A multistage stochastic programming model for a multi-period strategic expansion of biofuel supply chain under evolving uncertainties

DOE PAGES

Xie, Fei; Huang, Yongxi

2018-02-04

Here, we develop a multistage, stochastic mixed-integer model to support biofuel supply chain expansion under evolving uncertainties. By utilizing the block-separable recourse property, we reformulate the multistage program in an equivalent two-stage program and solve it using an enhanced nested decomposition method with maximal non-dominated cuts. We conduct extensive numerical experiments and demonstrate the application of the model and algorithm in a case study based on the South Carolina settings. The value of multistage stochastic programming method is also explored by comparing the model solution with the counterparts of an expected value based deterministic model and a two-stage stochastic model.

A robust multi-objective global supplier selection model under currency fluctuation and price discount

NASA Astrophysics Data System (ADS)

Zarindast, Atousa; Seyed Hosseini, Seyed Mohamad; Pishvaee, Mir Saman

2017-06-01

Robust supplier selection problem, in a scenario-based approach has been proposed, when the demand and exchange rates are subject to uncertainties. First, a deterministic multi-objective mixed integer linear programming is developed; then, the robust counterpart of the proposed mixed integer linear programming is presented using the recent extension in robust optimization theory. We discuss decision variables, respectively, by a two-stage stochastic planning model, a robust stochastic optimization planning model which integrates worst case scenario in modeling approach and finally by equivalent deterministic planning model. The experimental study is carried out to compare the performances of the three models. Robust model resulted in remarkable cost saving and it illustrated that to cope with such uncertainties, we should consider them in advance in our planning. In our case study different supplier were selected due to this uncertainties and since supplier selection is a strategic decision, it is crucial to consider these uncertainties in planning approach.

Comparison of two non-convex mixed-integer nonlinear programming algorithms applied to autoregressive moving average model structure and parameter estimation

NASA Astrophysics Data System (ADS)

Uilhoorn, F. E.

2016-10-01

In this article, the stochastic modelling approach proposed by Box and Jenkins is treated as a mixed-integer nonlinear programming (MINLP) problem solved with a mesh adaptive direct search and a real-coded genetic class of algorithms. The aim is to estimate the real-valued parameters and non-negative integer, correlated structure of stationary autoregressive moving average (ARMA) processes. The maximum likelihood function of the stationary ARMA process is embedded in Akaike's information criterion and the Bayesian information criterion, whereas the estimation procedure is based on Kalman filter recursions. The constraints imposed on the objective function enforce stability and invertibility. The best ARMA model is regarded as the global minimum of the non-convex MINLP problem. The robustness and computational performance of the MINLP solvers are compared with brute-force enumeration. Numerical experiments are done for existing time series and one new data set.

Hybrid Metaheuristics for Solving a Fuzzy Single Batch-Processing Machine Scheduling Problem

PubMed Central

Molla-Alizadeh-Zavardehi, S.; Tavakkoli-Moghaddam, R.; Lotfi, F. Hosseinzadeh

2014-01-01

This paper deals with a problem of minimizing total weighted tardiness of jobs in a real-world single batch-processing machine (SBPM) scheduling in the presence of fuzzy due date. In this paper, first a fuzzy mixed integer linear programming model is developed. Then, due to the complexity of the problem, which is NP-hard, we design two hybrid metaheuristics called GA-VNS and VNS-SA applying the advantages of genetic algorithm (GA), variable neighborhood search (VNS), and simulated annealing (SA) frameworks. Besides, we propose three fuzzy earliest due date heuristics to solve the given problem. Through computational experiments with several random test problems, a robust calibration is applied on the parameters. Finally, computational results on different-scale test problems are presented to compare the proposed algorithms. PMID:24883359

Stochastic search in structural optimization - Genetic algorithms and simulated annealing

NASA Technical Reports Server (NTRS)

Hajela, Prabhat

1993-01-01

An account is given of illustrative applications of genetic algorithms and simulated annealing methods in structural optimization. The advantages of such stochastic search methods over traditional mathematical programming strategies are emphasized; it is noted that these methods offer a significantly higher probability of locating the global optimum in a multimodal design space. Both genetic-search and simulated annealing can be effectively used in problems with a mix of continuous, discrete, and integer design variables.

A solution procedure for mixed-integer nonlinear programming formulation of supply chain planning with quantity discounts under demand uncertainty

NASA Astrophysics Data System (ADS)

Yin, Sisi; Nishi, Tatsushi

2014-11-01

Quantity discount policy is decision-making for trade-off prices between suppliers and manufacturers while production is changeable due to demand fluctuations in a real market. In this paper, quantity discount models which consider selection of contract suppliers, production quantity and inventory simultaneously are addressed. The supply chain planning problem with quantity discounts under demand uncertainty is formulated as a mixed-integer nonlinear programming problem (MINLP) with integral terms. We apply an outer-approximation method to solve MINLP problems. In order to improve the efficiency of the proposed method, the problem is reformulated as a stochastic model replacing the integral terms by using a normalisation technique. We present numerical examples to demonstrate the efficiency of the proposed method.

Multiobjective fuzzy stochastic linear programming problems with inexact probability distribution

DOE Office of Scientific and Technical Information (OSTI.GOV)

Hamadameen, Abdulqader Othman; Zainuddin, Zaitul Marlizawati

This study deals with multiobjective fuzzy stochastic linear programming problems with uncertainty probability distribution which are defined as fuzzy assertions by ambiguous experts. The problem formulation has been presented and the two solutions strategies are; the fuzzy transformation via ranking function and the stochastic transformation when α{sup –}. cut technique and linguistic hedges are used in the uncertainty probability distribution. The development of Sen’s method is employed to find a compromise solution, supported by illustrative numerical example.

A Two-Stage Stochastic Mixed-Integer Programming Approach to the Smart House Scheduling Problem

NASA Astrophysics Data System (ADS)

Ozoe, Shunsuke; Tanaka, Yoichi; Fukushima, Masao

A “Smart House” is a highly energy-optimized house equipped with photovoltaic systems (PV systems), electric battery systems, fuel cell cogeneration systems (FC systems), electric vehicles (EVs) and so on. Smart houses are attracting much attention recently thanks to their enhanced ability to save energy by making full use of renewable energy and by achieving power grid stability despite an increased power draw for installed PV systems. Yet running a smart house's power system, with its multiple power sources and power storages, is no simple task. In this paper, we consider the problem of power scheduling for a smart house with a PV system, an FC system and an EV. We formulate the problem as a mixed integer programming problem, and then extend it to a stochastic programming problem involving recourse costs to cope with uncertain electricity demand, heat demand and PV power generation. Using our method, we seek to achieve the optimal power schedule running at the minimum expected operation cost. We present some results of numerical experiments with data on real-life demands and PV power generation to show the effectiveness of our method.

Solving a Class of Stochastic Mixed-Integer Programs With Branch and Price

DTIC Science & Technology

2006-01-01

a two-dimensional knapsack problem, but for a given m, the objective value gi does not depend on the variance index v. This will be used in a final...optimization. Journal of Multicriteria Decision Analysis 11, 139–150 (2002) 29. Ford, L.R., Fulkerson, D.R.: A suggested computation for the maximal...for solution by a branch-and-price algorithm (B&P). We then survey a number of examples, and use a stochastic facility-location problem (SFLP) for a

Fuzzy multiobjective models for optimal operation of a hydropower system

NASA Astrophysics Data System (ADS)

Teegavarapu, Ramesh S. V.; Ferreira, André R.; Simonovic, Slobodan P.

2013-06-01

Optimal operation models for a hydropower system using new fuzzy multiobjective mathematical programming models are developed and evaluated in this study. The models use (i) mixed integer nonlinear programming (MINLP) with binary variables and (ii) integrate a new turbine unit commitment formulation along with water quality constraints used for evaluation of reservoir downstream impairment. Reardon method used in solution of genetic algorithm optimization problems forms the basis for development of a new fuzzy multiobjective hydropower system optimization model with creation of Reardon type fuzzy membership functions. The models are applied to a real-life hydropower reservoir system in Brazil. Genetic Algorithms (GAs) are used to (i) solve the optimization formulations to avoid computational intractability and combinatorial problems associated with binary variables in unit commitment, (ii) efficiently address Reardon method formulations, and (iii) deal with local optimal solutions obtained from the use of traditional gradient-based solvers. Decision maker's preferences are incorporated within fuzzy mathematical programming formulations to obtain compromise operating rules for a multiobjective reservoir operation problem dominated by conflicting goals of energy production, water quality and conservation releases. Results provide insight into compromise operation rules obtained using the new Reardon fuzzy multiobjective optimization framework and confirm its applicability to a variety of multiobjective water resources problems.

Fish Processed Production Planning Using Integer Stochastic Programming Model

NASA Astrophysics Data System (ADS)

Firmansyah, Mawengkang, Herman

2011-06-01

Fish and its processed products are the most affordable source of animal protein in the diet of most people in Indonesia. The goal in production planning is to meet customer demand over a fixed time horizon divided into planning periods by optimizing the trade-off between economic objectives such as production cost and customer satisfaction level. The major decisions are production and inventory levels for each product and the number of workforce in each planning period. In this paper we consider the management of small scale traditional business at North Sumatera Province which performs processing fish into several local seafood products. The inherent uncertainty of data (e.g. demand, fish availability), together with the sequential evolution of data over time leads the production planning problem to a nonlinear mixed-integer stochastic programming model. We use scenario generation based approach and feasible neighborhood search for solving the model. The results which show the amount of each fish processed product and the number of workforce needed in each horizon planning are presented.

A chance-constrained stochastic approach to intermodal container routing problems.

PubMed

Zhao, Yi; Liu, Ronghui; Zhang, Xi; Whiteing, Anthony

2018-01-01

We consider a container routing problem with stochastic time variables in a sea-rail intermodal transportation system. The problem is formulated as a binary integer chance-constrained programming model including stochastic travel times and stochastic transfer time, with the objective of minimising the expected total cost. Two chance constraints are proposed to ensure that the container service satisfies ship fulfilment and cargo on-time delivery with pre-specified probabilities. A hybrid heuristic algorithm is employed to solve the binary integer chance-constrained programming model. Two case studies are conducted to demonstrate the feasibility of the proposed model and to analyse the impact of stochastic variables and chance-constraints on the optimal solution and total cost.

A chance-constrained stochastic approach to intermodal container routing problems

PubMed Central

Zhao, Yi; Zhang, Xi; Whiteing, Anthony

2018-01-01

We consider a container routing problem with stochastic time variables in a sea-rail intermodal transportation system. The problem is formulated as a binary integer chance-constrained programming model including stochastic travel times and stochastic transfer time, with the objective of minimising the expected total cost. Two chance constraints are proposed to ensure that the container service satisfies ship fulfilment and cargo on-time delivery with pre-specified probabilities. A hybrid heuristic algorithm is employed to solve the binary integer chance-constrained programming model. Two case studies are conducted to demonstrate the feasibility of the proposed model and to analyse the impact of stochastic variables and chance-constraints on the optimal solution and total cost. PMID:29438389

Two-stage fuzzy-stochastic robust programming: a hybrid model for regional air quality management.

PubMed

Li, Yongping; Huang, Guo H; Veawab, Amornvadee; Nie, Xianghui; Liu, Lei

2006-08-01

In this study, a hybrid two-stage fuzzy-stochastic robust programming (TFSRP) model is developed and applied to the planning of an air-quality management system. As an extension of existing fuzzy-robust programming and two-stage stochastic programming methods, the TFSRP can explicitly address complexities and uncertainties of the study system without unrealistic simplifications. Uncertain parameters can be expressed as probability density and/or fuzzy membership functions, such that robustness of the optimization efforts can be enhanced. Moreover, economic penalties as corrective measures against any infeasibilities arising from the uncertainties are taken into account. This method can, thus, provide a linkage to predefined policies determined by authorities that have to be respected when a modeling effort is undertaken. In its solution algorithm, the fuzzy decision space can be delimited through specification of the uncertainties using dimensional enlargement of the original fuzzy constraints. The developed model is applied to a case study of regional air quality management. The results indicate that reasonable solutions have been obtained. The solutions can be used for further generating pollution-mitigation alternatives with minimized system costs and for providing a more solid support for sound environmental decisions.

Strategic planning for disaster recovery with stochastic last mile distribution

DOE Office of Scientific and Technical Information (OSTI.GOV)

Bent, Russell Whitford; Van Hentenryck, Pascal; Coffrin, Carleton

2010-01-01

This paper considers the single commodity allocation problem (SCAP) for disaster recovery, a fundamental problem faced by all populated areas. SCAPs are complex stochastic optimization problems that combine resource allocation, warehouse routing, and parallel fleet routing. Moreover, these problems must be solved under tight runtime constraints to be practical in real-world disaster situations. This paper formalizes the specification of SCAPs and introduces a novel multi-stage hybrid-optimization algorithm that utilizes the strengths of mixed integer programming, constraint programming, and large neighborhood search. The algorithm was validated on hurricane disaster scenarios generated by Los Alamos National Laboratory using state-of-the-art disaster simulation toolsmore » and is deployed to aid federal organizations in the US.« less

Item Pool Construction Using Mixed Integer Quadratic Programming (MIQP). GMAC® Research Report RR-14-01

ERIC Educational Resources Information Center

Han, Kyung T.; Rudner, Lawrence M.

2014-01-01

This study uses mixed integer quadratic programming (MIQP) to construct multiple highly equivalent item pools simultaneously, and compares the results from mixed integer programming (MIP). Three different MIP/MIQP models were implemented and evaluated using real CAT item pool data with 23 different content areas and a goal of equal information…

Waste management with recourse: an inexact dynamic programming model containing fuzzy boundary intervals in objectives and constraints.

PubMed

Tan, Q; Huang, G H; Cai, Y P

2010-09-01

The existing inexact optimization methods based on interval-parameter linear programming can hardly address problems where coefficients in objective functions are subject to dual uncertainties. In this study, a superiority-inferiority-based inexact fuzzy two-stage mixed-integer linear programming (SI-IFTMILP) model was developed for supporting municipal solid waste management under uncertainty. The developed SI-IFTMILP approach is capable of tackling dual uncertainties presented as fuzzy boundary intervals (FuBIs) in not only constraints, but also objective functions. Uncertainties expressed as a combination of intervals and random variables could also be explicitly reflected. An algorithm with high computational efficiency was provided to solve SI-IFTMILP. SI-IFTMILP was then applied to a long-term waste management case to demonstrate its applicability. Useful interval solutions were obtained. SI-IFTMILP could help generate dynamic facility-expansion and waste-allocation plans, as well as provide corrective actions when anticipated waste management plans are violated. It could also greatly reduce system-violation risk and enhance system robustness through examining two sets of penalties resulting from variations in fuzziness and randomness. Moreover, four possible alternative models were formulated to solve the same problem; solutions from them were then compared with those from SI-IFTMILP. The results indicate that SI-IFTMILP could provide more reliable solutions than the alternatives. 2010 Elsevier Ltd. All rights reserved.

An Analysis of the Multiple Objective Capital Budgeting Problem via Fuzzy Linear Integer (0-1) Programming.

DTIC Science & Technology

1980-05-31

34 International Journal of Man- Machine Studies , Vol. 9, No. 1, 1977, pp. 1-68. [16] Zimmermann, H. J., Theory and Applications of Fuzzy Sets, Institut...Boston, Inc., Hingham, MA, 1978. [18] Yager, R. R., "Multiple Objective Decision-Making Using Fuzzy Sets," International Journal of Man- Machine Studies ...Professor of Industria Engineering ... iv t TABLE OF CONTENTS page ABSTRACT .. .. . ...... . .... ...... ........ iii LIST OF TABLES

Finding optimal vaccination strategies under parameter uncertainty using stochastic programming.

PubMed

Tanner, Matthew W; Sattenspiel, Lisa; Ntaimo, Lewis

2008-10-01

We present a stochastic programming framework for finding the optimal vaccination policy for controlling infectious disease epidemics under parameter uncertainty. Stochastic programming is a popular framework for including the effects of parameter uncertainty in a mathematical optimization model. The problem is initially formulated to find the minimum cost vaccination policy under a chance-constraint. The chance-constraint requires that the probability that R(*)

A Stochastic Dynamic Programming Model With Fuzzy Storage States Applied to Reservoir Operation Optimization

NASA Astrophysics Data System (ADS)

Mousavi, Seyed Jamshid; Mahdizadeh, Kourosh; Afshar, Abbas

2004-08-01

Application of stochastic dynamic programming (SDP) models to reservoir optimization calls for state variables discretization. As an important variable discretization of reservoir storage volume has a pronounced effect on the computational efforts. The error caused by storage volume discretization is examined by considering it as a fuzzy state variable. In this approach, the point-to-point transitions between storage volumes at the beginning and end of each period are replaced by transitions between storage intervals. This is achieved by using fuzzy arithmetic operations with fuzzy numbers. In this approach, instead of aggregating single-valued crisp numbers, the membership functions of fuzzy numbers are combined. Running a simulated model with optimal release policies derived from fuzzy and non-fuzzy SDP models shows that a fuzzy SDP with a coarse discretization scheme performs as well as a classical SDP having much finer discretized space. It is believed that this advantage in the fuzzy SDP model is due to the smooth transitions between storage intervals which benefit from soft boundaries.

An inexact multistage fuzzy-stochastic programming for regional electric power system management constrained by environmental quality.

PubMed

Fu, Zhenghui; Wang, Han; Lu, Wentao; Guo, Huaicheng; Li, Wei

2017-12-01

Electric power system involves different fields and disciplines which addressed the economic system, energy system, and environment system. Inner uncertainty of this compound system would be an inevitable problem. Therefore, an inexact multistage fuzzy-stochastic programming (IMFSP) was developed for regional electric power system management constrained by environmental quality. A model which concluded interval-parameter programming, multistage stochastic programming, and fuzzy probability distribution was built to reflect the uncertain information and dynamic variation in the case study, and the scenarios under different credibility degrees were considered. For all scenarios under consideration, corrective actions were allowed to be taken dynamically in accordance with the pre-regulated policies and the uncertainties in reality. The results suggest that the methodology is applicable to handle the uncertainty of regional electric power management systems and help the decision makers to establish an effective development plan.

Multicriteria Cost Assessment and Logistics Modeling for Military Humanitarian Assistance and Disaster Relief Aerial Delivery Operations

DTIC Science & Technology

2015-03-01

vulnerable people will have access to this airdropped consumable aid (since nobody 1 is necessarily coordinating the distribution on the ground... VBA ) platforms (see Appendix B). In particular, we used GAMS v.23.9.3 with IBM ILOG CPLEX 12.4.0.1 to solve the stochastic, mixed-integer weighted...goal programming model, and we used Excel/ VBA to create an auto- matic, user-friendly interface with the decision maker for model input and analysis of

Distributed mixed-integer fuzzy hierarchical programming for municipal solid waste management. Part II: scheme analysis and mechanism revelation.

PubMed

Cheng, Guanhui; Huang, Guohe; Dong, Cong; Xu, Ye; Chen, Jiapei; Chen, Xiujuan; Li, Kailong

2017-03-01

As presented in the first companion paper, distributed mixed-integer fuzzy hierarchical programming (DMIFHP) was developed for municipal solid waste management (MSWM) under complexities of heterogeneities, hierarchy, discreteness, and interactions. Beijing was selected as a representative case. This paper focuses on presenting the obtained schemes and the revealed mechanisms of the Beijing MSWM system. The optimal MSWM schemes for Beijing under various solid waste treatment policies and their differences are deliberated. The impacts of facility expansion, hierarchy, and spatial heterogeneities and potential extensions of DMIFHP are also discussed. A few of findings are revealed from the results and a series of comparisons and analyses. For instance, DMIFHP is capable of robustly reflecting these complexities in MSWM systems, especially for Beijing. The optimal MSWM schemes are of fragmented patterns due to the dominant role of the proximity principle in allocating solid waste treatment resources, and they are closely related to regulated ratios of landfilling, incineration, and composting. Communities without significant differences among distances to different types of treatment facilities are more sensitive to these ratios than others. The complexities of hierarchy and heterogeneities pose significant impacts on MSWM practices. Spatial dislocation of MSW generation rates and facility capacities caused by unreasonable planning in the past may result in insufficient utilization of treatment capacities under substantial influences of transportation costs. The problems of unreasonable MSWM planning, e.g., severe imbalance among different technologies and complete vacancy of ten facilities, should be gained deliberation of the public and the municipal or local governments in Beijing. These findings are helpful for gaining insights into MSWM systems under these complexities, mitigating key challenges in the planning of these systems, improving the related management practices, and eliminating potential socio-economic and eco-environmental issues resulting from unreasonable management.

A hybrid inventory management system respondingto regular demand and surge demand

DOE Office of Scientific and Technical Information (OSTI.GOV)

Mohammad S. Roni; Mingzhou Jin; Sandra D. Eksioglu

2014-06-01

This paper proposes a hybrid policy for a stochastic inventory system facing regular demand and surge demand. The combination of two different demand patterns can be observed in many areas, such as healthcare inventory and humanitarian supply chain management. The surge demand has a lower arrival rate but higher demand volume per arrival. The solution approach proposed in this paper incorporates the level crossing method and mixed integer programming technique to optimize the hybrid inventory policy with both regular orders and emergency orders. The level crossing method is applied to obtain the equilibrium distributions of inventory levels under a givenmore » policy. The model is further transformed into a mixed integer program to identify an optimal hybrid policy. A sensitivity analysis is conducted to investigate the impact of parameters on the optimal inventory policy and minimum cost. Numerical results clearly show the benefit of using the proposed hybrid inventory model. The model and solution approach could help healthcare providers or humanitarian logistics providers in managing their emergency supplies in responding to surge demands.« less

A multi-objective optimization model for hub network design under uncertainty: An inexact rough-interval fuzzy approach

NASA Astrophysics Data System (ADS)

Niakan, F.; Vahdani, B.; Mohammadi, M.

2015-12-01

This article proposes a multi-objective mixed-integer model to optimize the location of hubs within a hub network design problem under uncertainty. The considered objectives include minimizing the maximum accumulated travel time, minimizing the total costs including transportation, fuel consumption and greenhouse emissions costs, and finally maximizing the minimum service reliability. In the proposed model, it is assumed that for connecting two nodes, there are several types of arc in which their capacity, transportation mode, travel time, and transportation and construction costs are different. Moreover, in this model, determining the capacity of the hubs is part of the decision-making procedure and balancing requirements are imposed on the network. To solve the model, a hybrid solution approach is utilized based on inexact programming, interval-valued fuzzy programming and rough interval programming. Furthermore, a hybrid multi-objective metaheuristic algorithm, namely multi-objective invasive weed optimization (MOIWO), is developed for the given problem. Finally, various computational experiments are carried out to assess the proposed model and solution approaches.

Artificial bee colony algorithm for constrained possibilistic portfolio optimization problem

NASA Astrophysics Data System (ADS)

Chen, Wei

2015-07-01

In this paper, we discuss the portfolio optimization problem with real-world constraints under the assumption that the returns of risky assets are fuzzy numbers. A new possibilistic mean-semiabsolute deviation model is proposed, in which transaction costs, cardinality and quantity constraints are considered. Due to such constraints the proposed model becomes a mixed integer nonlinear programming problem and traditional optimization methods fail to find the optimal solution efficiently. Thus, a modified artificial bee colony (MABC) algorithm is developed to solve the corresponding optimization problem. Finally, a numerical example is given to illustrate the effectiveness of the proposed model and the corresponding algorithm.

Interactive two-stage stochastic fuzzy programming for water resources management.

PubMed

Wang, S; Huang, G H

2011-08-01

In this study, an interactive two-stage stochastic fuzzy programming (ITSFP) approach has been developed through incorporating an interactive fuzzy resolution (IFR) method within an inexact two-stage stochastic programming (ITSP) framework. ITSFP can not only tackle dual uncertainties presented as fuzzy boundary intervals that exist in the objective function and the left- and right-hand sides of constraints, but also permit in-depth analyses of various policy scenarios that are associated with different levels of economic penalties when the promised policy targets are violated. A management problem in terms of water resources allocation has been studied to illustrate applicability of the proposed approach. The results indicate that a set of solutions under different feasibility degrees has been generated for planning the water resources allocation. They can help the decision makers (DMs) to conduct in-depth analyses of tradeoffs between economic efficiency and constraint-violation risk, as well as enable them to identify, in an interactive way, a desired compromise between satisfaction degree of the goal and feasibility of the constraints (i.e., risk of constraint violation). Copyright © 2011 Elsevier Ltd. All rights reserved.

Using heuristic algorithms for capacity leasing and task allocation issues in telecommunication networks under fuzzy quality of service constraints

NASA Astrophysics Data System (ADS)

Huseyin Turan, Hasan; Kasap, Nihat; Savran, Huseyin

2014-03-01

Nowadays, every firm uses telecommunication networks in different amounts and ways in order to complete their daily operations. In this article, we investigate an optimisation problem that a firm faces when acquiring network capacity from a market in which there exist several network providers offering different pricing and quality of service (QoS) schemes. The QoS level guaranteed by network providers and the minimum quality level of service, which is needed for accomplishing the operations are denoted as fuzzy numbers in order to handle the non-deterministic nature of the telecommunication network environment. Interestingly, the mathematical formulation of the aforementioned problem leads to the special case of a well-known two-dimensional bin packing problem, which is famous for its computational complexity. We propose two different heuristic solution procedures that have the capability of solving the resulting nonlinear mixed integer programming model with fuzzy constraints. In conclusion, the efficiency of each algorithm is tested in several test instances to demonstrate the applicability of the methodology.

Stochastic Optimization for Unit Commitment-A Review

DOE Office of Scientific and Technical Information (OSTI.GOV)

Zheng, Qipeng P.; Wang, Jianhui; Liu, Andrew L.

2015-07-01

Optimization models have been widely used in the power industry to aid the decision-making process of scheduling and dispatching electric power generation resources, a process known as unit commitment (UC). Since UC's birth, there have been two major waves of revolution on UC research and real life practice. The first wave has made mixed integer programming stand out from the early solution and modeling approaches for deterministic UC, such as priority list, dynamic programming, and Lagrangian relaxation. With the high penetration of renewable energy, increasing deregulation of the electricity industry, and growing demands on system reliability, the next wave ismore » focused on transitioning from traditional deterministic approaches to stochastic optimization for unit commitment. Since the literature has grown rapidly in the past several years, this paper is to review the works that have contributed to the modeling and computational aspects of stochastic optimization (SO) based UC. Relevant lines of future research are also discussed to help transform research advances into real-world applications.« less

Epidemic outbreaks and its control using a fractional order model with seasonality and stochastic infection

NASA Astrophysics Data System (ADS)

He, Shaobo; Banerjee, Santo

2018-07-01

A fractional-order SIR epidemic model is proposed under the influence of both parametric seasonality and the external noise. The integer order SIR epidemic model originally is stable. By introducing seasonality and noise force to the model, behaviors of the system is changed. It is shown that the system has rich dynamical behaviors with different system parameters, fractional derivative order and the degree of seasonality and noise. Complexity of the stochastic model is investigated by using multi-scale fuzzy entropy. Finally, hard limiter controlled system is designed and simulation results show the ratio of infected individuals can converge to a small enough target ρ, which means the epidemic outbreak can be under control by the implementation of some effective medical and health measures.

Robust stochastic stability of discrete-time fuzzy Markovian jump neural networks.

PubMed

Arunkumar, A; Sakthivel, R; Mathiyalagan, K; Park, Ju H

2014-07-01

This paper focuses the issue of robust stochastic stability for a class of uncertain fuzzy Markovian jumping discrete-time neural networks (FMJDNNs) with various activation functions and mixed time delay. By employing the Lyapunov technique and linear matrix inequality (LMI) approach, a new set of delay-dependent sufficient conditions are established for the robust stochastic stability of uncertain FMJDNNs. More precisely, the parameter uncertainties are assumed to be time varying, unknown and norm bounded. The obtained stability conditions are established in terms of LMIs, which can be easily checked by using the efficient MATLAB-LMI toolbox. Finally, numerical examples with simulation result are provided to illustrate the effectiveness and less conservativeness of the obtained results. Copyright © 2014 ISA. Published by Elsevier Ltd. All rights reserved.

A mixed integer program to model spatial wildfire behavior and suppression placement decisions

Treesearch

Erin J. Belval; Yu Wei; Michael Bevers

2015-01-01

Wildfire suppression combines multiple objectives and dynamic fire behavior to form a complex problem for decision makers. This paper presents a mixed integer program designed to explore integrating spatial fire behavior and suppression placement decisions into a mathematical programming framework. Fire behavior and suppression placement decisions are modeled using...

Prepositioning emergency supplies under uncertainty: a parametric optimization method

NASA Astrophysics Data System (ADS)

Bai, Xuejie; Gao, Jinwu; Liu, Yankui

2018-07-01

Prepositioning of emergency supplies is an effective method for increasing preparedness for disasters and has received much attention in recent years. In this article, the prepositioning problem is studied by a robust parametric optimization method. The transportation cost, supply, demand and capacity are unknown prior to the extraordinary event, which are represented as fuzzy parameters with variable possibility distributions. The variable possibility distributions are obtained through the credibility critical value reduction method for type-2 fuzzy variables. The prepositioning problem is formulated as a fuzzy value-at-risk model to achieve a minimum total cost incurred in the whole process. The key difficulty in solving the proposed optimization model is to evaluate the quantile of the fuzzy function in the objective and the credibility in the constraints. The objective function and constraints can be turned into their equivalent parametric forms through chance constrained programming under the different confidence levels. Taking advantage of the structural characteristics of the equivalent optimization model, a parameter-based domain decomposition method is developed to divide the original optimization problem into six mixed-integer parametric submodels, which can be solved by standard optimization solvers. Finally, to explore the viability of the developed model and the solution approach, some computational experiments are performed on realistic scale case problems. The computational results reported in the numerical example show the credibility and superiority of the proposed parametric optimization method.

Waste management under multiple complexities: inexact piecewise-linearization-based fuzzy flexible programming.

PubMed

Sun, Wei; Huang, Guo H; Lv, Ying; Li, Gongchen

2012-06-01

To tackle nonlinear economies-of-scale (EOS) effects in interval-parameter constraints for a representative waste management problem, an inexact piecewise-linearization-based fuzzy flexible programming (IPFP) model is developed. In IPFP, interval parameters for waste amounts and transportation/operation costs can be quantified; aspiration levels for net system costs, as well as tolerance intervals for both capacities of waste treatment facilities and waste generation rates can be reflected; and the nonlinear EOS effects transformed from objective function to constraints can be approximated. An interactive algorithm is proposed for solving the IPFP model, which in nature is an interval-parameter mixed-integer quadratically constrained programming model. To demonstrate the IPFP's advantages, two alternative models are developed to compare their performances. One is a conventional linear-regression-based inexact fuzzy programming model (IPFP2) and the other is an IPFP model with all right-hand-sides of fussy constraints being the corresponding interval numbers (IPFP3). The comparison results between IPFP and IPFP2 indicate that the optimized waste amounts would have the similar patterns in both models. However, when dealing with EOS effects in constraints, the IPFP2 may underestimate the net system costs while the IPFP can estimate the costs more accurately. The comparison results between IPFP and IPFP3 indicate that their solutions would be significantly different. The decreased system uncertainties in IPFP's solutions demonstrate its effectiveness for providing more satisfactory interval solutions than IPFP3. Following its first application to waste management, the IPFP can be potentially applied to other environmental problems under multiple complexities. Copyright © 2012 Elsevier Ltd. All rights reserved.

Competitive Facility Location with Fuzzy Random Demands

NASA Astrophysics Data System (ADS)

Uno, Takeshi; Katagiri, Hideki; Kato, Kosuke

2010-10-01

This paper proposes a new location problem of competitive facilities, e.g. shops, with uncertainty and vagueness including demands for the facilities in a plane. By representing the demands for facilities as fuzzy random variables, the location problem can be formulated as a fuzzy random programming problem. For solving the fuzzy random programming problem, first the α-level sets for fuzzy numbers are used for transforming it to a stochastic programming problem, and secondly, by using their expectations and variances, it can be reformulated to a deterministic programming problem. After showing that one of their optimal solutions can be found by solving 0-1 programming problems, their solution method is proposed by improving the tabu search algorithm with strategic oscillation. The efficiency of the proposed method is shown by applying it to numerical examples of the facility location problems.

Generation Expansion Planning With Large Amounts of Wind Power via Decision-Dependent Stochastic Programming

DOE Office of Scientific and Technical Information (OSTI.GOV)

Zhan, Yiduo; Zheng, Qipeng P.; Wang, Jianhui

Power generation expansion planning needs to deal with future uncertainties carefully, given that the invested generation assets will be in operation for a long time. Many stochastic programming models have been proposed to tackle this challenge. However, most previous works assume predetermined future uncertainties (i.e., fixed random outcomes with given probabilities). In several recent studies of generation assets' planning (e.g., thermal versus renewable), new findings show that the investment decisions could affect the future uncertainties as well. To this end, this paper proposes a multistage decision-dependent stochastic optimization model for long-term large-scale generation expansion planning, where large amounts of windmore » power are involved. In the decision-dependent model, the future uncertainties are not only affecting but also affected by the current decisions. In particular, the probability distribution function is determined by not only input parameters but also decision variables. To deal with the nonlinear constraints in our model, a quasi-exact solution approach is then introduced to reformulate the multistage stochastic investment model to a mixed-integer linear programming model. The wind penetration, investment decisions, and the optimality of the decision-dependent model are evaluated in a series of multistage case studies. The results show that the proposed decision-dependent model provides effective optimization solutions for long-term generation expansion planning.« less

A controlled genetic algorithm by fuzzy logic and belief functions for job-shop scheduling.

PubMed

Hajri, S; Liouane, N; Hammadi, S; Borne, P

2000-01-01

Most scheduling problems are highly complex combinatorial problems. However, stochastic methods such as genetic algorithm yield good solutions. In this paper, we present a controlled genetic algorithm (CGA) based on fuzzy logic and belief functions to solve job-shop scheduling problems. For better performance, we propose an efficient representational scheme, heuristic rules for creating the initial population, and a new methodology for mixing and computing genetic operator probabilities.

A supplier selection and order allocation problem with stochastic demands

NASA Astrophysics Data System (ADS)

Zhou, Yun; Zhao, Lei; Zhao, Xiaobo; Jiang, Jianhua

2011-08-01

We consider a system comprising a retailer and a set of candidate suppliers that operates within a finite planning horizon of multiple periods. The retailer replenishes its inventory from the suppliers and satisfies stochastic customer demands. At the beginning of each period, the retailer makes decisions on the replenishment quantity, supplier selection and order allocation among the selected suppliers. An optimisation problem is formulated to minimise the total expected system cost, which includes an outer level stochastic dynamic program for the optimal replenishment quantity and an inner level integer program for supplier selection and order allocation with a given replenishment quantity. For the inner level subproblem, we develop a polynomial algorithm to obtain optimal decisions. For the outer level subproblem, we propose an efficient heuristic for the system with integer-valued inventory, based on the structural properties of the system with real-valued inventory. We investigate the efficiency of the proposed solution approach, as well as the impact of parameters on the optimal replenishment decision with numerical experiments.

Municipal solid waste management planning for Xiamen City, China: a stochastic fractional inventory-theory-based approach.

PubMed

Chen, Xiujuan; Huang, Guohe; Zhao, Shan; Cheng, Guanhui; Wu, Yinghui; Zhu, Hua

2017-11-01

In this study, a stochastic fractional inventory-theory-based waste management planning (SFIWP) model was developed and applied for supporting long-term planning of the municipal solid waste (MSW) management in Xiamen City, the special economic zone of Fujian Province, China. In the SFIWP model, the techniques of inventory model, stochastic linear fractional programming, and mixed-integer linear programming were integrated in a framework. Issues of waste inventory in MSW management system were solved, and the system efficiency was maximized through considering maximum net-diverted wastes under various constraint-violation risks. Decision alternatives for waste allocation and capacity expansion were also provided for MSW management planning in Xiamen. The obtained results showed that about 4.24 × 10 6  t of waste would be diverted from landfills when p i is 0.01, which accounted for 93% of waste in Xiamen City, and the waste diversion per unit of cost would be 26.327 × 10 3  t per $10 6 . The capacities of MSW management facilities including incinerators, composting facility, and landfills would be expanded due to increasing waste generation rate.

Solving mixed integer nonlinear programming problems using spiral dynamics optimization algorithm

NASA Astrophysics Data System (ADS)

Kania, Adhe; Sidarto, Kuntjoro Adji

2016-02-01

Many engineering and practical problem can be modeled by mixed integer nonlinear programming. This paper proposes to solve the problem with modified spiral dynamics inspired optimization method of Tamura and Yasuda. Four test cases have been examined, including problem in engineering and sport. This method succeeds in obtaining the optimal result in all test cases.

