Optimization of air vehicles operations using mixed-integer linear programming

A scenario where multiple air vehicles are required to prosecute geographically dispersed targets is considered. Furthermore, multiple tasks are to be successively performed on each target, that is, the targets must be classified, attacked, and verified as destroyed. The optimal, for example, minimum time, performance of these tasks requires cooperation among the vehicles such that critical timing constraints are satisfied, that is, a target must be classified before it can be attacked, and an air vehicle is sent to a target area to verify its destruction only after the target has been attacked. In this paper, the optimal task assignment/scheduling problem is posed as a mixed-integer linear program (MILP). The solution of the MILP assigns all tasks to the vehicles and performs the scheduling in an optimal manner, including staged departure times. Coupled tasks involving timing and task order constraints are automatically addressed. When the air vehicles have sufficient endurance, the existence of a solution is guaranteed.     

Chance constrained programming models for refinery short-term crude oil scheduling problem

The main objective of this work is to put forward chance constrained mixed-integer nonlinear stochastic and fuzzy programming models for refinery short-term crude oil scheduling problem under demands uncertainty of distillation units. The scheduling problem studied has characteristics of discrete events and continuous events coexistence, multistage, multiproduct, nonlinear, uncertainty and large scale. At first, the two models are transformed into their equivalent stochastic and fuzzy mixed-integer linear programming (MILP) models by using the method of Quesada and Grossmann [I. Quesada, I E. Grossmann, Global optimization of bilinear process networks with multicomponent flows, Comput. Chem. Eng. 19 (12) (1995) 1219–1242], respectively. After that, the stochastic equivalent model is converted into its deterministic MILP model through probabilistic theory. The fuzzy equivalent model is transformed into its crisp MILP model relies on the fuzzy theory presented by Liu and Iwamura [B.D. Liu, K. Iwamura, Chance constrained programming with fuzzy parameters, Fuzzy Sets Syst. 94 (2) (1998) 227–237] for the first time in this area. Finally, the two crisp MILP models are solved in LINGO 8.0 based on scheduling time discretization. A case study which has 267 continuous variables, 68 binary variables and 320 constraints is effectively solved with the solution approaches proposed.     

Optimal egress time calculation and path generation for large evacuation networks

Finding the optimal clearance time and deciding the path and schedule of evacuation for large networks have traditionally been computationally intensive. In this paper, we propose a new method for finding the solution for this dynamic network flow problem with considerably lower computation time. Using a three phase solution method, we provide solutions for required clearance time for complete evacuation, minimum number of evacuation paths required for evacuation in least possible time and the starting schedules on those paths. First, a lower bound on the clearance time is calculated using minimum cost dynamic network flow model on a modified network graph representing the transportation network. Next, a solution pool of feasible paths between all O-D pairs is generated. Using the input from the first two models, a flow assignment model is developed to select the best paths from the pool and assign flow and decide schedule for evacuation with lowest clearance time possible. All the proposed models are mixed integer linear programing models and formulation is done for System Optimum (SO) scenario where the emphasis is on complete network evacuation in minimum possible clearance time without any preset priority. We demonstrate that the model can handle large size networks with low computation time. A numerical example illustrates the applicability and effectiveness of the proposed approach for evacuation.     

A stochastic programming approach to cash management in banking

The treasurer of a bank is responsible for the cash management of several banking activities. In this work, we focus on two of them: cash management in automatic teller machines (ATMs), and in the compensation of credit card transactions. In both cases a decision must be taken according to a future customers demand, which is uncertain. From historical data we can obtain a discrete probability distribution of this demand, which allows the application of stochastic programming techniques. We present stochastic programming models for each problem. Two short-term and one mid-term models are presented for ATMs. The short-term model with fixed costs results in an integer problem which is solved by a fast (i.e. linear running time) algorithm. The short-term model with fixed and staircase costs is solved through its MILP equivalent deterministic formulation. The mid-term model with fixed and staircase costs gives rise to a multi-stage stochastic problem, which is also solved by its MILP deterministic equivalent. The model for compensation of credit card transactions results in a closed form solution. The optimal solutions of those models are the best decisions to be taken by the bank, and provide the basis for a decision support system.     

