面向韧性提升的相互依赖关键基础设施网络灾后修复模型研究

科学合理制定相互依赖关键基础设施网络(Interdependent Critical Infrastructure Network, ICINs)遭灾后毁坏组件的修复计划是其安全管理的至关重要内容。本文首先明确了ICINs的韧性测度,分析了其灾后修复策略;然后基于网路流理论,以最大化ICINs的韧性为目标,构建了在有限灾后修复资源约束下,ICINs的灾后修复任务选择与调度的混合整数规划模型,并设计了遗传算法进行求解;最后通过不同规模的用例实验对模型和遗传算法进行了测试。研究表明:(1)该模型具有解决相关问题的可行性与有效性;(2)设计的遗传算法能获得质量较高的满意解,且对于大规模问题,遗传算法的求解时间与求解结果优于Cplex软件;(3)将网络之间的功能与空间相互依赖同时纳入模型中,能使ICINs的韧性达到更高。研究可为ICINs的灾后修复决策提供辅助。     

A mathematical programming model and solution for scheduling production orders in Shanghai Baoshan Iron and Steel Complex

In this paper, we investigate the production order scheduling problem derived from the production of steel sheets in Shanghai Baoshan Iron and Steel Complex (Baosteel). A deterministic mixed integer programming (MIP) model for scheduling production orders on some critical and bottleneck operations in Baosteel is presented in which practical technological constraints have been considered. The objective is to determine the starting and ending times of production orders on corresponding operations under capacity constraints for minimizing the sum of weighted completion times of all orders. Due to large numbers of variables and constraints in the model, a decomposition solution methodology based on a synergistic combination of Lagrangian relaxation, linear programming and heuristics is developed. Unlike the commonly used method of relaxing capacity constraints, this methodology alternatively relaxes constraints coupling integer variables with continuous variables which are introduced to the objective function by Lagrangian multipliers. The Lagrangian relaxed problem can be decomposed into two sub-problems by separating continuous variables from integer ones. The sub-problem that relates to continuous variables is a linear programming problem which can be solved using standard software package OSL, while the other sub-problem is an integer programming problem which can be solved optimally by further decomposition. The subgradient optimization method is used to update Lagrangian multipliers. A production order scheduling simulation system for Baosteel is developed by embedding the above Lagrangian heuristics. Computational results for problems with up to 100 orders show that the proposed Lagrangian relaxation method is stable and can find good solutions within a reasonable time.     

Base station location and channel allocation in a cellular network with emergency coverage requirements

The location of base stations (BS) and the allocation of channels are of paramount importance for the performance of cellular radio networks. Also cellular service providers are now being driven by the goal to enhance performance, particularly as it relates to the receipt and transmission of emergency crash notification messages generated by automobile telematics systems. In this paper, a Mixed Integer Programming (MIP) problem is proposed, which integrates into the same model the base station location problem, the frequency channel assignment problem and the emergency notification problem. The purpose of unifying these three problems in the same model is to treat the tradeoffs among them, providing a higher quality solution to the cellular system design. Some properties of the formulation are proposed that give us more insight into the problem structure. An instance generator is developed that randomly creates test problems. A few greedy heuristics are proposed to obtain quick solutions that turn out to be very good in some cases. To further improve the optimality gap, we develop a Lagrangean heuristic technique that builds on the solution obtained by the greedy heuristics. Finally, the performance of these methods is analyzed by extensive numerical tests and a sample case study is presented.     

A specialized column generation approach for a vehicle routing problem with demand allocation

Motivated by logistical operations for a food bank, this paper addresses a class of vehicle routing problems with demand allocation considerations over a network of partner agencies locations and candidate delivery sites. Any delivery tour starts at a central depot operated by the food bank and selected delivery sites are sequentially visited in order to supply goods to a set of partner agencies who travel from their respective locations to their assigned delivery sites. The problem is modelled as a mixed-integer programme with the objective of minimizing a weighted average of the distances travelled by delivery vehicles and partner agencies, and is tackled via two heuristics. First, a relax-and-fix heuristic is presented for the proposed model and is computationally enhanced using two symmetry-defeating strategies. Second, the problem is reformulated as a set partitioning model with side packing constraints that prompts a specialized column generation approach. Computational experience is provided using realistic data instances to demonstrate the usefulness of the proposed heuristics and the importance of integrated solution techniques for this class of problems.     