Dynamic analysis for solid waste management systems: an inexact multistage integer programming approach.

PubMed

Li, Yongping; Huang, Guohe

2009-03-01

In this study, a dynamic analysis approach based on an inexact multistage integer programming (IMIP) model is developed for supporting municipal solid waste (MSW) management under uncertainty. Techniques of interval-parameter programming and multistage stochastic programming are incorporated within an integer-programming framework. The developed IMIP can deal with uncertainties expressed as probability distributions and interval numbers, and can reflect the dynamics in terms of decisions for waste-flow allocation and facility-capacity expansion over a multistage context. Moreover, the IMIP can be used for analyzing various policy scenarios that are associated with different levels of economic consequences. The developed method is applied to a case study of long-term waste-management planning. The results indicate that reasonable solutions have been generated for binary and continuous variables. They can help generate desired decisions of system-capacity expansion and waste-flow allocation with a minimized system cost and maximized system reliability.

Universal fuzzy integral sliding-mode controllers for stochastic nonlinear systems.

PubMed

Gao, Qing; Liu, Lu; Feng, Gang; Wang, Yong

2014-12-01

In this paper, the universal integral sliding-mode controller problem for the general stochastic nonlinear systems modeled by Itô type stochastic differential equations is investigated. One of the main contributions is that a novel dynamic integral sliding mode control (DISMC) scheme is developed for stochastic nonlinear systems based on their stochastic T-S fuzzy approximation models. The key advantage of the proposed DISMC scheme is that two very restrictive assumptions in most existing ISMC approaches to stochastic fuzzy systems have been removed. Based on the stochastic Lyapunov theory, it is shown that the closed-loop control system trajectories are kept on the integral sliding surface almost surely since the initial time, and moreover, the stochastic stability of the sliding motion can be guaranteed in terms of linear matrix inequalities. Another main contribution is that the results of universal fuzzy integral sliding-mode controllers for two classes of stochastic nonlinear systems, along with constructive procedures to obtain the universal fuzzy integral sliding-mode controllers, are provided, respectively. Simulation results from an inverted pendulum example are presented to illustrate the advantages and effectiveness of the proposed approaches.

Puerto Rico water resources planning model program description

USGS Publications Warehouse

Moody, D.W.; Maddock, Thomas; Karlinger, M.R.; Lloyd, J.J.

1973-01-01

Because the use of the Mathematical Programming System -Extended (MPSX) to solve large linear and mixed integer programs requires the preparation of many input data cards, a matrix generator program to produce the MPSX input data from a much more limited set of data may expedite the use of the mixed integer programming optimization technique. The Model Definition and Control Program (MODCQP) is intended to assist a planner in preparing MPSX input data for the Puerto Rico Water Resources Planning Model. The model utilizes a mixed-integer mathematical program to identify a minimum present cost set of water resources projects (diversions, reservoirs, ground-water fields, desalinization plants, water treatment plants, and inter-basin transfers of water) which will meet a set of future water demands and to determine their sequence of construction. While MODCOP was specifically written to generate MPSX input data for the planning model described in this report, the program can be easily modified to reflect changes in the model's mathematical structure.

A green vehicle routing problem with customer satisfaction criteria

NASA Astrophysics Data System (ADS)

Afshar-Bakeshloo, M.; Mehrabi, A.; Safari, H.; Maleki, M.; Jolai, F.

2016-12-01

This paper develops an MILP model, named Satisfactory-Green Vehicle Routing Problem. It consists of routing a heterogeneous fleet of vehicles in order to serve a set of customers within predefined time windows. In this model in addition to the traditional objective of the VRP, both the pollution and customers' satisfaction have been taken into account. Meanwhile, the introduced model prepares an effective dashboard for decision-makers that determines appropriate routes, the best mixed fleet, speed and idle time of vehicles. Additionally, some new factors evaluate the greening of each decision based on three criteria. This model applies piecewise linear functions (PLFs) to linearize a nonlinear fuzzy interval for incorporating customers' satisfaction into other linear objectives. We have presented a mixed integer linear programming formulation for the S-GVRP. This model enriches managerial insights by providing trade-offs between customers' satisfaction, total costs and emission levels. Finally, we have provided a numerical study for showing the applicability of the model.

Chemotherapy appointment scheduling under uncertainty using mean-risk stochastic integer programming.

PubMed

Alvarado, Michelle; Ntaimo, Lewis

2018-03-01

Oncology clinics are often burdened with scheduling large volumes of cancer patients for chemotherapy treatments under limited resources such as the number of nurses and chairs. These cancer patients require a series of appointments over several weeks or months and the timing of these appointments is critical to the treatment's effectiveness. Additionally, the appointment duration, the acuity levels of each appointment, and the availability of clinic nurses are uncertain. The timing constraints, stochastic parameters, rising treatment costs, and increased demand of outpatient oncology clinic services motivate the need for efficient appointment schedules and clinic operations. In this paper, we develop three mean-risk stochastic integer programming (SIP) models, referred to as SIP-CHEMO, for the problem of scheduling individual chemotherapy patient appointments and resources. These mean-risk models are presented and an algorithm is devised to improve computational speed. Computational results were conducted using a simulation model and results indicate that the risk-averse SIP-CHEMO model with the expected excess mean-risk measure can decrease patient waiting times and nurse overtime when compared to deterministic scheduling algorithms by 42 % and 27 %, respectively.

Introducing health gains in location-allocation models: A stochastic model for planning the delivery of long-term care

NASA Astrophysics Data System (ADS)

Cardoso, T.; Oliveira, M. D.; Barbosa-Póvoa, A.; Nickel, S.

2015-05-01

Although the maximization of health is a key objective in health care systems, location-allocation literature has not yet considered this dimension. This study proposes a multi-objective stochastic mathematical programming approach to support the planning of a multi-service network of long-term care (LTC), both in terms of services location and capacity planning. This approach is based on a mixed integer linear programming model with two objectives - the maximization of expected health gains and the minimization of expected costs - with satisficing levels in several dimensions of equity - namely, equity of access, equity of utilization, socioeconomic equity and geographical equity - being imposed as constraints. The augmented ε-constraint method is used to explore the trade-off between these conflicting objectives, with uncertainty in the demand and delivery of care being accounted for. The model is applied to analyze the (re)organization of the LTC network currently operating in the Great Lisbon region in Portugal for the 2014-2016 period. Results show that extending the network of LTC is a cost-effective investment.

Analyzing the carbon mitigation potential of tradable green certificates based on a TGC-FFSRO model: A case study in the Beijing-Tianjin-Hebei region, China.

PubMed

Chen, Cong; Zhu, Ying; Zeng, Xueting; Huang, Guohe; Li, Yongping

2018-07-15

Contradictions of increasing carbon mitigation pressure and electricity demand have been aggravated significantly. A heavy emphasis is placed on analyzing the carbon mitigation potential of electric energy systems via tradable green certificates (TGC). This study proposes a tradable green certificate (TGC)-fractional fuzzy stochastic robust optimization (FFSRO) model through integrating fuzzy possibilistic, two-stage stochastic and stochastic robust programming techniques into a linear fractional programming framework. The framework can address uncertainties expressed as stochastic and fuzzy sets, and effectively deal with issues of multi-objective tradeoffs between the economy and environment. The proposed model is applied to the major economic center of China, the Beijing-Tianjin-Hebei region. The generated results of proposed model indicate that a TGC mechanism is a cost-effective pathway to cope with carbon reduction and support the sustainable development pathway of electric energy systems. In detail, it can: (i) effectively promote renewable power development and reduce fossil fuel use; (ii) lead to higher CO 2 mitigation potential than non-TGC mechanism; and (iii) greatly alleviate financial pressure on the government to provide renewable energy subsidies. The TGC-FFSRO model can provide a scientific basis for making related management decisions of electric energy systems. Copyright © 2017 Elsevier B.V. All rights reserved.

A global stochastic programming approach for the optimal placement of gas detectors with nonuniform unavailabilities

DOE PAGES

Liu, Jianfeng; Laird, Carl Damon

2017-09-22

Optimal design of a gas detection systems is challenging because of the numerous sources of uncertainty, including weather and environmental conditions, leak location and characteristics, and process conditions. Rigorous CFD simulations of dispersion scenarios combined with stochastic programming techniques have been successfully applied to the problem of optimal gas detector placement; however, rigorous treatment of sensor failure and nonuniform unavailability has received less attention. To improve reliability of the design, this paper proposes a problem formulation that explicitly considers nonuniform unavailabilities and all backup detection levels. The resulting sensor placement problem is a large-scale mixed-integer nonlinear programming (MINLP) problem thatmore » requires a tailored solution approach for efficient solution. We have developed a multitree method which depends on iteratively solving a sequence of upper-bounding master problems and lower-bounding subproblems. The tailored global solution strategy is tested on a real data problem and the encouraging numerical results indicate that our solution framework is promising in solving sensor placement problems. This study was selected for the special issue in JLPPI from the 2016 International Symposium of the MKO Process Safety Center.« less

A global stochastic programming approach for the optimal placement of gas detectors with nonuniform unavailabilities

DOE Office of Scientific and Technical Information (OSTI.GOV)

Liu, Jianfeng; Laird, Carl Damon

Optimal design of a gas detection systems is challenging because of the numerous sources of uncertainty, including weather and environmental conditions, leak location and characteristics, and process conditions. Rigorous CFD simulations of dispersion scenarios combined with stochastic programming techniques have been successfully applied to the problem of optimal gas detector placement; however, rigorous treatment of sensor failure and nonuniform unavailability has received less attention. To improve reliability of the design, this paper proposes a problem formulation that explicitly considers nonuniform unavailabilities and all backup detection levels. The resulting sensor placement problem is a large-scale mixed-integer nonlinear programming (MINLP) problem thatmore » requires a tailored solution approach for efficient solution. We have developed a multitree method which depends on iteratively solving a sequence of upper-bounding master problems and lower-bounding subproblems. The tailored global solution strategy is tested on a real data problem and the encouraging numerical results indicate that our solution framework is promising in solving sensor placement problems. This study was selected for the special issue in JLPPI from the 2016 International Symposium of the MKO Process Safety Center.« less

River water quality management considering agricultural return flows: application of a nonlinear two-stage stochastic fuzzy programming.

PubMed

Tavakoli, Ali; Nikoo, Mohammad Reza; Kerachian, Reza; Soltani, Maryam

2015-04-01

In this paper, a new fuzzy methodology is developed to optimize water and waste load allocation (WWLA) in rivers under uncertainty. An interactive two-stage stochastic fuzzy programming (ITSFP) method is utilized to handle parameter uncertainties, which are expressed as fuzzy boundary intervals. An iterative linear programming (ILP) is also used for solving the nonlinear optimization model. To accurately consider the impacts of the water and waste load allocation strategies on the river water quality, a calibrated QUAL2Kw model is linked with the WWLA optimization model. The soil, water, atmosphere, and plant (SWAP) simulation model is utilized to determine the quantity and quality of each agricultural return flow. To control pollution loads of agricultural networks, it is assumed that a part of each agricultural return flow can be diverted to an evaporation pond and also another part of it can be stored in a detention pond. In detention ponds, contaminated water is exposed to solar radiation for disinfecting pathogens. Results of applying the proposed methodology to the Dez River system in the southwestern region of Iran illustrate its effectiveness and applicability for water and waste load allocation in rivers. In the planning phase, this methodology can be used for estimating the capacities of return flow diversion system and evaporation and detention ponds.

Enhanced index tracking modeling in portfolio optimization with mixed-integer programming z approach

NASA Astrophysics Data System (ADS)

Siew, Lam Weng; Jaaman, Saiful Hafizah Hj.; Ismail, Hamizun bin

2014-09-01

Enhanced index tracking is a popular form of portfolio management in stock market investment. Enhanced index tracking aims to construct an optimal portfolio to generate excess return over the return achieved by the stock market index without purchasing all of the stocks that make up the index. The objective of this paper is to construct an optimal portfolio using mixed-integer programming model which adopts regression approach in order to generate higher portfolio mean return than stock market index return. In this study, the data consists of 24 component stocks in Malaysia market index which is FTSE Bursa Malaysia Kuala Lumpur Composite Index from January 2010 until December 2012. The results of this study show that the optimal portfolio of mixed-integer programming model is able to generate higher mean return than FTSE Bursa Malaysia Kuala Lumpur Composite Index return with only selecting 30% out of the total stock market index components.

Waste management under multiple complexities: Inexact piecewise-linearization-based fuzzy flexible programming

DOE Office of Scientific and Technical Information (OSTI.GOV)

Sun Wei; Huang, Guo H., E-mail: huang@iseis.org; Institute for Energy, Environment and Sustainable Communities, University of Regina, Regina, Saskatchewan, S4S 0A2

2012-06-15

Highlights: Black-Right-Pointing-Pointer Inexact piecewise-linearization-based fuzzy flexible programming is proposed. Black-Right-Pointing-Pointer It's the first application to waste management under multiple complexities. Black-Right-Pointing-Pointer It tackles nonlinear economies-of-scale effects in interval-parameter constraints. Black-Right-Pointing-Pointer It estimates costs more accurately than the linear-regression-based model. Black-Right-Pointing-Pointer Uncertainties are decreased and more satisfactory interval solutions are obtained. - Abstract: To tackle nonlinear economies-of-scale (EOS) effects in interval-parameter constraints for a representative waste management problem, an inexact piecewise-linearization-based fuzzy flexible programming (IPFP) model is developed. In IPFP, interval parameters for waste amounts and transportation/operation costs can be quantified; aspiration levels for net system costs, as well as tolerancemore » intervals for both capacities of waste treatment facilities and waste generation rates can be reflected; and the nonlinear EOS effects transformed from objective function to constraints can be approximated. An interactive algorithm is proposed for solving the IPFP model, which in nature is an interval-parameter mixed-integer quadratically constrained programming model. To demonstrate the IPFP's advantages, two alternative models are developed to compare their performances. One is a conventional linear-regression-based inexact fuzzy programming model (IPFP2) and the other is an IPFP model with all right-hand-sides of fussy constraints being the corresponding interval numbers (IPFP3). The comparison results between IPFP and IPFP2 indicate that the optimized waste amounts would have the similar patterns in both models. However, when dealing with EOS effects in constraints, the IPFP2 may underestimate the net system costs while the IPFP can estimate the costs more accurately. The comparison results between IPFP and IPFP3 indicate that their solutions would be significantly different. The decreased system uncertainties in IPFP's solutions demonstrate its effectiveness for providing more satisfactory interval solutions than IPFP3. Following its first application to waste management, the IPFP can be potentially applied to other environmental problems under multiple complexities.« less

Mixed Integer Programming and Heuristic Scheduling for Space Communication Networks

NASA Technical Reports Server (NTRS)

Cheung, Kar-Ming; Lee, Charles H.

2012-01-01

We developed framework and the mathematical formulation for optimizing communication network using mixed integer programming. The design yields a system that is much smaller, in search space size, when compared to the earlier approach. Our constrained network optimization takes into account the dynamics of link performance within the network along with mission and operation requirements. A unique penalty function is introduced to transform the mixed integer programming into the more manageable problem of searching in a continuous space. The constrained optimization problem was proposed to solve in two stages: first using the heuristic Particle Swarming Optimization algorithm to get a good initial starting point, and then feeding the result into the Sequential Quadratic Programming algorithm to achieve the final optimal schedule. We demonstrate the above planning and scheduling methodology with a scenario of 20 spacecraft and 3 ground stations of a Deep Space Network site. Our approach and framework have been simple and flexible so that problems with larger number of constraints and network can be easily adapted and solved.

Menu-Driven Solver Of Linear-Programming Problems

NASA Technical Reports Server (NTRS)

Viterna, L. A.; Ferencz, D.

1992-01-01

Program assists inexperienced user in formulating linear-programming problems. A Linear Program Solver (ALPS) computer program is full-featured LP analysis program. Solves plain linear-programming problems as well as more-complicated mixed-integer and pure-integer programs. Also contains efficient technique for solution of purely binary linear-programming problems. Written entirely in IBM's APL2/PC software, Version 1.01. Packed program contains licensed material, property of IBM (copyright 1988, all rights reserved).

Robust stability for uncertain stochastic fuzzy BAM neural networks with time-varying delays

NASA Astrophysics Data System (ADS)

Syed Ali, M.; Balasubramaniam, P.

2008-07-01

In this Letter, by utilizing the Lyapunov functional and combining with the linear matrix inequality (LMI) approach, we analyze the global asymptotic stability of uncertain stochastic fuzzy Bidirectional Associative Memory (BAM) neural networks with time-varying delays which are represented by the Takagi-Sugeno (TS) fuzzy models. A new class of uncertain stochastic fuzzy BAM neural networks with time varying delays has been studied and sufficient conditions have been derived to obtain conservative result in stochastic settings. The developed results are more general than those reported in the earlier literatures. In addition, the numerical examples are provided to illustrate the applicability of the result using LMI toolbox in MATLAB.

A hybrid learning method for constructing compact rule-based fuzzy models.

PubMed

Zhao, Wanqing; Niu, Qun; Li, Kang; Irwin, George W

2013-12-01

The Takagi–Sugeno–Kang-type rule-based fuzzy model has found many applications in different fields; a major challenge is, however, to build a compact model with optimized model parameters which leads to satisfactory model performance. To produce a compact model, most existing approaches mainly focus on selecting an appropriate number of fuzzy rules. In contrast, this paper considers not only the selection of fuzzy rules but also the structure of each rule premise and consequent, leading to the development of a novel compact rule-based fuzzy model. Here, each fuzzy rule is associated with two sets of input attributes, in which the first is used for constructing the rule premise and the other is employed in the rule consequent. A new hybrid learning method combining the modified harmony search method with a fast recursive algorithm is hereby proposed to determine the structure and the parameters for the rule premises and consequents. This is a hard mixed-integer nonlinear optimization problem, and the proposed hybrid method solves the problem by employing an embedded framework, leading to a significantly reduced number of model parameters and a small number of fuzzy rules with each being as simple as possible. Results from three examples are presented to demonstrate the compactness (in terms of the number of model parameters and the number of rules) and the performance of the fuzzy models obtained by the proposed hybrid learning method, in comparison with other techniques from the literature.

ALPS: A Linear Program Solver

NASA Technical Reports Server (NTRS)

Ferencz, Donald C.; Viterna, Larry A.

1991-01-01

ALPS is a computer program which can be used to solve general linear program (optimization) problems. ALPS was designed for those who have minimal linear programming (LP) knowledge and features a menu-driven scheme to guide the user through the process of creating and solving LP formulations. Once created, the problems can be edited and stored in standard DOS ASCII files to provide portability to various word processors or even other linear programming packages. Unlike many math-oriented LP solvers, ALPS contains an LP parser that reads through the LP formulation and reports several types of errors to the user. ALPS provides a large amount of solution data which is often useful in problem solving. In addition to pure linear programs, ALPS can solve for integer, mixed integer, and binary type problems. Pure linear programs are solved with the revised simplex method. Integer or mixed integer programs are solved initially with the revised simplex, and the completed using the branch-and-bound technique. Binary programs are solved with the method of implicit enumeration. This manual describes how to use ALPS to create, edit, and solve linear programming problems. Instructions for installing ALPS on a PC compatible computer are included in the appendices along with a general introduction to linear programming. A programmers guide is also included for assistance in modifying and maintaining the program.

Assessment of BTEX-induced health risk under multiple uncertainties at a petroleum-contaminated site: An integrated fuzzy stochastic approach

NASA Astrophysics Data System (ADS)

Zhang, Xiaodong; Huang, Guo H.

2011-12-01

Groundwater pollution has gathered more and more attention in the past decades. Conducting an assessment of groundwater contamination risk is desired to provide sound bases for supporting risk-based management decisions. Therefore, the objective of this study is to develop an integrated fuzzy stochastic approach to evaluate risks of BTEX-contaminated groundwater under multiple uncertainties. It consists of an integrated interval fuzzy subsurface modeling system (IIFMS) and an integrated fuzzy second-order stochastic risk assessment (IFSOSRA) model. The IIFMS is developed based on factorial design, interval analysis, and fuzzy sets approach to predict contaminant concentrations under hybrid uncertainties. Two input parameters (longitudinal dispersivity and porosity) are considered to be uncertain with known fuzzy membership functions, and intrinsic permeability is considered to be an interval number with unknown distribution information. A factorial design is conducted to evaluate interactive effects of the three uncertain factors on the modeling outputs through the developed IIFMS. The IFSOSRA model can systematically quantify variability and uncertainty, as well as their hybrids, presented as fuzzy, stochastic and second-order stochastic parameters in health risk assessment. The developed approach haw been applied to the management of a real-world petroleum-contaminated site within a western Canada context. The results indicate that multiple uncertainties, under a combination of information with various data-quality levels, can be effectively addressed to provide supports in identifying proper remedial efforts. A unique contribution of this research is the development of an integrated fuzzy stochastic approach for handling various forms of uncertainties associated with simulation and risk assessment efforts.

Optimal operating rules definition in complex water resource systems combining fuzzy logic, expert criteria and stochastic programming

NASA Astrophysics Data System (ADS)

Macian-Sorribes, Hector; Pulido-Velazquez, Manuel

2016-04-01

This contribution presents a methodology for defining optimal seasonal operating rules in multireservoir systems coupling expert criteria and stochastic optimization. Both sources of information are combined using fuzzy logic. The structure of the operating rules is defined based on expert criteria, via a joint expert-technician framework consisting in a series of meetings, workshops and surveys carried out between reservoir managers and modelers. As a result, the decision-making process used by managers can be assessed and expressed using fuzzy logic: fuzzy rule-based systems are employed to represent the operating rules and fuzzy regression procedures are used for forecasting future inflows. Once done that, a stochastic optimization algorithm can be used to define optimal decisions and transform them into fuzzy rules. Finally, the optimal fuzzy rules and the inflow prediction scheme are combined into a Decision Support System for making seasonal forecasts and simulate the effect of different alternatives in response to the initial system state and the foreseen inflows. The approach presented has been applied to the Jucar River Basin (Spain). Reservoir managers explained how the system is operated, taking into account the reservoirs' states at the beginning of the irrigation season and the inflows previewed during that season. According to the information given by them, the Jucar River Basin operating policies were expressed via two fuzzy rule-based (FRB) systems that estimate the amount of water to be allocated to the users and how the reservoir storages should be balanced to guarantee those deliveries. A stochastic optimization model using Stochastic Dual Dynamic Programming (SDDP) was developed to define optimal decisions, which are transformed into optimal operating rules embedding them into the two FRBs previously created. As a benchmark, historical records are used to develop alternative operating rules. A fuzzy linear regression procedure was employed to foresee future inflows depending on present and past hydrological and meteorological variables actually used by the reservoir managers to define likely inflow scenarios. A Decision Support System (DSS) was created coupling the FRB systems and the inflow prediction scheme in order to give the user a set of possible optimal releases in response to the reservoir states at the beginning of the irrigation season and the fuzzy inflow projections made using hydrological and meteorological information. The results show that the optimal DSS created using the FRB operating policies are able to increase the amount of water allocated to the users in 20 to 50 Mm3 per irrigation season with respect to the current policies. Consequently, the mechanism used to define optimal operating rules and transform them into a DSS is able to increase the water deliveries in the Jucar River Basin, combining expert criteria and optimization algorithms in an efficient way. This study has been partially supported by the IMPADAPT project (CGL2013-48424-C2-1-R) with Spanish MINECO (Ministerio de Economía y Competitividad) and FEDER funds. It also has received funding from the European Union's Horizon 2020 research and innovation programme under the IMPREX project (grant agreement no: 641.811).

Optimal Facility Location Tool for Logistics Battle Command (LBC)

DTIC Science & Technology

2015-08-01

64 Appendix B. VBA Code . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 72 Appendix C. Story...should city planners have located emergency service facilities so that all households (the demand) had equal access to coverage?” The critical...programming language called Visual Basic for Applications ( VBA ). CPLEX is a commercial solver for linear, integer, and mixed integer linear programming problems

Multi-Item Multiperiodic Inventory Control Problem with Variable Demand and Discounts: A Particle Swarm Optimization Algorithm

PubMed Central

Mousavi, Seyed Mohsen; Niaki, S. T. A.; Bahreininejad, Ardeshir; Musa, Siti Nurmaya

2014-01-01

A multi-item multiperiod inventory control model is developed for known-deterministic variable demands under limited available budget. Assuming the order quantity is more than the shortage quantity in each period, the shortage in combination of backorder and lost sale is considered. The orders are placed in batch sizes and the decision variables are assumed integer. Moreover, all unit discounts for a number of products and incremental quantity discount for some other items are considered. While the objectives are to minimize both the total inventory cost and the required storage space, the model is formulated into a fuzzy multicriteria decision making (FMCDM) framework and is shown to be a mixed integer nonlinear programming type. In order to solve the model, a multiobjective particle swarm optimization (MOPSO) approach is applied. A set of compromise solution including optimum and near optimum ones via MOPSO has been derived for some numerical illustration, where the results are compared with those obtained using a weighting approach. To assess the efficiency of the proposed MOPSO, the model is solved using multi-objective genetic algorithm (MOGA) as well. A large number of numerical examples are generated at the end, where graphical and statistical approaches show more efficiency of MOPSO compared with MOGA. PMID:25093195

Fast scaffolding with small independent mixed integer programs

PubMed Central

Salmela, Leena; Mäkinen, Veli; Välimäki, Niko; Ylinen, Johannes; Ukkonen, Esko

2011-01-01

Motivation: Assembling genomes from short read data has become increasingly popular, but the problem remains computationally challenging especially for larger genomes. We study the scaffolding phase of sequence assembly where preassembled contigs are ordered based on mate pair data. Results: We present MIP Scaffolder that divides the scaffolding problem into smaller subproblems and solves these with mixed integer programming. The scaffolding problem can be represented as a graph and the biconnected components of this graph can be solved independently. We present a technique for restricting the size of these subproblems so that they can be solved accurately with mixed integer programming. We compare MIP Scaffolder to two state of the art methods, SOPRA and SSPACE. MIP Scaffolder is fast and produces better or as good scaffolds as its competitors on large genomes. Availability: The source code of MIP Scaffolder is freely available at http://www.cs.helsinki.fi/u/lmsalmel/mip-scaffolder/. Contact: leena.salmela@cs.helsinki.fi PMID:21998153

An Improved Search Approach for Solving Non-Convex Mixed-Integer Non Linear Programming Problems

NASA Astrophysics Data System (ADS)

Sitopu, Joni Wilson; Mawengkang, Herman; Syafitri Lubis, Riri

2018-01-01

The nonlinear mathematical programming problem addressed in this paper has a structure characterized by a subset of variables restricted to assume discrete values, which are linear and separable from the continuous variables. The strategy of releasing nonbasic variables from their bounds, combined with the “active constraint” method, has been developed. This strategy is used to force the appropriate non-integer basic variables to move to their neighbourhood integer points. Successful implementation of these algorithms was achieved on various test problems.

Optimal GENCO bidding strategy

NASA Astrophysics Data System (ADS)

Gao, Feng

Electricity industries worldwide are undergoing a period of profound upheaval. The conventional vertically integrated mechanism is being replaced by a competitive market environment. Generation companies have incentives to apply novel technologies to lower production costs, for example: Combined Cycle units. Economic dispatch with Combined Cycle units becomes a non-convex optimization problem, which is difficult if not impossible to solve by conventional methods. Several techniques are proposed here: Mixed Integer Linear Programming, a hybrid method, as well as Evolutionary Algorithms. Evolutionary Algorithms share a common mechanism, stochastic searching per generation. The stochastic property makes evolutionary algorithms robust and adaptive enough to solve a non-convex optimization problem. This research implements GA, EP, and PS algorithms for economic dispatch with Combined Cycle units, and makes a comparison with classical Mixed Integer Linear Programming. The electricity market equilibrium model not only helps Independent System Operator/Regulator analyze market performance and market power, but also provides Market Participants the ability to build optimal bidding strategies based on Microeconomics analysis. Supply Function Equilibrium (SFE) is attractive compared to traditional models. This research identifies a proper SFE model, which can be applied to a multiple period situation. The equilibrium condition using discrete time optimal control is then developed for fuel resource constraints. Finally, the research discusses the issues of multiple equilibria and mixed strategies, which are caused by the transmission network. Additionally, an advantage of the proposed model for merchant transmission planning is discussed. A market simulator is a valuable training and evaluation tool to assist sellers, buyers, and regulators to understand market performance and make better decisions. A traditional optimization model may not be enough to consider the distributed, large-scale, and complex energy market. This research compares the performance and searching paths of different artificial life techniques such as Genetic Algorithm (GA), Evolutionary Programming (EP), and Particle Swarm (PS), and look for a proper method to emulate Generation Companies' (GENCOs) bidding strategies. After deregulation, GENCOs face risk and uncertainty associated with the fast-changing market environment. A profit-based bidding decision support system is critical for GENCOs to keep a competitive position in the new environment. Most past research do not pay special attention to the piecewise staircase characteristic of generator offer curves. This research proposes an optimal bidding strategy based on Parametric Linear Programming. The proposed algorithm is able to handle actual piecewise staircase energy offer curves. The proposed method is then extended to incorporate incomplete information based on Decision Analysis. Finally, the author develops an optimal bidding tool (GenBidding) and applies it to the RTS96 test system.

Fuzzy Stochastic Petri Nets for Modeling Biological Systems with Uncertain Kinetic Parameters

PubMed Central

Liu, Fei; Heiner, Monika; Yang, Ming

2016-01-01

Stochastic Petri nets (SPNs) have been widely used to model randomness which is an inherent feature of biological systems. However, for many biological systems, some kinetic parameters may be uncertain due to incomplete, vague or missing kinetic data (often called fuzzy uncertainty), or naturally vary, e.g., between different individuals, experimental conditions, etc. (often called variability), which has prevented a wider application of SPNs that require accurate parameters. Considering the strength of fuzzy sets to deal with uncertain information, we apply a specific type of stochastic Petri nets, fuzzy stochastic Petri nets (FSPNs), to model and analyze biological systems with uncertain kinetic parameters. FSPNs combine SPNs and fuzzy sets, thereby taking into account both randomness and fuzziness of biological systems. For a biological system, SPNs model the randomness, while fuzzy sets model kinetic parameters with fuzzy uncertainty or variability by associating each parameter with a fuzzy number instead of a crisp real value. We introduce a simulation-based analysis method for FSPNs to explore the uncertainties of outputs resulting from the uncertainties associated with input parameters, which works equally well for bounded and unbounded models. We illustrate our approach using a yeast polarization model having an infinite state space, which shows the appropriateness of FSPNs in combination with simulation-based analysis for modeling and analyzing biological systems with uncertain information. PMID:26910830

Solving Fuzzy Fractional Differential Equations Using Zadeh's Extension Principle

PubMed Central

Ahmad, M. Z.; Hasan, M. K.; Abbasbandy, S.

2013-01-01

We study a fuzzy fractional differential equation (FFDE) and present its solution using Zadeh's extension principle. The proposed study extends the case of fuzzy differential equations of integer order. We also propose a numerical method to approximate the solution of FFDEs. To solve nonlinear problems, the proposed numerical method is then incorporated into an unconstrained optimisation technique. Several numerical examples are provided. PMID:24082853

Alternative mathematical programming formulations for FSS synthesis

NASA Technical Reports Server (NTRS)

Reilly, C. H.; Mount-Campbell, C. A.; Gonsalvez, D. J. A.; Levis, C. A.

1986-01-01

A variety of mathematical programming models and two solution strategies are suggested for the problem of allocating orbital positions to (synthesizing) satellites in the Fixed Satellite Service. Mixed integer programming and almost linear programming formulations are presented in detail for each of two objectives: (1) positioning satellites as closely as possible to specified desired locations, and (2) minimizing the total length of the geostationary arc allocated to the satellites whose positions are to be determined. Computational results for mixed integer and almost linear programming models, with the objective of positioning satellites as closely as possible to their desired locations, are reported for three six-administration test problems and a thirteen-administration test problem.

Adaptive Fuzzy Control Design for Stochastic Nonlinear Switched Systems With Arbitrary Switchings and Unmodeled Dynamics.

PubMed

Li, Yongming; Sui, Shuai; Tong, Shaocheng

2017-02-01

This paper deals with the problem of adaptive fuzzy output feedback control for a class of stochastic nonlinear switched systems. The controlled system in this paper possesses unmeasured states, completely unknown nonlinear system functions, unmodeled dynamics, and arbitrary switchings. A state observer which does not depend on the switching signal is constructed to tackle the unmeasured states. Fuzzy logic systems are employed to identify the completely unknown nonlinear system functions. Based on the common Lyapunov stability theory and stochastic small-gain theorem, a new robust adaptive fuzzy backstepping stabilization control strategy is developed. The stability of the closed-loop system on input-state-practically stable in probability is proved. The simulation results are given to verify the efficiency of the proposed fuzzy adaptive control scheme.

A hybrid solution approach for a multi-objective closed-loop logistics network under uncertainty

NASA Astrophysics Data System (ADS)

Mehrbod, Mehrdad; Tu, Nan; Miao, Lixin

2015-06-01

The design of closed-loop logistics (forward and reverse logistics) has attracted growing attention with the stringent pressures of customer expectations, environmental concerns and economic factors. This paper considers a multi-product, multi-period and multi-objective closed-loop logistics network model with regard to facility expansion as a facility location-allocation problem, which more closely approximates real-world conditions. A multi-objective mixed integer nonlinear programming formulation is linearized by defining new variables and adding new constraints to the model. By considering the aforementioned model under uncertainty, this paper develops a hybrid solution approach by combining an interactive fuzzy goal programming approach and robust counterpart optimization based on three well-known robust counterpart optimization formulations. Finally, this paper compares the results of the three formulations using different test scenarios and parameter-sensitive analysis in terms of the quality of the final solution, CPU time, the level of conservatism, the degree of closeness to the ideal solution, the degree of balance involved in developing a compromise solution, and satisfaction degree.

An Integer Programming Model for Multi-Echelon Supply Chain Decision Problem Considering Inventories

NASA Astrophysics Data System (ADS)

Harahap, Amin; Mawengkang, Herman; Siswadi; Effendi, Syahril

2018-01-01

In this paper we address a problem that is of significance to the industry, namely the optimal decision of a multi-echelon supply chain and the associated inventory systems. By using the guaranteed service approach to model the multi-echelon inventory system, we develop a mixed integer; programming model to simultaneously optimize the transportation, inventory and network structure of a multi-echelon supply chain. To solve the model we develop a direct search approach using a strategy of releasing nonbasic variables from their bounds, combined with the “active constraint” method. This strategy is used to force the appropriate non-integer basic variables to move to their neighbourhood integer points.