计及多重阻塞的电动汽车移动储能特性建模

为实现城市交通电力耦合系统在城市道路、充电设施、输电线路阻塞环境下的优化运行,提出了计及多重阻塞的动态交通电力流联合优化方法。首先,基于时空网络模型,提出了计及电动汽车移动、静止、充电、排队模式的队列时空网络模型,构建了适用于电动汽车的车辆调度模型,进而形成动态交通分配模型,以减少交通出行损失。其次,通过优化发电机组、储能等的出力和备用计划,计及城市电网安全、备用约束,构建了安全约束动态经济调度模型,以降低碳排放及发电成本。随后,形成多目标动态优化模型,并将其转换为混合整数凸二次规划问题。最后,在耦合IEEE-30、Sioux Falls系统中验证了所提模型的有效性。     

Optimal evacuation planning using staging and routing

Evacuation is an important disaster management tool. Evacuating a large region by automobile (the most commonly used mode) is a difficult task, especially as high levels of traffic congestion often form. This paper studies the use of demand-based strategies, specifically, the staging and routing of evacuees. These strategies attempt to manage demand in order to reduce or eliminate congestion. A strategic mixed-integer programming planning model that accounts for evacuation dynamics and congestion is used to study these strategies. The strategies adopted incorporate different evacuee types based on destination requirements and shelter capacity restrictions. The main objective studied is to minimize the network clearance time. We examine the structure of optimal strategies, yielding insights into the use of staging and routing in evacuation management. These insights are then used to develop effective solution procedures. To demonstrate the efficacy of the proposed solution technique, we provide computational experience using a large realistic example based on Virginia Beach.     

Dynamic system optimal performances of shared autonomous and human vehicle system for heterogeneous travellers

ABSTRACT

Autonomous vehicles (AV) can solve vehicle relocation problems faced by traditional one-way vehicle-sharing systems. This paper explores the deterministic time-dependent system optimum of mixed shared AVs (SAV) and human vehicles (SHV) system to provide the benchmark for the situation of mixed vehicle flows. In such a system, the system planner determines vehicle-traveller assignment and optimal vehicle routing in transportation networks to serve predetermined travel demand of heterogeneous travellers. Due to large number of vehicles involved, travel time is considered endogenous with congestion. Using link transmission model (LTM) as a traffic flow model, the deterministic time-dependent system optimum is formulated as linear programming (LP) model to minimize the comprehensive cost including travellers’ travel time cost, waiting time cost and empty vehicle repositioning time cost. Numerical examples are conducted to show system performances and model effectiveness.     

Robust scheduling of parallel machines with sequence-dependent set-up costs

In this paper we propose a robust approach for solving the scheduling problem of parallel machines with sequence-dependent set-up costs. In the literature, several mathematical models and solution methods have been proposed to solve such scheduling problems, but most of which are based on the strong assumption that input data are known in a deterministic way. In this paper, a fuzzy mathematical programming model is formulated by taking into account the uncertainty in processing times to provide the optimal solution as a trade-off between total set-up cost and robustness in demand satisfaction. The proposed approach requires the solution of a non-linear mixed integer programming (NLMIP), that can be formulated as an equivalent mixed integer linear programming (MILP) model. The resulting MILP model in real applications could be intractable due to its NP-hardness. Therefore, we propose a solution method technique, based on the solution of an approximated model, whose dimension is remarkably reduced with respect to the original counterpart. Numerical experiments conducted on the basis of data taken from a real application show that the average deviation of the reduced model solution over the optimum is less than 1.5%.     

A global MILP model for FMS scheduling

Flexible manufacturing systems (FMS) require intelligent scheduling strategies to achieve their principal benefit — combining high flexibility with high productivity. A mixed-integer linear programming model (MILP) is presented here for FMS scheduling. The model takes a global view of the problem and specifically takes into account constraints on storage and transportation. Both of these constrained resources are critical for practical FMS scheduling problems and are difficult to model. The MILP model is explained and justified and its complexity is discussed. Two heuristic procedures are developed, based on an analysis of the global MILP model. Computational results are presented comparing the performance of the different solution strategies. The development of iterative global heuristics based on mathematical programming formulations is advocated for a wide class of FMS scheduling problems.     