The constrained compartmentalized knapsack problem: mathematical models and solution methods

The constrained compartmentalized knapsack problem can be seen as an extension of the constrained knapsack problem. However, the items are grouped into different classes so that the overall knapsack has to be divided into compartments, and each compartment is loaded with items from the same class. Moreover, building a compartment incurs a fixed cost and a fixed loss of the capacity in the original knapsack, and the compartments are lower and upper bounded. The objective is to maximize the total value of the items loaded in the overall knapsack minus the cost of the compartments. This problem has been formulated as an integer non-linear program, and in this paper, we reformulate the non-linear model as an integer linear master problem with a large number of variables. Some heuristics based on the solution of the restricted master problem are investigated. A new and more compact integer linear model is also presented, which can be solved by a branch-and-bound commercial solver that found most of the optimal solutions for the constrained compartmentalized knapsack problem. On the other hand, heuristics provide good solutions with low computational effort.     

An Inventory-Location Model: Formulation, Solution Algorithm and Computational Results

We introduce a distribution center (DC) location model that incorporates working inventory and safety stock inventory costs at the distribution centers. In addition, the model incorporates transport costs from the suppliers to the DCs that explicitly reflect economies of scale through the use of a fixed cost term. The model is formulated as a non-linear integer-programming problem. Model properties are outlined. A Lagrangian relaxation solution algorithm is proposed. By exploiting the structure of the problem we can find a low-order polynomial algorithm for the non-linear integer programming problem that must be solved in solving the Lagrangian relaxation subproblems. A number of heuristics are outlined for finding good feasible solutions. In addition, we describe two variable forcing rules that prove to be very effective at forcing candidate sites into and out of the solution. The algorithms are tested on problems with 88 and 150 retailers. Computation times are consistently below one minute and compare favorably with those of an earlier proposed set partitioning approach for this model (Shen, 2000; Shen, Coullard and Daskin, 2000). Finally, we discuss the sensitivity of the results to changes in key parameters including the fixed cost of placing orders. Significant reductions in these costs might be expected from e-commerce technologies. The model suggests that as these costs decrease it is optimal to locate additional facilities.     

Formulations for a problem of petroleum transportation

Oil tankers play a fundamental role in every offshore petroleum supply chain and due to its high price, it is essential to optimize its use. Since this optimization requires handling detailed operational aspects, complete optimization models are typically intractable. Thus, a usual approach is to solve a tactical level model prior to optimize the operational details. In this case, it is desirable that tactical models are as precise as possible to avoid too severe adjustments in the next optimization level. In this paper, we study tactical models for a crude oil transportation problem by tankers. We did our work on the top of a previous paper found in the literature. The previous model considers inventory capacities and discrete lot sizes to be transported, aiming to meet given demands over a finite time horizon. We compare several formulations for this model using 50 instances from the literature and proposing 25 new harder ones. A column generation-based heuristic is also proposed to find good feasible solutions with less computational burden than the heuristics of the commercial solver used.     

A theoretical analysis of the cross-nested logit model

The emergence of Intelligent Transportation Systems and the associated technologies has increased the need for complex models and algorithms. Namely, real-time information systems, directly influencing transportation demand, must be supported by detailed behavioral models capturing travel and driving decisions. Discrete choice models methodology provide an appropriate framework to capture such behavior. Recently, the Cross-Nested Logit (CNL) model has received quite a bit of attention in the literature to capture decisions such as mode choice, departure time choice and route choice. %The CNL model is an extension of the Nested Logit model, providing %more flexibility at the cost of some complexity in the model formulation. In this paper, we develop on the general formulation of the Cross Nested Logit model proposed by Ben-Akiva and Bierlaire (1999) and based on the Generalized Extreme Value (GEV) model. We show that it is equivalent to the formulations byby Papola (2004) and Wen and Koppelman (2001). We also show that the formulations by Small(1987) and Vovsha(1997) are special cases of this formulation. We formally prove that the Cross-Nested Logit model is indeed a member of the GEV models family. In doing so, we clearly distinguish between conditions that are necessary to prove consistency with the GEV theory, from normalization conditions. Finally, we propose to estimate the model with non-linear programming algorithms, instead of heuristics proposed in the literature. In order to make it operational, we provide the first derivatives of the log-likelihood function, which are necessary to such optimization procedures.     