Cutting planes for the multistage stochastic unit commitment problem

DOE PAGES

Jiang, Ruiwei; Guan, Yongpei; Watson, Jean -Paul

2016-04-20

As renewable energy penetration rates continue to increase in power systems worldwide, new challenges arise for system operators in both regulated and deregulated electricity markets to solve the security-constrained coal-fired unit commitment problem with intermittent generation (due to renewables) and uncertain load, in order to ensure system reliability and maintain cost effectiveness. In this paper, we study a security-constrained coal-fired stochastic unit commitment model, which we use to enhance the reliability unit commitment process for day-ahead power system operations. In our approach, we first develop a deterministic equivalent formulation for the problem, which leads to a large-scale mixed-integer linear program.more » Then, we verify that the turn on/off inequalities provide a convex hull representation of the minimum-up/down time polytope under the stochastic setting. Next, we develop several families of strong valid inequalities mainly through lifting schemes. In particular, by exploring sequence independent lifting and subadditive approximation lifting properties for the lifting schemes, we obtain strong valid inequalities for the ramping and general load balance polytopes. Lastly, branch-and-cut algorithms are developed to employ these valid inequalities as cutting planes to solve the problem. Our computational results verify the effectiveness of the proposed approach.« less

Bidding strategy for microgrid in day-ahead market based on hybrid stochastic/robust optimization

DOE Office of Scientific and Technical Information (OSTI.GOV)

Liu, Guodong; Xu, Yan; Tomsovic, Kevin

In this paper, we propose an optimal bidding strategy in the day-ahead market of a microgrid consisting of intermittent distributed generation (DG), storage, dispatchable DG and price responsive loads. The microgrid coordinates the energy consumption or production of its components and trades electricity in both the day-ahead and real-time markets to minimize its operating cost as a single entity. The bidding problem is challenging due to a variety of uncertainties, including power output of intermittent DG, load variation, day-ahead and real-time market prices. A hybrid stochastic/robust optimization model is proposed to minimize the expected net cost, i.e., expected total costmore » of operation minus total benefit of demand. This formulation can be solved by mixed integer linear programming. The uncertain output of intermittent DG and day-ahead market price are modeled via scenarios based on forecast results, while a robust optimization is proposed to limit the unbalanced power in real-time market taking account of the uncertainty of real-time market price. Numerical simulations on a microgrid consisting of a wind turbine, a PV panel, a fuel cell, a micro-turbine, a diesel generator, a battery and a responsive load show the advantage of stochastic optimization in addition to robust optimization.« less

Bidding strategy for microgrid in day-ahead market based on hybrid stochastic/robust optimization

DOE PAGES

Liu, Guodong; Xu, Yan; Tomsovic, Kevin

2016-01-01

In this paper, we propose an optimal bidding strategy in the day-ahead market of a microgrid consisting of intermittent distributed generation (DG), storage, dispatchable DG and price responsive loads. The microgrid coordinates the energy consumption or production of its components and trades electricity in both the day-ahead and real-time markets to minimize its operating cost as a single entity. The bidding problem is challenging due to a variety of uncertainties, including power output of intermittent DG, load variation, day-ahead and real-time market prices. A hybrid stochastic/robust optimization model is proposed to minimize the expected net cost, i.e., expected total costmore » of operation minus total benefit of demand. This formulation can be solved by mixed integer linear programming. The uncertain output of intermittent DG and day-ahead market price are modeled via scenarios based on forecast results, while a robust optimization is proposed to limit the unbalanced power in real-time market taking account of the uncertainty of real-time market price. Numerical simulations on a microgrid consisting of a wind turbine, a PV panel, a fuel cell, a micro-turbine, a diesel generator, a battery and a responsive load show the advantage of stochastic optimization in addition to robust optimization.« less

Cutting planes for the multistage stochastic unit commitment problem

DOE Office of Scientific and Technical Information (OSTI.GOV)

Jiang, Ruiwei; Guan, Yongpei; Watson, Jean -Paul

As renewable energy penetration rates continue to increase in power systems worldwide, new challenges arise for system operators in both regulated and deregulated electricity markets to solve the security-constrained coal-fired unit commitment problem with intermittent generation (due to renewables) and uncertain load, in order to ensure system reliability and maintain cost effectiveness. In this paper, we study a security-constrained coal-fired stochastic unit commitment model, which we use to enhance the reliability unit commitment process for day-ahead power system operations. In our approach, we first develop a deterministic equivalent formulation for the problem, which leads to a large-scale mixed-integer linear program.more » Then, we verify that the turn on/off inequalities provide a convex hull representation of the minimum-up/down time polytope under the stochastic setting. Next, we develop several families of strong valid inequalities mainly through lifting schemes. In particular, by exploring sequence independent lifting and subadditive approximation lifting properties for the lifting schemes, we obtain strong valid inequalities for the ramping and general load balance polytopes. Lastly, branch-and-cut algorithms are developed to employ these valid inequalities as cutting planes to solve the problem. Our computational results verify the effectiveness of the proposed approach.« less

Adaptive Fuzzy Output-Constrained Fault-Tolerant Control of Nonlinear Stochastic Large-Scale Systems With Actuator Faults.

PubMed

Li, Yongming; Ma, Zhiyao; Tong, Shaocheng

2017-09-01

The problem of adaptive fuzzy output-constrained tracking fault-tolerant control (FTC) is investigated for the large-scale stochastic nonlinear systems of pure-feedback form. The nonlinear systems considered in this paper possess the unstructured uncertainties, unknown interconnected terms and unknown nonaffine nonlinear faults. The fuzzy logic systems are employed to identify the unknown lumped nonlinear functions so that the problems of structured uncertainties can be solved. An adaptive fuzzy state observer is designed to solve the nonmeasurable state problem. By combining the barrier Lyapunov function theory, adaptive decentralized and stochastic control principles, a novel fuzzy adaptive output-constrained FTC approach is constructed. All the signals in the closed-loop system are proved to be bounded in probability and the system outputs are constrained in a given compact set. Finally, the applicability of the proposed controller is well carried out by a simulation example.

Pricing and location decisions in multi-objective facility location problem with M/M/m/k queuing systems

NASA Astrophysics Data System (ADS)

Tavakkoli-Moghaddam, Reza; Vazifeh-Noshafagh, Samira; Taleizadeh, Ata Allah; Hajipour, Vahid; Mahmoudi, Amin

2017-01-01

This article presents a new multi-objective model for a facility location problem with congestion and pricing policies. This model considers situations in which immobile service facilities are congested by a stochastic demand following M/M/m/k queues. The presented model belongs to the class of mixed-integer nonlinear programming models and NP-hard problems. To solve such a hard model, a new multi-objective optimization algorithm based on a vibration theory, namely multi-objective vibration damping optimization (MOVDO), is developed. In order to tune the algorithms parameters, the Taguchi approach using a response metric is implemented. The computational results are compared with those of the non-dominated ranking genetic algorithm and non-dominated sorting genetic algorithm. The outputs demonstrate the robustness of the proposed MOVDO in large-sized problems.

Finding the numerical compensation in multiple criteria decision-making problems under fuzzy environment

NASA Astrophysics Data System (ADS)

Gupta, Mahima; Mohanty, B. K.

2017-04-01

In this paper, we have developed a methodology to derive the level of compensation numerically in multiple criteria decision-making (MCDM) problems under fuzzy environment. The degree of compensation is dependent on the tranquility and anxiety level experienced by the decision-maker while taking the decision. Higher tranquility leads to the higher realisation of the compensation whereas the increased level of anxiety reduces the amount of compensation in the decision process. This work determines the level of tranquility (or anxiety) using the concept of fuzzy sets and its various level sets. The concepts of indexing of fuzzy numbers, the risk barriers and the tranquility level of the decision-maker are used to derive his/her risk prone or risk averse attitude of decision-maker in each criterion. The aggregation of the risk levels in each criterion gives us the amount of compensation in the entire MCDM problem. Inclusion of the compensation leads us to model the MCDM problem as binary integer programming problem (BIP). The solution to BIP gives us the compensatory decision to MCDM. The proposed methodology is illustrated through a numerical example.

Mixed Integer Linear Programming model for Crude Palm Oil Supply Chain Planning

NASA Astrophysics Data System (ADS)

Sembiring, Pasukat; Mawengkang, Herman; Sadyadharma, Hendaru; Bu'ulolo, F.; Fajriana

2018-01-01

The production process of crude palm oil (CPO) can be defined as the milling process of raw materials, called fresh fruit bunch (FFB) into end products palm oil. The process usually through a series of steps producing and consuming intermediate products. The CPO milling industry considered in this paper does not have oil palm plantation, therefore the FFB are supplied by several public oil palm plantations. Due to the limited availability of FFB, then it is necessary to choose from which plantations would be appropriate. This paper proposes a mixed integer linear programming model the supply chain integrated problem, which include waste processing. The mathematical programming model is solved using neighborhood search approach.

Development of closed-loop supply chain network in terms of corporate social responsibility.

PubMed

Pedram, Ali; Pedram, Payam; Yusoff, Nukman Bin; Sorooshian, Shahryar

2017-01-01

Due to the rise in awareness of environmental issues and the depletion of virgin resources, many firms have attempted to increase the sustainability of their activities. One efficient way to elevate sustainability is the consideration of corporate social responsibility (CSR) by designing a closed loop supply chain (CLSC). This paper has developed a mathematical model to increase corporate social responsibility in terms of job creation. Moreover the model, in addition to increasing total CLSC profit, provides a range of strategic decision solutions for decision makers to select a best action plan for a CLSC. A proposed multi-objective mixed-integer linear programming (MILP) model was solved with non-dominated sorting genetic algorithm II (NSGA-II). Fuzzy set theory was employed to select the best compromise solution from the Pareto-optimal solutions. A numerical example was used to validate the potential application of the proposed model. The results highlight the effect of CSR in the design of CLSC.

Development of closed–loop supply chain network in terms of corporate social responsibility

PubMed Central

Pedram, Payam; Yusoff, Nukman Bin; Sorooshian, Shahryar

2017-01-01

Due to the rise in awareness of environmental issues and the depletion of virgin resources, many firms have attempted to increase the sustainability of their activities. One efficient way to elevate sustainability is the consideration of corporate social responsibility (CSR) by designing a closed loop supply chain (CLSC). This paper has developed a mathematical model to increase corporate social responsibility in terms of job creation. Moreover the model, in addition to increasing total CLSC profit, provides a range of strategic decision solutions for decision makers to select a best action plan for a CLSC. A proposed multi-objective mixed-integer linear programming (MILP) model was solved with non-dominated sorting genetic algorithm II (NSGA-II). Fuzzy set theory was employed to select the best compromise solution from the Pareto-optimal solutions. A numerical example was used to validate the potential application of the proposed model. The results highlight the effect of CSR in the design of CLSC. PMID:28384250

Adaptive Fuzzy Output Constrained Control Design for Multi-Input Multioutput Stochastic Nonstrict-Feedback Nonlinear Systems.

PubMed

Li, Yongming; Tong, Shaocheng

2017-12-01

In this paper, an adaptive fuzzy output constrained control design approach is addressed for multi-input multioutput uncertain stochastic nonlinear systems in nonstrict-feedback form. The nonlinear systems addressed in this paper possess unstructured uncertainties, unknown gain functions and unknown stochastic disturbances. Fuzzy logic systems are utilized to tackle the problem of unknown nonlinear uncertainties. The barrier Lyapunov function technique is employed to solve the output constrained problem. In the framework of backstepping design, an adaptive fuzzy control design scheme is constructed. All the signals in the closed-loop system are proved to be bounded in probability and the system outputs are constrained in a given compact set. Finally, the applicability of the proposed controller is well carried out by a simulation example.

A new design of robust H∞ sliding mode control for uncertain stochastic T-S fuzzy time-delay systems.

PubMed

Gao, Qing; Feng, Gang; Xi, Zhiyu; Wang, Yong; Qiu, Jianbin

2014-09-01

In this paper, a novel dynamic sliding mode control scheme is proposed for a class of uncertain stochastic nonlinear time-delay systems represented by Takagi-Sugeno fuzzy models. The key advantage of the proposed scheme is that two very restrictive assumptions in most existing sliding mode control approaches for stochastic fuzzy systems have been removed. It is shown that the closed-loop control system trajectories can be driven onto the sliding surface in finite time almost certainly. It is also shown that the stochastic stability of the resulting sliding motion can be guaranteed in terms of linear matrix inequalities; moreover, the sliding-mode controller can be obtained simultaneously. Simulation results illustrating the advantages and effectiveness of the proposed approaches are also provided.

Reliable design of a closed loop supply chain network under uncertainty: An interval fuzzy possibilistic chance-constrained model

NASA Astrophysics Data System (ADS)

Vahdani, Behnam; Tavakkoli-Moghaddam, Reza; Jolai, Fariborz; Baboli, Arman

2013-06-01

This article seeks to offer a systematic approach to establishing a reliable network of facilities in closed loop supply chains (CLSCs) under uncertainties. Facilities that are located in this article concurrently satisfy both traditional objective functions and reliability considerations in CLSC network designs. To attack this problem, a novel mathematical model is developed that integrates the network design decisions in both forward and reverse supply chain networks. The model also utilizes an effective reliability approach to find a robust network design. In order to make the results of this article more realistic, a CLSC for a case study in the iron and steel industry has been explored. The considered CLSC is multi-echelon, multi-facility, multi-product and multi-supplier. Furthermore, multiple facilities exist in the reverse logistics network leading to high complexities. Since the collection centres play an important role in this network, the reliability concept of these facilities is taken into consideration. To solve the proposed model, a novel interactive hybrid solution methodology is developed by combining a number of efficient solution approaches from the recent literature. The proposed solution methodology is a bi-objective interval fuzzy possibilistic chance-constraint mixed integer linear programming (BOIFPCCMILP). Finally, computational experiments are provided to demonstrate the applicability and suitability of the proposed model in a supply chain environment and to help decision makers facilitate their analyses.

A Kind of Nonlinear Programming Problem Based on Mixed Fuzzy Relation Equations Constraints

NASA Astrophysics Data System (ADS)

Li, Jinquan; Feng, Shuang; Mi, Honghai

In this work, a kind of nonlinear programming problem with non-differential objective function and under the constraints expressed by a system of mixed fuzzy relation equations is investigated. First, some properties of this kind of optimization problem are obtained. Then, a polynomial-time algorithm for this kind of optimization problem is proposed based on these properties. Furthermore, we show that this algorithm is optimal for the considered optimization problem in this paper. Finally, numerical examples are provided to illustrate our algorithms.

Optimizing Multi-Product Multi-Constraint Inventory Control Systems with Stochastic Replenishments

NASA Astrophysics Data System (ADS)

Allah Taleizadeh, Ata; Aryanezhad, Mir-Bahador; Niaki, Seyed Taghi Akhavan

Multi-periodic inventory control problems are mainly studied employing two assumptions. The first is the continuous review, where depending on the inventory level orders can happen at any time and the other is the periodic review, where orders can only happen at the beginning of each period. In this study, we relax these assumptions and assume that the periodic replenishments are stochastic in nature. Furthermore, we assume that the periods between two replenishments are independent and identically random variables. For the problem at hand, the decision variables are of integer-type and there are two kinds of space and service level constraints for each product. We develop a model of the problem in which a combination of back-order and lost-sales are considered for the shortages. Then, we show that the model is of an integer-nonlinear-programming type and in order to solve it, a search algorithm can be utilized. We employ a simulated annealing approach and provide a numerical example to demonstrate the applicability of the proposed methodology.

A Hybrid Stochastic-Neuro-Fuzzy Model-Based System for In-Flight Gas Turbine Engine Diagnostics

DTIC Science & Technology

2001-04-05

Margin (ADM) and (ii) Fault Detection Margin (FDM). Key Words: ANFIS, Engine Health Monitoring , Gas Path Analysis, and Stochastic Analysis Adaptive Network...The paper illustrates the application of a hybrid Stochastic- Fuzzy -Inference Model-Based System (StoFIS) to fault diagnostics and prognostics for both...operational history monitored on-line by the engine health management (EHM) system. To capture the complex functional relationships between different

Multi-Objective Programming for Lot-Sizing with Quantity Discount

NASA Astrophysics Data System (ADS)

Kang, He-Yau; Lee, Amy H. I.; Lai, Chun-Mei; Kang, Mei-Sung

2011-11-01

Multi-objective programming (MOP) is one of the popular methods for decision making in a complex environment. In a MOP, decision makers try to optimize two or more objectives simultaneously under various constraints. A complete optimal solution seldom exists, and a Pareto-optimal solution is usually used. Some methods, such as the weighting method which assigns priorities to the objectives and sets aspiration levels for the objectives, are used to derive a compromise solution. The ɛ-constraint method is a modified weight method. One of the objective functions is optimized while the other objective functions are treated as constraints and are incorporated in the constraint part of the model. This research considers a stochastic lot-sizing problem with multi-suppliers and quantity discounts. The model is transformed into a mixed integer programming (MIP) model next based on the ɛ-constraint method. An illustrative example is used to illustrate the practicality of the proposed model. The results demonstrate that the model is an effective and accurate tool for determining the replenishment of a manufacturer from multiple suppliers for multi-periods.

An integer programming model to optimize resource allocation for wildfire containment.

Treesearch

Geoffrey H. Donovan; Douglas B. Rideout

2003-01-01

Determining the specific mix of fire-fighting resources for a given fire is a necessary condition for identifying the minimum of the Cost Plus Net Value Change (C+NVC) function. Current wildland fire management models may not reliably do so. The problem of identifying the most efficient wildland fire organization is characterized mathematically using integer-...

Joint Optimization of Distribution Network Design and Two-Echelon Inventory Control with Stochastic Demand and CO2 Emission Tax Charges.

PubMed

Li, Shuangyan; Li, Xialian; Zhang, Dezhi; Zhou, Lingyun

2017-01-01

This study develops an optimization model to integrate facility location and inventory control for a three-level distribution network consisting of a supplier, multiple distribution centers (DCs), and multiple retailers. The integrated model addressed in this study simultaneously determines three types of decisions: (1) facility location (optimal number, location, and size of DCs); (2) allocation (assignment of suppliers to located DCs and retailers to located DCs, and corresponding optimal transport mode choices); and (3) inventory control decisions on order quantities, reorder points, and amount of safety stock at each retailer and opened DC. A mixed-integer programming model is presented, which considers the carbon emission taxes, multiple transport modes, stochastic demand, and replenishment lead time. The goal is to minimize the total cost, which covers the fixed costs of logistics facilities, inventory, transportation, and CO2 emission tax charges. The aforementioned optimal model was solved using commercial software LINGO 11. A numerical example is provided to illustrate the applications of the proposed model. The findings show that carbon emission taxes can significantly affect the supply chain structure, inventory level, and carbon emission reduction levels. The delay rate directly affects the replenishment decision of a retailer.

Robust Stabilization of T-S Fuzzy Stochastic Descriptor Systems via Integral Sliding Modes.

PubMed

Li, Jinghao; Zhang, Qingling; Yan, Xing-Gang; Spurgeon, Sarah K

2017-09-19

This paper addresses the robust stabilization problem for T-S fuzzy stochastic descriptor systems using an integral sliding mode control paradigm. A classical integral sliding mode control scheme and a nonparallel distributed compensation (Non-PDC) integral sliding mode control scheme are presented. It is shown that two restrictive assumptions previously adopted developing sliding mode controllers for Takagi-Sugeno (T-S) fuzzy stochastic systems are not required with the proposed framework. A unified framework for sliding mode control of T-S fuzzy systems is formulated. The proposed Non-PDC integral sliding mode control scheme encompasses existing schemes when the previously imposed assumptions hold. Stability of the sliding motion is analyzed and the sliding mode controller is parameterized in terms of the solutions of a set of linear matrix inequalities which facilitates design. The methodology is applied to an inverted pendulum model to validate the effectiveness of the results presented.

A simple approximation of moments of the quasi-equilibrium distribution of an extended stochastic theta-logistic model with non-integer powers.

PubMed

Bhowmick, Amiya Ranjan; Bandyopadhyay, Subhadip; Rana, Sourav; Bhattacharya, Sabyasachi

2016-01-01

The stochastic versions of the logistic and extended logistic growth models are applied successfully to explain many real-life population dynamics and share a central body of literature in stochastic modeling of ecological systems. To understand the randomness in the population dynamics of the underlying processes completely, it is important to have a clear idea about the quasi-equilibrium distribution and its moments. Bartlett et al. (1960) took a pioneering attempt for estimating the moments of the quasi-equilibrium distribution of the stochastic logistic model. Matis and Kiffe (1996) obtain a set of more accurate and elegant approximations for the mean, variance and skewness of the quasi-equilibrium distribution of the same model using cumulant truncation method. The method is extended for stochastic power law logistic family by the same and several other authors (Nasell, 2003; Singh and Hespanha, 2007). Cumulant truncation and some alternative methods e.g. saddle point approximation, derivative matching approach can be applied if the powers involved in the extended logistic set up are integers, although plenty of evidence is available for non-integer powers in many practical situations (Sibly et al., 2005). In this paper, we develop a set of new approximations for mean, variance and skewness of the quasi-equilibrium distribution under more general family of growth curves, which is applicable for both integer and non-integer powers. The deterministic counterpart of this family of models captures both monotonic and non-monotonic behavior of the per capita growth rate, of which theta-logistic is a special case. The approximations accurately estimate the first three order moments of the quasi-equilibrium distribution. The proposed method is illustrated with simulated data and real data from global population dynamics database. Copyright © 2015 Elsevier Inc. All rights reserved.

A Mixed Integer Linear Programming Approach to Electrical Stimulation Optimization Problems.

PubMed

Abouelseoud, Gehan; Abouelseoud, Yasmine; Shoukry, Amin; Ismail, Nour; Mekky, Jaidaa

2018-02-01

Electrical stimulation optimization is a challenging problem. Even when a single region is targeted for excitation, the problem remains a constrained multi-objective optimization problem. The constrained nature of the problem results from safety concerns while its multi-objectives originate from the requirement that non-targeted regions should remain unaffected. In this paper, we propose a mixed integer linear programming formulation that can successfully address the challenges facing this problem. Moreover, the proposed framework can conclusively check the feasibility of the stimulation goals. This helps researchers to avoid wasting time trying to achieve goals that are impossible under a chosen stimulation setup. The superiority of the proposed framework over alternative methods is demonstrated through simulation examples.

Mixed Integer Programming Model and Incremental Optimization for Delivery and Storage Planning Using Truck Terminals

NASA Astrophysics Data System (ADS)

Sakakibara, Kazutoshi; Tian, Yajie; Nishikawa, Ikuko

We discuss the planning of transportation by trucks over a multi-day period. Each truck collects loads from suppliers and delivers them to assembly plants or a truck terminal. By exploiting the truck terminal as a temporal storage, we aim to increase the load ratio of each truck and to minimize the lead time for transportation. In this paper, we show a mixed integer programming model which represents each product explicitly, and discuss the decomposition of the problem into a problem of delivery and storage, and a problem of vehicle routing. Based on this model, we propose a relax-and-fix type heuristic in which decision variables are fixed one by one by mathematical programming techniques such as branch-and-bound methods.

Operation of Power Grids with High Penetration of Wind Power

NASA Astrophysics Data System (ADS)

Al-Awami, Ali Taleb

The integration of wind power into the power grid poses many challenges due to its highly uncertain nature. This dissertation involves two main components related to the operation of power grids with high penetration of wind energy: wind-thermal stochastic dispatch and wind-thermal coordinated bidding in short-term electricity markets. In the first part, a stochastic dispatch (SD) algorithm is proposed that takes into account the stochastic nature of the wind power output. The uncertainty associated with wind power output given the forecast is characterized using conditional probability density functions (CPDF). Several functions are examined to characterize wind uncertainty including Beta, Weibull, Extreme Value, Generalized Extreme Value, and Mixed Gaussian distributions. The unique characteristics of the Mixed Gaussian distribution are then utilized to facilitate the speed of convergence of the SD algorithm. A case study is carried out to evaluate the effectiveness of the proposed algorithm. Then, the SD algorithm is extended to simultaneously optimize the system operating costs and emissions. A modified multi-objective particle swarm optimization algorithm is suggested to identify the Pareto-optimal solutions defined by the two conflicting objectives. A sensitivity analysis is carried out to study the effect of changing load level and imbalance cost factors on the Pareto front. In the second part of this dissertation, coordinated trading of wind and thermal energy is proposed to mitigate risks due to those uncertainties. The problem of wind-thermal coordinated trading is formulated as a mixed-integer stochastic linear program. The objective is to obtain the optimal tradeoff bidding strategy that maximizes the total expected profits while controlling trading risks. For risk control, a weighted term of the conditional value at risk (CVaR) is included in the objective function. The CVaR aims to maximize the expected profits of the least profitable scenarios, thus improving trading risk control. A case study comparing coordinated with uncoordinated bidding strategies depending on the trader's risk attitude is included. Simulation results show that coordinated bidding can improve the expected profits while significantly improving the CVaR.

Aerospace Applications of Integer and Combinatorial Optimization

NASA Technical Reports Server (NTRS)

Padula, S. L.; Kincaid, R. K.

1995-01-01

Research supported by NASA Langley Research Center includes many applications of aerospace design optimization and is conducted by teams of applied mathematicians and aerospace engineers. This paper investigates the benefits from this combined expertise in formulating and solving integer and combinatorial optimization problems. Applications range from the design of large space antennas to interior noise control. A typical problem, for example, seeks the optimal locations for vibration-damping devices on an orbiting platform and is expressed as a mixed/integer linear programming problem with more than 1500 design variables.

Aerospace applications on integer and combinatorial optimization

NASA Technical Reports Server (NTRS)

Padula, S. L.; Kincaid, R. K.

1995-01-01

Research supported by NASA Langley Research Center includes many applications of aerospace design optimization and is conducted by teams of applied mathematicians and aerospace engineers. This paper investigates the benefits from this combined expertise in formulating and solving integer and combinatorial optimization problems. Applications range from the design of large space antennas to interior noise control. A typical problem. for example, seeks the optimal locations for vibration-damping devices on an orbiting platform and is expressed as a mixed/integer linear programming problem with more than 1500 design variables.

Development of a fuzzy-stochastic programming with Green Z-score criterion method for planning water resources systems with a trading mechanism.

PubMed

Zeng, X T; Huang, G H; Li, Y P; Zhang, J L; Cai, Y P; Liu, Z P; Liu, L R

2016-12-01

This study developed a fuzzy-stochastic programming with Green Z-score criterion (FSGZ) method for water resources allocation and water quality management with a trading-mechanism (WAQT) under uncertainties. FSGZ can handle uncertainties expressed as probability distributions, and it can also quantify objective/subjective fuzziness in the decision-making process. Risk-averse attitudes and robustness coefficient are joined to express the relationship between the expected target and outcome under various risk preferences of decision makers and systemic robustness. The developed method is applied to a real-world case of WAQT in the Kaidu-Kongque River Basin in northwest China, where an effective mechanism (e.g., market trading) to simultaneously confront severely diminished water availability and degraded water quality is required. Results of water transaction amounts, water allocation patterns, pollution mitigation schemes, and system benefits under various scenarios are analyzed, which indicate that a trading-mechanism is a more sustainable method to manage water-environment crisis in the study region. Additionally, consideration of anthropogenic (e.g., a risk-averse attitude) and systemic factors (e.g., the robustness coefficient) can support the generation of a robust plan associated with risk control for WAQT when uncertainty is present. These findings assist local policy and decision makers to gain insights into water-environment capacity planning to balance the basin's social and economic growth with protecting the region's ecosystems.

Incorporation of Fixed Installation Costs into Optimization of Groundwater Remediation with a New Efficient Surrogate Nonlinear Mixed Integer Optimization Algorithm

NASA Astrophysics Data System (ADS)

Shoemaker, Christine; Wan, Ying

2016-04-01

Optimization of nonlinear water resources management issues which have a mixture of fixed (e.g. construction cost for a well) and variable (e.g. cost per gallon of water pumped) costs has been not well addressed because prior algorithms for the resulting nonlinear mixed integer problems have required many groundwater simulations (with different configurations of decision variable), especially when the solution space is multimodal. In particular heuristic methods like genetic algorithms have often been used in the water resources area, but they require so many groundwater simulations that only small systems have been solved. Hence there is a need to have a method that reduces the number of expensive groundwater simulations. A recently published algorithm for nonlinear mixed integer programming using surrogates was shown in this study to greatly reduce the computational effort for obtaining accurate answers to problems involving fixed costs for well construction as well as variable costs for pumping because of a substantial reduction in the number of groundwater simulations required to obtain an accurate answer. Results are presented for a US EPA hazardous waste site. The nonlinear mixed integer surrogate algorithm is general and can be used on other problems arising in hydrology with open source codes in Matlab and python ("pySOT" in Bitbucket).

Calibration of a stochastic health evolution model using NHIS data

NASA Astrophysics Data System (ADS)

Gupta, Aparna; Li, Zhisheng

2011-10-01

This paper presents and calibrates an individual's stochastic health evolution model. In this health evolution model, the uncertainty of health incidents is described by a stochastic process with a finite number of possible outcomes. We construct a comprehensive health status index (HSI) to describe an individual's health status, as well as a health risk factor system (RFS) to classify individuals into different risk groups. Based on the maximum likelihood estimation (MLE) method and the method of nonlinear least squares fitting, model calibration is formulated in terms of two mixed-integer nonlinear optimization problems. Using the National Health Interview Survey (NHIS) data, the model is calibrated for specific risk groups. Longitudinal data from the Health and Retirement Study (HRS) is used to validate the calibrated model, which displays good validation properties. The end goal of this paper is to provide a model and methodology, whose output can serve as a crucial component of decision support for strategic planning of health related financing and risk management.

Robust stochastic fuzzy possibilistic programming for environmental decision making under uncertainty.

PubMed

Zhang, Xiaodong; Huang, Guo H; Nie, Xianghui

2009-12-20

Nonpoint source (NPS) water pollution is one of serious environmental issues, especially within an agricultural system. This study aims to propose a robust chance-constrained fuzzy possibilistic programming (RCFPP) model for water quality management within an agricultural system, where solutions for farming area, manure/fertilizer application amount, and livestock husbandry size under different scenarios are obtained and interpreted. Through improving upon the existing fuzzy possibilistic programming, fuzzy robust programming and chance-constrained programming approaches, the RCFPP can effectively reflect the complex system features under uncertainty, where implications of water quality/quantity restrictions for achieving regional economic development objectives are studied. By delimiting the uncertain decision space through dimensional enlargement of the original fuzzy constraints, the RCFPP enhances the robustness of the optimization processes and resulting solutions. The results of the case study indicate that useful information can be obtained through the proposed RCFPP model for providing feasible decision schemes for different agricultural activities under different scenarios (combinations of different p-necessity and p(i) levels). A p-necessity level represents the certainty or necessity degree of the imprecise objective function, while a p(i) level means the probabilities at which the constraints will be violated. A desire to acquire high agricultural income would decrease the certainty degree of the event that maximization of the objective be satisfied, and potentially violate water management standards; willingness to accept low agricultural income will run into the risk of potential system failure. The decision variables under combined p-necessity and p(i) levels were useful for the decision makers to justify and/or adjust the decision schemes for the agricultural activities through incorporation of their implicit knowledge. The results also suggest that this developed approach is applicable to many practical problems where fuzzy and probabilistic distribution information simultaneously exist.

Geometric quadratic stochastic operator on countable infinite set

DOE Office of Scientific and Technical Information (OSTI.GOV)

Ganikhodjaev, Nasir; Hamzah, Nur Zatul Akmar

2015-02-03

In this paper we construct the family of Geometric quadratic stochastic operators defined on the countable sample space of nonnegative integers and investigate their trajectory behavior. Such operators can be reinterpreted in terms of of evolutionary operator of free population. We show that Geometric quadratic stochastic operators are regular transformations.

Materiel Acquisition Management of U.S. Army Attack Helicopters

DTIC Science & Technology

1989-06-02

used to evaluate the existing helicopter program periodically in order to determine utility in reference to all evaluation criteria. Defintion of... mixed integer linear programming model, the Phoenix model has demonstrated the potential to assist in the analysis of strategic and operational issues in...Fleet Max i of Aircraft per Fleet Programmed Buys .. -- Technology Unit Production mix Retirement Start-up ROTIE Flying Hour Aviation Overheadl I Aviation

A Mixed-Integer Linear Programming Problem which is Efficiently Solvable.

DTIC Science & Technology

1987-10-01

INTEGER LINEAR PROGRAMMING PROBLEM WHICH IS EFFICIENTLY SOLVABLE 12. PERSONAL AUTHOR(S) Leiserson, Charles, and Saxe, James B. 13a. TYPE OF REPORT j13b TIME...ger prongramn rg versions or the problem is not ac’hievable in genieral for sparse inistancves of’ P rolem(r Mi. Th le remrai nder or thris paper is...rClazes c:oIh edge (i,I*) by comlpli urg +- rnirr(z 3, ,x + a,j). A sirnI) le analysis (11 vto Nei [131 indicates why whe Iellinan-Ford algorithm works

Robust adaptive fuzzy tracking control for pure-feedback stochastic nonlinear systems with input constraints.

PubMed

Wang, Huanqing; Chen, Bing; Liu, Xiaoping; Liu, Kefu; Lin, Chong

2013-12-01

This paper is concerned with the problem of adaptive fuzzy tracking control for a class of pure-feedback stochastic nonlinear systems with input saturation. To overcome the design difficulty from nondifferential saturation nonlinearity, a smooth nonlinear function of the control input signal is first introduced to approximate the saturation function; then, an adaptive fuzzy tracking controller based on the mean-value theorem is constructed by using backstepping technique. The proposed adaptive fuzzy controller guarantees that all signals in the closed-loop system are bounded in probability and the system output eventually converges to a small neighborhood of the desired reference signal in the sense of mean quartic value. Simulation results further illustrate the effectiveness of the proposed control scheme.

Optimization of Energy Efficiency and Conservation in Green Building Design Using Duelist, Killer-Whale and Rain-Water Algorithms

NASA Astrophysics Data System (ADS)

Biyanto, T. R.; Matradji; Syamsi, M. N.; Fibrianto, H. Y.; Afdanny, N.; Rahman, A. H.; Gunawan, K. S.; Pratama, J. A. D.; Malwindasari, A.; Abdillah, A. I.; Bethiana, T. N.; Putra, Y. A.

2017-11-01

The development of green building has been growing in both design and quality. The development of green building was limited by the issue of expensive investment. Actually, green building can reduce the energy usage inside the building especially in utilization of cooling system. External load plays major role in reducing the usage of cooling system. External load is affected by type of wall sheathing, glass and roof. The proper selection of wall, type of glass and roof material are very important to reduce external load. Hence, the optimization of energy efficiency and conservation in green building design is required. Since this optimization consist of integer and non-linear equations, this problem falls into Mixed-Integer-Non-Linear-Programming (MINLP) that required global optimization technique such as stochastic optimization algorithms. In this paper the optimized variables i.e. type of glass and roof were chosen using Duelist, Killer-Whale and Rain-Water Algorithms to obtain the optimum energy and considering the minimal investment. The optimization results exhibited the single glass Planibel-G with the 3.2 mm thickness and glass wool insulation provided maximum ROI of 36.8486%, EUI reduction of 54 kWh/m2·year, CO2 emission reduction of 486.8971 tons/year and reduce investment of 4,078,905,465 IDR.

Modeling sustainability in renewable energy supply chain systems

NASA Astrophysics Data System (ADS)

Xie, Fei

This dissertation aims at modeling sustainability of renewable fuel supply chain systems against emerging challenges. In particular, the dissertation focuses on the biofuel supply chain system design, and manages to develop advanced modeling framework and corresponding solution methods in tackling challenges in sustaining biofuel supply chain systems. These challenges include: (1) to integrate "environmental thinking" into the long-term biofuel supply chain planning; (2) to adopt multimodal transportation to mitigate seasonality in biofuel supply chain operations; (3) to provide strategies in hedging against uncertainty from conversion technology; and (4) to develop methodologies in long-term sequential planning of the biofuel supply chain under uncertainties. All models are mixed integer programs, which also involves multi-objective programming method and two-stage/multistage stochastic programming methods. In particular for the long-term sequential planning under uncertainties, to reduce the computational challenges due to the exponential expansion of the scenario tree, I also developed efficient ND-Max method which is more efficient than CPLEX and Nested Decomposition method. Through result analysis of four independent studies, it is found that the proposed modeling frameworks can effectively improve the economic performance, enhance environmental benefits and reduce risks due to systems uncertainties for the biofuel supply chain systems.

Incorporating location, routing, and inventory decisions in a bi-objective supply chain design problem with risk-pooling

NASA Astrophysics Data System (ADS)

Tavakkoli-Moghaddam, Reza; Forouzanfar, Fateme; Ebrahimnejad, Sadoullah

2013-07-01

This paper considers a single-sourcing network design problem for a three-level supply chain. For the first time, a novel mathematical model is presented considering risk-pooling, the inventory existence at distribution centers (DCs) under demand uncertainty, the existence of several alternatives to transport the product between facilities, and routing of vehicles from distribution centers to customer in a stochastic supply chain system, simultaneously. This problem is formulated as a bi-objective stochastic mixed-integer nonlinear programming model. The aim of this model is to determine the number of located distribution centers, their locations, and capacity levels, and allocating customers to distribution centers and distribution centers to suppliers. It also determines the inventory control decisions on the amount of ordered products and the amount of safety stocks at each opened DC, selecting a type of vehicle for transportation. Moreover, it determines routing decisions, such as determination of vehicles' routes starting from an opened distribution center to serve its allocated customers and returning to that distribution center. All are done in a way that the total system cost and the total transportation time are minimized. The Lingo software is used to solve the presented model. The computational results are illustrated in this paper.

Joint Optimization of Distribution Network Design and Two-Echelon Inventory Control with Stochastic Demand and CO2 Emission Tax Charges

PubMed Central

Li, Shuangyan; Li, Xialian; Zhang, Dezhi; Zhou, Lingyun

2017-01-01

This study develops an optimization model to integrate facility location and inventory control for a three-level distribution network consisting of a supplier, multiple distribution centers (DCs), and multiple retailers. The integrated model addressed in this study simultaneously determines three types of decisions: (1) facility location (optimal number, location, and size of DCs); (2) allocation (assignment of suppliers to located DCs and retailers to located DCs, and corresponding optimal transport mode choices); and (3) inventory control decisions on order quantities, reorder points, and amount of safety stock at each retailer and opened DC. A mixed-integer programming model is presented, which considers the carbon emission taxes, multiple transport modes, stochastic demand, and replenishment lead time. The goal is to minimize the total cost, which covers the fixed costs of logistics facilities, inventory, transportation, and CO2 emission tax charges. The aforementioned optimal model was solved using commercial software LINGO 11. A numerical example is provided to illustrate the applications of the proposed model. The findings show that carbon emission taxes can significantly affect the supply chain structure, inventory level, and carbon emission reduction levels. The delay rate directly affects the replenishment decision of a retailer. PMID:28103246

Advances in mixed-integer programming methods for chemical production scheduling.