Application of a simulation-based dynamic traffic assignment model

The evaluation of on-line intelligent transportation system (ITS) measures, such as adaptive route-guidance and traffic management systems, depends heavily on the use of faster than real time traffic simulation models. Off-line applications, such as the testing of ITS strategies and planning studies, are also best served by fast-running traffic models due to the repetitive or iterative nature of such investigations. This paper describes a simulation-based, iterative dynamic equilibrium traffic assignment model. The determination of time-dependent path flows is modeled as a master problem that is solved using the method of successive averages (MSA). The determination of path travel times for a given set of path flows is the network-loading sub-problem, which is solved using the space-time queuing approach of Mahut. This loading method has been shown to provide reasonably accurate results with very little computational effort. The model was applied to the Stockholm road network, which consists of 2100 links, 1191 nodes, 228 zones, representing and 4964 turns. The results show that this model is applicable to medium-size networks with a very reasonable computation time.     

Improved MILP models for two-machine flowshop with batch processing machines

In this paper, we consider the problem of scheduling jobs in a flowshop with two batch processing machines such that the makespan is minimized. Batch processing machines are frequently encountered in many industrial environments such as heat treatment operations in a steel foundry and chemical processes performed in tanks or kilns. Improved Mixed Integer Linear Programming (MILP) models are presented for the flowshop problem with unlimited or zero intermediate storage. An MILP-based heuristic is also developed for the problem. Computational experiments show that the new MILP models can significantly improve the original ones. Also, the heuristic can obtain the optimal solutions for all the test problem instances.     

Comparative evaluation of MILP flowshop models

This paper investigates the performance of two families of mixed-integer linear programing (MILP) models for solving the regular permutation flowshop problem to minimize makespan. The three models of the Wagner family incorporate the assignment problem while the five members of the Manne family use pairs of dichotomous constraints, or their mathematical equivalents, to assign jobs to sequence positions. For both families, the problem size complexity and computational time required to optimally solve a common set of problems are investigated. In so doing, this paper extends the application of MILP approaches to larger problem sizes than those found in the existing literature. The Wagner models require more than twice the binary variables and more real variables than do the Manne models, while Manne models require more constraints for the same sized problems. All Wagner models require much less computational time than any of the Manne models for solving the common set of problems, and these differences increase dramatically with increasing number of jobs and machines. Wagner models can solve problems containing larger numbers of machines and jobs than the Manne models, and hence are preferable for finding optimal solutions to the permutation flowshop problem with makespan objective.     

Operational scheduling of refined product pipeline with dual purpose depots

Pipelines are one of the most economic and safe ways to transport oil derivatives to depots near the local markets. This is so, especially when there is a need for carrying a huge amount of petroleum products to long distance points. A pipeline may connect several refineries and depots where the connected points are able to inject products or receive them, or both (dual purpose depots). The main point of pipeline scheduling is to identify an optimal sequence of batches that satisfy demand with minimum costs. This paper presents an MILP continuous formulation for pipeline scheduling. The proposed model results in the reduction of problem size with respect to available models, and increases the accuracy. Computational results and data are reported.     

Multi-objective evacuation routing in transportation networks

In this paper, the optimal design and analysis of evacuation routes in transportation networks is examined. An methodology for optimal egress route assignment is suggested. An integer programming (IP) formulation for optimal route assignment is presented, which utilizes M/G/c/c state dependent queueing models to cope with congestion and time delays on road links. M/G/c/c simulation software is used to evaluate performance measures of the evacuation plan: clearance time, total travelled distance and blocking probabilities. Extensive experimental results are included.     

多用户类多准则交通分配的势博弈与拥挤定价

交通管理者在解决路网拥挤问题时,并不知道出行者的出行效用,同时管理者难以对出行者的路径选择行为做出准确的观测.运用势博弈理论分析多用户类多准则交通行为的演化过程,得到了固定需求和弹性需求情形下的可容许动态(一种刻画出行者通过转换路径增加当前效用的近似调整行为的演化动态),证明当路段时间函数和逆需求函数为严格单调、连续、可微时,所对应的交通分配是势博弈问题的惟一Nash均衡点.进一步研究了固定需求下的可变拥挤道路收费问题,得到了在当前系统状态下实现系统最优交通分配的拥挤收费水平.     