Modelling the mobile target covering problem using flying drones

This paper addresses the mobile targets covering problem by using unmanned aerial vehicles (UAVs). It is assumed that each UAV has a limited initial energy and the energy consumption is related to the UAV’s altitude. Indeed, the higher the altitude, the larger the monitored area and the higher the energy consumption. When an UAV runs out of battery, it is replaced by a new one. The aim is to locate UAVs in order to cover the piece of plane in which the target moves by using a minimum number of UAVs. Each target has to be monitored for each instant time. The problem under consideration is mathematically represented by defining mixed integer non-linear optimization models. Heuristic procedures are defined and they are based on restricted mixed integer programming (MIP) formulation of the problem. A computational study is carried out to assess the behaviour of the proposed models and MIP-based heuristics. A comparison in terms of efficiency and effectiveness among models and heuristics is carried out.     

On the inventory model with variable lead time and price–quantity discount

In this paper, we propose a mixed integer optimization approach for solving the inventory problem with variable lead time, crashing cost, and price–quantity discount. A linear programming relaxation based on piecewise linearization techniques is derived for the problem. It first converts non-linear terms into the sum of absolute terms, which are then linearized by goal programming techniques and linearization approaches. The proposed method can eliminate the complicated multiple-step solution process used in the traditional inventory models. In addition, the proposed model allows constraints to be added by the inventory decision-maker as deemed appropriate in real-world situations.     

Scheduling for a multifunction phased array radar system

A multifunction radar is a new, complex, radar system which combines the previously isolated tasks of searching volumes of space, tracking targets and guiding missiles. This study was instigated by the Defence Research Agency who require scheduling rules for their newly developed multifunction radar system. The primary interest when looking at the operational efficiency of this type of radar system is to schedule the radar jobs effectively. These jobs take the form of a coupled task which consists of two distinct operations that require processing in a predetermined order and at a specified interval apart. In the radar scenario, each job is cyclic in nature with its own due date and processing time. The need for an on-line scheduler restricts the radar controller to use heuristic methods. A detailed functional simulation model, which generates a multifunction radar environment, has been developed to aid the evaluation of the various scheduling heuristics that we have proposed.     

Performance of a genetic algorithm for the graph partitioning problem

The performance of the genetic algorithm (GA) for the graph partitioning problem (GPP) is investigated by comparison with standard heuristics on well-known benchmark graphs. In general, there is a case where a practical performance of a conventional genetic approach, which performs only simple operations without a local search strategy, is not sufficient. However, it is known that a combination of GA and local search can produce better solutions. From this practice, we incorporate a simple local search algorithm into the GA. In particular, the search ability of the GA is compared with standard heuristics such as multistart local search and simulated annealing, which use the same neighborhood structure of the simple local search, for solving the GPP. Experimental results show that the GA performs better than its competitors.     

Optimizing system resilience: A facility protection model with recovery time

Optimizing system resilience is concerned with the development of strategies to restore a system to normal operations as quickly and efficiently as possible following potential disruption. To this end, we present in this article a bilevel mixed integer linear program for protecting an uncapacitated median type facility network against worst-case losses, taking into account the role of facility recovery time on system performance and the possibility of multiple disruptions over time. The model differs from previous types of facility protection models in that protection is not necessarily assumed to prevent facility failure altogether, but more precisely to speed up recovery time following a potential disruption. Three different decomposition approaches are devised to optimally solve medium to large problem instances. Computational results provide a cross comparison of the efficiency of each algorithm. Additionally, we present an analysis to estimate cost-efficient levels of investments in protection resources.     

Multi-Path Approach for Reliability-Redundancy Allocation Using a Scaling Method

The reliability-redundancy allocation problem is an optimization problem that achieves better system reliability by determining levels of component redundancies and reliabilities simultaneously. The problem is classified with the hardest problems in the reliability optimization field because the decision variables are mixed-integer and the system reliability function is nonlinear, non-separable, and non-convex. Thus, iterative heuristics are highly recommended for solving the problem due to their reasonable solution quality and relatively short computation time. At present, most iterative heuristics use sensitivity factors to select an appropriate variable which significantly improves the system reliability. The sensitivity factor represents the impact amount of each variable to the system reliability at a designated iteration. However, these heuristics are inefficient in terms of solution quality and computation time because the sensitivity factor calculations are performed only at integer variables. It results in degradation of the exploration and growth in the number of subsequent continuous nonlinear programming (NLP) subproblems. To overcome the drawbacks of existing iterative heuristics, we propose a new scaling method based on the multi-path iterative heuristics introduced by Ha (2004). The scaling method is able to compute sensitivity factors for all decision variables and results in a decreased number of NLP subproblems. In addition, the approximation heuristic for NLP subproblems helps to avoid redundant computation of NLP subproblems caused by outlined solution candidates. Numerical experimental results show that the proposed heuristic is superior to the best existing heuristic in terms of solution quality and computation time.     