PubMed

Velez, Sara; Maravelias, Christos T

2014-01-01

The goal of this paper is to critically review advances in the area of chemical production scheduling over the past three decades and then present two recently proposed solution methods that have led to dramatic computational enhancements. First, we present a general framework and problem classification and discuss modeling and solution methods with an emphasis on mixed-integer programming (MIP) techniques. Second, we present two solution methods: (a) a constraint propagation algorithm that allows us to compute parameters that are then used to tighten MIP scheduling models and (b) a reformulation that introduces new variables, thus leading to effective branching. We also present computational results and an example illustrating how these methods are implemented, as well as the resulting enhancements. We close with a discussion of open research challenges and future research directions.

GLOBAL SOLUTIONS TO FOLDED CONCAVE PENALIZED NONCONVEX LEARNING

PubMed Central

Liu, Hongcheng; Yao, Tao; Li, Runze

2015-01-01

This paper is concerned with solving nonconvex learning problems with folded concave penalty. Despite that their global solutions entail desirable statistical properties, there lack optimization techniques that guarantee global optimality in a general setting. In this paper, we show that a class of nonconvex learning problems are equivalent to general quadratic programs. This equivalence facilitates us in developing mixed integer linear programming reformulations, which admit finite algorithms that find a provably global optimal solution. We refer to this reformulation-based technique as the mixed integer programming-based global optimization (MIPGO). To our knowledge, this is the first global optimization scheme with a theoretical guarantee for folded concave penalized nonconvex learning with the SCAD penalty (Fan and Li, 2001) and the MCP penalty (Zhang, 2010). Numerical results indicate a significant outperformance of MIPGO over the state-of-the-art solution scheme, local linear approximation, and other alternative solution techniques in literature in terms of solution quality. PMID:27141126

Mixed integer nonlinear programming model of wireless pricing scheme with QoS attribute of bandwidth and end-to-end delay

NASA Astrophysics Data System (ADS)

Irmeilyana, Puspita, Fitri Maya; Indrawati

2016-02-01

The pricing for wireless networks is developed by considering linearity factors, elasticity price and price factors. Mixed Integer Nonlinear Programming of wireless pricing model is proposed as the nonlinear programming problem that can be solved optimally using LINGO 13.0. The solutions are expected to give some information about the connections between the acceptance factor and the price. Previous model worked on the model that focuses on bandwidth as the QoS attribute. The models attempt to maximize the total price for a connection based on QoS parameter. The QoS attributes used will be the bandwidth and the end to end delay that affect the traffic. The maximum goal to maximum price is achieved when the provider determine the requirement for the increment or decrement of price change due to QoS change and amount of QoS value.

Conjunctive management of multi-reservoir network system and groundwater system

NASA Astrophysics Data System (ADS)

Mani, A.; Tsai, F. T. C.

2015-12-01

This study develops a successive mixed-integer linear fractional programming (successive MILFP) method to conjunctively manage water resources provided by a multi-reservoir network system and a groundwater system. The conjunctive management objectives are to maximize groundwater withdrawals and maximize reservoir storages while satisfying water demands and raising groundwater level to a target level. The decision variables in the management problem are reservoir releases and spills, network flows and groundwater pumping rates. Using the fractional programming approach, the objective function is defined as a ratio of total groundwater withdraws to total reservoir storage deficits from the maximum storages. Maximizing this ratio function tends to maximizing groundwater use and minimizing surface water use. This study introduces a conditional constraint on groundwater head in order to sustain aquifers from overpumping: if current groundwater level is less than a target level, groundwater head at the next time period has to be raised; otherwise, it is allowed to decrease up to a certain extent. This conditional constraint is formulated into a set of mixed binary nonlinear constraints and results in a mixed-integer nonlinear fractional programming (MINLFP) problem. To solve the MINLFP problem, we first use the response matrix approach to linearize groundwater head with respect to pumping rate and reduce the problem to an MILFP problem. Using the Charnes-Cooper transformation, the MILFP is transformed to an equivalent mixed-integer linear programming (MILP). The solution of the MILP is successively updated by updating the response matrix in every iteration. The study uses IBM CPLEX to solve the MILP problem. The methodology is applied to water resources management in northern Louisiana. This conjunctive management approach aims to recover the declining groundwater level of the stressed Sparta aquifer by using surface water from a network of four reservoirs as an alternative source of supply.

Mixed-Integer Conic Linear Programming: Challenges and Perspectives

DTIC Science & Technology

2013-10-01

The novel DCCs for MISOCO may be used in branch- and-cut algorithms when solving MISOCO problems. The experimental software CICLO was developed to...perform limited, but rigorous computational experiments. The CICLO solver utilizes continuous SOCO solvers, MOSEK, CPLES or SeDuMi, builds on the open...submitted Fall 2013. Software: 1. CICLO : Integer conic linear optimization package. Authors: J.C. Góez, T.K. Ralphs, Y. Fu, and T. Terlaky

Comparison of penalty functions on a penalty approach to mixed-integer optimization

NASA Astrophysics Data System (ADS)

Francisco, Rogério B.; Costa, M. Fernanda P.; Rocha, Ana Maria A. C.; Fernandes, Edite M. G. P.

2016-06-01

In this paper, we present a comparative study involving several penalty functions that can be used in a penalty approach for globally solving bound mixed-integer nonlinear programming (bMIMLP) problems. The penalty approach relies on a continuous reformulation of the bMINLP problem by adding a particular penalty term to the objective function. A penalty function based on the `erf' function is proposed. The continuous nonlinear optimization problems are sequentially solved by the population-based firefly algorithm. Preliminary numerical experiments are carried out in order to analyze the quality of the produced solutions, when compared with other penalty functions available in the literature.

Multi-criteria multi-stakeholder decision analysis using a fuzzy-stochastic approach for hydrosystem management

NASA Astrophysics Data System (ADS)

Subagadis, Y. H.; Schütze, N.; Grundmann, J.

2014-09-01

The conventional methods used to solve multi-criteria multi-stakeholder problems are less strongly formulated, as they normally incorporate only homogeneous information at a time and suggest aggregating objectives of different decision-makers avoiding water-society interactions. In this contribution, Multi-Criteria Group Decision Analysis (MCGDA) using a fuzzy-stochastic approach has been proposed to rank a set of alternatives in water management decisions incorporating heterogeneous information under uncertainty. The decision making framework takes hydrologically, environmentally, and socio-economically motivated conflicting objectives into consideration. The criteria related to the performance of the physical system are optimized using multi-criteria simulation-based optimization, and fuzzy linguistic quantifiers have been used to evaluate subjective criteria and to assess stakeholders' degree of optimism. The proposed methodology is applied to find effective and robust intervention strategies for the management of a coastal hydrosystem affected by saltwater intrusion due to excessive groundwater extraction for irrigated agriculture and municipal use. Preliminary results show that the MCGDA based on a fuzzy-stochastic approach gives useful support for robust decision-making and is sensitive to the decision makers' degree of optimism.

A fuzzy reinforcement learning approach to power control in wireless transmitters.

PubMed

Vengerov, David; Bambos, Nicholas; Berenji, Hamid R

2005-08-01

We address the issue of power-controlled shared channel access in wireless networks supporting packetized data traffic. We formulate this problem using the dynamic programming framework and present a new distributed fuzzy reinforcement learning algorithm (ACFRL-2) capable of adequately solving a class of problems to which the power control problem belongs. Our experimental results show that the algorithm converges almost deterministically to a neighborhood of optimal parameter values, as opposed to a very noisy stochastic convergence of earlier algorithms. The main tradeoff facing a transmitter is to balance its current power level with future backlog in the presence of stochastically changing interference. Simulation experiments demonstrate that the ACFRL-2 algorithm achieves significant performance gains over the standard power control approach used in CDMA2000. Such a large improvement is explained by the fact that ACFRL-2 allows transmitters to learn implicit coordination policies, which back off under stressful channel conditions as opposed to engaging in escalating "power wars."

Dakota, a multilevel parallel object-oriented framework for design optimization, parameter estimation, uncertainty quantification, and sensitivity analysis :

DOE Office of Scientific and Technical Information (OSTI.GOV)

Adams, Brian M.; Ebeida, Mohamed Salah; Eldred, Michael S.

The Dakota (Design Analysis Kit for Optimization and Terascale Applications) toolkit provides a exible and extensible interface between simulation codes and iterative analysis methods. Dakota contains algorithms for optimization with gradient and nongradient-based methods; uncertainty quanti cation with sampling, reliability, and stochastic expansion methods; parameter estimation with nonlinear least squares methods; and sensitivity/variance analysis with design of experiments and parameter study methods. These capabilities may be used on their own or as components within advanced strategies such as surrogate-based optimization, mixed integer nonlinear programming, or optimization under uncertainty. By employing object-oriented design to implement abstractions of the key components requiredmore » for iterative systems analyses, the Dakota toolkit provides a exible and extensible problem-solving environment for design and performance analysis of computational models on high performance computers. This report serves as a user's manual for the Dakota software and provides capability overviews and procedures for software execution, as well as a variety of example studies.« less

Study on Fuzzy Adaptive Fractional Order PIλDμ Control for Maglev Guiding System

NASA Astrophysics Data System (ADS)

Hu, Qing; Hu, Yuwei

The mathematical model of the linear elevator maglev guiding system is analyzed in this paper. For the linear elevator needs strong stability and robustness to run, the integer order PID was expanded to the fractional order, in order to improve the steady state precision, rapidity and robustness of the system, enhance the accuracy of the parameter in fractional order PIλDμ controller, the fuzzy control is combined with the fractional order PIλDμ control, using the fuzzy logic achieves the parameters online adjustment. The simulations reveal that the system has faster response speed, higher tracking precision, and has stronger robustness to the disturbance.

A method for minimum risk portfolio optimization under hybrid uncertainty

NASA Astrophysics Data System (ADS)

Egorova, Yu E.; Yazenin, A. V.

2018-03-01

In this paper, we investigate a minimum risk portfolio model under hybrid uncertainty when the profitability of financial assets is described by fuzzy random variables. According to Feng, the variance of a portfolio is defined as a crisp value. To aggregate fuzzy information the weakest (drastic) t-norm is used. We construct an equivalent stochastic problem of the minimum risk portfolio model and specify the stochastic penalty method for solving it.

Fuzzy Adaptive Compensation Control of Uncertain Stochastic Nonlinear Systems With Actuator Failures and Input Hysteresis.

PubMed

Wang, Jianhui; Liu, Zhi; Chen, C L Philip; Zhang, Yun

2017-10-12

Hysteresis exists ubiquitously in physical actuators. Besides, actuator failures/faults may also occur in practice. Both effects would deteriorate the transient tracking performance, and even trigger instability. In this paper, we consider the problem of compensating for actuator failures and input hysteresis by proposing a fuzzy control scheme for stochastic nonlinear systems. Compared with the existing research on stochastic nonlinear uncertain systems, it is found that how to guarantee a prescribed transient tracking performance when taking into account actuator failures and hysteresis simultaneously also remains to be answered. Our proposed control scheme is designed on the basis of the fuzzy logic system and backstepping techniques for this purpose. It is proven that all the signals remain bounded and the tracking error is ensured to be within a preestablished bound with the failures of hysteretic actuator. Finally, simulations are provided to illustrate the effectiveness of the obtained theoretical results.

The Capability Portfolio Analysis Tool (CPAT): A Mixed Integer Linear Programming Formulation for Fleet Modernization Analysis (Version 2.0.2).

DOE Office of Scientific and Technical Information (OSTI.GOV)

Waddell, Lucas; Muldoon, Frank; Henry, Stephen Michael

In order to effectively plan the management and modernization of their large and diverse fleets of vehicles, Program Executive Office Ground Combat Systems (PEO GCS) and Program Executive Office Combat Support and Combat Service Support (PEO CS&CSS) commis- sioned the development of a large-scale portfolio planning optimization tool. This software, the Capability Portfolio Analysis Tool (CPAT), creates a detailed schedule that optimally prioritizes the modernization or replacement of vehicles within the fleet - respecting numerous business rules associated with fleet structure, budgets, industrial base, research and testing, etc., while maximizing overall fleet performance through time. This paper contains a thor-more » ough documentation of the terminology, parameters, variables, and constraints that comprise the fleet management mixed integer linear programming (MILP) mathematical formulation. This paper, which is an update to the original CPAT formulation document published in 2015 (SAND2015-3487), covers the formulation of important new CPAT features.« less

A Novel Biobjective Risk-Based Model for Stochastic Air Traffic Network Flow Optimization Problem.

PubMed

Cai, Kaiquan; Jia, Yaoguang; Zhu, Yanbo; Xiao, Mingming

2015-01-01

Network-wide air traffic flow management (ATFM) is an effective way to alleviate demand-capacity imbalances globally and thereafter reduce airspace congestion and flight delays. The conventional ATFM models assume the capacities of airports or airspace sectors are all predetermined. However, the capacity uncertainties due to the dynamics of convective weather may make the deterministic ATFM measures impractical. This paper investigates the stochastic air traffic network flow optimization (SATNFO) problem, which is formulated as a weighted biobjective 0-1 integer programming model. In order to evaluate the effect of capacity uncertainties on ATFM, the operational risk is modeled via probabilistic risk assessment and introduced as an extra objective in SATNFO problem. Computation experiments using real-world air traffic network data associated with simulated weather data show that presented model has far less constraints compared to stochastic model with nonanticipative constraints, which means our proposed model reduces the computation complexity.

Multistage Stochastic Programming and its Applications in Energy Systems Modeling and Optimization

NASA Astrophysics Data System (ADS)

Golari, Mehdi

Electric energy constitutes one of the most crucial elements to almost every aspect of life of people. The modern electric power systems face several challenges such as efficiency, economics, sustainability, and reliability. Increase in electrical energy demand, distributed generations, integration of uncertain renewable energy resources, and demand side management are among the main underlying reasons of such growing complexity. Additionally, the elements of power systems are often vulnerable to failures because of many reasons, such as system limits, weak conditions, unexpected events, hidden failures, human errors, terrorist attacks, and natural disasters. One common factor complicating the operation of electrical power systems is the underlying uncertainties from the demands, supplies and failures of system components. Stochastic programming provides a mathematical framework for decision making under uncertainty. It enables a decision maker to incorporate some knowledge of the intrinsic uncertainty into the decision making process. In this dissertation, we focus on application of two-stage and multistage stochastic programming approaches to electric energy systems modeling and optimization. Particularly, we develop models and algorithms addressing the sustainability and reliability issues in power systems. First, we consider how to improve the reliability of power systems under severe failures or contingencies prone to cascading blackouts by so called islanding operations. We present a two-stage stochastic mixed-integer model to find optimal islanding operations as a powerful preventive action against cascading failures in case of extreme contingencies. Further, we study the properties of this problem and propose efficient solution methods to solve this problem for large-scale power systems. We present the numerical results showing the effectiveness of the model and investigate the performance of the solution methods. Next, we address the sustainability issue considering the integration of renewable energy resources into production planning of energy-intensive manufacturing industries. Recently, a growing number of manufacturing companies are considering renewable energies to meet their energy requirements to move towards green manufacturing as well as decreasing their energy costs. However, the intermittent nature of renewable energies imposes several difficulties in long term planning of how to efficiently exploit renewables. In this study, we propose a scheme for manufacturing companies to use onsite and grid renewable energies provided by their own investments and energy utilities as well as conventional grid energy to satisfy their energy requirements. We propose a multistage stochastic programming model and study an efficient solution method to solve this problem. We examine the proposed framework on a test case simulated based on a real-world semiconductor company. Moreover, we evaluate long-term profitability of such scheme via so called value of multistage stochastic programming.

Aerospace applications of integer and combinatorial optimization

NASA Technical Reports Server (NTRS)

Padula, S. L.; Kincaid, R. K.

1995-01-01

Research supported by NASA Langley Research Center includes many applications of aerospace design optimization and is conducted by teams of applied mathematicians and aerospace engineers. This paper investigates the benefits from this combined expertise in solving combinatorial optimization problems. Applications range from the design of large space antennas to interior noise control. A typical problem, for example, seeks the optimal locations for vibration-damping devices on a large space structure and is expressed as a mixed/integer linear programming problem with more than 1500 design variables.

Sensor Placement Optimization using Chama

DOE Office of Scientific and Technical Information (OSTI.GOV)

Klise, Katherine A.; Nicholson, Bethany L.; Laird, Carl Damon

Continuous or regularly scheduled monitoring has the potential to quickly identify changes in the environment. However, even with low - cost sensors, only a limited number of sensors can be deployed. The physical placement of these sensors, along with the sensor technology and operating conditions, can have a large impact on the performance of a monitoring strategy. Chama is an open source Python package which includes mixed - integer, stochastic programming formulations to determine sensor locations and technology that maximize monitoring effectiveness. The methods in Chama are general and can be applied to a wide range of applications. Chama ismore » currently being used to design sensor networks to monitor airborne pollutants and to monitor water quality in water distribution systems. The following documentation includes installation instructions and examples, description of software features, and software license. The software is intended to be used by regulatory agencies, industry, and the research community. It is assumed that the reader is familiar with the Python Programming Language. References are included for addit ional background on software components. Online documentation, hosted at http://chama.readthedocs.io/, will be updated as new features are added. The online version includes API documentation .« less

Automated Simultaneous Assembly of Multistage Testlets for a High-Stakes Licensing Examination

ERIC Educational Resources Information Center

Breithaupt, Krista; Hare, Donovan R.

2007-01-01

Many challenges exist for high-stakes testing programs offering continuous computerized administration. The automated assembly of test questions to exactly meet content and other requirements, provide uniformity, and control item exposure can be modeled and solved by mixed-integer programming (MIP) methods. A case study of the computerized…

A Polyhedral Outer-approximation, Dynamic-discretization optimization solver, 1.x

DOE Office of Scientific and Technical Information (OSTI.GOV)

Bent, Rusell; Nagarajan, Harsha; Sundar, Kaarthik

2017-09-25

In this software, we implement an adaptive, multivariate partitioning algorithm for solving mixed-integer nonlinear programs (MINLP) to global optimality. The algorithm combines ideas that exploit the structure of convex relaxations to MINLPs and bound tightening procedures

Optimal traffic resource allocation and management.

DOT National Transportation Integrated Search

2010-05-01

"In this paper, we address the problem of determining the patrol routes of state troopers for maximum coverage of : highway spots with high frequencies of crashes (hot spots). We develop a mixed integer linear programming model : for this problem und...

Fractional order fuzzy control of hybrid power system with renewable generation using chaotic PSO.

PubMed

Pan, Indranil; Das, Saptarshi

2016-05-01

This paper investigates the operation of a hybrid power system through a novel fuzzy control scheme. The hybrid power system employs various autonomous generation systems like wind turbine, solar photovoltaic, diesel engine, fuel-cell, aqua electrolyzer etc. Other energy storage devices like the battery, flywheel and ultra-capacitor are also present in the network. A novel fractional order (FO) fuzzy control scheme is employed and its parameters are tuned with a particle swarm optimization (PSO) algorithm augmented with two chaotic maps for achieving an improved performance. This FO fuzzy controller shows better performance over the classical PID, and the integer order fuzzy PID controller in both linear and nonlinear operating regimes. The FO fuzzy controller also shows stronger robustness properties against system parameter variation and rate constraint nonlinearity, than that with the other controller structures. The robustness is a highly desirable property in such a scenario since many components of the hybrid power system may be switched on/off or may run at lower/higher power output, at different time instants. Copyright © 2015 ISA. Published by Elsevier Ltd. All rights reserved.

On Distributed PV Hosting Capacity Estimation, Sensitivity Study, and Improvement

DOE Office of Scientific and Technical Information (OSTI.GOV)

Ding, Fei; Mather, Barry

This paper first studies the estimated distributed PV hosting capacities of seventeen utility distribution feeders using the Monte Carlo simulation based stochastic analysis, and then analyzes the sensitivity of PV hosting capacity to both feeder and photovoltaic system characteristics. Furthermore, an active distribution network management approach is proposed to maximize PV hosting capacity by optimally switching capacitors, adjusting voltage regulator taps, managing controllable branch switches and controlling smart PV inverters. The approach is formulated as a mixed-integer nonlinear optimization problem and a genetic algorithm is developed to obtain the solution. Multiple simulation cases are studied and the effectiveness of themore » proposed approach on increasing PV hosting capacity is demonstrated.« less

Optimization of Sensor Monitoring Strategies for Emissions

NASA Astrophysics Data System (ADS)

Klise, K. A.; Laird, C. D.; Downey, N.; Baker Hebert, L.; Blewitt, D.; Smith, G. R.

2016-12-01

Continuous or regularly scheduled monitoring has the potential to quickly identify changes in air quality. However, even with low-cost sensors, only a limited number of sensors can be placed to monitor airborne pollutants. The physical placement of these sensors and the sensor technology used can have a large impact on the performance of a monitoring strategy. Furthermore, sensors can be placed for different objectives, including maximum coverage, minimum time to detection or exposure, or to quantify emissions. Different objectives may require different monitoring strategies, which need to be evaluated by stakeholders before sensors are placed in the field. In this presentation, we outline methods to enhance ambient detection programs through optimal design of the monitoring strategy. These methods integrate atmospheric transport models with sensor characteristics, including fixed and mobile sensors, sensor cost and failure rate. The methods use site specific pre-computed scenarios which capture differences in meteorology, terrain, concentration averaging times, gas concentration, and emission characteristics. The pre-computed scenarios become input to a mixed-integer, stochastic programming problem that solves for sensor locations and types that maximize the effectiveness of the detection program. Sandia National Laboratories is a multi-program laboratory managed and operated by Sandia Corporation, a wholly owned subsidiary of Lockheed Martin Corporation, for the U.S. Department of Energy's National Nuclear Security Administration under contract DE-AC04-94AL85000.

Optimal land use management for soil erosion control by using an interval-parameter fuzzy two-stage stochastic programming approach.

PubMed

Han, Jing-Cheng; Huang, Guo-He; Zhang, Hua; Li, Zhong

2013-09-01

Soil erosion is one of the most serious environmental and public health problems, and such land degradation can be effectively mitigated through performing land use transitions across a watershed. Optimal land use management can thus provide a way to reduce soil erosion while achieving the maximum net benefit. However, optimized land use allocation schemes are not always successful since uncertainties pertaining to soil erosion control are not well presented. This study applied an interval-parameter fuzzy two-stage stochastic programming approach to generate optimal land use planning strategies for soil erosion control based on an inexact optimization framework, in which various uncertainties were reflected. The modeling approach can incorporate predefined soil erosion control policies, and address inherent system uncertainties expressed as discrete intervals, fuzzy sets, and probability distributions. The developed model was demonstrated through a case study in the Xiangxi River watershed, China's Three Gorges Reservoir region. Land use transformations were employed as decision variables, and based on these, the land use change dynamics were yielded for a 15-year planning horizon. Finally, the maximum net economic benefit with an interval value of [1.197, 6.311] × 10(9) $ was obtained as well as corresponding land use allocations in the three planning periods. Also, the resulting soil erosion amount was found to be decreased and controlled at a tolerable level over the watershed. Thus, results confirm that the developed model is a useful tool for implementing land use management as not only does it allow local decision makers to optimize land use allocation, but can also help to answer how to accomplish land use changes.

Optimal Land Use Management for Soil Erosion Control by Using an Interval-Parameter Fuzzy Two-Stage Stochastic Programming Approach

NASA Astrophysics Data System (ADS)

Han, Jing-Cheng; Huang, Guo-He; Zhang, Hua; Li, Zhong

2013-09-01

Soil erosion is one of the most serious environmental and public health problems, and such land degradation can be effectively mitigated through performing land use transitions across a watershed. Optimal land use management can thus provide a way to reduce soil erosion while achieving the maximum net benefit. However, optimized land use allocation schemes are not always successful since uncertainties pertaining to soil erosion control are not well presented. This study applied an interval-parameter fuzzy two-stage stochastic programming approach to generate optimal land use planning strategies for soil erosion control based on an inexact optimization framework, in which various uncertainties were reflected. The modeling approach can incorporate predefined soil erosion control policies, and address inherent system uncertainties expressed as discrete intervals, fuzzy sets, and probability distributions. The developed model was demonstrated through a case study in the Xiangxi River watershed, China's Three Gorges Reservoir region. Land use transformations were employed as decision variables, and based on these, the land use change dynamics were yielded for a 15-year planning horizon. Finally, the maximum net economic benefit with an interval value of [1.197, 6.311] × 109 was obtained as well as corresponding land use allocations in the three planning periods. Also, the resulting soil erosion amount was found to be decreased and controlled at a tolerable level over the watershed. Thus, results confirm that the developed model is a useful tool for implementing land use management as not only does it allow local decision makers to optimize land use allocation, but can also help to answer how to accomplish land use changes.

DAKOTA Design Analysis Kit for Optimization and Terascale

DOE Office of Scientific and Technical Information (OSTI.GOV)

Adams, Brian M.; Dalbey, Keith R.; Eldred, Michael S.

2010-02-24

The DAKOTA (Design Analysis Kit for Optimization and Terascale Applications) toolkit provides a flexible and extensible interface between simulation codes (computational models) and iterative analysis methods. By employing object-oriented design to implement abstractions of the key components required for iterative systems analyses, the DAKOTA toolkit provides a flexible and extensible problem-solving environment for design and analysis of computational models on high performance computers.A user provides a set of DAKOTA commands in an input file and launches DAKOTA. DAKOTA invokes instances of the computational models, collects their results, and performs systems analyses. DAKOTA contains algorithms for optimization with gradient and nongradient-basedmore » methods; uncertainty quantification with sampling, reliability, polynomial chaos, stochastic collocation, and epistemic methods; parameter estimation with nonlinear least squares methods; and sensitivity/variance analysis with design of experiments and parameter study methods. These capabilities may be used on their own or as components within advanced strategies such as hybrid optimization, surrogate-based optimization, mixed integer nonlinear programming, or optimization under uncertainty. Services for parallel computing, simulation interfacing, approximation modeling, fault tolerance, restart, and graphics are also included.« less

JPLEX: Java Simplex Implementation with Branch-and-Bound Search for Automated Test Assembly

ERIC Educational Resources Information Center

Park, Ryoungsun; Kim, Jiseon; Dodd, Barbara G.; Chung, Hyewon

2011-01-01

JPLEX, short for Java simPLEX, is an automated test assembly (ATA) program. It is a mixed integer linear programming (MILP) solver written in Java. It reads in a configuration file, solves the minimization problem, and produces an output file for postprocessing. It implements the simplex algorithm to create a fully relaxed solution and…

Radar Resource Management in a Dense Target Environment

DTIC Science & Technology

2014-03-01

problem faced by networked MFRs . While relaxing our assumptions concerning information gain presents numerous challenges worth exploring, future research...linear programming MFR multifunction phased array radar MILP mixed integer linear programming NATO North Atlantic Treaty Organization PDF probability...1: INTRODUCTION Multifunction phased array radars ( MFRs ) are capable of performing various tasks in rapid succession. The performance of target search

Center for Parallel Optimization

DTIC Science & Technology

1993-09-30

BOLLING AFB DC 20332-0001 _ii _ 11. SUPPLEMENTARY NOTES 12a. DISTRIBUTION/ AVAILABILITY STATEMENT 12b. DISTRIBUTION CODE APPROVED FOR PUBLIC RELEASE...Machines Corporation, March 16-19, 1993 , A Branch- and-Bound Method for Mixed Integer Programming on the CM-.5 "* Dr. Roberto Musmanno, University of

An enhanced export coefficient based optimization model for supporting agricultural nonpoint source pollution mitigation under uncertainty.

PubMed

Rong, Qiangqiang; Cai, Yanpeng; Chen, Bing; Yue, Wencong; Yin, Xin'an; Tan, Qian

2017-02-15

In this research, an export coefficient based dual inexact two-stage stochastic credibility constrained programming (ECDITSCCP) model was developed through integrating an improved export coefficient model (ECM), interval linear programming (ILP), fuzzy credibility constrained programming (FCCP) and a fuzzy expected value equation within a general two stage programming (TSP) framework. The proposed ECDITSCCP model can effectively address multiple uncertainties expressed as random variables, fuzzy numbers, pure and dual intervals. Also, the model can provide a direct linkage between pre-regulated management policies and the associated economic implications. Moreover, the solutions under multiple credibility levels can be obtained for providing potential decision alternatives for decision makers. The proposed model was then applied to identify optimal land use structures for agricultural NPS pollution mitigation in a representative upstream subcatchment of the Miyun Reservoir watershed in north China. Optimal solutions of the model were successfully obtained, indicating desired land use patterns and nutrient discharge schemes to get a maximum agricultural system benefits under a limited discharge permit. Also, numerous results under multiple credibility levels could provide policy makers with several options, which could help get an appropriate balance between system benefits and pollution mitigation. The developed ECDITSCCP model can be effectively applied to addressing the uncertain information in agricultural systems and shows great applicability to the land use adjustment for agricultural NPS pollution mitigation. Copyright © 2016 Elsevier B.V. All rights reserved.

Optimization methods for decision making in disease prevention and epidemic control.

PubMed

Deng, Yan; Shen, Siqian; Vorobeychik, Yevgeniy

2013-11-01

This paper investigates problems of disease prevention and epidemic control (DPEC), in which we optimize two sets of decisions: (i) vaccinating individuals and (ii) closing locations, given respective budgets with the goal of minimizing the expected number of infected individuals after intervention. The spread of diseases is inherently stochastic due to the uncertainty about disease transmission and human interaction. We use a bipartite graph to represent individuals' propensities of visiting a set of location, and formulate two integer nonlinear programming models to optimize choices of individuals to vaccinate and locations to close. Our first model assumes that if a location is closed, its visitors stay in a safe location and will not visit other locations. Our second model incorporates compensatory behavior by assuming multiple behavioral groups, always visiting the most preferred locations that remain open. The paper develops algorithms based on a greedy strategy, dynamic programming, and integer programming, and compares the computational efficacy and solution quality. We test problem instances derived from daily behavior patterns of 100 randomly chosen individuals (corresponding to 195 locations) in Portland, Oregon, and provide policy insights regarding the use of the two DPEC models. Copyright © 2013 Elsevier Inc. All rights reserved.

Integer programming for improving radiotherapy treatment efficiency.

PubMed

Lv, Ming; Li, Yi; Kou, Bo; Zhou, Zhili

2017-01-01

Patients received by radiotherapy departments are diverse and may be diagnosed with different cancers. Therefore, they need different radiotherapy treatment plans and thus have different needs for medical resources. This research aims to explore the best method of scheduling the admission of patients receiving radiotherapy so as to reduce patient loss and maximize the usage efficiency of service resources. A mix integer programming (MIP) model integrated with special features of radiotherapy is constructed. The data used here is based on the historical data collected and we propose an exact method to solve the MIP model. Compared with the traditional First Come First Served (FCFS) method, the new method has boosted patient admission as well as the usage of linear accelerators (LINAC) and beds. The integer programming model can be used to describe the complex problem of scheduling radio-receiving patients, to identify the bottleneck resources that hinder patient admission, and to obtain the optimal LINAC-bed radio under the current data conditions. Different management strategies can be implemented by adjusting the settings of the MIP model. The computational results can serve as a reference for the policy-makers in decision making.

Operations research applications in nuclear energy

NASA Astrophysics Data System (ADS)

Johnson, Benjamin Lloyd

This dissertation consists of three papers; the first is published in Annals of Operations Research, the second is nearing submission to INFORMS Journal on Computing, and the third is the predecessor of a paper nearing submission to Progress in Nuclear Energy. We apply operations research techniques to nuclear waste disposal and nuclear safeguards. Although these fields are different, they allow us to showcase some benefits of using operations research techniques to enhance nuclear energy applications. The first paper, "Optimizing High-Level Nuclear Waste Disposal within a Deep Geologic Repository," presents a mixed-integer programming model that determines where to place high-level nuclear waste packages in a deep geologic repository to minimize heat load concentration. We develop a heuristic that increases the size of solvable model instances. The second paper, "Optimally Configuring a Measurement System to Detect Diversions from a Nuclear Fuel Cycle," introduces a simulation-optimization algorithm and an integer-programming model to find the best, or near-best, resource-limited nuclear fuel cycle measurement system with a high degree of confidence. Given location-dependent measurement method precisions, we (i) optimize the configuration of n methods at n locations of a hypothetical nuclear fuel cycle facility, (ii) find the most important location at which to improve method precision, and (iii) determine the effect of measurement frequency on near-optimal configurations and objective values. Our results correspond to existing outcomes but we obtain them at least an order of magnitude faster. The third paper, "Optimizing Nuclear Material Control and Accountability Measurement Systems," extends the integer program from the second paper to locate measurement methods in a larger, hypothetical nuclear fuel cycle scenario given fixed purchase and utilization budgets. This paper also presents two mixed-integer quadratic programming models to increase the precision of existing methods given a fixed improvement budget and to reduce the measurement uncertainty in the system while limiting improvement costs. We quickly obtain similar or better solutions compared to several intuitive analyses that take much longer to perform.

A hybrid credibility-based fuzzy multiple objective optimisation to differential pricing and inventory policies with arbitrage consideration

NASA Astrophysics Data System (ADS)

Ghasemy Yaghin, R.; Fatemi Ghomi, S. M. T.; Torabi, S. A.

2015-10-01

In most markets, price differentiation mechanisms enable manufacturers to offer different prices for their products or services in different customer segments; however, the perfect price discrimination is usually impossible for manufacturers. The importance of accounting for uncertainty in such environments spurs an interest to develop appropriate decision-making tools to deal with uncertain and ill-defined parameters in joint pricing and lot-sizing problems. This paper proposes a hybrid bi-objective credibility-based fuzzy optimisation model including both quantitative and qualitative objectives to cope with these issues. Taking marketing and lot-sizing decisions into account simultaneously, the model aims to maximise the total profit of manufacturer and to improve service aspects of retailing simultaneously to set different prices with arbitrage consideration. After applying appropriate strategies to defuzzify the original model, the resulting non-linear multi-objective crisp model is then solved by a fuzzy goal programming method. An efficient stochastic search procedure using particle swarm optimisation is also proposed to solve the non-linear crisp model.

Modeling Road Vulnerability to Snow Using Mixed Integer Optimization

DOE Office of Scientific and Technical Information (OSTI.GOV)

Rodriguez, Tony K; Omitaomu, Olufemi A; Ostrowski, James A

As the number and severity of snowfall events continue to grow, the need to intelligently direct road maintenance during these snowfall events will also grow. In several locations, local governments lack the resources to completely treat all roadways during snow events. Furthermore, some governments utilize only traffic data to determine which roads should be treated. As a result, many schools, businesses, and government offices must be unnecessarily closed, which directly impacts the social, educational, and economic well-being of citizens and institutions. In this work, we propose a mixed integer programming formulation to optimally allocate resources to manage snowfall on roadsmore » using meteorological, geographical, and environmental parameters. Additionally, we evaluate the impacts of an increase in budget for winter road maintenance on snow control resources.« less

Automated Test Assembly Using lp_Solve Version 5.5 in R

ERIC Educational Resources Information Center

Diao, Qi; van der Linden, Wim J.

2011-01-01

This article reviews the use of the software program lp_solve version 5.5 for solving mixed-integer automated test assembly (ATA) problems. The program is freely available under Lesser General Public License 2 (LGPL2). It can be called from the statistical language R using the lpSolveAPI interface. Three empirical problems are presented to…

Mixed-Integer Nonconvex Quadratic Optimization Relaxations and Performance Analysis

DTIC Science & Technology

2016-10-11

Analysis of Interior Point Algorithms for Non-Lipschitz and Nonconvex Minimization,” (W. Bian, X. Chen, and Ye), Math Programming, 149 (2015) 301-327...Chen, Ge, Wang, Ye), Math Programming, 143 (1-2) (2014) 371-383. This paper resolved an important open question in cardinality constrained...Statistical Performance, and Algorithmic Theory for Local Solutions,” (H. Liu, T. Yao, R. Li, Y. Ye) manuscript, 2nd revision in Math Programming

Fuzzy interval Finite Element/Statistical Energy Analysis for mid-frequency analysis of built-up systems with mixed fuzzy and interval parameters

NASA Astrophysics Data System (ADS)

Yin, Hui; Yu, Dejie; Yin, Shengwen; Xia, Baizhan

2016-10-01

This paper introduces mixed fuzzy and interval parametric uncertainties into the FE components of the hybrid Finite Element/Statistical Energy Analysis (FE/SEA) model for mid-frequency analysis of built-up systems, thus an uncertain ensemble combining non-parametric with mixed fuzzy and interval parametric uncertainties comes into being. A fuzzy interval Finite Element/Statistical Energy Analysis (FIFE/SEA) framework is proposed to obtain the uncertain responses of built-up systems, which are described as intervals with fuzzy bounds, termed as fuzzy-bounded intervals (FBIs) in this paper. Based on the level-cut technique, a first-order fuzzy interval perturbation FE/SEA (FFIPFE/SEA) and a second-order fuzzy interval perturbation FE/SEA method (SFIPFE/SEA) are developed to handle the mixed parametric uncertainties efficiently. FFIPFE/SEA approximates the response functions by the first-order Taylor series, while SFIPFE/SEA improves the accuracy by considering the second-order items of Taylor series, in which all the mixed second-order items are neglected. To further improve the accuracy, a Chebyshev fuzzy interval method (CFIM) is proposed, in which the Chebyshev polynomials is used to approximate the response functions. The FBIs are eventually reconstructed by assembling the extrema solutions at all cut levels. Numerical results on two built-up systems verify the effectiveness of the proposed methods.

