genetic algorithm to solve practical big-sized problems in a reasonable computational time. To verify performances of the algorithms, we compare them with lower bound for the problem. From the results of these computational experiments, some of the heuristic algorithms show very good performances for the problem.

Combining Vehicle Routing with Forwarding : Extension of the Vehicle Routing Problem by Different Types of Sub-contraction

  • Kopfer, Herbert;Wang, Xin
    • Journal of Korean Institute of Industrial Engineers
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    • v.35 no.1
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    • pp.1-14
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    • 2009
  • The efficiency of transportation requests fulfillment can be increased through extending the problem of vehicle routing and scheduling by the possibility of subcontracting a part of the requests to external carriers. This problem extension transforms the usual vehicle routing and scheduling problems to the more general integrated operational transportation problems. In this contribution, we analyze the motivation, the chances, the realization, and the challenges of the integrated operational planning and report on experiments for extending the plain Vehicle Routing Problem to a corresponding problem combining vehicle routing and request forwarding by means of different sub-contraction types. The extended problem is formalized as a mixed integer linear programming model and solved by a commercial mathematical programming solver. The computational results show tremendous costs savings even for small problem instances by allowing subcontracting. Additionally, the performed experiments for the operational transportation planning are used for an analysis of the decision on the optimal fleet size for own vehicles and regularly hired vehicles.

Optimization-Based Pattern Generation for LAD (최적화에 근거한 LAD의 패턴생성 기법)

  • Jang, In-Yong;Ryoo, Hong-Seo
    • Proceedings of the Korean Operations and Management Science Society Conference
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    • 2005.10a
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    • pp.409-413
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    • 2005
  • The logical analysis of data(LAD) is an effective Boolean-logic based data mining tool. A critical step in analyzing data by LAD is the pattern generation stage where useful knowledge and hidden structural information in data is discovered in the form of patterns. A conventional method for pattern generation in LAD is based on term enumeration that renders the generation of higher degree patterns practically impossible. In this paper, we present a new optimization-based pattern generation methodology and propose two mathematical programming medels, a mixed 0-1 integer and linear programming(MILP) formulation and a well-studied set covering problem(SCP) formulation for the generation of optimal and heuristic patterns, respectively. With benchmark datasets, we demonstrate the effectiveness of our models by automatically generating with much ease patterns of high complexity that cannot be generated with the conventional approach.

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