• Title/Summary/Keyword: stochastic programming problem

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Development of penalty dependent pricing strategy for bicycle sharing and relocation of bicycles using trucks

  • Kim, Woong;Kim, Ki-Hong;Lee, Chul-Ung
    • Journal of the Korea Society of Computer and Information
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    • v.21 no.6
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    • pp.107-115
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    • 2016
  • In this paper, we propose a Bicycle sharing has grown popular around the cities in the world due to its convenience. However, the bicycle sharing system is not problem-free, and there remains many managerial problems to be solved. In this study, we analyzed pricing strategy of a bicycle sharing system by minimizing the number of bicycles relocated by trucks, the act of which incurs penalty. The objective function is constructed by applying mixed integer programming and is presented as a stochastic model by using Markov chain so that arrival and departure rates of bicycle stations can be utilized in the analysis. The efficiency of the presented model is verified upon the analysis of bicycle sharing data gathered in Daejeon in 2014.

Forecasting Renewable Energy Using Delphi Survey and the Economic Evaluation of Long-Term Generation Mix (델파이 활용 신재생 에너지 수요예측과 장기전원 구성의 경제성 평가)

  • Koo, Hoonyoung;Min, Daiki
    • Journal of Korean Institute of Industrial Engineers
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    • v.39 no.3
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    • pp.183-191
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    • 2013
  • We address the power generation mix problem that considers not only nuclear and fossil fuels such as oil, coal and LNG but also renewable energy technologies. Unlike nuclear or other generation technologies, the expansion plan of renewable energy is highly uncertain because of its dependency on the government policy and uncertainty associated with technology improvements. To address this issue, we conduct a delphi survey and forecast the capacity of renewable energy. We further propose a stochastic mixed integer programming model that determines an optimal capacity expansion and the amount of power generation using each generation technology. Using the proposed model, we test eight generation mix scenarios and particularly evaluate how much the expansion of renewable energy contributes to the total costs for power generation in Korea. The evaluation results show that the use of renewable energy incurs additional costs.

An Inventory Problem with Lead Time Proportional to Lot Size and Space Constraint (로트크기에 비례하는 리드타임과 공간 제약을 고려한 재고관리 정책)

  • Lee, Dongju
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.38 no.4
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    • pp.109-116
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    • 2015
  • This paper is concerned with the single vendor single buyer integrated production inventory problem. To make this problem more practical, space restriction and lead time proportional to lot size are considered. Since the space for the inventory is limited in most practical inventory system, the space restriction for the inventory of a vendor and a buyer is considered. As product's quantity to be manufactured by the vendor is increased, the lead time for the order is usually increased. Therefore, lead time for the product is proportional to the order quantity by the buyer. Demand is assumed to be stochastic and the continuous review inventory policy is used by the buyer. If the buyer places an order, then the vendor will start to manufacture products and the products will be transferred to the buyer with equal shipments many times. The mathematical formulation with space restriction for the inventory of a vendor and a buyer is suggested in this paper. This problem is constrained nonlinear integer programming problem. Order quantity, reorder points for the buyer, and the number of shipments are required to be determined. A Lagrangian relaxation approach, a popular solution method for constrained problem, is developed to find lower bound of this problem. Since a Lagrangian relaxation approach cannot guarantee the feasible solution, the solution method based on the Lagrangian relaxation approach is proposed to provide with a good feasible solution. Total costs by the proposed method are pretty close to those by the Lagrangian relaxation approach. Sensitivity analysis for space restriction for the vendor and the buyer is done to figure out the relationships between parameters.

Human Motion Tracking by Combining View-based and Model-based Methods for Monocular Video Sequences (하나의 비디오 입력을 위한 모습 기반법과 모델 사용법을 혼용한 사람 동작 추적법)

  • Park, Ji-Hun;Park, Sang-Ho;Aggarwal, J.K.
    • The KIPS Transactions:PartB
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    • v.10B no.6
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    • pp.657-664
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    • 2003
  • Reliable tracking of moving humans is essential to motion estimation, video surveillance and human-computer interface. This paper presents a new approach to human motion tracking that combines appearance-based and model-based techniques. Monocular color video is processed at both pixel level and object level. At the pixel level, a Gaussian mixture model is used to train and classily individual pixel colors. At the object level, a 3D human body model projected on a 2D image plane is used to fit the image data. Our method does not use inverse kinematics due to the singularity problem. While many others use stochastic sampling for model-based motion tracking, our method is purely dependent on nonlinear programming. We convert the human motion tracking problem into a nonlinear programming problem. A cost function for parameter optimization is used to estimate the degree of the overlapping between the foreground input image silhouette and a projected 3D model body silhouette. The overlapping is computed using computational geometry by converting a set of pixels from the image domain to a polygon in the real projection plane domain. Our method is used to recognize various human motions. Motion tracking results from video sequences are very encouraging.