A fuzzy multi-objective model for capacity allocation and pricing policy of provider in data communication service with different QoS levels

NASA Astrophysics Data System (ADS)

Pan, Wei; Wang, Xianjia; Zhong, Yong-guang; Yu, Lean; Jie, Cao; Ran, Lun; Qiao, Han; Wang, Shouyang; Xu, Xianhao

2012-06-01

Data communication service has an important influence on e-commerce. The key challenge for the users is, ultimately, to select a suitable provider. However, in this article, we do not focus on this aspect but the viewpoint and decision-making of providers for order allocation and pricing policy when orders exceed service capacity. It is a multiple criteria decision-making problem such as profit and cancellation ratio. Meanwhile, we know realistic situations in which much of the input information is uncertain. Thus, it becomes very complex in a real-life environment. In this situation, fuzzy sets theory is the best tool for solving this problem. Our fuzzy model is formulated in such a way as to simultaneously consider the imprecision of information, price sensitive demand, stochastic variables, cancellation fee and the general membership function. For solving the problem, a new fuzzy programming is developed. Finally, a numerical example is presented to illustrate the proposed method. The results show that it is effective for determining the suitable order set and pricing policy of provider in data communication service with different quality of service (QoS) levels.

Some Results of Weak Anticipative Concept Applied in Simulation Based Decision Support in Enterprise

NASA Astrophysics Data System (ADS)

Kljajić, Miroljub; Kofjač, Davorin; Kljajić Borštnar, Mirjana; Škraba, Andrej

2010-11-01

The simulation models are used as for decision support and learning in enterprises and in schools. Tree cases of successful applications demonstrate usefulness of weak anticipative information. Job shop scheduling production with makespan criterion presents a real case customized flexible furniture production optimization. The genetic algorithm for job shop scheduling optimization is presented. Simulation based inventory control for products with stochastic lead time and demand describes inventory optimization for products with stochastic lead time and demand. Dynamic programming and fuzzy control algorithms reduce the total cost without producing stock-outs in most cases. Values of decision making information based on simulation were discussed too. All two cases will be discussed from optimization, modeling and learning point of view.

The impact of short-term stochastic variability in solar irradiance on optimal microgrid design

DOE Office of Scientific and Technical Information (OSTI.GOV)

Schittekatte, Tim; Stadler, Michael; Cardoso, Gonçalo

2016-07-01

This paper proposes a new methodology to capture the impact of fast moving clouds on utility power demand charges observed in microgrids with photovoltaic (PV) arrays, generators, and electrochemical energy storage. It consists of a statistical approach to introduce sub-hourly events in the hourly economic accounting process. The methodology is implemented in the Distributed Energy Resources Customer Adoption Model (DER-CAM), a state of the art mixed integer linear model used to optimally size DER in decentralized energy systems. Results suggest that previous iterations of DER-CAM could undersize battery capacities. The improved model depicts more accurately the economic value of PVmore » as well as the synergistic benefits of pairing PV with storage.« less

A HIERARCHIAL STOCHASTIC MODEL OF LARGE SCALE ATMOSPHERIC CIRCULATION PATTERNS AND MULTIPLE STATION DAILY PRECIPITATION

EPA Science Inventory

A stochastic model of weather states and concurrent daily precipitation at multiple precipitation stations is described. our algorithms are invested for classification of daily weather states; k means, fuzzy clustering, principal components, and principal components coupled with ...

Sequential computation of elementary modes and minimal cut sets in genome-scale metabolic networks using alternate integer linear programming

DOE Office of Scientific and Technical Information (OSTI.GOV)

Song, Hyun-Seob; Goldberg, Noam; Mahajan, Ashutosh

Elementary (flux) modes (EMs) have served as a valuable tool for investigating structural and functional properties of metabolic networks. Identification of the full set of EMs in genome-scale networks remains challenging due to combinatorial explosion of EMs in complex networks. It is often, however, that only a small subset of relevant EMs needs to be known, for which optimization-based sequential computation is a useful alternative. Most of the currently available methods along this line are based on the iterative use of mixed integer linear programming (MILP), the effectiveness of which significantly deteriorates as the number of iterations builds up. Tomore » alleviate the computational burden associated with the MILP implementation, we here present a novel optimization algorithm termed alternate integer linear programming (AILP). Results: Our algorithm was designed to iteratively solve a pair of integer programming (IP) and linear programming (LP) to compute EMs in a sequential manner. In each step, the IP identifies a minimal subset of reactions, the deletion of which disables all previously identified EMs. Thus, a subsequent LP solution subject to this reaction deletion constraint becomes a distinct EM. In cases where no feasible LP solution is available, IP-derived reaction deletion sets represent minimal cut sets (MCSs). Despite the additional computation of MCSs, AILP achieved significant time reduction in computing EMs by orders of magnitude. The proposed AILP algorithm not only offers a computational advantage in the EM analysis of genome-scale networks, but also improves the understanding of the linkage between EMs and MCSs.« less

Multi-vehicle mobility allowance shuttle transit (MAST) system : an analytical model to select the fleet size and a scheduling heuristic.

DOT National Transportation Integrated Search

2012-06-01

The mobility allowance shuttle transit (MAST) system is a hybrid transit system in which vehicles are : allowed to deviate from a fixed route to serve flexible demand. A mixed integer programming (MIP) : formulation for the static scheduling problem ...

Space tug economic analysis study. Volume 2: Tug concepts analysis. Part 2: Economic analysis

NASA Technical Reports Server (NTRS)

1972-01-01

An economic analysis of space tug operations is presented. The subjects discussed are: (1) cost uncertainties, (2) scenario analysis, (3) economic sensitivities, (4) mixed integer programming formulation of the space tug problem, and (5) critical parameters in the evaluation of a public expenditure.

Stability of a general mixed additive-cubic functional equation in non-Archimedean fuzzy normed spaces

DOE Office of Scientific and Technical Information (OSTI.GOV)

Xu Tianzhou; Rassias, John Michael; Xu Wanxin

2010-09-15

We establish some stability results concerning the general mixed additive-cubic functional equation in non-Archimedean fuzzy normed spaces. In addition, we establish some results of approximately general mixed additive-cubic mappings in non-Archimedean fuzzy normed spaces. The results improve and extend some recent results.

Selective Optimization

DTIC Science & Technology

2015-07-06

NUMBER 5b. GRANT NUMBER AFOSR FA9550-12-1-0154 5c. PROGRAM ELEMENT NUMBER 6. AUTHOR(S) Shabbir Ahmed and Santanu S. Dey 5d. PROJECT NUMBER 5e. TASK...standard mixed-integer programming (MIP) formulations of selective optimization problems. While such formulations can be attacked by commercial...F33615-86-C-5169. 5b. GRANT NUMBER. Enter all grant numbers as they appear in the report, e.g. AFOSR-82-1234. 5c. PROGRAM ELEMENT NUMBER. Enter

Investigation and incorporation of water inflow uncertainties through stochastic modelling in a combined optimisation methodology for water allocation in Alfeios River (Greece)

NASA Astrophysics Data System (ADS)

Bekri, Eleni; Yannopoulos, Panayotis; Disse, Markus

2014-05-01

The Alfeios River plays a vital role for Western Peloponnisos in Greece from natural, ecological, social and economic aspect. The main river and its six tributaries, forming the longest watercourse and the highest streamflow rate of Peloponnisose, represent a significant source of water supply for the region, aiming at delivering and satisfying the expected demands from a variety of water users, including irrigation, drinking water supply, hydropower production and recreation. In the previous EGU General Assembly, a fuzzy-boundary-interval linear programming methodology, based on Li et al. (2010) and Bekri et al. (2012), has been presented for optimal water allocation under uncertain and vague system conditions in the Alfeios River Basin. Uncertainties associated with the benefit and cost coefficient in the objective function of the main water uses (hydropower production and irrigation) were expressed as probability distributions and fuzzy boundary intervals derived by associated α-cut levels. The uncertainty of the monthly water inflows was not incorporated in the previous initial application and the analysis of all other sources of uncertainty has been applied to two extreme hydrologic years represented by a selected wet and dry year. To manage and operate the river system, decision makers should be able to analyze and evaluate the impact of various hydrologic scenarios. In the present work, the critical uncertain parameter of water inflows is analyzed and its incorporation as an additional type of uncertainty in the suggested methodology is investigated, in order to enable the assessment of optimal water allocation for hydrologic and socio-economic scenarios based both on historical data and projected climate change conditions. For this purpose, stochastic simulation analysis for a part of the Alfeios river system is undertaken, testing various stochastic models from simple stationary ones (AR and ARMA), Thomas-Fiering, ARIMA as well as more sophisticated and complete such as CASTALIA. A short description and comparison of their assumptions, the differences between them and the presentation of the results are included. Li, Y.P., Huang, G.H. and S.L., Nie, (2010), Planning water resources management systems using a fuzzy boundary interval-stochastic programming method, Elsevier Ltd, Advances in Water Resources, 33: 1105-1117. doi:10.1016/j.advwatres.2010.06.015 Bekri, E.S., Disse, M. and P.C.,Yannopoulos, (2012), Methodological framework for correction of quick river discharge measurements using quality characteristics, Session of Environmental Hydraulics - Hydrodynamics, 2nd Common Conference of Hellenic Hydrotechnical Association and Greek Committee for Water Resources Management, Volume: 546-557 (in Greek).

Fuzzy Mixed Assembly Line Sequencing and Scheduling Optimization Model Using Multiobjective Dynamic Fuzzy GA

PubMed Central

Tahriri, Farzad; Dawal, Siti Zawiah Md; Taha, Zahari

2014-01-01

A new multiobjective dynamic fuzzy genetic algorithm is applied to solve a fuzzy mixed-model assembly line sequencing problem in which the primary goals are to minimize the total make-span and minimize the setup number simultaneously. Trapezoidal fuzzy numbers are implemented for variables such as operation and travelling time in order to generate results with higher accuracy and representative of real-case data. An improved genetic algorithm called fuzzy adaptive genetic algorithm (FAGA) is proposed in order to solve this optimization model. In establishing the FAGA, five dynamic fuzzy parameter controllers are devised in which fuzzy expert experience controller (FEEC) is integrated with automatic learning dynamic fuzzy controller (ALDFC) technique. The enhanced algorithm dynamically adjusts the population size, number of generations, tournament candidate, crossover rate, and mutation rate compared with using fixed control parameters. The main idea is to improve the performance and effectiveness of existing GAs by dynamic adjustment and control of the five parameters. Verification and validation of the dynamic fuzzy GA are carried out by developing test-beds and testing using a multiobjective fuzzy mixed production assembly line sequencing optimization problem. The simulation results highlight that the performance and efficacy of the proposed novel optimization algorithm are more efficient than the performance of the standard genetic algorithm in mixed assembly line sequencing model. PMID:24982962

An interval-based possibilistic programming method for waste management with cost minimization and environmental-impact abatement under uncertainty.

PubMed

Li, Y P; Huang, G H

2010-09-15

Considerable public concerns have been raised in the past decades since a large amount of pollutant emissions from municipal solid waste (MSW) disposal of processes pose risks on surrounding environment and human health. Moreover, in MSW management, various uncertainties exist in the related costs, impact factors and objectives, which can affect the optimization processes and the decision schemes generated. In this study, an interval-based possibilistic programming (IBPP) method is developed for planning the MSW management with minimized system cost and environmental impact under uncertainty. The developed method can deal with uncertainties expressed as interval values and fuzzy sets in the left- and right-hand sides of constraints and objective function. An interactive algorithm is provided for solving the IBPP problem, which does not lead to more complicated intermediate submodels and has a relatively low computational requirement. The developed model is applied to a case study of planning a MSW management system, where mixed integer linear programming (MILP) technique is introduced into the IBPP framework to facilitate dynamic analysis for decisions of timing, sizing and siting in terms of capacity expansion for waste-management facilities. Three cases based on different waste-management policies are examined. The results obtained indicate that inclusion of environmental impacts in the optimization model can change the traditional waste-allocation pattern merely based on the economic-oriented planning approach. The results obtained can help identify desired alternatives for managing MSW, which has advantages in providing compromised schemes under an integrated consideration of economic efficiency and environmental impact under uncertainty. Copyright 2010 Elsevier B.V. All rights reserved.

A deterministic aggregate production planning model considering quality of products

NASA Astrophysics Data System (ADS)

Madadi, Najmeh; Yew Wong, Kuan

2013-06-01

Aggregate Production Planning (APP) is a medium-term planning which is concerned with the lowest-cost method of production planning to meet customers' requirements and to satisfy fluctuating demand over a planning time horizon. APP problem has been studied widely since it was introduced and formulated in 1950s. However, in several conducted studies in the APP area, most of the researchers have concentrated on some common objectives such as minimization of cost, fluctuation in the number of workers, and inventory level. Specifically, maintaining quality at the desirable level as an objective while minimizing cost has not been considered in previous studies. In this study, an attempt has been made to develop a multi-objective mixed integer linear programming model that serves those companies aiming to incur the minimum level of operational cost while maintaining quality at an acceptable level. In order to obtain the solution to the multi-objective model, the Fuzzy Goal Programming approach and max-min operator of Bellman-Zadeh were applied to the model. At the final step, IBM ILOG CPLEX Optimization Studio software was used to obtain the experimental results based on the data collected from an automotive parts manufacturing company. The results show that incorporating quality in the model imposes some costs, however a trade-off should be done between the cost resulting from producing products with higher quality and the cost that the firm may incur due to customer dissatisfaction and sale losses.

Mixed integer simulation optimization for optimal hydraulic fracturing and production of shale gas fields

NASA Astrophysics Data System (ADS)

Li, J. C.; Gong, B.; Wang, H. G.

2016-08-01

Optimal development of shale gas fields involves designing a most productive fracturing network for hydraulic stimulation processes and operating wells appropriately throughout the production time. A hydraulic fracturing network design-determining well placement, number of fracturing stages, and fracture lengths-is defined by specifying a set of integer ordered blocks to drill wells and create fractures in a discrete shale gas reservoir model. The well control variables such as bottom hole pressures or production rates for well operations are real valued. Shale gas development problems, therefore, can be mathematically formulated with mixed-integer optimization models. A shale gas reservoir simulator is used to evaluate the production performance for a hydraulic fracturing and well control plan. To find the optimal fracturing design and well operation is challenging because the problem is a mixed integer optimization problem and entails computationally expensive reservoir simulation. A dynamic simplex interpolation-based alternate subspace (DSIAS) search method is applied for mixed integer optimization problems associated with shale gas development projects. The optimization performance is demonstrated with the example case of the development of the Barnett Shale field. The optimization results of DSIAS are compared with those of a pattern search algorithm.

Solving Integer Programs from Dependence and Synchronization Problems

DTIC Science & Technology

1993-03-01

DEFF.NSNE Solving Integer Programs from Dependence and Synchronization Problems Jaspal Subhlok March 1993 CMU-CS-93-130 School of Computer ScienceT IC...method Is an exact and efficient way of solving integer programming problems arising in dependence and synchronization analysis of parallel programs...7/;- p Keywords: Exact dependence tesing, integer programming. parallelilzng compilers, parallel program analysis, synchronization analysis Solving

An integrated supply chain model for new products with imprecise production and supply under scenario dependent fuzzy random demand

NASA Astrophysics Data System (ADS)

Nagar, Lokesh; Dutta, Pankaj; Jain, Karuna

2014-05-01

In the present day business scenario, instant changes in market demand, different source of materials and manufacturing technologies force many companies to change their supply chain planning in order to tackle the real-world uncertainty. The purpose of this paper is to develop a multi-objective two-stage stochastic programming supply chain model that incorporates imprecise production rate and supplier capacity under scenario dependent fuzzy random demand associated with new product supply chains. The objectives are to maximise the supply chain profit, achieve desired service level and minimise financial risk. The proposed model allows simultaneous determination of optimum supply chain design, procurement and production quantities across the different plants, and trade-offs between inventory and transportation modes for both inbound and outbound logistics. Analogous to chance constraints, we have used the possibility measure to quantify the demand uncertainties and the model is solved using fuzzy linear programming approach. An illustration is presented to demonstrate the effectiveness of the proposed model. Sensitivity analysis is performed for maximisation of the supply chain profit with respect to different confidence level of service, risk and possibility measure. It is found that when one considers the service level and risk as robustness measure the variability in profit reduces.

Leveraging human decision making through the optimal management of centralized resources

NASA Astrophysics Data System (ADS)

Hyden, Paul; McGrath, Richard G.

2016-05-01

Combining results from mixed integer optimization, stochastic modeling and queuing theory, we will advance the interdisciplinary problem of efficiently and effectively allocating centrally managed resources. Academia currently fails to address this, as the esoteric demands of each of these large research areas limits work across traditional boundaries. The commercial space does not currently address these challenges due to the absence of a profit metric. By constructing algorithms that explicitly use inputs across boundaries, we are able to incorporate the advantages of using human decision makers. Key improvements in the underlying algorithms are made possible by aligning decision maker goals with the feedback loops introduced between the core optimization step and the modeling of the overall stochastic process of supply and demand. A key observation is that human decision-makers must be explicitly included in the analysis for these approaches to be ultimately successful. Transformative access gives warfighters and mission owners greater understanding of global needs and allows for relationships to guide optimal resource allocation decisions. Mastery of demand processes and optimization bottlenecks reveals long term maximum marginal utility gaps in capabilities.

Automated Test-Form Generation

ERIC Educational Resources Information Center

van der Linden, Wim J.; Diao, Qi

2011-01-01

In automated test assembly (ATA), the methodology of mixed-integer programming is used to select test items from an item bank to meet the specifications for a desired test form and optimize its measurement accuracy. The same methodology can be used to automate the formatting of the set of selected items into the actual test form. Three different…

A strategic assessment of biofuels development in the Western States

Treesearch

Kenneth E. Skog; Robert Rummer; Bryan Jenkins; Nathan Parker; Peter Tittman; Quinn Hart; Richard Nelson; Ed Gray; Anneliese Schmidt; Marcia Patton-Mallory; Gordon Gayle

2009-01-01

The Western Governors' Association assessment of biofuels potential in western states estimated the location and capacity of biofuels plants that could potentially be built for selected gasoline prices in 2015 using a mixed integer programming model. The model included information on forest biomass supply curves by county (developed using Forest Service FIA data...

Microgrid Optimal Scheduling With Chance-Constrained Islanding Capability

DOE PAGES

Liu, Guodong; Starke, Michael R.; Xiao, B.; ...

2017-01-13

To facilitate the integration of variable renewable generation and improve the resilience of electricity sup-ply in a microgrid, this paper proposes an optimal scheduling strategy for microgrid operation considering constraints of islanding capability. A new concept, probability of successful islanding (PSI), indicating the probability that a microgrid maintains enough spinning reserve (both up and down) to meet local demand and accommodate local renewable generation after instantaneously islanding from the main grid, is developed. The PSI is formulated as mixed-integer linear program using multi-interval approximation taking into account the probability distributions of forecast errors of wind, PV and load. With themore » goal of minimizing the total operating cost while preserving user specified PSI, a chance-constrained optimization problem is formulated for the optimal scheduling of mirogrids and solved by mixed integer linear programming (MILP). Numerical simulations on a microgrid consisting of a wind turbine, a PV panel, a fuel cell, a micro-turbine, a diesel generator and a battery demonstrate the effectiveness of the proposed scheduling strategy. Lastly, we verify the relationship between PSI and various factors.« less

Solution of the Generalized Noah's Ark Problem.

PubMed

Billionnet, Alain

2013-01-01

The phylogenetic diversity (PD) of a set of species is a measure of the evolutionary distance among the species in the collection, based on a phylogenetic tree. Such a tree is composed of a root, internal nodes, and leaves that correspond to the set of taxa under study. With each edge of the tree is associated a non-negative branch length (evolutionary distance). If a particular survival probability is associated with each taxon, the PD measure becomes the expected PD measure. In the Noah's Ark Problem (NAP) introduced by Weitzman (1998), these survival probabilities can be increased at some cost. The problem is to determine how best to allocate a limited amount of resources to maximize the expected PD of the considered species. It is easy to formulate the NAP as a (difficult) nonlinear 0-1 programming problem. The aim of this article is to show that a general version of the NAP (GNAP) can be solved simply and efficiently with any set of edge weights and any set of survival probabilities by using standard mixed-integer linear programming software. The crucial point to move from a nonlinear program in binary variables to a mixed-integer linear program, is to approximate the logarithmic function by the lower envelope of a set of tangents to the curve. Solving the obtained mixed-integer linear program provides not only a near-optimal solution but also an upper bound on the value of the optimal solution. We also applied this approach to a generalization of the nature reserve problem (GNRP) that consists of selecting a set of regions to be conserved so that the expected PD of the set of species present in these regions is maximized. In this case, the survival probabilities of different taxa are not independent of each other. Computational results are presented to illustrate potentialities of the approach. Near-optimal solutions with hypothetical phylogenetic trees comprising about 4000 taxa are obtained in a few seconds or minutes of computing time for the GNAP, and in about 30 min for the GNRP. In all the cases the average guarantee varies from 0% to 1.20%.

Mixed Integer Programming and Heuristic Scheduling for Space Communication

NASA Technical Reports Server (NTRS)

Lee, Charles H.; Cheung, Kar-Ming

2013-01-01

Optimal planning and scheduling for a communication network was created where the nodes within the network are communicating at the highest possible rates while meeting the mission requirements and operational constraints. The planning and scheduling problem was formulated in the framework of Mixed Integer Programming (MIP) to introduce a special penalty function to convert the MIP problem into a continuous optimization problem, and to solve the constrained optimization problem using heuristic optimization. The communication network consists of space and ground assets with the link dynamics between any two assets varying with respect to time, distance, and telecom configurations. One asset could be communicating with another at very high data rates at one time, and at other times, communication is impossible, as the asset could be inaccessible from the network due to planetary occultation. Based on the network's geometric dynamics and link capabilities, the start time, end time, and link configuration of each view period are selected to maximize the communication efficiency within the network. Mathematical formulations for the constrained mixed integer optimization problem were derived, and efficient analytical and numerical techniques were developed to find the optimal solution. By setting up the problem using MIP, the search space for the optimization problem is reduced significantly, thereby speeding up the solution process. The ratio of the dimension of the traditional method over the proposed formulation is approximately an order N (single) to 2*N (arraying), where N is the number of receiving antennas of a node. By introducing a special penalty function, the MIP problem with non-differentiable cost function and nonlinear constraints can be converted into a continuous variable problem, whose solution is possible.

Software For Integer Programming

NASA Technical Reports Server (NTRS)

Fogle, F. R.

1992-01-01

Improved Exploratory Search Technique for Pure Integer Linear Programming Problems (IESIP) program optimizes objective function of variables subject to confining functions or constraints, using discrete optimization or integer programming. Enables rapid solution of problems up to 10 variables in size. Integer programming required for accuracy in modeling systems containing small number of components, distribution of goods, scheduling operations on machine tools, and scheduling production in general. Written in Borland's TURBO Pascal.

Operational Planning for Multiple Heterogeneous Unmanned Aerial Vehicles in Three Dimensions

DTIC Science & Technology

2009-06-01

human input in the planning process. Two solution methods are presented: (1) a mixed-integer program, and (2) an algorithm that utilizes a metaheuristic ...and (2) an algorithm that utilizes a metaheuristic to generate composite variables for a linear program, called the Composite Operations Planning...that represent a path and an associated type of UAV. The reformulation is incorporated into an algorithm that uses a metaheuristic to generate the

A mixed integer bi-level DEA model for bank branch performance evaluation by Stackelberg approach

NASA Astrophysics Data System (ADS)

Shafiee, Morteza; Lotfi, Farhad Hosseinzadeh; Saleh, Hilda; Ghaderi, Mehdi

2016-03-01

One of the most complicated decision making problems for managers is the evaluation of bank performance, which involves various criteria. There are many studies about bank efficiency evaluation by network DEA in the literature review. These studies do not focus on multi-level network. Wu (Eur J Oper Res 207:856-864, 2010) proposed a bi-level structure for cost efficiency at the first time. In this model, multi-level programming and cost efficiency were used. He used a nonlinear programming to solve the model. In this paper, we have focused on multi-level structure and proposed a bi-level DEA model. We then used a liner programming to solve our model. In other hand, we significantly improved the way to achieve the optimum solution in comparison with the work by Wu (2010) by converting the NP-hard nonlinear programing into a mixed integer linear programming. This study uses a bi-level programming data envelopment analysis model that embodies internal structure with Stackelberg-game relationships to evaluate the performance of banking chain. The perspective of decentralized decisions is taken in this paper to cope with complex interactions in banking chain. The results derived from bi-level programming DEA can provide valuable insights and detailed information for managers to help them evaluate the performance of the banking chain as a whole using Stackelberg-game relationships. Finally, this model was applied in the Iranian bank to evaluate cost efficiency.

Applying ant colony optimization metaheuristic to solve forest transportation planning problems with side constraints

Treesearch

Marco A. Contreras; Woodam Chung; Greg Jones

2008-01-01

Forest transportation planning problems (FTPP) have evolved from considering only the financial aspects of timber management to more holistic problems that also consider the environmental impacts of roads. These additional requirements have introduced side constraints, making FTPP larger and more complex. Mixed-integer programming (MIP) has been used to solve FTPP, but...

Integrating Test-Form Formatting into Automated Test Assembly

ERIC Educational Resources Information Center

Diao, Qi; van der Linden, Wim J.

2013-01-01

Automated test assembly uses the methodology of mixed integer programming to select an optimal set of items from an item bank. Automated test-form generation uses the same methodology to optimally order the items and format the test form. From an optimization point of view, production of fully formatted test forms directly from the item pool using…

A Unified Approach to Optimization

DTIC Science & Technology

2014-10-02

employee scheduling, ad placement, latin squares, disjunctions of linear systems, temporal modeling with interval variables, and traveling salesman problems ...integrating technologies. A key to integrated modeling is to formulate a problem with high-levelmetaconstraints, which are inspired by the “global... problem substructure to the solver. This contrasts with the atomistic modeling style of mixed integer programming (MIP) and satisfiability (SAT) solvers

Ant Lion Optimization algorithm for kidney exchanges.

PubMed

Hamouda, Eslam; El-Metwally, Sara; Tarek, Mayada

2018-01-01

The kidney exchange programs bring new insights in the field of organ transplantation. They make the previously not allowed surgery of incompatible patient-donor pairs easier to be performed on a large scale. Mathematically, the kidney exchange is an optimization problem for the number of possible exchanges among the incompatible pairs in a given pool. Also, the optimization modeling should consider the expected quality-adjusted life of transplant candidates and the shortage of computational and operational hospital resources. In this article, we introduce a bio-inspired stochastic-based Ant Lion Optimization, ALO, algorithm to the kidney exchange space to maximize the number of feasible cycles and chains among the pool pairs. Ant Lion Optimizer-based program achieves comparable kidney exchange results to the deterministic-based approaches like integer programming. Also, ALO outperforms other stochastic-based methods such as Genetic Algorithm in terms of the efficient usage of computational resources and the quantity of resulting exchanges. Ant Lion Optimization algorithm can be adopted easily for on-line exchanges and the integration of weights for hard-to-match patients, which will improve the future decisions of kidney exchange programs. A reference implementation for ALO algorithm for kidney exchanges is written in MATLAB and is GPL licensed. It is available as free open-source software from: https://github.com/SaraEl-Metwally/ALO_algorithm_for_Kidney_Exchanges.

GAMBIT: A Parameterless Model-Based Evolutionary Algorithm for Mixed-Integer Problems.

PubMed

Sadowski, Krzysztof L; Thierens, Dirk; Bosman, Peter A N

2018-01-01

Learning and exploiting problem structure is one of the key challenges in optimization. This is especially important for black-box optimization (BBO) where prior structural knowledge of a problem is not available. Existing model-based Evolutionary Algorithms (EAs) are very efficient at learning structure in both the discrete, and in the continuous domain. In this article, discrete and continuous model-building mechanisms are integrated for the Mixed-Integer (MI) domain, comprising discrete and continuous variables. We revisit a recently introduced model-based evolutionary algorithm for the MI domain, the Genetic Algorithm for Model-Based mixed-Integer opTimization (GAMBIT). We extend GAMBIT with a parameterless scheme that allows for practical use of the algorithm without the need to explicitly specify any parameters. We furthermore contrast GAMBIT with other model-based alternatives. The ultimate goal of processing mixed dependences explicitly in GAMBIT is also addressed by introducing a new mechanism for the explicit exploitation of mixed dependences. We find that processing mixed dependences with this novel mechanism allows for more efficient optimization. We further contrast the parameterless GAMBIT with Mixed-Integer Evolution Strategies (MIES) and other state-of-the-art MI optimization algorithms from the General Algebraic Modeling System (GAMS) commercial algorithm suite on problems with and without constraints, and show that GAMBIT is capable of solving problems where variable dependences prevent many algorithms from successfully optimizing them.

An inexact mixed risk-aversion two-stage stochastic programming model for water resources management under uncertainty.

PubMed

Li, W; Wang, B; Xie, Y L; Huang, G H; Liu, L

2015-02-01

Uncertainties exist in the water resources system, while traditional two-stage stochastic programming is risk-neutral and compares the random variables (e.g., total benefit) to identify the best decisions. To deal with the risk issues, a risk-aversion inexact two-stage stochastic programming model is developed for water resources management under uncertainty. The model was a hybrid methodology of interval-parameter programming, conditional value-at-risk measure, and a general two-stage stochastic programming framework. The method extends on the traditional two-stage stochastic programming method by enabling uncertainties presented as probability density functions and discrete intervals to be effectively incorporated within the optimization framework. It could not only provide information on the benefits of the allocation plan to the decision makers but also measure the extreme expected loss on the second-stage penalty cost. The developed model was applied to a hypothetical case of water resources management. Results showed that that could help managers generate feasible and balanced risk-aversion allocation plans, and analyze the trade-offs between system stability and economy.

Determining on-fault earthquake magnitude distributions from integer programming

NASA Astrophysics Data System (ADS)

Geist, Eric L.; Parsons, Tom

2018-02-01

Earthquake magnitude distributions among faults within a fault system are determined from regional seismicity and fault slip rates using binary integer programming. A synthetic earthquake catalog (i.e., list of randomly sampled magnitudes) that spans millennia is first formed, assuming that regional seismicity follows a Gutenberg-Richter relation. Each earthquake in the synthetic catalog can occur on any fault and at any location. The objective is to minimize misfits in the target slip rate for each fault, where slip for each earthquake is scaled from its magnitude. The decision vector consists of binary variables indicating which locations are optimal among all possibilities. Uncertainty estimates in fault slip rates provide explicit upper and lower bounding constraints to the problem. An implicit constraint is that an earthquake can only be located on a fault if it is long enough to contain that earthquake. A general mixed-integer programming solver, consisting of a number of different algorithms, is used to determine the optimal decision vector. A case study is presented for the State of California, where a 4 kyr synthetic earthquake catalog is created and faults with slip ≥3 mm/yr are considered, resulting in >106 variables. The optimal magnitude distributions for each of the faults in the system span a rich diversity of shapes, ranging from characteristic to power-law distributions.

Integration of fuzzy analytic hierarchy process and probabilistic dynamic programming in formulating an optimal fleet management model

NASA Astrophysics Data System (ADS)

Teoh, Lay Eng; Khoo, Hooi Ling

2013-09-01

This study deals with two major aspects of airlines, i.e. supply and demand management. The aspect of supply focuses on the mathematical formulation of an optimal fleet management model to maximize operational profit of the airlines while the aspect of demand focuses on the incorporation of mode choice modeling as parts of the developed model. The proposed methodology is outlined in two-stage, i.e. Fuzzy Analytic Hierarchy Process is first adopted to capture mode choice modeling in order to quantify the probability of probable phenomena (for aircraft acquisition/leasing decision). Then, an optimization model is developed as a probabilistic dynamic programming model to determine the optimal number and types of aircraft to be acquired and/or leased in order to meet stochastic demand during the planning horizon. The findings of an illustrative case study show that the proposed methodology is viable. The results demonstrate that the incorporation of mode choice modeling could affect the operational profit and fleet management decision of the airlines at varying degrees.

A fuzzy stochastic framework for managing hydro-environmental and socio-economic interactions under uncertainty

NASA Astrophysics Data System (ADS)

Subagadis, Yohannes Hagos; Schütze, Niels; Grundmann, Jens

2014-05-01

An amplified interconnectedness between a hydro-environmental and socio-economic system brings about profound challenges of water management decision making. In this contribution, we present a fuzzy stochastic approach to solve a set of decision making problems, which involve hydrologically, environmentally, and socio-economically motivated criteria subjected to uncertainty and ambiguity. The proposed methodological framework combines objective and subjective criteria in a decision making procedure for obtaining an acceptable ranking in water resources management alternatives under different type of uncertainty (subjective/objective) and heterogeneous information (quantitative/qualitative) simultaneously. The first step of the proposed approach involves evaluating the performance of alternatives with respect to different types of criteria. The ratings of alternatives with respect to objective and subjective criteria are evaluated by simulation-based optimization and fuzzy linguistic quantifiers, respectively. Subjective and objective uncertainties related to the input information are handled through linking fuzziness and randomness together. Fuzzy decision making helps entail the linguistic uncertainty and a Monte Carlo simulation process is used to map stochastic uncertainty. With this framework, the overall performance of each alternative is calculated using an Order Weighted Averaging (OWA) aggregation operator accounting for decision makers' experience and opinions. Finally, ranking is achieved by conducting pair-wise comparison of management alternatives. This has been done on the basis of the risk defined by the probability of obtaining an acceptable ranking and mean difference in total performance for the pair of management alternatives. The proposed methodology is tested in a real-world hydrosystem, to find effective and robust intervention strategies for the management of a coastal aquifer system affected by saltwater intrusion due to excessive groundwater extraction for irrigated agriculture and municipal use. The results show that the approach gives useful support for robust decision-making and is sensitive to the decision makers' degree of optimism.

Dimensional flow and fuzziness in quantum gravity: Emergence of stochastic spacetime

NASA Astrophysics Data System (ADS)

Calcagni, Gianluca; Ronco, Michele

2017-10-01

We show that the uncertainty in distance and time measurements found by the heuristic combination of quantum mechanics and general relativity is reproduced in a purely classical and flat multi-fractal spacetime whose geometry changes with the probed scale (dimensional flow) and has non-zero imaginary dimension, corresponding to a discrete scale invariance at short distances. Thus, dimensional flow can manifest itself as an intrinsic measurement uncertainty and, conversely, measurement-uncertainty estimates are generally valid because they rely on this universal property of quantum geometries. These general results affect multi-fractional theories, a recent proposal related to quantum gravity, in two ways: they can fix two parameters previously left free (in particular, the value of the spacetime dimension at short scales) and point towards a reinterpretation of the ultraviolet structure of geometry as a stochastic foam or fuzziness. This is also confirmed by a correspondence we establish between Nottale scale relativity and the stochastic geometry of multi-fractional models.

IESIP - AN IMPROVED EXPLORATORY SEARCH TECHNIQUE FOR PURE INTEGER LINEAR PROGRAMMING PROBLEMS

NASA Technical Reports Server (NTRS)

Fogle, F. R.

1994-01-01

IESIP, an Improved Exploratory Search Technique for Pure Integer Linear Programming Problems, addresses the problem of optimizing an objective function of one or more variables subject to a set of confining functions or constraints by a method called discrete optimization or integer programming. Integer programming is based on a specific form of the general linear programming problem in which all variables in the objective function and all variables in the constraints are integers. While more difficult, integer programming is required for accuracy when modeling systems with small numbers of components such as the distribution of goods, machine scheduling, and production scheduling. IESIP establishes a new methodology for solving pure integer programming problems by utilizing a modified version of the univariate exploratory move developed by Robert Hooke and T.A. Jeeves. IESIP also takes some of its technique from the greedy procedure and the idea of unit neighborhoods. A rounding scheme uses the continuous solution found by traditional methods (simplex or other suitable technique) and creates a feasible integer starting point. The Hook and Jeeves exploratory search is modified to accommodate integers and constraints and is then employed to determine an optimal integer solution from the feasible starting solution. The user-friendly IESIP allows for rapid solution of problems up to 10 variables in size (limited by DOS allocation). Sample problems compare IESIP solutions with the traditional branch-and-bound approach. IESIP is written in Borland's TURBO Pascal for IBM PC series computers and compatibles running DOS. Source code and an executable are provided. The main memory requirement for execution is 25K. This program is available on a 5.25 inch 360K MS DOS format diskette. IESIP was developed in 1990. IBM is a trademark of International Business Machines. TURBO Pascal is registered by Borland International.