Mixed Integer Linear Programming in Process Scheduling: Modeling,Algorithms, and Applications

This paper reviews the advances of mixed-integer linear programming (MILP) based approaches for the scheduling of chemical processing systems. We focus on the short-term scheduling of general network represented processes. First, the various mathematical models that have been proposed in the literature are classified mainly based on the time representation. Discrete-time and continuous-time models are presented along with their strengths and limitations. Several classes of approaches for improving the computational efficiency in the solution of MILP problems are discussed. Furthermore, a summary of computational experiences and applications is provided. The paper concludes with perspectives on future research directions for MILP based process scheduling technologies.     

Optimal periodic scheduling of multipurpose batch plants

A rigorous mathematical programming framework for the scheduling of multipurpose batch plants operated in a cyclic mode is presented. The proposed formulation can deal with batch operations described by complex processing networks, involving shared intermediates, material recycles, and multiple processing routes to the same end-product or intermediate. Batch aggregation and splitting are also allowed. The formulation permits considerable flexibility in the utilisation of processing equipment and storage capacity, and accommodates problems with limited availability of utilities. The scheduling problem is formulated as a large mixed integer linear program (MILP). For a given cycle time, it is shown that it is sufficient for the formulation to characterize a single cycle of the periodic schedule despite the existence of tasks that span two successive cycles. The optimal cycle time is determined by solving a sequence of fixed cycle time problems. The MILP is solved by a branch-and-bound algorithm modified so as to avoid exploring branches that are cyclic permutations of others already fathomed. The resulting implementation permits the solution of problems of realistic size within reasonable computational effort. Several examples are used to illustrate the applicability of the algorithm.     

Design of mathematical models for the integration of purchase and production lot-sizing and scheduling problems under demand uncertainty

This study addresses the multi-level lot-sizing and scheduling problem with complex setups and considers supplier selection with quantity discounts and multiple modes of transportation. The present research proposes a mixed-integer linear programming (MILP) model in which the purchase lot-sizing from multiple suppliers, production lot-sizing with multiple machines and scheduling of various products of different families are accomplished at the same time. However, these decisions are not integrated in traditional environments and are taken separately. In this study, two different types of lot-sizing models called aggregated and disaggregated are developed for the problem to evaluate and compare the computational efficiency of them under deterministic and stochastic demands and provide some managerial insights. To deal with the stochastic demands, Chance-Constrained Programming (CCP) approach is applied. Based on the results of this study, the average profit of the separated (purchase from production) lot-sizing model under demand choice flexibility and stochastic demand is 24% and 22% less than the integrated model, respectively. Moreover, the results also confirm the effect of discount structure on the amount of purchases, productions, revenues and costs.     

Modelling dynamic network loading ontransportation networks through a continuous

The efforts spent by researchers in the last few years in traffic modelling have been focused on the modelization of dynamic behaviour of the several components making up a transportation system.In the field of traffic assignment, a large number of models and procedures have been proposed in order to perform Dynamic Network Loading (DNL), that is the reproduction of within-day variable link performances once a corresponding Origin/Destination (O/D) demand and users' choice model has been given. These models can be used both to evaluate traffic flows and, what is more relevant, to simulate the effects of regulation strategies on users' behaviour.

In this paper, after a brief review of the state of the art in this field, a continuous dynamic network loading model is proposed; it removes some of the drawbacks of other packet approach models proposed in literature and explicitly allows the en-route modification of the followed path. An algorithmic development of the model and a set of applications on text networks are also proposed.     

一种改进的公交配流模型与算法

对两种经典的公交配流模型进行了对比分析,指出了在考虑拥挤影响时两种模型进行公交配流各自存在的缺点．随后对两种模型存在的不足进行了原因分析,并在此基础上对Spiess和Florian提出的线性规划模型及算法进行了改进．改进的模型运用了“最优策略”和“有效频率”的思想, 考虑了拥挤对站点乘客等车时间的影响．模型用MSA（相继平均法）算法进行求解,最后在一个简单网络上进行对比分析,表明改进后的模型能够较合理地求解考虑站点拥挤的公交配流问题．