Size Optimization of Space Trusses Based on the Harmony Search Heuristic Algorithm (Harmony Search 알고리즘을 이용한 입체트러스의 단면최적화)

  • Lee Kang-Seok;Kim Jeong-Hee;Choi Chang-Sik;Lee Li-Hyung
    • Proceedings of the Computational Structural Engineering Institute Conference
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    • 2005.04a
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    • pp.359-366
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    • 2005
  • Most engineering optimization are based on numerical linear and nonlinear programming methods that require substantial gradient information and usually seek to improve the solution in the neighborhood of a starting point. These algorithm, however, reveal a limited approach to complicated real-world optimization problems. If there is more than one local optimum in the problem, the result may depend on the selection of an initial point, and the obtained optimal solution may not necessarily be the global optimum. This paper describes a new harmony search(HS) meta-heuristic algorithm-based approach for structural size optimization problems with continuous design variables. This recently developed HS algorithm is conceptualized using the musical process of searching for a perfect state of harmony. It uses a stochastic random search instead of a gradient search so that derivative information is unnecessary. Two classical space truss optimization problems are presented to demonstrate the effectiveness and robustness of the HS algorithm. The results indicate that the proposed approach is a powerful search and optimization technique that may yield better solutions to structural engineering problems than those obtained using current algorithms.

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Maximizing the Selection Response by Optimal Quantitative Trait Loci Selection and Control of Inbreeding in a Population with Different Lifetimes between Sires and Dams

  • Tang, G.Q.;Li, X.W.;Zhu, L.;Shuai, S.R.;Bai, L.
    • Asian-Australasian Journal of Animal Sciences
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    • v.21 no.11
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    • pp.1559-1571
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    • 2008
  • A rule was developed to constrain the annual rate of inbreeding to a predefined value in a population with different lifetimes between sires and dams, and to maximize the selection response over generations. This rule considers that the animals in a population should be divided into sex-age classes based on the theory of gene flow, and restricts the increase of average inbreeding coefficient for new offspring by limiting the increase of the mean additive genetic relationship for parents selected. The optimization problem of this rule was formulated as a quadratic programming problem. Inputs for the rule were the BLUP estimated breeding values, the additive genetic relationship matrix of all animals, and the long-term contributions of sex-age classes. Outputs were optimal number and contributions of selected animals. In addition, this rule was combined with the optimization of emphasis given to QTL, and further increased the genetic gain over the planning horizon. Stochastic simulations of closed nucleus schemes for pigs were used to investigate the potential advantages obtained from this rule by combining the standard QTL selection, optimal QTL selection and conventional BLUP selection. Results showed that the predefined rates of inbreeding were actually achieved by this rule in three selection strategies. The rule obtained up to 9.23% extra genetic gain over truncation selection at the same rates of inbreeding. The combination of the extended rule and the optimization of emphasis given to QTL allowed substantial increases in selection response at a fixed annual rate of inbreeding, and solved substantially the conflict between short-term and long-term selection response in QTL-assisted selection schemes.

Optimal Location of FACTS Devices Using Adaptive Particle Swarm Optimization Hybrid with Simulated Annealing

  • Ajami, Ali;Aghajani, Gh.;Pourmahmood, M.
    • Journal of Electrical Engineering and Technology
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    • v.5 no.2
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    • pp.179-190
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    • 2010
  • This paper describes a new stochastic heuristic algorithm in engineering problem optimization especially in power system applications. An improved particle swarm optimization (PSO) called adaptive particle swarm optimization (APSO), mixed with simulated annealing (SA), is introduced and referred to as APSO-SA. This algorithm uses a novel PSO algorithm (APSO) to increase the convergence rate and incorporate the ability of SA to avoid being trapped in a local optimum. The APSO-SA algorithm efficiency is verified using some benchmark functions. This paper presents the application of APSO-SA to find the optimal location, type and size of flexible AC transmission system devices. Two types of FACTS devices, the thyristor controlled series capacitor (TCSC) and the static VAR compensator (SVC), are considered. The main objectives of the presented method are increasing the voltage stability index and over load factor, decreasing the cost of investment and total real power losses in the power system. In this regard, two cases are considered: single-type devices (same type of FACTS devices) and multi-type devices (combination of TCSC, SVC). Using the proposed method, the locations, type and sizes of FACTS devices are obtained to reach the optimal objective function. The APSO-SA is used to solve the above non.linear programming optimization problem for better accuracy and fast convergence and its results are compared with results of conventional PSO. The presented method expands the search space, improves performance and accelerates to the speed convergence, in comparison with the conventional PSO algorithm. The optimization results are compared with the standard PSO method. This comparison confirms the efficiency and validity of the proposed method. The proposed approach is examined and tested on IEEE 14 bus systems by MATLAB software. Numerical results demonstrate that the APSO-SA is fast and has a much lower computational cost.