Learning oncogenetic networks by reducing to mixed integer linear programming.

PubMed

Shahrabi Farahani, Hossein; Lagergren, Jens

2013-01-01

Cancer can be a result of accumulation of different types of genetic mutations such as copy number aberrations. The data from tumors are cross-sectional and do not contain the temporal order of the genetic events. Finding the order in which the genetic events have occurred and progression pathways are of vital importance in understanding the disease. In order to model cancer progression, we propose Progression Networks, a special case of Bayesian networks, that are tailored to model disease progression. Progression networks have similarities with Conjunctive Bayesian Networks (CBNs) [1],a variation of Bayesian networks also proposed for modeling disease progression. We also describe a learning algorithm for learning Bayesian networks in general and progression networks in particular. We reduce the hard problem of learning the Bayesian and progression networks to Mixed Integer Linear Programming (MILP). MILP is a Non-deterministic Polynomial-time complete (NP-complete) problem for which very good heuristics exists. We tested our algorithm on synthetic and real cytogenetic data from renal cell carcinoma. We also compared our learned progression networks with the networks proposed in earlier publications. The software is available on the website https://bitbucket.org/farahani/diprog.

Should We Stop Developing Heuristics and Only Rely on Mixed Integer Programming Solvers in Automated Test Assembly? A Rejoinder to van der Linden and Li (2016).

PubMed

Chen, Pei-Hua

2017-05-01

This rejoinder responds to the commentary by van der Linden and Li entiled "Comment on Three-Element Item Selection Procedures for Multiple Forms Assembly: An Item Matching Approach" on the article "Three-Element Item Selection Procedures for Multiple Forms Assembly: An Item Matching Approach" by Chen. Van der Linden and Li made a strong statement calling for the cessation of test assembly heuristics development, and instead encouraged embracing mixed integer programming (MIP). This article points out the nondeterministic polynomial (NP)-hard nature of MIP problems and how solutions found using heuristics could be useful in an MIP context. Although van der Linden and Li provided several practical examples of test assembly supporting their view, the examples ignore the cases in which a slight change of constraints or item pool data might mean it would not be possible to obtain solutions as quickly as before. The article illustrates the use of heuristic solutions to improve both the performance of MIP solvers and the quality of solutions. Additional responses to the commentary by van der Linden and Li are included.

Analysis of the single-vehicle cyclic inventory routing problem

NASA Astrophysics Data System (ADS)

Aghezzaf, El-Houssaine; Zhong, Yiqing; Raa, Birger; Mateo, Manel

2012-11-01

The single-vehicle cyclic inventory routing problem (SV-CIRP) consists of a repetitive distribution of a product from a single depot to a selected subset of customers. For each customer, selected for replenishments, the supplier collects a corresponding fixed reward. The objective is to determine the subset of customers to replenish, the quantity of the product to be delivered to each and to design the vehicle route so that the resulting profit (difference between the total reward and the total logistical cost) is maximised while preventing stockouts at each of the selected customers. This problem appears often as a sub-problem in many logistical problems. In this article, the SV-CIRP is formulated as a mixed-integer program with a nonlinear objective function. After a thorough analysis of the structure of the problem and its features, an exact algorithm for its solution is proposed. This exact algorithm requires only solutions of linear mixed-integer programs. Values of a savings-based heuristic for this problem are compared to the optimal values obtained for a set of some test problems. In general, the gap may get as large as 25%, which justifies the effort to continue exploring and developing exact and approximation algorithms for the SV-CIRP.

MIP models for connected facility location: A theoretical and computational study☆

PubMed Central

Gollowitzer, Stefan; Ljubić, Ivana

2011-01-01

This article comprises the first theoretical and computational study on mixed integer programming (MIP) models for the connected facility location problem (ConFL). ConFL combines facility location and Steiner trees: given a set of customers, a set of potential facility locations and some inter-connection nodes, ConFL searches for the minimum-cost way of assigning each customer to exactly one open facility, and connecting the open facilities via a Steiner tree. The costs needed for building the Steiner tree, facility opening costs and the assignment costs need to be minimized. We model ConFL using seven compact and three mixed integer programming formulations of exponential size. We also show how to transform ConFL into the Steiner arborescence problem. A full hierarchy between the models is provided. For two exponential size models we develop a branch-and-cut algorithm. An extensive computational study is based on two benchmark sets of randomly generated instances with up to 1300 nodes and 115,000 edges. We empirically compare the presented models with respect to the quality of obtained bounds and the corresponding running time. We report optimal values for all but 16 instances for which the obtained gaps are below 0.6%. PMID:25009366

Mixed Integer Linear Programming based machine learning approach identifies regulators of telomerase in yeast.

PubMed

Poos, Alexandra M; Maicher, André; Dieckmann, Anna K; Oswald, Marcus; Eils, Roland; Kupiec, Martin; Luke, Brian; König, Rainer

2016-06-02

Understanding telomere length maintenance mechanisms is central in cancer biology as their dysregulation is one of the hallmarks for immortalization of cancer cells. Important for this well-balanced control is the transcriptional regulation of the telomerase genes. We integrated Mixed Integer Linear Programming models into a comparative machine learning based approach to identify regulatory interactions that best explain the discrepancy of telomerase transcript levels in yeast mutants with deleted regulators showing aberrant telomere length, when compared to mutants with normal telomere length. We uncover novel regulators of telomerase expression, several of which affect histone levels or modifications. In particular, our results point to the transcription factors Sum1, Hst1 and Srb2 as being important for the regulation of EST1 transcription, and we validated the effect of Sum1 experimentally. We compiled our machine learning method leading to a user friendly package for R which can straightforwardly be applied to similar problems integrating gene regulator binding information and expression profiles of samples of e.g. different phenotypes, diseases or treatments. © The Author(s) 2016. Published by Oxford University Press on behalf of Nucleic Acids Research.

Optimising the selection of food items for FFQs using Mixed Integer Linear Programming.

PubMed

Gerdessen, Johanna C; Souverein, Olga W; van 't Veer, Pieter; de Vries, Jeanne Hm

2015-01-01

To support the selection of food items for FFQs in such a way that the amount of information on all relevant nutrients is maximised while the food list is as short as possible. Selection of the most informative food items to be included in FFQs was modelled as a Mixed Integer Linear Programming (MILP) model. The methodology was demonstrated for an FFQ with interest in energy, total protein, total fat, saturated fat, monounsaturated fat, polyunsaturated fat, total carbohydrates, mono- and disaccharides, dietary fibre and potassium. The food lists generated by the MILP model have good performance in terms of length, coverage and R 2 (explained variance) of all nutrients. MILP-generated food lists were 32-40 % shorter than a benchmark food list, whereas their quality in terms of R 2 was similar to that of the benchmark. The results suggest that the MILP model makes the selection process faster, more standardised and transparent, and is especially helpful in coping with multiple nutrients. The complexity of the method does not increase with increasing number of nutrients. The generated food lists appear either shorter or provide more information than a food list generated without the MILP model.

Multi-Target Tracking via Mixed Integer Optimization

DTIC Science & Technology

2016-05-13

solving these two problems separately, however few algorithms attempt to solve these simultaneously and even fewer utilize optimization. In this paper we...introduce a new mixed integer optimization (MIO) model which solves the data association and trajectory estimation problems simultaneously by minimizing...Kalman filter [5], which updates the trajectory estimates before the algorithm progresses forward to the next scan. This process repeats sequentially

A Two-Stage Approach for Medical Supplies Intermodal Transportation in Large-Scale Disaster Responses

PubMed Central

Ruan, Junhu; Wang, Xuping; Shi, Yan

2014-01-01

We present a two-stage approach for the “helicopters and vehicles” intermodal transportation of medical supplies in large-scale disaster responses. In the first stage, a fuzzy-based method and its heuristic algorithm are developed to select the locations of temporary distribution centers (TDCs) and assign medial aid points (MAPs) to each TDC. In the second stage, an integer-programming model is developed to determine the delivery routes. Numerical experiments verified the effectiveness of the approach, and observed several findings: (i) More TDCs often increase the efficiency and utility of medical supplies; (ii) It is not definitely true that vehicles should load more and more medical supplies in emergency responses; (iii) The more contrasting the traveling speeds of helicopters and vehicles are, the more advantageous the intermodal transportation is. PMID:25350005

Online Appointment Scheduling for a Nuclear Medicine Department in a Chinese Hospital

PubMed Central

Feng, Ya-bing

2018-01-01

Nuclear medicine, a subspecialty of radiology, plays an important role in proper diagnosis and timely treatment. Multiple resources, especially short-lived radiopharmaceuticals involved in the process of nuclear medical examination, constitute a unique problem in appointment scheduling. Aiming at achieving scientific and reasonable appointment scheduling in the West China Hospital (WCH), a typical class A tertiary hospital in China, we developed an online appointment scheduling algorithm based on an offline nonlinear integer programming model which considers multiresources allocation, the time window constraints imposed by short-lived radiopharmaceuticals, and the stochastic nature of the patient requests when scheduling patients. A series of experiments are conducted to show the effectiveness of the proposed strategy based on data provided by the WCH. The results show that the examination amount increases by 29.76% compared with the current one with a significant increase in the resource utilization and timely rate. Besides, it also has a high stability for stochastic factors and bears the advantage of convenient and economic operation. PMID:29849748

Optimization Research of Generation Investment Based on Linear Programming Model

NASA Astrophysics Data System (ADS)

Wu, Juan; Ge, Xueqian

Linear programming is an important branch of operational research and it is a mathematical method to assist the people to carry out scientific management. GAMS is an advanced simulation and optimization modeling language and it will combine a large number of complex mathematical programming, such as linear programming LP, nonlinear programming NLP, MIP and other mixed-integer programming with the system simulation. In this paper, based on the linear programming model, the optimized investment decision-making of generation is simulated and analyzed. At last, the optimal installed capacity of power plants and the final total cost are got, which provides the rational decision-making basis for optimized investments.

Analysis of Modeling Assumptions used in Production Cost Models for Renewable Integration Studies

DOE Office of Scientific and Technical Information (OSTI.GOV)

Stoll, Brady; Brinkman, Gregory; Townsend, Aaron

2016-01-01

Renewable energy integration studies have been published for many different regions exploring the question of how higher penetration of renewable energy will impact the electric grid. These studies each make assumptions about the systems they are analyzing; however the effect of many of these assumptions has not been yet been examined and published. In this paper we analyze the impact of modeling assumptions in renewable integration studies, including the optimization method used (linear or mixed-integer programming) and the temporal resolution of the dispatch stage (hourly or sub-hourly). We analyze each of these assumptions on a large and a small systemmore » and determine the impact of each assumption on key metrics including the total production cost, curtailment of renewables, CO2 emissions, and generator starts and ramps. Additionally, we identified the impact on these metrics if a four-hour ahead commitment step is included before the dispatch step and the impact of retiring generators to reduce the degree to which the system is overbuilt. We find that the largest effect of these assumptions is at the unit level on starts and ramps, particularly for the temporal resolution, and saw a smaller impact at the aggregate level on system costs and emissions. For each fossil fuel generator type we measured the average capacity started, average run-time per start, and average number of ramps. Linear programming results saw up to a 20% difference in number of starts and average run time of traditional generators, and up to a 4% difference in the number of ramps, when compared to mixed-integer programming. Utilizing hourly dispatch instead of sub-hourly dispatch saw no difference in coal or gas CC units for either start metric, while gas CT units had a 5% increase in the number of starts and 2% increase in the average on-time per start. The number of ramps decreased up to 44%. The smallest effect seen was on the CO2 emissions and total production cost, with a 0.8% and 0.9% reduction respectively when using linear programming compared to mixed-integer programming and 0.07% and 0.6% reduction, respectively, in the hourly dispatch compared to sub-hourly dispatch.« less

DOE Office of Scientific and Technical Information (OSTI.GOV)

Tamrin, Mohd Izzuddin Mohd; Turaev, Sherzod; Sembok, Tengku Mohd Tengku

There are tremendous works in biotechnology especially in area of DNA molecules. The computer society is attempting to develop smaller computing devices through computational models which are based on the operations performed on the DNA molecules. A Watson-Crick automaton, a theoretical model for DNA based computation, has two reading heads, and works on double-stranded sequences of the input related by a complementarity relation similar with the Watson-Crick complementarity of DNA nucleotides. Over the time, several variants of Watson-Crick automata have been introduced and investigated. However, they cannot be used as suitable DNA based computational models for molecular stochastic processes andmore » fuzzy processes that are related to important practical problems such as molecular parsing, gene disease detection, and food authentication. In this paper we define new variants of Watson-Crick automata, called weighted Watson-Crick automata, developing theoretical models for molecular stochastic and fuzzy processes. We define weighted Watson-Crick automata adapting weight restriction mechanisms associated with formal grammars and automata. We also study the generative capacities of weighted Watson-Crick automata, including probabilistic and fuzzy variants. We show that weighted variants of Watson-Crick automata increase their generative power.« less

Weighted Watson-Crick automata

NASA Astrophysics Data System (ADS)

Tamrin, Mohd Izzuddin Mohd; Turaev, Sherzod; Sembok, Tengku Mohd Tengku

2014-07-01

There are tremendous works in biotechnology especially in area of DNA molecules. The computer society is attempting to develop smaller computing devices through computational models which are based on the operations performed on the DNA molecules. A Watson-Crick automaton, a theoretical model for DNA based computation, has two reading heads, and works on double-stranded sequences of the input related by a complementarity relation similar with the Watson-Crick complementarity of DNA nucleotides. Over the time, several variants of Watson-Crick automata have been introduced and investigated. However, they cannot be used as suitable DNA based computational models for molecular stochastic processes and fuzzy processes that are related to important practical problems such as molecular parsing, gene disease detection, and food authentication. In this paper we define new variants of Watson-Crick automata, called weighted Watson-Crick automata, developing theoretical models for molecular stochastic and fuzzy processes. We define weighted Watson-Crick automata adapting weight restriction mechanisms associated with formal grammars and automata. We also study the generative capacities of weighted Watson-Crick automata, including probabilistic and fuzzy variants. We show that weighted variants of Watson-Crick automata increase their generative power.

Engineering calculations for solving the orbital allotment problem

NASA Technical Reports Server (NTRS)

Reilly, C.; Walton, E. K.; Mount-Campbell, C.; Caldecott, R.; Aebker, E.; Mata, F.

1988-01-01

Four approaches for calculating downlink interferences for shaped-beam antennas are described. An investigation of alternative mixed-integer programming models for satellite synthesis is summarized. Plans for coordinating the various programs developed under this grant are outlined. Two procedures for ordering satellites to initialize the k-permutation algorithm are proposed. Results are presented for the k-permutation algorithms. Feasible solutions are found for 5 of the 6 problems considered. Finally, it is demonstrated that the k-permutation algorithm can be used to solve arc allotment problems.

The search for structure - Object classification in large data sets. [for astronomers

NASA Technical Reports Server (NTRS)

Kurtz, Michael J.

1988-01-01

Research concerning object classifications schemes are reviewed, focusing on large data sets. Classification techniques are discussed, including syntactic, decision theoretic methods, fuzzy techniques, and stochastic and fuzzy grammars. Consideration is given to the automation of MK classification (Morgan and Keenan, 1973) and other problems associated with the classification of spectra. In addition, the classification of galaxies is examined, including the problems of systematic errors, blended objects, galaxy types, and galaxy clusters.

Robust fuzzy control subject to state variance and passivity constraints for perturbed nonlinear systems with multiplicative noises.

PubMed

Chang, Wen-Jer; Huang, Bo-Jyun

2014-11-01

The multi-constrained robust fuzzy control problem is investigated in this paper for perturbed continuous-time nonlinear stochastic systems. The nonlinear system considered in this paper is represented by a Takagi-Sugeno fuzzy model with perturbations and state multiplicative noises. The multiple performance constraints considered in this paper include stability, passivity and individual state variance constraints. The Lyapunov stability theory is employed to derive sufficient conditions to achieve the above performance constraints. By solving these sufficient conditions, the contribution of this paper is to develop a parallel distributed compensation based robust fuzzy control approach to satisfy multiple performance constraints for perturbed nonlinear systems with multiplicative noises. At last, a numerical example for the control of perturbed inverted pendulum system is provided to illustrate the applicability and effectiveness of the proposed multi-constrained robust fuzzy control method. Copyright © 2014 ISA. Published by Elsevier Ltd. All rights reserved.

Pricing for a basket of LCDS under fuzzy environments.

PubMed

Wu, Liang; Liu, Jie-Fang; Wang, Jun-Tao; Zhuang, Ya-Ming

2016-01-01

This paper looks at both the prepayment risks of housing mortgage loan credit default swaps (LCDS) as well as the fuzziness and hesitation of investors as regards prepayments by borrowers. It further discusses the first default pricing of a basket of LCDS in a fuzzy environment by using stochastic analysis and triangular intuition-based fuzzy set theory. Through the 'fuzzification' of the sensitivity coefficient in the prepayment intensity, this paper describes the dynamic features of mortgage housing values using the One-factor copula function and concludes with a formula for 'fuzzy' pricing the first default of a basket of LCDS. Using analog simulation to analyze the sensitivity of hesitation, we derive a model that considers what the LCDS fair premium is in a fuzzy environment, including a pure random environment. In addition, the model also shows that a suitable pricing range will give investors more flexible choices and make the predictions of the model closer to real market values.

Sequential computation of elementary modes and minimal cut sets in genome-scale metabolic networks using alternate integer linear programming.

PubMed

Song, Hyun-Seob; Goldberg, Noam; Mahajan, Ashutosh; Ramkrishna, Doraiswami

2017-08-01

Elementary (flux) modes (EMs) have served as a valuable tool for investigating structural and functional properties of metabolic networks. Identification of the full set of EMs in genome-scale networks remains challenging due to combinatorial explosion of EMs in complex networks. It is often, however, that only a small subset of relevant EMs needs to be known, for which optimization-based sequential computation is a useful alternative. Most of the currently available methods along this line are based on the iterative use of mixed integer linear programming (MILP), the effectiveness of which significantly deteriorates as the number of iterations builds up. To alleviate the computational burden associated with the MILP implementation, we here present a novel optimization algorithm termed alternate integer linear programming (AILP). Our algorithm was designed to iteratively solve a pair of integer programming (IP) and linear programming (LP) to compute EMs in a sequential manner. In each step, the IP identifies a minimal subset of reactions, the deletion of which disables all previously identified EMs. Thus, a subsequent LP solution subject to this reaction deletion constraint becomes a distinct EM. In cases where no feasible LP solution is available, IP-derived reaction deletion sets represent minimal cut sets (MCSs). Despite the additional computation of MCSs, AILP achieved significant time reduction in computing EMs by orders of magnitude. The proposed AILP algorithm not only offers a computational advantage in the EM analysis of genome-scale networks, but also improves the understanding of the linkage between EMs and MCSs. The software is implemented in Matlab, and is provided as supplementary information . hyunseob.song@pnnl.gov. Supplementary data are available at Bioinformatics online. Published by Oxford University Press 2017. This work is written by US Government employees and are in the public domain in the US.

Seismic Retrofit for Electric Power Systems

DOE PAGES

Romero, Natalia; Nozick, Linda K.; Dobson, Ian; ...

2015-05-01

Our paper develops a two-stage stochastic program and solution procedure to optimize the selection of seismic retrofit strategies to increase the resilience of electric power systems against earthquake hazards. The model explicitly considers the range of earthquake events that are possible and, for each, an approximation of the distribution of damage experienced. Furthermore, this is important because electric power systems are spatially distributed and so their performance is driven by the distribution of component damage. We also test this solution procedure against the nonlinear integer solver in LINGO 13 and apply the formulation and solution strategy to the Eastern Interconnection,more » where seismic hazard stems from the New Madrid seismic zone.« less

Determining on-fault earthquake magnitude distributions from integer programming

USGS Publications Warehouse

Geist, Eric L.; Parsons, Thomas E.

2018-01-01

Earthquake magnitude distributions among faults within a fault system are determined from regional seismicity and fault slip rates using binary integer programming. A synthetic earthquake catalog (i.e., list of randomly sampled magnitudes) that spans millennia is first formed, assuming that regional seismicity follows a Gutenberg-Richter relation. Each earthquake in the synthetic catalog can occur on any fault and at any location. The objective is to minimize misfits in the target slip rate for each fault, where slip for each earthquake is scaled from its magnitude. The decision vector consists of binary variables indicating which locations are optimal among all possibilities. Uncertainty estimates in fault slip rates provide explicit upper and lower bounding constraints to the problem. An implicit constraint is that an earthquake can only be located on a fault if it is long enough to contain that earthquake. A general mixed-integer programming solver, consisting of a number of different algorithms, is used to determine the optimal decision vector. A case study is presented for the State of California, where a 4 kyr synthetic earthquake catalog is created and faults with slip ≥3 mm/yr are considered, resulting in >106  variables. The optimal magnitude distributions for each of the faults in the system span a rich diversity of shapes, ranging from characteristic to power-law distributions. 

HIPPO Unit Commitment Version 1

DOE Office of Scientific and Technical Information (OSTI.GOV)

2017-01-17

Developed for the Midcontinent Independent System Operator, Inc. (MISO), HIPPO-Unit Commitment Version 1 is for solving security constrained unit commitment problem. The model was developed to solve MISO's cases. This version of codes includes I/O module to read in MISO's csv files, modules to create a state-based mixed integer programming formulation for solving MIP, and modules to test basic procedures to solve MIP via HPC.

Item Selection for the Development of Parallel Forms from an IRT-Based Seed Test Using a Sampling and Classification Approach

ERIC Educational Resources Information Center

Chen, Pei-Hua; Chang, Hua-Hua; Wu, Haiyan

2012-01-01

Two sampling-and-classification-based procedures were developed for automated test assembly: the Cell Only and the Cell and Cube methods. A simulation study based on a 540-item bank was conducted to compare the performance of the procedures with the performance of a mixed-integer programming (MIP) method for assembling multiple parallel test…

Optimum use of air tankers in initial attack: selection, basing, and transfer rules

Treesearch

Francis E. Greulich; William G. O' Regan

1982-01-01

Fire managers face two interrelated problems in deciding the most efficient use of air tankers: where best to base them, and how best to reallocate them each day in anticipation of fire occurrence. A computerized model based on a mixed integer linear program can help in assigning air tankers throughout the fire season. The model was tested using information from...

Variance approach for multi-objective linear programming with fuzzy random of objective function coefficients

NASA Astrophysics Data System (ADS)

Indarsih, Indrati, Ch. Rini

2016-02-01

In this paper, we define variance of the fuzzy random variables through alpha level. We have a theorem that can be used to know that the variance of fuzzy random variables is a fuzzy number. We have a multi-objective linear programming (MOLP) with fuzzy random of objective function coefficients. We will solve the problem by variance approach. The approach transform the MOLP with fuzzy random of objective function coefficients into MOLP with fuzzy of objective function coefficients. By weighted methods, we have linear programming with fuzzy coefficients and we solve by simplex method for fuzzy linear programming.

A Simulation Based Approach to Optimize Berth Throughput Under Uncertainty at Marine Container Terminals

NASA Technical Reports Server (NTRS)

Golias, Mihalis M.

2011-01-01

Berth scheduling is a critical function at marine container terminals and determining the best berth schedule depends on several factors including the type and function of the port, size of the port, location, nearby competition, and type of contractual agreement between the terminal and the carriers. In this paper we formulate the berth scheduling problem as a bi-objective mixed-integer problem with the objective to maximize customer satisfaction and reliability of the berth schedule under the assumption that vessel handling times are stochastic parameters following a discrete and known probability distribution. A combination of an exact algorithm, a Genetic Algorithms based heuristic and a simulation post-Pareto analysis is proposed as the solution approach to the resulting problem. Based on a number of experiments it is concluded that the proposed berth scheduling policy outperforms the berth scheduling policy where reliability is not considered.

Dynamic Distributed Cooperative Control of Multiple Heterogeneous Resources

DTIC Science & Technology

2012-10-01

of the UAVs to maximize the total sensor footprint over the region of interest. The algorithm utilized to solve this problem was based on sampling a...and moving obstacles. Obstacle positions were assumed known a priori. Kingston and Beard [22] presented an algorithm to keep moving UAVs equally spaced...Planning Algorithms , Cambridge University Press, 2006. 11. Ma, C. S. and Miller, R. H., “Mixed integer linear programming trajectory generation for

An Advanced Tabu Search Approach to Solving the Mixed Payload Airlift Load Planning Problem

DTIC Science & Technology

2009-03-01

cargo, and the problem therefore becomes trivial. 3. Shoring: Some cargo requires shoring which is small planks of plywood stacked on top of each...Integer Programming Method In 1989, Kevin Ng examined the bin-packing MPALP for Canada’s C-130 aircraft (Ng 1992). His goal was to move a set of... leadership & ethics [ ] warfighting [ ] international security [ ] doctrine [X] other (specify): Military Airlift

Optimized Waterspace Management and Scheduling Using Mixed-Integer Linear Programming

DTIC Science & Technology

2016-01-01

Complete [30]. Proposition 4.1 satisfies the first criterion. For the second criterion, we will use the Traveling Salesman Problem (TSP), which has been...A branch and cut algorithm for the symmetric generalized traveling salesman problem , Operations Research 45 (1997) 378–394. [33] J. Silberholz, B...Golden, The generalized traveling salesman problem : A new genetic algorithm ap- proach, Extended Horizons: Advances in Computing, Optimization, and

Time-Series INSAR: An Integer Least-Squares Approach For Distributed Scatterers

NASA Astrophysics Data System (ADS)

Samiei-Esfahany, Sami; Hanssen, Ramon F.

2012-01-01

The objective of this research is to extend the geode- tic mathematical model which was developed for persistent scatterers to a model which can exploit distributed scatterers (DS). The main focus is on the integer least- squares framework, and the main challenge is to include the decorrelation effect in the mathematical model. In order to adapt the integer least-squares mathematical model for DS we altered the model from a single master to a multi-master configuration and introduced the decorrelation effect stochastically. This effect is described in our model by a full covariance matrix. We propose to de- rive this covariance matrix by numerical integration of the (joint) probability distribution function (PDF) of interferometric phases. This PDF is a function of coherence values and can be directly computed from radar data. We show that the use of this model can improve the performance of temporal phase unwrapping of distributed scatterers.

Non-Porod scattering and non-integer scaling of resistance in rough films

NASA Astrophysics Data System (ADS)

Bupathy, Arunkumar; Verma, Rupesh; Banerjee, Varsha; Puri, Sanjay

2017-04-01

In many physical systems, films are rough due to the stochastic behavior of depositing particles. They are characterized by non-Porod power law decays in the structure factor S (k) . Theoretical studies predict anomalous diffusion in such morphologies, with important implications for diffusivity, conductivity, etc. We use the non-Porod decay to accurately determine the fractal properties of two prototypical nanoparticle films: (i) Palladium (Pd) and (ii) Cu2O. Using scaling arguments, we find that the resistance of rough films of lateral size L obeys a non-integer power law R ∼L-ζ , in contrast to integer power laws for compact structures. The exponent ζ is anisotropic. We confirm our predictions by re-analyzing experimental data from Cu2O nano-particle films. Our results are valuable for understanding recent experiments that report anisotropic electrical properties in (rough) thin films.

Automatic design of synthetic gene circuits through mixed integer non-linear programming.

PubMed

Huynh, Linh; Kececioglu, John; Köppe, Matthias; Tagkopoulos, Ilias

2012-01-01

Automatic design of synthetic gene circuits poses a significant challenge to synthetic biology, primarily due to the complexity of biological systems, and the lack of rigorous optimization methods that can cope with the combinatorial explosion as the number of biological parts increases. Current optimization methods for synthetic gene design rely on heuristic algorithms that are usually not deterministic, deliver sub-optimal solutions, and provide no guaranties on convergence or error bounds. Here, we introduce an optimization framework for the problem of part selection in synthetic gene circuits that is based on mixed integer non-linear programming (MINLP), which is a deterministic method that finds the globally optimal solution and guarantees convergence in finite time. Given a synthetic gene circuit, a library of characterized parts, and user-defined constraints, our method can find the optimal selection of parts that satisfy the constraints and best approximates the objective function given by the user. We evaluated the proposed method in the design of three synthetic circuits (a toggle switch, a transcriptional cascade, and a band detector), with both experimentally constructed and synthetic promoter libraries. Scalability and robustness analysis shows that the proposed framework scales well with the library size and the solution space. The work described here is a step towards a unifying, realistic framework for the automated design of biological circuits.

Synchronic interval Gaussian mixed-integer programming for air quality management.

PubMed

Cheng, Guanhui; Huang, Guohe Gordon; Dong, Cong

2015-12-15

To reveal the synchronism of interval uncertainties, the tradeoff between system optimality and security, the discreteness of facility-expansion options, the uncertainty of pollutant dispersion processes, and the seasonality of wind features in air quality management (AQM) systems, a synchronic interval Gaussian mixed-integer programming (SIGMIP) approach is proposed in this study. A robust interval Gaussian dispersion model is developed for approaching the pollutant dispersion process under interval uncertainties and seasonal variations. The reflection of synchronic effects of interval uncertainties in the programming objective is enabled through introducing interval functions. The proposition of constraint violation degrees helps quantify the tradeoff between system optimality and constraint violation under interval uncertainties. The overall optimality of system profits of an SIGMIP model is achieved based on the definition of an integrally optimal solution. Integer variables in the SIGMIP model are resolved by the existing cutting-plane method. Combining these efforts leads to an effective algorithm for the SIGMIP model. An application to an AQM problem in a region in Shandong Province, China, reveals that the proposed SIGMIP model can facilitate identifying the desired scheme for AQM. The enhancement of the robustness of optimization exercises may be helpful for increasing the reliability of suggested schemes for AQM under these complexities. The interrelated tradeoffs among control measures, emission sources, flow processes, receptors, influencing factors, and economic and environmental goals are effectively balanced. Interests of many stakeholders are reasonably coordinated. The harmony between economic development and air quality control is enabled. Results also indicate that the constraint violation degree is effective at reflecting the compromise relationship between constraint-violation risks and system optimality under interval uncertainties. This can help decision makers mitigate potential risks, e.g. insufficiency of pollutant treatment capabilities, exceedance of air quality standards, deficiency of pollution control fund, or imbalance of economic or environmental stress, in the process of guiding AQM. Copyright © 2015 Elsevier B.V. All rights reserved.

A mathematical model for municipal solid waste management - A case study in Hong Kong.

PubMed

Lee, C K M; Yeung, C L; Xiong, Z R; Chung, S H

2016-12-01

With the booming economy and increasing population, the accumulation of waste has become an increasingly arduous issue and has aroused the attention from all sectors of society. Hong Kong which has a relative high daily per capita domestic waste generation rate in Asia has not yet established a comprehensive waste management system. This paper conducts a review of waste management approaches and models. Researchers highlight that mathematical models provide useful information for decision-makers to select appropriate choices and save cost. It is suggested to consider municipal solid waste management in a holistic view and improve the utilization of waste management infrastructures. A mathematical model which adopts integer linear programming and mixed integer programming has been developed for Hong Kong municipal solid waste management. A sensitivity analysis was carried out to simulate different scenarios which provide decision-makers important information for establishing Hong Kong waste management system. Copyright © 2016 Elsevier Ltd. All rights reserved.

A new mathematical modeling for pure parsimony haplotyping problem.

PubMed

Feizabadi, R; Bagherian, M; Vaziri, H R; Salahi, M

2016-11-01

Pure parsimony haplotyping (PPH) problem is important in bioinformatics because rational haplotyping inference plays important roles in analysis of genetic data, mapping complex genetic diseases such as Alzheimer's disease, heart disorders and etc. Haplotypes and genotypes are m-length sequences. Although several integer programing models have already been presented for PPH problem, its NP-hardness characteristic resulted in ineffectiveness of those models facing the real instances especially instances with many heterozygous sites. In this paper, we assign a corresponding number to each haplotype and genotype and based on those numbers, we set a mixed integer programing model. Using numbers, instead of sequences, would lead to less complexity of the new model in comparison with previous models in a way that there are neither constraints nor variables corresponding to heterozygous nucleotide sites in it. Experimental results approve the efficiency of the new model in producing better solution in comparison to two state-of-the art haplotyping approaches. Copyright © 2016 Elsevier Inc. All rights reserved.

An application of different dioids in public key cryptography

DOE Office of Scientific and Technical Information (OSTI.GOV)

Durcheva, Mariana I., E-mail: mdurcheva66@gmail.com

2014-11-18

Dioids provide a natural framework for analyzing a broad class of discrete event dynamical systems such as the design and analysis of bus and railway timetables, scheduling of high-throughput industrial processes, solution of combinatorial optimization problems, the analysis and improvement of flow systems in communication networks. They have appeared in several branches of mathematics such as functional analysis, optimization, stochastic systems and dynamic programming, tropical geometry, fuzzy logic. In this paper we show how to involve dioids in public key cryptography. The main goal is to create key – exchange protocols based on dioids. Additionally the digital signature scheme ismore » presented.« less

Fuzzy Logic Engine

NASA Technical Reports Server (NTRS)

Howard, Ayanna

2005-01-01

The Fuzzy Logic Engine is a software package that enables users to embed fuzzy-logic modules into their application programs. Fuzzy logic is useful as a means of formulating human expert knowledge and translating it into software to solve problems. Fuzzy logic provides flexibility for modeling relationships between input and output information and is distinguished by its robustness with respect to noise and variations in system parameters. In addition, linguistic fuzzy sets and conditional statements allow systems to make decisions based on imprecise and incomplete information. The user of the Fuzzy Logic Engine need not be an expert in fuzzy logic: it suffices to have a basic understanding of how linguistic rules can be applied to the user's problem. The Fuzzy Logic Engine is divided into two modules: (1) a graphical-interface software tool for creating linguistic fuzzy sets and conditional statements and (2) a fuzzy-logic software library for embedding fuzzy processing capability into current application programs. The graphical- interface tool was developed using the Tcl/Tk programming language. The fuzzy-logic software library was written in the C programming language.

Extension of the firefly algorithm and preference rules for solving MINLP problems

NASA Astrophysics Data System (ADS)

Costa, M. Fernanda P.; Francisco, Rogério B.; Rocha, Ana Maria A. C.; Fernandes, Edite M. G. P.

2017-07-01

An extension of the firefly algorithm (FA) for solving mixed-integer nonlinear programming (MINLP) problems is presented. Although penalty functions are nowadays frequently used to handle integrality conditions and inequality and equality constraints, this paper proposes the implementation within the FA of a simple rounded-based heuristic and four preference rules to find and converge to MINLP feasible solutions. Preliminary numerical experiments are carried out to validate the proposed methodology.

Stochastic associative memory

NASA Astrophysics Data System (ADS)

Baumann, Erwin W.; Williams, David L.

1993-08-01

Artificial neural networks capable of learning and recalling stochastic associations between non-deterministic quantities have received relatively little attention to date. One potential application of such stochastic associative networks is the generation of sensory 'expectations' based on arbitrary subsets of sensor inputs to support anticipatory and investigate behavior in sensor-based robots. Another application of this type of associative memory is the prediction of how a scene will look in one spectral band, including noise, based upon its appearance in several other wavebands. This paper describes a semi-supervised neural network architecture composed of self-organizing maps associated through stochastic inter-layer connections. This 'Stochastic Associative Memory' (SAM) can learn and recall non-deterministic associations between multi-dimensional probability density functions. The stochastic nature of the network also enables it to represent noise distributions that are inherent in any true sensing process. The SAM architecture, training process, and initial application to sensor image prediction are described. Relationships to Fuzzy Associative Memory (FAM) are discussed.

ALPS - A LINEAR PROGRAM SOLVER

NASA Technical Reports Server (NTRS)

Viterna, L. A.

