scholarly journals A Principled Approach to Mixed Integer/Linear Problem Formulation

Author(s):  
J. N. Hooker
2013 ◽  
Vol 109 ◽  
pp. 164-176 ◽  
Author(s):  
Silvya Dewi Rahmawati ◽  
Curtis Hays Whitson ◽  
Bjarne Foss

Author(s):  
Robert L. Carraway

The problem set contains three problems designed to help students practice their ability to build math programming models. Problem # 1 is a portfolio problem where the student is asked to find a portfolio that minimizes risk (variance) subject to a required rate of return; as such, it is nonlinear. Problem # 2 is aggregate production scheduling; hence, linear. Problem # 3 involves determining how to source a fixed quantity from a menu of vendors with differing fixed- ordering charges and per-unit prices; it is a mixed integer model. All are sufficiently small that they can be easily optimized with standard math programming software (such as Excel's standard Solver).


1982 ◽  
Vol 104 (4) ◽  
pp. 837-843
Author(s):  
T. F. Conry ◽  
J. A. Werhane

The optimum design problem is formulated for the selection of pipe sizes in a hydraulic network such as a power plant service water or bearing cooling water system. The flows in each branch of the network are taken to be known, which makes the design problem linear in the variables. The optimization problem is formulated as a mixed integer linear programming problem. A design example is given. The role of this problem formulation and solution method in an interactive computer aided design (CAD) system is discussed.


Author(s):  
Aleksandr A. Kerzhner ◽  
Christiaan J. J. Paredis

Modern systems are difficult to design because there are a significant number of potential alternatives to consider. The specification of an alternative includes an architecture (which describes the components and connections of the system) and component sizings (the sizing parameter for each component). In current practice, designers rely mainly on their experience and intuition to select a desired architecture without much computational support and then spend most of their effort on optimizing component sizings. In this paper, an approach for representing an architecture selection as a mixed-integer linear programming optimization is presented; existing solvers are then used to identify promising candidate architectures at early stages of the design process. Mathematical programming is a common optimization technique, but it is rarely used for architecture selection because of the difficulty of manually formulating an architecture selection as a mathematical program. In this paper, the formulation is presented in a modular fashion so that model transformations can be applied to transform a problem formulation that is convenient for designers into the mathematical programming optimization. A modular superstructure representation is used to model the design space; in a superstructure a union of all potential architectures is represented as a set of discrete and continuous variables. Algebraic constraints are added to describe both acceptable variable combinations and system behavior to allow the solver to eliminate clearly poor alternatives and identify promising alternatives. The framework is demonstrated on the selection of an actuation subsystem for a hydraulic excavator, although the solution approach would be similar for most mechanical systems.


2000 ◽  
Vol 7 (2) ◽  
pp. 95-105
Author(s):  
Edilson de J. Santos ◽  
M.T.M. Rodrigues ◽  
L. Gimeno Latre
Keyword(s):  

A Programação de Produção de plantas flexíveis tem merecido crescente atenção no âmbito da Engenharia Química nos últimos anos. O objetivo principal da Programação de Produção é a alocação temporal de recursos, tais como disponibilidade de matéria-prima, utilidades e mão-de-obra, procurando otimizar um critério de desempenho. Este tipo de problema é computacionalmente difícil de ser resolvido e as diferentes abordagens propostas têm se mostrado inadequadas no que se refere ao tempo para a obtenção da solução ótima. No presente trabalho, a abordagem MILP (Mixed Integer Linear Problem) baseada em uma discretização uniforme do tempo de produção é utilizada juntamente com uma abordagem de interferência lógica externa, esta última desenvolvida utilizando relações lógicas envolvendo recursos compartilhados, as quais são implementadas no sistema OSL (Optimization Subroutine Library).


2013 ◽  
Vol 2013 ◽  
pp. 1-11 ◽  
Author(s):  
Placido Rogerio Pinheiro ◽  
Paulo Roberto Oliveira

Consider a large mixed integer linear problem where structure of the constraint matrix is sparse, with independent blocks, and coupling constraints and variables. There is one of the groups of constraints to make difficult the application of Benders scheme decomposition. In this work, we propose the following algorithm; a Lagrangian relaxation is made on the mentioned set of constraints; we presented a process heuristic for the calculation of the multiplier through the resolution of the dual problem, structured starting from the bundle methods. According to the methodology proposed, for each iteration of the algorithm, we propose Benders decomposition where quotas are provided for the value function andε-subgradient.


1999 ◽  
Vol 123 (3) ◽  
pp. 330-336 ◽  
Author(s):  
Mike Scha¨fer ◽  
Thomas Lengauer

This paper presents an integrated approach to the layout generation of 3D rectagonal objects and wiring area estimation. Problems of this type are encountered in various component layout tasks such as the space-efficient placement of electronic components in automobiles. The goal is to achieve high packing densities and fitting of objects in predefined design spaces while satisfying spatial constraints. The layout problem is formulated as mixed integer linear program and can be solved either by a branch&bound procedure or heuristically. The wiring area estimation is integrated in the problem formulation on the basis of a number of explicit wiring variants for each cable.


2019 ◽  
Vol 51 (3) ◽  
pp. 85-100
Author(s):  
Lobna Kallel ◽  
Ezzeddine Benaissa ◽  
Hichem Kamoun ◽  
Mounir Benaissa

This paper examines one of the most important operational problems in seaport terminals, namely the Berth Allocation Problem (BAP) which finds an optimal assignment of ships to the berths that minimize the total waiting time of all ships and reduce congestion in ports. Our problem is to affect and schedule n ships on m berths to minimize the processing time and the waiting time for all the ships in the port. Therefore, ships stay time in the port known by the flow time, while respecting the physical constraints existing at the port (such as the depth of the water berth and the draft of the ship’s water), knowing that each ship can only accommodate one ship at a time. It is as if it was a case of n tasks and m machines in parallel, and we wanted to schedule the passage of different tasks on different machines, knowing that each task can only pass on one machine and that the interruption of the task is not allowed. For example, if a job started on a machine, it will remain on this machine up to its completion. In our case, tasks are ships and machines are berths that are opting to minimize the total flow time and, therefore, to decrease the residence time of all the ships in the port. In a first step, a Mixed Integer Linear Program model is designed to address the BAP with the aim of minimizing the flow time of the ships in the port, our sample can be used for both static and dynamic berth allocation cases. In a second step, this model is illustrated with a real case study in the Tunisian port of Rades and solved by a commercial solver CPLEX. Calculation results are presented and compared with those obtained by port authorities in Radès.


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