A knowledge-based multi-role decision support system for ore blending cost optimization of blast furnaces

Literature illustrates the difficulties in obtaining the lowest-cost optimal solution to an ore blending problem for blast furnaces by using the traditional trial-and-error method in iron and steel enterprises. To solve this problem, we developed a cost optimization model which we have implemented in a multi-role-based decision support system (DSS). On the basis of analyzing the business flow and working process of ore blending, we propose an architecture of DSS which is built based on multi-roles. This DSS construction pre-processes the data for materials and elements, builds a general database, abstracts the related optimal operations research models and introduces the reasoning mechanism of an expert system. A non-linear model of ore blending for blast furnaces and its solutions are provided. A database, a model base and a knowledge base are integrated into the expert system-based multi-role DSS to meet the different demands of data, information and decision-making knowledge for the various roles of users. A comparison of the results for the DSS and the trial-and-error method is provided. The system has produced excellent economic benefits since it was implemented at the Xiangtan Iron & Steel Group Co. Ltd., China.     

Analysis of heuristics for finding a maximum weight planar subgraph

The problem of identifying a planar subgraph of maximum total weight in an edge-weighted graph has application to the layout of facilities in a production system and elsewhere in industrial engineering.This problem is NP-hard, and so we confine our attention to polynomial-time heuristics. In this paper we analyse the performance of some heuristics for this problem.     

Combining path relinking and genetic algorithms for the multiple-level warehouse layout problem

Path relinking is a method to generate new solution by exploring trajectories that connect high quality solutions. In this paper, a class of new hybrid heuristics are proposed by combining a genetic algorithm and path relinking and applying these to a multiple-level warehouse layout problem. Parallel and series combinations to integrate crossover and mutation operations of a genetic algorithm with path relinking are investigated. We proposed position and sequence based path relinking methods to connect two solutions, which are either elites or ones selected randomly. Extensive experiments are carried out to compare the performance of the new heuristics.     

A multi-heuristic approach for solving the pre-marshalling problem

Minimizing the number of reshuffling operations at maritime container terminals incorporates the pre-marshalling problem (PMP) as an important problem. Based on an analysis of existing solution approaches we develop new heuristics utilizing specific properties of problem instances of the PMP. We show that the heuristic performance is highly dependent on these properties. We introduce a new method that exploits a greedy heuristic of four stages, where for each of these stages several different heuristics may be applied. Instead of using randomization to improve the performance of the heuristic, we repetitively generate a number of solutions by using a combination of different heuristics for each stage. In doing so, only a small number of solutions is generated for which we intend that they do not have undesirable properties, contrary to the case when simple randomization is used. Our experiments show that such a deterministic algorithm significantly outperforms the original nondeterministic method. The improvement is twofold, both in the quality of found solutions, and in the computational effort.     

An index heuristic for transshipment decisions in multi-location inventory systems based on a pairwise decomposition

In multi-location inventory systems, transshipments are often used to improve customer service and reduce cost. Determining optimal transshipment policies for such systems involves a complex optimisation problem that is only tractable for systems with few locations. Consequently simple heuristic transshipment policies are often applied in practice. This paper develops an approximate solution method which applies decomposition to reduce a Markov decision process model of a multi-location inventory system into a number of models involving only two locations. The value functions from the subproblems are used to estimate the fair charge for the inventory provided in a transshipment. This estimate of the fair charge is used as the decision criterion in a heuristic transshipment policy for the multi-location system. A numerical study shows that the proposed heuristic can deliver considerable cost savings compared to the simple heuristics often used in practice.     

Maximizing business value by optimal assignment of jobs to resources in grid computing

An important problem that arises in the area of grid computing is one of optimally assigning jobs to resources to achieve a business objective. In the grid computing area, however, such scheduling has mostly been done from the perspective of maximizing the utilization of resources. As this form of computing proliferates, the business aspects will become crucial for the overall success of the technology. Hence, we discuss the grid scheduling problem from a business perspective. We show that this problem is not only strongly NP-hard, but it is also non-approximable. Therefore, we propose heuristics for different variants of the problem and show that these heuristics provide near-optimal solution for a wide variety of problem instances. We show that the execution times of proposed heuristics are very low, and hence, they are suitable for solving problems in real-time. We also present several managerial implications and compare the performance of two widely used models in the real-time scheduling of grid computing.