1994-01-01

Linear programming is a widely-used engineering and management tool. Scheduling, resource allocation, and production planning are all well-known applications of linear programs (LP's). Most LP's are too large to be solved by hand, so over the decades many computer codes for solving LP's have been developed. ALPS, A Linear Program Solver, is a full-featured LP analysis program. ALPS can solve plain linear programs as well as more complicated mixed integer and pure integer programs. ALPS also contains an efficient solution technique for pure binary (0-1 integer) programs. One of the many weaknesses of LP solvers is the lack of interaction with the user. ALPS is a menu-driven program with no special commands or keywords to learn. In addition, ALPS contains a full-screen editor to enter and maintain the LP formulation. These formulations can be written to and read from plain ASCII files for portability. For those less experienced in LP formulation, ALPS contains a problem "parser" which checks the formulation for errors. ALPS creates fully formatted, readable reports that can be sent to a printer or output file. ALPS is written entirely in IBM's APL2/PC product, Version 1.01. The APL2 workspace containing all the ALPS code can be run on any APL2/PC system (AT or 386). On a 32-bit system, this configuration can take advantage of all extended memory. The user can also examine and modify the ALPS code. The APL2 workspace has also been "packed" to be run on any DOS system (without APL2) as a stand-alone "EXE" file, but has limited memory capacity on a 640K system. A numeric coprocessor (80X87) is optional but recommended. The standard distribution medium for ALPS is a 5.25 inch 360K MS-DOS format diskette. IBM, IBM PC and IBM APL2 are registered trademarks of International Business Machines Corporation. MS-DOS is a registered trademark of Microsoft Corporation.

Reduced-Size Integer Linear Programming Models for String Selection Problems: Application to the Farthest String Problem.

PubMed

Zörnig, Peter

2015-08-01

We present integer programming models for some variants of the farthest string problem. The number of variables and constraints is substantially less than that of the integer linear programming models known in the literature. Moreover, the solution of the linear programming-relaxation contains only a small proportion of noninteger values, which considerably simplifies the rounding process. Numerical tests have shown excellent results, especially when a small set of long sequences is given.

Fuzzy bi-objective linear programming for portfolio selection problem with magnitude ranking function

NASA Astrophysics Data System (ADS)

Kusumawati, Rosita; Subekti, Retno

2017-04-01

Fuzzy bi-objective linear programming (FBOLP) model is bi-objective linear programming model in fuzzy number set where the coefficients of the equations are fuzzy number. This model is proposed to solve portfolio selection problem which generate an asset portfolio with the lowest risk and the highest expected return. FBOLP model with normal fuzzy numbers for risk and expected return of stocks is transformed into linear programming (LP) model using magnitude ranking function.

Optimal Decisions for Organ Exchanges in a Kidney Paired Donation Program.

PubMed

Li, Yijiang; Song, Peter X-K; Zhou, Yan; Leichtman, Alan B; Rees, Michael A; Kalbfleisch, John D

2014-05-01

The traditional concept of barter exchange in economics has been extended in the modern era to the area of living-donor kidney transplantation, where one incompatible donor-candidate pair is matched to another pair with a complementary incompatibility, such that the donor from one pair gives an organ to a compatible candidate in the other pair and vice versa. Kidney paired donation (KPD) programs provide a unique and important platform for living incompatible donor-candidate pairs to exchange organs in order to achieve mutual benefit. In this paper, we propose novel organ allocation strategies to arrange kidney exchanges under uncertainties with advantages, including (i) allowance for a general utility-based evaluation of potential kidney transplants and an explicit consideration of stochastic features inherent in a KPD program; and (ii) exploitation of possible alternative exchanges when the originally planned allocation cannot be fully executed. This allocation strategy is implemented using an integer programming (IP) formulation, and its implication is assessed via a data-based simulation system by tracking an evolving KPD program over a series of match runs. Extensive simulation studies are provided to illustrate our proposed approach.

A Bell-Curved Based Algorithm for Mixed Continuous and Discrete Structural Optimization

NASA Technical Reports Server (NTRS)

Kincaid, Rex K.; Weber, Michael; Sobieszczanski-Sobieski, Jaroslaw

2001-01-01

An evolutionary based strategy utilizing two normal distributions to generate children is developed to solve mixed integer nonlinear programming problems. This Bell-Curve Based (BCB) evolutionary algorithm is similar in spirit to (mu + mu) evolutionary strategies and evolutionary programs but with fewer parameters to adjust and no mechanism for self adaptation. First, a new version of BCB to solve purely discrete optimization problems is described and its performance tested against a tabu search code for an actuator placement problem. Next, the performance of a combined version of discrete and continuous BCB is tested on 2-dimensional shape problems and on a minimum weight hub design problem. In the latter case the discrete portion is the choice of the underlying beam shape (I, triangular, circular, rectangular, or U).

Municipal solid waste management planning considering greenhouse gas emission trading under fuzzy environment.

PubMed

Zhang, Xiaodong; Huang, Gordon

2014-03-15

Waste management activities can release greenhouse gases (GHGs) to the atmosphere, intensifying global climate change. Mitigation of the associated GHG emissions is vital and should be considered within integrated municipal solid waste (MSW) management planning. In this study, a fuzzy possibilistic integer programming (FPIM) model has been developed for waste management facility expansion and waste flow allocation planning with consideration of GHG emission trading in an MSW management system. It can address the interrelationships between MSW management planning and GHG emission control. The scenario of total system GHG emission control is analyzed for reflecting the feature that GHG emission credits may be tradable. An interactive solution algorithm is used to solve the FPIM model based on the uncertainty-averse preferences of decision makers in terms of p-necessity level, which represents the certainty degree of the imprecise objective. The FPIM model has been applied to a hypothetical MSW planning problem, where optimal decision schemes for facility expansion and waste flow allocation have been achieved with consideration of GHG emission control. The results indicate that GHG emission credit trading can decrease total system cost through re-allocation of GHG emission credits within the entire MSW management system. This will be helpful for decision makers to effectively determine the allowable GHG emission permits in practices. Copyright © 2014 Elsevier Ltd. All rights reserved.

Optimal Diet Planning for Eczema Patient Using Integer Programming

NASA Astrophysics Data System (ADS)

Zhen Sheng, Low; Sufahani, Suliadi

2018-04-01

Human diet planning is conducted by choosing appropriate food items that fulfill the nutritional requirements into the diet formulation. This paper discusses the application of integer programming to build the mathematical model of diet planning for eczema patients. The model developed is used to solve the diet problem of eczema patients from young age group. The integer programming is a scientific approach to select suitable food items, which seeks to minimize the costs, under conditions of meeting desired nutrient quantities, avoiding food allergens and getting certain foods into the diet that brings relief to the eczema conditions. This paper illustrates that the integer programming approach able to produce the optimal and feasible solution to deal with the diet problem of eczema patient.

Application of Fuzzy State Aggregation and Policy Hill Climbing to Multi-Agent Systems in Stochastic Environments

DTIC Science & Technology

2006-03-01

represented by the set of tiles that it lies in. A variation on tile coding is Berenji and Vengerov’s [4, 5] use of fuzzy state aggregation (FSA) as a means...approximation with Q-learning is not a new or unusual concept [1, 3]. Berenji and Vengerov [4, 5] advanced this work in their application of Q-learning and... Berenji and Vengerov [4, 5]. The simplified Tileworld consists of agents, reward spikes, and deformations. The agent must select which reward to pursue

Population-production-pollution nexus based air pollution management model for alleviating the atmospheric crisis in Beijing, China.

PubMed

Zeng, X T; Tong, Y F; Cui, L; Kong, X M; Sheng, Y N; Chen, L; Li, Y P

2017-07-15

In recent years, increscent emissions in the city of Beijing due to expanded population, accelerated industrialization and inter-regional pollutant transportation have led to hazardous atmospheric pollution issues. Although a number of anthropogenic control measures have been put into use, frequent/severe haze events have still challenged regional governments. In this study, a hybrid population-production-pollution nexus model (PPP) is proposed for air pollution management and air quality planning (AMP) with the aim to coordinate human activities and environmental protection. A fuzzy-stochastic mixed quadratic programming method (FSQ) is developed and introduced into a PPP for tackling atmospheric pollution issues with uncertainties. Based on the contribution of an index of population-production-pollution, a hybrid PPP-based AMP model that considers employment structure, industrial layout pattern, production mode, pollutant purification efficiency and a pollution mitigation scheme have been applied in Beijing. Results of the adjustment of employment structure, pollution mitigation scheme, and green gross domestic product under various environmental regulation scenarios are obtained and analyzed. This study can facilitate the identification of optimized policies for alleviating population-production-emission conflict in the study region, as well as ameliorating the hazardous air pollution crisis at an urban level. Copyright © 2017 Elsevier Ltd. All rights reserved.

Dakota, a multilevel parallel object-oriented framework for design optimization, parameter estimation, uncertainty quantification, and sensitivity analysis version 6.0 theory manual

DOE Office of Scientific and Technical Information (OSTI.GOV)

Adams, Brian M.; Ebeida, Mohamed Salah; Eldred, Michael S

The Dakota (Design Analysis Kit for Optimization and Terascale Applications) toolkit provides a exible and extensible interface between simulation codes and iterative analysis methods. Dakota contains algorithms for optimization with gradient and nongradient-based methods; uncertainty quanti cation with sampling, reliability, and stochastic expansion methods; parameter estimation with nonlinear least squares methods; and sensitivity/variance analysis with design of experiments and parameter study methods. These capabilities may be used on their own or as components within advanced strategies such as surrogate-based optimization, mixed integer nonlinear programming, or optimization under uncertainty. By employing object-oriented design to implement abstractions of the key components requiredmore » for iterative systems analyses, the Dakota toolkit provides a exible and extensible problem-solving environment for design and performance analysis of computational models on high performance computers. This report serves as a theoretical manual for selected algorithms implemented within the Dakota software. It is not intended as a comprehensive theoretical treatment, since a number of existing texts cover general optimization theory, statistical analysis, and other introductory topics. Rather, this manual is intended to summarize a set of Dakota-related research publications in the areas of surrogate-based optimization, uncertainty quanti cation, and optimization under uncertainty that provide the foundation for many of Dakota's iterative analysis capabilities.« less

New bounding and decomposition approaches for MILP investment problems: Multi-area transmission and generation planning under policy constraints

DOE PAGES

Munoz, F. D.; Hobbs, B. F.; Watson, J. -P.

2016-02-01

A novel two-phase bounding and decomposition approach to compute optimal and near-optimal solutions to large-scale mixed-integer investment planning problems is proposed and it considers a large number of operating subproblems, each of which is a convex optimization. Our motivating application is the planning of power transmission and generation in which policy constraints are designed to incentivize high amounts of intermittent generation in electric power systems. The bounding phase exploits Jensen’s inequality to define a lower bound, which we extend to stochastic programs that use expected-value constraints to enforce policy objectives. The decomposition phase, in which the bounds are tightened, improvesmore » upon the standard Benders’ algorithm by accelerating the convergence of the bounds. The lower bound is tightened by using a Jensen’s inequality-based approach to introduce an auxiliary lower bound into the Benders master problem. Upper bounds for both phases are computed using a sub-sampling approach executed on a parallel computer system. Numerical results show that only the bounding phase is necessary if loose optimality gaps are acceptable. But, the decomposition phase is required to attain optimality gaps. Moreover, use of both phases performs better, in terms of convergence speed, than attempting to solve the problem using just the bounding phase or regular Benders decomposition separately.« less

New bounding and decomposition approaches for MILP investment problems: Multi-area transmission and generation planning under policy constraints

DOE Office of Scientific and Technical Information (OSTI.GOV)

Munoz, F. D.; Hobbs, B. F.; Watson, J. -P.

A novel two-phase bounding and decomposition approach to compute optimal and near-optimal solutions to large-scale mixed-integer investment planning problems is proposed and it considers a large number of operating subproblems, each of which is a convex optimization. Our motivating application is the planning of power transmission and generation in which policy constraints are designed to incentivize high amounts of intermittent generation in electric power systems. The bounding phase exploits Jensen’s inequality to define a lower bound, which we extend to stochastic programs that use expected-value constraints to enforce policy objectives. The decomposition phase, in which the bounds are tightened, improvesmore » upon the standard Benders’ algorithm by accelerating the convergence of the bounds. The lower bound is tightened by using a Jensen’s inequality-based approach to introduce an auxiliary lower bound into the Benders master problem. Upper bounds for both phases are computed using a sub-sampling approach executed on a parallel computer system. Numerical results show that only the bounding phase is necessary if loose optimality gaps are acceptable. But, the decomposition phase is required to attain optimality gaps. Moreover, use of both phases performs better, in terms of convergence speed, than attempting to solve the problem using just the bounding phase or regular Benders decomposition separately.« less

Application of fuzzy system theory in addressing the presence of uncertainties

NASA Astrophysics Data System (ADS)

Yusmye, A. Y. N.; Goh, B. Y.; Adnan, N. F.; Ariffin, A. K.

2015-02-01

In this paper, the combinations of fuzzy system theory with the finite element methods are present and discuss to deal with the uncertainties. The present of uncertainties is needed to avoid for prevent the failure of the material in engineering. There are three types of uncertainties, which are stochastic, epistemic and error uncertainties. In this paper, the epistemic uncertainties have been considered. For the epistemic uncertainty, it exists as a result of incomplete information and lack of knowledge or data. Fuzzy system theory is a non-probabilistic method, and this method is most appropriate to interpret the uncertainty compared to statistical approach when the deal with the lack of data. Fuzzy system theory contains a number of processes started from converting the crisp input to fuzzy input through fuzzification process and followed by the main process known as mapping process. The term mapping here means that the logical relationship between two or more entities. In this study, the fuzzy inputs are numerically integrated based on extension principle method. In the final stage, the defuzzification process is implemented. Defuzzification is an important process to allow the conversion of the fuzzy output to crisp outputs. Several illustrative examples are given and from the simulation, the result showed that propose the method produces more conservative results comparing with the conventional finite element method.

The Neighborhood Covering Heuristic (NCH) Approach for the General Mixed Integer Programming Problem

DTIC Science & Technology

2004-02-02

5e. TASK NUMBER 5f. WORK UNIT NUMBER 7. PERFORMING ORGANIZATION NAME(S) AND ADDRESS(ES) Creative Action LLC 680 N. Portage Path Akron, OH 44303; The...University of Akron Department of Theoretical and Applied Mathematics Akron OH 44325-4002 8. PERFORMING ORGANIZATION REPORT NUMBER SF309 9...algorithm is naturally adaptable to a parallel architechture . In particular, under NCH, one could parcel out pieces of the problem to many processors

Neuro Inspired Adaptive Perception and Control for Agile Mobility of Autonomous Vehicles in Uncertain and Hostile Environments

DTIC Science & Technology

2017-02-08

Georgia Tech Research Corporation 505 Tenth Street NW Atlanta, GA 30332 -0420 ABSTRACT Final Report: MURI: Neuro-Inspired Adaptive Perception and...Conquer Strategy for Optimal Trajectory Planning via Mixed-Integer Programming, IEEE Transactions on Robotics, (12 2015): 0. doi: 10.1109/TRO...Learning Day, Microsoft Corporation , Cambridge, MA, May 18, 2015. (c) Presentations 09/06/2015 09/08/2015 125 131 Ali Borji, Dicky N. Sihite, Laurent Itti

A two-level approach to large mixed-integer programs with application to cogeneration in energy-efficient buildings

DOE PAGES

Lin, Fu; Leyffer, Sven; Munson, Todd

2016-04-12

We study a two-stage mixed-integer linear program (MILP) with more than 1 million binary variables in the second stage. We develop a two-level approach by constructing a semi-coarse model that coarsens with respect to variables and a coarse model that coarsens with respect to both variables and constraints. We coarsen binary variables by selecting a small number of prespecified on/off profiles. We aggregate constraints by partitioning them into groups and taking convex combination over each group. With an appropriate choice of coarsened profiles, the semi-coarse model is guaranteed to find a feasible solution of the original problem and hence providesmore » an upper bound on the optimal solution. We show that solving a sequence of coarse models converges to the same upper bound with proven finite steps. This is achieved by adding violated constraints to coarse models until all constraints in the semi-coarse model are satisfied. We demonstrate the effectiveness of our approach in cogeneration for buildings. Here, the coarsened models allow us to obtain good approximate solutions at a fraction of the time required by solving the original problem. Extensive numerical experiments show that the two-level approach scales to large problems that are beyond the capacity of state-of-the-art commercial MILP solvers.« less

A Mixed Integer Linear Program for Solving a Multiple Route Taxi Scheduling Problem

NASA Technical Reports Server (NTRS)

Montoya, Justin Vincent; Wood, Zachary Paul; Rathinam, Sivakumar; Malik, Waqar Ahmad

2010-01-01

Aircraft movements on taxiways at busy airports often create bottlenecks. This paper introduces a mixed integer linear program to solve a Multiple Route Aircraft Taxi Scheduling Problem. The outputs of the model are in the form of optimal taxi schedules, which include routing decisions for taxiing aircraft. The model extends an existing single route formulation to include routing decisions. An efficient comparison framework compares the multi-route formulation and the single route formulation. The multi-route model is exercised for east side airport surface traffic at Dallas/Fort Worth International Airport to determine if any arrival taxi time savings can be achieved by allowing arrivals to have two taxi routes: a route that crosses an active departure runway and a perimeter route that avoids the crossing. Results indicate that the multi-route formulation yields reduced arrival taxi times over the single route formulation only when a perimeter taxiway is used. In conditions where the departure aircraft are given an optimal and fixed takeoff sequence, accumulative arrival taxi time savings in the multi-route formulation can be as high as 3.6 hours more than the single route formulation. If the departure sequence is not optimal, the multi-route formulation results in less taxi time savings made over the single route formulation, but the average arrival taxi time is significantly decreased.

Automatic Design of Synthetic Gene Circuits through Mixed Integer Non-linear Programming

PubMed Central

Huynh, Linh; Kececioglu, John; Köppe, Matthias; Tagkopoulos, Ilias

2012-01-01

Automatic design of synthetic gene circuits poses a significant challenge to synthetic biology, primarily due to the complexity of biological systems, and the lack of rigorous optimization methods that can cope with the combinatorial explosion as the number of biological parts increases. Current optimization methods for synthetic gene design rely on heuristic algorithms that are usually not deterministic, deliver sub-optimal solutions, and provide no guaranties on convergence or error bounds. Here, we introduce an optimization framework for the problem of part selection in synthetic gene circuits that is based on mixed integer non-linear programming (MINLP), which is a deterministic method that finds the globally optimal solution and guarantees convergence in finite time. Given a synthetic gene circuit, a library of characterized parts, and user-defined constraints, our method can find the optimal selection of parts that satisfy the constraints and best approximates the objective function given by the user. We evaluated the proposed method in the design of three synthetic circuits (a toggle switch, a transcriptional cascade, and a band detector), with both experimentally constructed and synthetic promoter libraries. Scalability and robustness analysis shows that the proposed framework scales well with the library size and the solution space. The work described here is a step towards a unifying, realistic framework for the automated design of biological circuits. PMID:22536398

A two-level approach to large mixed-integer programs with application to cogeneration in energy-efficient buildings

DOE Office of Scientific and Technical Information (OSTI.GOV)

Lin, Fu; Leyffer, Sven; Munson, Todd

We study a two-stage mixed-integer linear program (MILP) with more than 1 million binary variables in the second stage. We develop a two-level approach by constructing a semi-coarse model that coarsens with respect to variables and a coarse model that coarsens with respect to both variables and constraints. We coarsen binary variables by selecting a small number of prespecified on/off profiles. We aggregate constraints by partitioning them into groups and taking convex combination over each group. With an appropriate choice of coarsened profiles, the semi-coarse model is guaranteed to find a feasible solution of the original problem and hence providesmore » an upper bound on the optimal solution. We show that solving a sequence of coarse models converges to the same upper bound with proven finite steps. This is achieved by adding violated constraints to coarse models until all constraints in the semi-coarse model are satisfied. We demonstrate the effectiveness of our approach in cogeneration for buildings. Here, the coarsened models allow us to obtain good approximate solutions at a fraction of the time required by solving the original problem. Extensive numerical experiments show that the two-level approach scales to large problems that are beyond the capacity of state-of-the-art commercial MILP solvers.« less

A duality approach for solving bounded linear programming problems with fuzzy variables based on ranking functions and its application in bounded transportation problems

NASA Astrophysics Data System (ADS)

Ebrahimnejad, Ali

2015-08-01

There are several methods, in the literature, for solving fuzzy variable linear programming problems (fuzzy linear programming in which the right-hand-side vectors and decision variables are represented by trapezoidal fuzzy numbers). In this paper, the shortcomings of some existing methods are pointed out and to overcome these shortcomings a new method based on the bounded dual simplex method is proposed to determine the fuzzy optimal solution of that kind of fuzzy variable linear programming problems in which some or all variables are restricted to lie within lower and upper bounds. To illustrate the proposed method, an application example is solved and the obtained results are given. The advantages of the proposed method over existing methods are discussed. Also, one application of this algorithm in solving bounded transportation problems with fuzzy supplies and demands is dealt with. The proposed method is easy to understand and to apply for determining the fuzzy optimal solution of bounded fuzzy variable linear programming problems occurring in real-life situations.

Population stochastic modelling (PSM)--an R package for mixed-effects models based on stochastic differential equations.

PubMed

Klim, Søren; Mortensen, Stig Bousgaard; Kristensen, Niels Rode; Overgaard, Rune Viig; Madsen, Henrik

2009-06-01

The extension from ordinary to stochastic differential equations (SDEs) in pharmacokinetic and pharmacodynamic (PK/PD) modelling is an emerging field and has been motivated in a number of articles [N.R. Kristensen, H. Madsen, S.H. Ingwersen, Using stochastic differential equations for PK/PD model development, J. Pharmacokinet. Pharmacodyn. 32 (February(1)) (2005) 109-141; C.W. Tornøe, R.V. Overgaard, H. Agersø, H.A. Nielsen, H. Madsen, E.N. Jonsson, Stochastic differential equations in NONMEM: implementation, application, and comparison with ordinary differential equations, Pharm. Res. 22 (August(8)) (2005) 1247-1258; R.V. Overgaard, N. Jonsson, C.W. Tornøe, H. Madsen, Non-linear mixed-effects models with stochastic differential equations: implementation of an estimation algorithm, J. Pharmacokinet. Pharmacodyn. 32 (February(1)) (2005) 85-107; U. Picchini, S. Ditlevsen, A. De Gaetano, Maximum likelihood estimation of a time-inhomogeneous stochastic differential model of glucose dynamics, Math. Med. Biol. 25 (June(2)) (2008) 141-155]. PK/PD models are traditionally based ordinary differential equations (ODEs) with an observation link that incorporates noise. This state-space formulation only allows for observation noise and not for system noise. Extending to SDEs allows for a Wiener noise component in the system equations. This additional noise component enables handling of autocorrelated residuals originating from natural variation or systematic model error. Autocorrelated residuals are often partly ignored in PK/PD modelling although violating the hypothesis for many standard statistical tests. This article presents a package for the statistical program R that is able to handle SDEs in a mixed-effects setting. The estimation method implemented is the FOCE(1) approximation to the population likelihood which is generated from the individual likelihoods that are approximated using the Extended Kalman Filter's one-step predictions.

Designing a Software Tool for Fuzzy Logic Programming

NASA Astrophysics Data System (ADS)

Abietar, José M.; Morcillo, Pedro J.; Moreno, Ginés

2007-12-01

Fuzzy Logic Programming is an interesting and still growing research area that agglutinates the efforts for introducing fuzzy logic into logic programming (LP), in order to incorporate more expressive resources on such languages for dealing with uncertainty and approximated reasoning. The multi-adjoint logic programming approach is a recent and extremely flexible fuzzy logic paradigm for which, unfortunately, we have not found practical tools implemented so far. In this work, we describe a prototype system which is able to directly translate fuzzy logic programs into Prolog code in order to safely execute these residual programs inside any standard Prolog interpreter in a completely transparent way for the final user. We think that the development of such fuzzy languages and programing tools might play an important role in the design of advanced software applications for computational physics, chemistry, mathematics, medicine, industrial control and so on.

Control of wavepacket dynamics in mixed alkali metal clusters by optimally shaped fs pulses

NASA Astrophysics Data System (ADS)

Bartelt, A.; Minemoto, S.; Lupulescu, C.; Vajda, Š.; Wöste, L.

We have performed adaptive feedback optimization of phase-shaped femtosecond laser pulses to control the wavepacket dynamics of small mixed alkali-metal clusters. An optimization algorithm based on Evolutionary Strategies was used to maximize the ion intensities. The optimized pulses for NaK and Na2K converged to pulse trains consisting of numerous peaks. The timing of the elements of the pulse trains corresponds to integer and half integer numbers of the vibrational periods of the molecules, reflecting the wavepacket dynamics in their excited states.

Flexible and unique representations of two-digit decimals.

PubMed

Zhang, Li; Chen, Min; Lin, Chongde; Szűcs, Denes

2014-09-01

We examined the representation of two-digit decimals through studying distance and compatibility effects in magnitude comparison tasks in four experiments. Using number pairs with different leftmost digits, we found both the second digit distance effect and compatibility effect with two-digit integers but only the second digit distance effect with two-digit pure decimals. This suggests that both integers and pure decimals are processed in a compositional manner. In contrast, neither the second digit distance effect nor the compatibility effect was observed in two-digit mixed decimals, thereby showing no evidence for compositional processing of two-digit mixed decimals. However, when the relevance of the rightmost digit processing was increased by adding some decimals pairs with the same leftmost digits, both pure and mixed decimals produced the compatibility effect. Overall, results suggest that the processing of decimals is flexible and depends on the relevance of unique digit positions. This processing mode is different from integer analysis in that two-digit mixed decimals demonstrate parallel compositional processing only when the rightmost digit is relevant. Findings suggest that people probably do not represent decimals by simply ignoring the decimal point and converting them to natural numbers. Copyright © 2014 Elsevier B.V. All rights reserved.

Robust design of (s, S) inventory policy parameters in supply chains with demand and lead time uncertainties

NASA Astrophysics Data System (ADS)

Karimi Movahed, Kamran; Zhang, Zhi-Hai

2015-09-01

Demand and lead time uncertainties have significant effects on supply chain behaviour. In this paper, we present a single-product three-level multi-period supply chain with uncertain demands and lead times by using robust techniques to study the managerial insights of the supply chain inventory system under uncertainty. We formulate this problem as a robust mixed-integer linear program with minimised expected cost and total cost variation to determine the optimal (s, S) values of the inventory parameters. Several numerical studies are performed to investigate the supply chain behaviour. Useful guidelines for the design of a robust supply chain are also provided. Results show that the order variance and the expected cost in a supply chain significantly increase when the manufacturer's review period is an integer ratio of the distributor's and the retailer's review periods.

A farm-level precision land management framework based on integer programming

PubMed Central

Li, Qi; Hu, Guiping; Jubery, Talukder Zaki; Ganapathysubramanian, Baskar

2017-01-01

Farmland management involves several planning and decision making tasks including seed selection and irrigation management. A farm-level precision farmland management model based on mixed integer linear programming is proposed in this study. Optimal decisions are designed for pre-season planning of crops and irrigation water allocation. The model captures the effect of size and shape of decision scale as well as special irrigation patterns. The authors illustrate the model with a case study on a farm in the state of California in the U.S. and show the model can capture the impact of precision farm management on profitability. The results show that threefold increase of annual net profit for farmers could be achieved by carefully choosing irrigation and seed selection. Although farmers could increase profits by applying precision management to seed or irrigation alone, profit increase is more significant if farmers apply precision management on seed and irrigation simultaneously. The proposed model can also serve as a risk analysis tool for farmers facing seasonal irrigation water limits as well as a quantitative tool to explore the impact of precision agriculture. PMID:28346499

Coordinated Control Method of Voltage and Reactive Power for Active Distribution Networks Based on Soft Open Point

DOE PAGES

Li, Peng; Ji, Haoran; Wang, Chengshan; ...

2017-03-22

The increasing penetration of distributed generators (DGs) exacerbates the risk of voltage violations in active distribution networks (ADNs). The conventional voltage regulation devices limited by the physical constraints are difficult to meet the requirement of real-time voltage and VAR control (VVC) with high precision when DGs fluctuate frequently. But, soft open point (SOP), a flexible power electronic device, can be used as the continuous reactive power source to realize the fast voltage regulation. Considering the cooperation of SOP and multiple regulation devices, this paper proposes a coordinated VVC method based on SOP for ADNs. Firstly, a time-series model of coordi-natedmore » VVC is developed to minimize operation costs and eliminate voltage violations of ADNs. Then, by applying the linearization and conic relaxation, the original nonconvex mixed-integer non-linear optimization model is converted into a mixed-integer second-order cone programming (MISOCP) model which can be efficiently solved to meet the requirement of voltage regulation rapidity. Here, we carried out some case studies on the IEEE 33-node system and IEEE 123-node system to illustrate the effectiveness of the proposed method.« less

Coordinated Control Method of Voltage and Reactive Power for Active Distribution Networks Based on Soft Open Point

DOE Office of Scientific and Technical Information (OSTI.GOV)

Li, Peng; Ji, Haoran; Wang, Chengshan

The increasing penetration of distributed generators (DGs) exacerbates the risk of voltage violations in active distribution networks (ADNs). The conventional voltage regulation devices limited by the physical constraints are difficult to meet the requirement of real-time voltage and VAR control (VVC) with high precision when DGs fluctuate frequently. But, soft open point (SOP), a flexible power electronic device, can be used as the continuous reactive power source to realize the fast voltage regulation. Considering the cooperation of SOP and multiple regulation devices, this paper proposes a coordinated VVC method based on SOP for ADNs. Firstly, a time-series model of coordi-natedmore » VVC is developed to minimize operation costs and eliminate voltage violations of ADNs. Then, by applying the linearization and conic relaxation, the original nonconvex mixed-integer non-linear optimization model is converted into a mixed-integer second-order cone programming (MISOCP) model which can be efficiently solved to meet the requirement of voltage regulation rapidity. Here, we carried out some case studies on the IEEE 33-node system and IEEE 123-node system to illustrate the effectiveness of the proposed method.« less

On unified modeling, theory, and method for solving multi-scale global optimization problems

NASA Astrophysics Data System (ADS)

Gao, David Yang

2016-10-01

A unified model is proposed for general optimization problems in multi-scale complex systems. Based on this model and necessary assumptions in physics, the canonical duality theory is presented in a precise way to include traditional duality theories and popular methods as special applications. Two conjectures on NP-hardness are proposed, which should play important roles for correctly understanding and efficiently solving challenging real-world problems. Applications are illustrated for both nonconvex continuous optimization and mixed integer nonlinear programming.

Path finding methods accounting for stoichiometry in metabolic networks

PubMed Central

2011-01-01

Graph-based methods have been widely used for the analysis of biological networks. Their application to metabolic networks has been much discussed, in particular noting that an important weakness in such methods is that reaction stoichiometry is neglected. In this study, we show that reaction stoichiometry can be incorporated into path-finding approaches via mixed-integer linear programming. This major advance at the modeling level results in improved prediction of topological and functional properties in metabolic networks. PMID:21619601

Optimal planning of co-firing alternative fuels with coal in a power plant by grey nonlinear mixed integer programming model.

PubMed

Ko, Andi Setiady; Chang, Ni-Bin

2008-07-01

Energy supply and use is of fundamental importance to society. Although the interactions between energy and environment were originally local in character, they have now widened to cover regional and global issues, such as acid rain and the greenhouse effect. It is for this reason that there is a need for covering the direct and indirect economic and environmental impacts of energy acquisition, transport, production and use. In this paper, particular attention is directed to ways of resolving conflict between economic and environmental goals by encouraging a power plant to consider co-firing biomass and refuse-derived fuel (RDF) with coal simultaneously. It aims at reducing the emission level of sulfur dioxide (SO(2)) in an uncertain environment, using the power plant in Michigan City, Indiana as an example. To assess the uncertainty by a comparative way both deterministic and grey nonlinear mixed integer programming (MIP) models were developed to minimize the net operating cost with respect to possible fuel combinations. It aims at generating the optimal portfolio of alternative fuels while maintaining the same electricity generation simultaneously. To ease the solution procedure stepwise relaxation algorithm was developed for solving the grey nonlinear MIP model. Breakeven alternative fuel value can be identified in the post-optimization stage for decision-making. Research findings show that the inclusion of RDF does not exhibit comparative advantage in terms of the net cost, albeit relatively lower air pollution impact. Yet it can be sustained by a charge system, subsidy program, or emission credit as the price of coal increases over time.

Modelling with Integer Variables.

DTIC Science & Technology

1984-01-01

Computational Comparison of * ’Equivalent’ Mixed Integer Formulations," Naval Research Logistics Quarterly 28 (1981), pp. 115- 131 . 39. R. R, Meyer and...jE(i) 3 K ".- .e I " Z A . .,.. x jCI (i) IJ ~s ;:. ... i=I 1 1X. integer A- k . . . . . . . . . . . ... . ... . . . . . . . . . o...be such that Z X.. = 1 andIfxCi’e k jcI (i) 11 13 kx m). *x + E okv . Then by putting Xil and X.=O for j* i, j£I(i) kE (2.3.4) holds. Hence S’ Pi" As

Using genetic algorithm to solve a new multi-period stochastic optimization model

NASA Astrophysics Data System (ADS)

Zhang, Xin-Li; Zhang, Ke-Cun

2009-09-01

This paper presents a new asset allocation model based on the CVaR risk measure and transaction costs. Institutional investors manage their strategic asset mix over time to achieve favorable returns subject to various uncertainties, policy and legal constraints, and other requirements. One may use a multi-period portfolio optimization model in order to determine an optimal asset mix. Recently, an alternative stochastic programming model with simulated paths was proposed by Hibiki [N. Hibiki, A hybrid simulation/tree multi-period stochastic programming model for optimal asset allocation, in: H. Takahashi, (Ed.) The Japanese Association of Financial Econometrics and Engineering, JAFFE Journal (2001) 89-119 (in Japanese); N. Hibiki A hybrid simulation/tree stochastic optimization model for dynamic asset allocation, in: B. Scherer (Ed.), Asset and Liability Management Tools: A Handbook for Best Practice, Risk Books, 2003, pp. 269-294], which was called a hybrid model. However, the transaction costs weren't considered in that paper. In this paper, we improve Hibiki's model in the following aspects: (1) The risk measure CVaR is introduced to control the wealth loss risk while maximizing the expected utility; (2) Typical market imperfections such as short sale constraints, proportional transaction costs are considered simultaneously. (3) Applying a genetic algorithm to solve the resulting model is discussed in detail. Numerical results show the suitability and feasibility of our methodology.

Ubiquitous Multicriteria Clinic Recommendation System.

PubMed

Chen, Toly

2016-05-01

Advancements in information, communication, and sensor technologies have led to new opportunities in medical care and education. Patients in general prefer visiting the nearest clinic, attempt to avoid waiting for treatment, and have unequal preferences for different clinics and doctors. Therefore, to enable patients to compare multiple clinics, this study proposes a ubiquitous multicriteria clinic recommendation system. In this system, patients can send requests through their cell phones to the system server to obtain a clinic recommendation. Once the patient sends this information to the system, the system server first estimates the patient's speed according to the detection results of a global positioning system. It then applies a fuzzy integer nonlinear programming-ordered weighted average approach to assess four criteria and finally recommends a clinic with maximal utility to the patient. The proposed methodology was tested in a field experiment, and the experimental results showed that it is advantageous over two existing methods in elevating the utilities of recommendations. In addition, such an advantage was shown to be statistically significant.

Application of fuzzy system theory in addressing the presence of uncertainties

DOE Office of Scientific and Technical Information (OSTI.GOV)

Yusmye, A. Y. N.; Goh, B. Y.; Adnan, N. F.

In this paper, the combinations of fuzzy system theory with the finite element methods are present and discuss to deal with the uncertainties. The present of uncertainties is needed to avoid for prevent the failure of the material in engineering. There are three types of uncertainties, which are stochastic, epistemic and error uncertainties. In this paper, the epistemic uncertainties have been considered. For the epistemic uncertainty, it exists as a result of incomplete information and lack of knowledge or data. Fuzzy system theory is a non-probabilistic method, and this method is most appropriate to interpret the uncertainty compared to statisticalmore » approach when the deal with the lack of data. Fuzzy system theory contains a number of processes started from converting the crisp input to fuzzy input through fuzzification process and followed by the main process known as mapping process. The term mapping here means that the logical relationship between two or more entities. In this study, the fuzzy inputs are numerically integrated based on extension principle method. In the final stage, the defuzzification process is implemented. Defuzzification is an important process to allow the conversion of the fuzzy output to crisp outputs. Several illustrative examples are given and from the simulation, the result showed that propose the method produces more conservative results comparing with the conventional finite element method.« less

Genetic Algorithm for Solving Fuzzy Shortest Path Problem in a Network with mixed fuzzy arc lengths

NASA Astrophysics Data System (ADS)

Mahdavi, Iraj; Tajdin, Ali; Hassanzadeh, Reza; Mahdavi-Amiri, Nezam; Shafieian, Hosna

2011-06-01

We are concerned with the design of a model and an algorithm for computing a shortest path in a network having various types of fuzzy arc lengths. First, we develop a new technique for the addition of various fuzzy numbers in a path using α -cuts by proposing a linear least squares model to obtain membership functions for the considered additions. Then, using a recently proposed distance function for comparison of fuzzy numbers. we propose a new approach to solve the fuzzy APSPP using of genetic algorithm. Examples are worked out to illustrate the applicability of the proposed model.

Stochastic multiresonance in coupled excitable FHN neurons

NASA Astrophysics Data System (ADS)

Li, Huiyan; Sun, Xiaojuan; Xiao, Jinghua

2018-04-01

In this paper, effects of noise on Watts-Strogatz small-world neuronal networks, which are stimulated by a subthreshold signal, have been investigated. With the numerical simulations, it is surprisingly found that there exist several optimal noise intensities at which the subthreshold signal can be detected efficiently. This indicates the occurrence of stochastic multiresonance in the studied neuronal networks. Moreover, it is revealed that the occurrence of stochastic multiresonance has close relationship with the period of subthreshold signal Te and the noise-induced mean period of the neuronal networks T0. In detail, we find that noise could induce the neuronal networks to generate stochastic resonance for M times if Te is not very large and falls into the interval ( M × T 0 , ( M + 1 ) × T 0 ) with M being a positive integer. In real neuronal system, subthreshold signal detection is very meaningful. Thus, the obtained results in this paper could give some important implications on detecting subthreshold signal and propagating neuronal information in neuronal systems.

A Stochastic-Variational Model for Soft Mumford-Shah Segmentation

PubMed Central

2006-01-01

In contemporary image and vision analysis, stochastic approaches demonstrate great flexibility in representing and modeling complex phenomena, while variational-PDE methods gain enormous computational advantages over Monte Carlo or other stochastic algorithms. In combination, the two can lead to much more powerful novel models and efficient algorithms. In the current work, we propose a stochastic-variational model for soft (or fuzzy) Mumford-Shah segmentation of mixture image patterns. Unlike the classical hard Mumford-Shah segmentation, the new model allows each pixel to belong to each image pattern with some probability. Soft segmentation could lead to hard segmentation, and hence is more general. The modeling procedure, mathematical analysis on the existence of optimal solutions, and computational implementation of the new model are explored in detail, and numerical examples of both synthetic and natural images are presented. PMID:23165059

A mathematical model for maximizing the value of phase 3 drug development portfolios incorporating budget constraints and risk.

PubMed

Patel, Nitin R; Ankolekar, Suresh; Antonijevic, Zoran; Rajicic, Natasa

2013-05-10

We describe a value-driven approach to optimizing pharmaceutical portfolios. Our approach incorporates inputs from research and development and commercial functions by simultaneously addressing internal and external factors. This approach differentiates itself from current practices in that it recognizes the impact of study design parameters, sample size in particular, on the portfolio value. We develop an integer programming (IP) model as the basis for Bayesian decision analysis to optimize phase 3 development portfolios using expected net present value as the criterion. We show how this framework can be used to determine optimal sample sizes and trial schedules to maximize the value of a portfolio under budget constraints. We then illustrate the remarkable flexibility of the IP model to answer a variety of 'what-if' questions that reflect situations that arise in practice. We extend the IP model to a stochastic IP model to incorporate uncertainty in the availability of drugs from earlier development phases for phase 3 development in the future. We show how to use stochastic IP to re-optimize the portfolio development strategy over time as new information accumulates and budget changes occur. Copyright © 2013 John Wiley & Sons, Ltd.

Performance Analysis of Stop-Skipping Scheduling Plans in Rail Transit under Time-Dependent Demand

PubMed Central

Cao, Zhichao; Yuan, Zhenzhou; Zhang, Silin

2016-01-01

Stop-skipping is a key method for alleviating congestion in rail transit, where schedules are sometimes difficult to implement. Several mechanisms have been proposed and analyzed in the literature, but very few performance comparisons are available. This study formulated train choice behavior estimation into the model considering passengers’ perception. If a passenger’s train path can be identified, this information would be useful for improving the stop-skipping schedule service. Multi-performance is a key characteristic of our proposed five stop-skipping schedules, but quantified analysis can be used to illustrate the different effects of well-known deterministic and stochastic forms. Problems in the novel category of forms were justified in the context of a single line rather than transit network. We analyzed four deterministic forms based on the well-known A/B stop-skipping operating strategy. A stochastic form was innovatively modeled as a binary integer programming problem. We present a performance analysis of our proposed model to demonstrate that stop-skipping can feasibly be used to improve the service of passengers and enhance the elasticity of train operations under demand variations along with an explicit parametric discussion. PMID:27420087

Performance Analysis of Stop-Skipping Scheduling Plans in Rail Transit under Time-Dependent Demand.

PubMed

Cao, Zhichao; Yuan, Zhenzhou; Zhang, Silin

2016-07-13

Stop-skipping is a key method for alleviating congestion in rail transit, where schedules are sometimes difficult to implement. Several mechanisms have been proposed and analyzed in the literature, but very few performance comparisons are available. This study formulated train choice behavior estimation into the model considering passengers' perception. If a passenger's train path can be identified, this information would be useful for improving the stop-skipping schedule service. Multi-performance is a key characteristic of our proposed five stop-skipping schedules, but quantified analysis can be used to illustrate the different effects of well-known deterministic and stochastic forms. Problems in the novel category of forms were justified in the context of a single line rather than transit network. We analyzed four deterministic forms based on the well-known A/B stop-skipping operating strategy. A stochastic form was innovatively modeled as a binary integer programming problem. We present a performance analysis of our proposed model to demonstrate that stop-skipping can feasibly be used to improve the service of passengers and enhance the elasticity of train operations under demand variations along with an explicit parametric discussion.

DOE Office of Scientific and Technical Information (OSTI.GOV)

Zhang, Xiaohu; Shi, Di; Wang, Zhiwei

Shunt FACTS devices, such as, a Static Var Compensator (SVC), are capable of providing local reactive power compensation. They are widely used in the network to reduce the real power loss and improve the voltage profile. This paper proposes a planning model based on mixed integer conic programming (MICP) to optimally allocate SVCs in the transmission network considering load uncertainty. The load uncertainties are represented by a number of scenarios. Reformulation and linearization techniques are utilized to transform the original non-convex model into a convex second order cone programming (SOCP) model. Numerical case studies based on the IEEE 30-bus systemmore » demonstrate the effectiveness of the proposed planning model.« less

The use of integer programming to select bulls across breeding companies with volume price discounts.

PubMed

McConnel, M B; Galligan, D T

2004-10-01

Optimization programs are currently used to aid in the selection of bulls to be used in herd breeding programs. While these programs offer a systematic approach to the problem of semen selection, they ignore the impact of volume discounts. Volume discounts are discounts that vary depending on the number of straws purchased. The dynamic nature of volume discounts means that, in order to be adequately accounted for, they must be considered in the optimization routine. Failing to do this creates a missed economic opportunity because the potential benefits of optimally selecting and combining breeding company discount opportunities are not captured. To address these issues, an integer program was created which used binary decision variables to incorporate the effects of quantity discounts into the optimization program. A consistent set of trait criteria was used to select a group of bulls from 3 sample breeding companies. Three different selection programs were used to select the bulls, 2 traditional methods and the integer method. After the discounts were applied using each method, the integer program resulted in the lowest cost portfolio of bulls. A sensitivity analysis showed that the integer program also resulted in a low cost portfolio when the genetic trait goals were changed to be more or less stringent. In the sample application, a net benefit of the new approach over the traditional approaches was a 12.3 to 20.0% savings in semen cost.

Train repathing in emergencies based on fuzzy linear programming.

PubMed

Meng, Xuelei; Cui, Bingmou

2014-01-01

Train pathing is a typical problem which is to assign the train trips on the sets of rail segments, such as rail tracks and links. This paper focuses on the train pathing problem, determining the paths of the train trips in emergencies. We analyze the influencing factors of train pathing, such as transferring cost, running cost, and social adverse effect cost. With the overall consideration of the segment and station capability constraints, we build the fuzzy linear programming model to solve the train pathing problem. We design the fuzzy membership function to describe the fuzzy coefficients. Furthermore, the contraction-expansion factors are introduced to contract or expand the value ranges of the fuzzy coefficients, coping with the uncertainty of the value range of the fuzzy coefficients. We propose a method based on triangular fuzzy coefficient and transfer the train pathing (fuzzy linear programming model) to a determinate linear model to solve the fuzzy linear programming problem. An emergency is supposed based on the real data of the Beijing-Shanghai Railway. The model in this paper was solved and the computation results prove the availability of the model and efficiency of the algorithm.

Constrained spacecraft reorientation using mixed integer convex programming

NASA Astrophysics Data System (ADS)

Tam, Margaret; Glenn Lightsey, E.

2016-10-01

A constrained attitude guidance (CAG) system is developed using convex optimization to autonomously achieve spacecraft pointing objectives while meeting the constraints imposed by on-board hardware. These constraints include bounds on the control input and slew rate, as well as pointing constraints imposed by the sensors. The pointing constraints consist of inclusion and exclusion cones that dictate permissible orientations of the spacecraft in order to keep objects in or out of the field of view of the sensors. The optimization scheme drives a body vector towards a target inertial vector along a trajectory that consists solely of permissible orientations in order to achieve the desired attitude for a given mission mode. The non-convex rotational kinematics are handled by discretization, which also ensures that the quaternion stays unity norm. In order to guarantee an admissible path, the pointing constraints are relaxed. Depending on how strict the pointing constraints are, the degree of relaxation is tuneable. The use of binary variables permits the inclusion of logical expressions in the pointing constraints in the case that a set of sensors has redundancies. The resulting mixed integer convex programming (MICP) formulation generates a steering law that can be easily integrated into an attitude determination and control (ADC) system. A sample simulation of the system is performed for the Bevo-2 satellite, including disturbance torques and actuator dynamics which are not modeled by the controller. Simulation results demonstrate the robustness of the system to disturbances while meeting the mission requirements with desirable performance characteristics.

Robust automated mass spectra interpretation and chemical formula calculation using mixed integer linear programming.

PubMed

Baran, Richard; Northen, Trent R

2013-10-15

Untargeted metabolite profiling using liquid chromatography and mass spectrometry coupled via electrospray ionization is a powerful tool for the discovery of novel natural products, metabolic capabilities, and biomarkers. However, the elucidation of the identities of uncharacterized metabolites from spectral features remains challenging. A critical step in the metabolite identification workflow is the assignment of redundant spectral features (adducts, fragments, multimers) and calculation of the underlying chemical formula. Inspection of the data by experts using computational tools solving partial problems (e.g., chemical formula calculation for individual ions) can be performed to disambiguate alternative solutions and provide reliable results. However, manual curation is tedious and not readily scalable or standardized. Here we describe an automated procedure for the robust automated mass spectra interpretation and chemical formula calculation using mixed integer linear programming optimization (RAMSI). Chemical rules among related ions are expressed as linear constraints and both the spectra interpretation and chemical formula calculation are performed in a single optimization step. This approach is unbiased in that it does not require predefined sets of neutral losses and positive and negative polarity spectra can be combined in a single optimization. The procedure was evaluated with 30 experimental mass spectra and was found to effectively identify the protonated or deprotonated molecule ([M + H](+) or [M - H](-)) while being robust to the presence of background ions. RAMSI provides a much-needed standardized tool for interpreting ions for subsequent identification in untargeted metabolomics workflows.

A mixed-integer linear programming approach to the reduction of genome-scale metabolic networks.

PubMed

Röhl, Annika; Bockmayr, Alexander

2017-01-03

Constraint-based analysis has become a widely used method to study metabolic networks. While some of the associated algorithms can be applied to genome-scale network reconstructions with several thousands of reactions, others are limited to small or medium-sized models. In 2015, Erdrich et al. introduced a method called NetworkReducer, which reduces large metabolic networks to smaller subnetworks, while preserving a set of biological requirements that can be specified by the user. Already in 2001, Burgard et al. developed a mixed-integer linear programming (MILP) approach for computing minimal reaction sets under a given growth requirement. Here we present an MILP approach for computing minimum subnetworks with the given properties. The minimality (with respect to the number of active reactions) is not guaranteed by NetworkReducer, while the method by Burgard et al. does not allow specifying the different biological requirements. Our procedure is about 5-10 times faster than NetworkReducer and can enumerate all minimum subnetworks in case there exist several ones. This allows identifying common reactions that are present in all subnetworks, and reactions appearing in alternative pathways. Applying complex analysis methods to genome-scale metabolic networks is often not possible in practice. Thus it may become necessary to reduce the size of the network while keeping important functionalities. We propose a MILP solution to this problem. Compared to previous work, our approach is more efficient and allows computing not only one, but even all minimum subnetworks satisfying the required properties.

An integrated modeling approach to support management decisions of coupled groundwater-agricultural systems under multiple uncertainties

NASA Astrophysics Data System (ADS)

Hagos Subagadis, Yohannes; Schütze, Niels; Grundmann, Jens

2015-04-01

The planning and implementation of effective water resources management strategies need an assessment of multiple (physical, environmental, and socio-economic) issues, and often requires new research in which knowledge of diverse disciplines are combined in a unified methodological and operational frameworks. Such integrative research to link different knowledge domains faces several practical challenges. Such complexities are further compounded by multiple actors frequently with conflicting interests and multiple uncertainties about the consequences of potential management decisions. A fuzzy-stochastic multiple criteria decision analysis tool was developed in this study to systematically quantify both probabilistic and fuzzy uncertainties associated with complex hydrosystems management. It integrated physical process-based models, fuzzy logic, expert involvement and stochastic simulation within a general framework. Subsequently, the proposed new approach is applied to a water-scarce coastal arid region water management problem in northern Oman, where saltwater intrusion into a coastal aquifer due to excessive groundwater extraction for irrigated agriculture has affected the aquifer sustainability, endangering associated socio-economic conditions as well as traditional social structure. Results from the developed method have provided key decision alternatives which can serve as a platform for negotiation and further exploration. In addition, this approach has enabled to systematically quantify both probabilistic and fuzzy uncertainties associated with the decision problem. Sensitivity analysis applied within the developed tool has shown that the decision makers' risk aversion and risk taking attitude may yield in different ranking of decision alternatives. The developed approach can be applied to address the complexities and uncertainties inherent in water resources systems to support management decisions, while serving as a platform for stakeholder participation.

Underground Lead-Zinc Mine Production Planning Using Fuzzy Stochastic Inventory Policy / Planowanie Wydobycia Cynku I Ołowiu W Kopalniach Podziemnych Z Wykorzystaniem Podejścia Stochastycznego Z Elementami Logiki Rozmytej Do Określania Niezbędnego Poziomu Zapasów

NASA Astrophysics Data System (ADS)

Gligoric, Zoran; Beljic, Cedomir; Gluscevic, Branko; Cvijovic, Cedomir

2015-03-01

Methodology for long-term underground lead-zinc mine planning based on fuzzy inventory theory is presented in this paper. We developed a fuzzy stochastic model of inventory control problem for planning lead-zinc ore production under uncertainty. The final purpose of this article is to find the optimal quantity of mined ore that should be stockpiled, in order to enable "feeding" of mineral processing plant in cases when the production in underground mine is interrupted, by using Possibilistic mean value of fuzzy number for defuzzing the fuzzy total annual inventory costs, and by using Extension of the Lagrangean method for solving inequality constrain problem. The different types of costs involved in mined ore inventory problems affect the efficiency of production scheduling. Dynamic nature of lead and zinc metal price is described by Ornstein-Uhlenbeck stochastic mean reverting process. The model is illustrated with a numerical example. W pracy przedstawiono metodologię długoterminowego wydobycia cynku i ołowiu w kopalniach podziemnych z wykorzystaniem podejścia stochastycznego z elementami logiki rozmytej do określania wymaganego poziomu zapasów. Opracowaliśmy model stochastyczny z wykorzystaniem elementów logiki rozmytej do kontroli zapasów w planowaniu wydobycia cynku i ołowiu w warunkach niepewności. Celem końcowym pracy jest określenie optymalnej ilości wydobywanej rudy, którą należy zachować jako zapas tak aby zapewnić odpowiednie jej dostawy do zakładu przeróbczego nawet w przypadku przerwania wydobycia w kopalni podziemnej, opierając się na posybilistycznej wartości średniej liczby rozmytej i wyostrzeniu całkowitych rocznych kosztów zapasów. Wykorzystano także rozszerzenie metody Lagrange'a do rozwiązywania problemu więzów w nierówności. Różnorakie koszty związane ze składowaniem zapasów wydobywanej rudy mają wpływ na wydajność planowanej produkcji. Dynamiczne zmiany cen cynku i ołowiu zostały określone z wykorzystaniem rewersji średniej stochastycznej, w pracy Ornsteina-Uhlenbecka. Zaprezentowano przykład numeryczny jako ilustrację modelu.

An enhanced reliability-oriented workforce planning model for process industry using combined fuzzy goal programming and differential evolution approach

NASA Astrophysics Data System (ADS)

Ighravwe, D. E.; Oke, S. A.; Adebiyi, K. A.

2018-03-01

This paper draws on the "human reliability" concept as a structure for gaining insight into the maintenance workforce assessment in a process industry. Human reliability hinges on developing the reliability of humans to a threshold that guides the maintenance workforce to execute accurate decisions within the limits of resources and time allocations. This concept offers a worthwhile point of deviation to encompass three elegant adjustments to literature model in terms of maintenance time, workforce performance and return-on-workforce investments. These fully explain the results of our influence. The presented structure breaks new grounds in maintenance workforce theory and practice from a number of perspectives. First, we have successfully implemented fuzzy goal programming (FGP) and differential evolution (DE) techniques for the solution of optimisation problem in maintenance of a process plant for the first time. The results obtained in this work showed better quality of solution from the DE algorithm compared with those of genetic algorithm and particle swarm optimisation algorithm, thus expressing superiority of the proposed procedure over them. Second, the analytical discourse, which was framed on stochastic theory, focusing on specific application to a process plant in Nigeria is a novelty. The work provides more insights into maintenance workforce planning during overhaul rework and overtime maintenance activities in manufacturing systems and demonstrated capacity in generating substantially helpful information for practice.

Fuzzy expert systems using CLIPS

NASA Technical Reports Server (NTRS)

Le, Thach C.

1994-01-01

This paper describes a CLIPS-based fuzzy expert system development environment called FCLIPS and illustrates its application to the simulated cart-pole balancing problem. FCLIPS is a straightforward extension of CLIPS without any alteration to the CLIPS internal structures. It makes use of the object-oriented and module features in CLIPS version 6.0 for the implementation of fuzzy logic concepts. Systems of varying degrees of mixed Boolean and fuzzy rules can be implemented in CLIPS. Design and implementation issues of FCLIPS will also be discussed.

Abrasive slurry jet cutting model based on fuzzy relations

NASA Astrophysics Data System (ADS)

Qiang, C. H.; Guo, C. W.

2017-12-01

The cutting process of pre-mixed abrasive slurry or suspension jet (ASJ) is a complex process affected by many factors, and there is a highly nonlinear relationship between the cutting parameters and cutting quality. In this paper, guided by fuzzy theory, the fuzzy cutting model of ASJ was developed. In the modeling of surface roughness, the upper surface roughness prediction model and the lower surface roughness prediction model were established respectively. The adaptive fuzzy inference system combines the learning mechanism of neural networks and the linguistic reasoning ability of the fuzzy system, membership functions, and fuzzy rules are obtained by adaptive adjustment. Therefore, the modeling process is fast and effective. In this paper, the ANFIS module of MATLAB fuzzy logic toolbox was used to establish the fuzzy cutting model of ASJ, which is found to be quite instrumental to ASJ cutting applications.

Scenario analysis of carbon emissions' anti-driving effect on Qingdao's energy structure adjustment with an optimization model, Part II: Energy system planning and management.

PubMed

Wu, C B; Huang, G H; Liu, Z P; Zhen, J L; Yin, J G

2017-03-01

In this study, an inexact multistage stochastic mixed-integer programming (IMSMP) method was developed for supporting regional-scale energy system planning (EPS) associated with multiple uncertainties presented as discrete intervals, probability distributions and their combinations. An IMSMP-based energy system planning (IMSMP-ESP) model was formulated for Qingdao to demonstrate its applicability. Solutions which can provide optimal patterns of energy resources generation, conversion, transmission, allocation and facility capacity expansion schemes have been obtained. The results can help local decision makers generate cost-effective energy system management schemes and gain a comprehensive tradeoff between economic objectives and environmental requirements. Moreover, taking the CO 2 emissions scenarios mentioned in Part I into consideration, the anti-driving effect of carbon emissions on energy structure adjustment was studied based on the developed model and scenario analysis. Several suggestions can be concluded from the results: (a) to ensure the smooth realization of low-carbon and sustainable development, appropriate price control and fiscal subsidy on high-cost energy resources should be considered by the decision-makers; (b) compared with coal, natural gas utilization should be strongly encouraged in order to insure that Qingdao could reach the carbon discharges peak value in 2020; (c) to guarantee Qingdao's power supply security in the future, the construction of new power plants should be emphasised instead of enhancing the transmission capacity of grid infrastructure. Copyright © 2016 Elsevier Ltd. All rights reserved.

Environmental hedging: A theory and method for reconciling reservoir operations for downstream ecology and water supply

NASA Astrophysics Data System (ADS)

Adams, L. E.; Lund, J. R.; Moyle, P. B.; Quiñones, R. M.; Herman, J. D.; O'Rear, T. A.

2017-09-01

Building reservoir release schedules to manage engineered river systems can involve costly trade-offs between storing and releasing water. As a result, the design of release schedules requires metrics that quantify the benefit and damages created by releases to the downstream ecosystem. Such metrics should support making operational decisions under uncertain hydrologic conditions, including drought and flood seasons. This study addresses this need and develops a reservoir operation rule structure and method to maximize downstream environmental benefit while meeting human water demands. The result is a general approach for hedging downstream environmental objectives. A multistage stochastic mixed-integer nonlinear program with Markov Chains, identifies optimal "environmental hedging," releases to maximize environmental benefits subject to probabilistic seasonal hydrologic conditions, current, past, and future environmental demand, human water supply needs, infrastructure limitations, population dynamics, drought storage protection, and the river's carrying capacity. Environmental hedging "hedges bets" for drought by reducing releases for fish, sometimes intentionally killing some fish early to reduce the likelihood of large fish kills and storage crises later. This approach is applied to Folsom reservoir in California to support survival of fall-run Chinook salmon in the lower American River for a range of carryover and initial storage cases. Benefit is measured in terms of fish survival; maintaining self-sustaining native fish populations is a significant indicator of ecosystem function. Environmental hedging meets human demand and outperforms other operating rules, including the current Folsom operating strategy, based on metrics of fish extirpation and water supply reliability.

Optimization of Emissions Sensor Networks Incorporating Tradeoffs Between Different Sensor Technologies

NASA Astrophysics Data System (ADS)

Nicholson, B.; Klise, K. A.; Laird, C. D.; Ravikumar, A. P.; Brandt, A. R.

2017-12-01

In order to comply with current and future methane emissions regulations, natural gas producers must develop emissions monitoring strategies for their facilities. In addition, regulators must develop air monitoring strategies over wide areas incorporating multiple facilities. However, in both of these cases, only a limited number of sensors can be deployed. With a wide variety of sensors to choose from in terms of cost, precision, accuracy, spatial coverage, location, orientation, and sampling frequency, it is difficult to design robust monitoring strategies for different scenarios while systematically considering the tradeoffs between different sensor technologies. In addition, the geography, weather, and other site specific conditions can have a large impact on the performance of a sensor network. In this work, we demonstrate methods for calculating optimal sensor networks. Our approach can incorporate tradeoffs between vastly different sensor technologies, optimize over typical wind conditions for a particular area, and consider different objectives such as time to detection or geographic coverage. We do this by pre-computing site specific scenarios and using them as input to a mixed-integer, stochastic programming problem that solves for a sensor network that maximizes the effectiveness of the detection program. Our methods and approach have been incorporated within an open source Python package called Chama with the goal of providing facility operators and regulators with tools for designing more effective and efficient monitoring systems. Sandia National Laboratories is a multi-mission laboratory managed and operated by National Technology and Engineering Solutions of Sandia, LLC., a wholly owned subsidiary of Honeywell International, Inc., for the U.S. Department of Energys National Nuclear Security Administration under contract DE-NA0003525.

A Structural Weight Estimation Program (SWEEP) for Aircraft. Volume 11 - Flexible Airloads Stand-Alone Program

DTIC Science & Technology

1974-06-01

stiffness, lb-in. I Integer used to designate wing strip number 2 I Airplanw pitching moment of inertia, slug ft 2 I Airplane yawing moment of inertia...slug ft J Integer used to designated wing-loading distribution, i.e., J-l, loading due to angle of attack J=2> loading due to flap deflection J-3...moment at intersection of load reference line and body interface station (for vertical tail), in.-lb Integer used to designate type of wing airload

A Mixed Integer Efficient Global Optimization Framework: Applied to the Simultaneous Aircraft Design, Airline Allocation and Revenue Management Problem

NASA Astrophysics Data System (ADS)

Roy, Satadru

Traditional approaches to design and optimize a new system, often, use a system-centric objective and do not take into consideration how the operator will use this new system alongside of other existing systems. This "hand-off" between the design of the new system and how the new system operates alongside other systems might lead to a sub-optimal performance with respect to the operator-level objective. In other words, the system that is optimal for its system-level objective might not be best for the system-of-systems level objective of the operator. Among the few available references that describe attempts to address this hand-off, most follow an MDO-motivated subspace decomposition approach of first designing a very good system and then provide this system to the operator who decides the best way to use this new system along with the existing systems. The motivating example in this dissertation presents one such similar problem that includes aircraft design, airline operations and revenue management "subspaces". The research here develops an approach that could simultaneously solve these subspaces posed as a monolithic optimization problem. The monolithic approach makes the problem a Mixed Integer/Discrete Non-Linear Programming (MINLP/MDNLP) problem, which are extremely difficult to solve. The presence of expensive, sophisticated engineering analyses further aggravate the problem. To tackle this challenge problem, the work here presents a new optimization framework that simultaneously solves the subspaces to capture the "synergism" in the problem that the previous decomposition approaches may not have exploited, addresses mixed-integer/discrete type design variables in an efficient manner, and accounts for computationally expensive analysis tools. The framework combines concepts from efficient global optimization, Kriging partial least squares, and gradient-based optimization. This approach then demonstrates its ability to solve an 11 route airline network problem consisting of 94 decision variables including 33 integer and 61 continuous type variables. This application problem is a representation of an interacting group of systems and provides key challenges to the optimization framework to solve the MINLP problem, as reflected by the presence of a moderate number of integer and continuous type design variables and expensive analysis tool. The result indicates simultaneously solving the subspaces could lead to significant improvement in the fleet-level objective of the airline when compared to the previously developed sequential subspace decomposition approach. In developing the approach to solve the MINLP/MDNLP challenge problem, several test problems provided the ability to explore performance of the framework. While solving these test problems, the framework showed that it could solve other MDNLP problems including categorically discrete variables, indicating that the framework could have broader application than the new aircraft design-fleet allocation-revenue management problem.

A fuzzy chance-constrained programming model with type 1 and type 2 fuzzy sets for solid waste management under uncertainty

NASA Astrophysics Data System (ADS)

Ma, Xiaolin; Ma, Chi; Wan, Zhifang; Wang, Kewei

2017-06-01

Effective management of municipal solid waste (MSW) is critical for urban planning and development. This study aims to develop an integrated type 1 and type 2 fuzzy sets chance-constrained programming (ITFCCP) model for tackling regional MSW management problem under a fuzzy environment, where waste generation amounts are supposed to be type 2 fuzzy variables and treated capacities of facilities are assumed to be type 1 fuzzy variables. The evaluation and expression of uncertainty overcome the drawbacks in describing fuzzy possibility distributions as oversimplified forms. The fuzzy constraints are converted to their crisp equivalents through chance-constrained programming under the same or different confidence levels. Regional waste management of the City of Dalian, China, was used as a case study for demonstration. The solutions under various confidence levels reflect the trade-off between system economy and reliability. It is concluded that the ITFCCP model is capable of helping decision makers to generate reasonable waste-allocation alternatives under uncertainties.

Finding fixed satellite service orbital allotments with a k-permutation algorithm

NASA Technical Reports Server (NTRS)

Reilly, Charles H.; Mount-Campbell, Clark A.; Gonsalvez, David J. A.

1990-01-01

A satellite system synthesis problem, the satellite location problem (SLP), is addressed. In SLP, orbital locations (longitudes) are allotted to geostationary satellites in the fixed satellite service. A linear mixed-integer programming model is presented that views SLP as a combination of two problems: the problem of ordering the satellites and the problem of locating the satellites given some ordering. A special-purpose heuristic procedure, a k-permutation algorithm, has been developed to find solutions to SLPs. Solutions to small sample problems are presented and analyzed on the basis of calculated interferences.

Simulation and Mixed Integer Linear Programming Models for Analysis of Semi-Automated Mail Processing

DTIC Science & Technology

1989-12-01

Sincere appreciation is deserved by Geraldo Veiga , Department of Industrial Engineering and Operations Research, at the University of California, Berkeley...Convergence 124 Veiga , University of California, Berkeley, must be credited with applying the MINOS code to our GMF-A problems). MINOS is a FORTRAN...placed in cart ACT,O,,TS23; and if the cart is full, an ACT,O,LSN8l3CARr.GE.LSMBl3FULL,TS24; entity is sent to TS24 to ACr,O,,TT fl ; empty the cart

Analysis, Evaluation and Improvement of Sequential Single-Item Auctions for the Cooperative Real-Time Allocation of Tasks

DTIC Science & Technology

2013-03-30

Abstract: We study multi-robot routing problems (MR- LDR ) where a team of robots has to visit a set of given targets with linear decreasing rewards over...time, such as required for the delivery of goods to rescue sites after disasters. The objective of MR- LDR is to find an assignment of targets to...We develop a mixed integer program that solves MR- LDR optimally with a flow-type formulation and can be solved faster than the standard TSP-type

Bimodal fuzzy analytic hierarchy process (BFAHP) for coronary heart disease risk assessment.

PubMed

Sabahi, Farnaz

2018-04-04

Rooted deeply in medical multiple criteria decision-making (MCDM), risk assessment is very important especially when applied to the risk of being affected by deadly diseases such as coronary heart disease (CHD). CHD risk assessment is a stochastic, uncertain, and highly dynamic process influenced by various known and unknown variables. In recent years, there has been a great interest in fuzzy analytic hierarchy process (FAHP), a popular methodology for dealing with uncertainty in MCDM. This paper proposes a new FAHP, bimodal fuzzy analytic hierarchy process (BFAHP) that augments two aspects of knowledge, probability and validity, to fuzzy numbers to better deal with uncertainty. In BFAHP, fuzzy validity is computed by aggregating the validities of relevant risk factors based on expert knowledge and collective intelligence. By considering both soft and statistical data, we compute the fuzzy probability of risk factors using the Bayesian formulation. In BFAHP approach, these fuzzy validities and fuzzy probabilities are used to construct a reciprocal comparison matrix. We then aggregate fuzzy probabilities and fuzzy validities in a pairwise manner for each risk factor and each alternative. BFAHP decides about being affected and not being affected by ranking of high and low risks. For evaluation, the proposed approach is applied to the risk of being affected by CHD using a real dataset of 152 patients of Iranian hospitals. Simulation results confirm that adding validity in a fuzzy manner can accrue more confidence of results and clinically useful especially in the face of incomplete information when compared with actual results. Applying the proposed BFAHP on CHD risk assessment of the dataset, it yields high accuracy rate above 85% for correct prediction. In addition, this paper recognizes that the risk factors of diastolic blood pressure in men and high-density lipoprotein in women are more important in CHD than other risk factors. Copyright © 2018 Elsevier Inc. All rights reserved.

Sensor management in RADAR/IRST track fusion

NASA Astrophysics Data System (ADS)

Hu, Shi-qiang; Jing, Zhong-liang

2004-07-01

In this paper, a novel radar management strategy technique suitable for RADAR/IRST track fusion, which is based on Fisher Information Matrix (FIM) and fuzzy stochastic decision approach, is put forward. Firstly, optimal radar measurements' scheduling is obtained by the method of maximizing determinant of the Fisher information matrix of radar and IRST measurements, which is managed by the expert system. Then, suggested a "pseudo sensor" to predict the possible target position using the polynomial method based on the radar and IRST measurements, using "pseudo sensor" model to estimate the target position even if the radar is turned off. At last, based on the tracking performance and the state of target maneuver, fuzzy stochastic decision is used to adjust the optimal radar scheduling and retrieve the module parameter of "pseudo sensor". The experiment result indicates that the algorithm can not only limit Radar activity effectively but also keep the tracking accuracy of active/passive system well. And this algorithm eliminates the drawback of traditional Radar management methods that the Radar activity is fixed and not easy to control and protect.

New approach of financial volatility duration dynamics by stochastic finite-range interacting voter system.

PubMed

Wang, Guochao; Wang, Jun

2017-01-01

We make an approach on investigating the fluctuation behaviors of financial volatility duration dynamics. A new concept of volatility two-component range intensity (VTRI) is developed, which constitutes the maximal variation range of volatility intensity and shortest passage time of duration, and can quantify the investment risk in financial markets. In an attempt to study and describe the nonlinear complex properties of VTRI, a random agent-based financial price model is developed by the finite-range interacting biased voter system. The autocorrelation behaviors and the power-law scaling behaviors of return time series and VTRI series are investigated. Then, the complexity of VTRI series of the real markets and the proposed model is analyzed by Fuzzy entropy (FuzzyEn) and Lempel-Ziv complexity. In this process, we apply the cross-Fuzzy entropy (C-FuzzyEn) to study the asynchrony of pairs of VTRI series. The empirical results reveal that the proposed model has the similar complex behaviors with the actual markets and indicate that the proposed stock VTRI series analysis and the financial model are meaningful and feasible to some extent.

New approach of financial volatility duration dynamics by stochastic finite-range interacting voter system

NASA Astrophysics Data System (ADS)

Wang, Guochao; Wang, Jun

2017-01-01

We make an approach on investigating the fluctuation behaviors of financial volatility duration dynamics. A new concept of volatility two-component range intensity (VTRI) is developed, which constitutes the maximal variation range of volatility intensity and shortest passage time of duration, and can quantify the investment risk in financial markets. In an attempt to study and describe the nonlinear complex properties of VTRI, a random agent-based financial price model is developed by the finite-range interacting biased voter system. The autocorrelation behaviors and the power-law scaling behaviors of return time series and VTRI series are investigated. Then, the complexity of VTRI series of the real markets and the proposed model is analyzed by Fuzzy entropy (FuzzyEn) and Lempel-Ziv complexity. In this process, we apply the cross-Fuzzy entropy (C-FuzzyEn) to study the asynchrony of pairs of VTRI series. The empirical results reveal that the proposed model has the similar complex behaviors with the actual markets and indicate that the proposed stock VTRI series analysis and the financial model are meaningful and feasible to some extent.

A mathematical programming method for formulating a fuzzy regression model based on distance criterion.

PubMed

Chen, Liang-Hsuan; Hsueh, Chan-Ching

2007-06-01

Fuzzy regression models are useful to investigate the relationship between explanatory and response variables with fuzzy observations. Different from previous studies, this correspondence proposes a mathematical programming method to construct a fuzzy regression model based on a distance criterion. The objective of the mathematical programming is to minimize the sum of distances between the estimated and observed responses on the X axis, such that the fuzzy regression model constructed has the minimal total estimation error in distance. Only several alpha-cuts of fuzzy observations are needed as inputs to the mathematical programming model; therefore, the applications are not restricted to triangular fuzzy numbers. Three examples, adopted in the previous studies, and a larger example, modified from the crisp case, are used to illustrate the performance of the proposed approach. The results indicate that the proposed model has better performance than those in the previous studies based on either distance criterion or Kim and Bishu's criterion. In addition, the efficiency and effectiveness for solving the larger example by the proposed model are also satisfactory.

Discrete stochastic simulation methods for chemically reacting systems.

PubMed

Cao, Yang; Samuels, David C

2009-01-01

Discrete stochastic chemical kinetics describe the time evolution of a chemically reacting system by taking into account the fact that, in reality, chemical species are present with integer populations and exhibit some degree of randomness in their dynamical behavior. In recent years, with the development of new techniques to study biochemistry dynamics in a single cell, there are increasing studies using this approach to chemical kinetics in cellular systems, where the small copy number of some reactant species in the cell may lead to deviations from the predictions of the deterministic differential equations of classical chemical kinetics. This chapter reviews the fundamental theory related to stochastic chemical kinetics and several simulation methods based on that theory. We focus on nonstiff biochemical systems and the two most important discrete stochastic simulation methods: Gillespie's stochastic simulation algorithm (SSA) and the tau-leaping method. Different implementation strategies of these two methods are discussed. Then we recommend a relatively simple and efficient strategy that combines the strengths of the two methods: the hybrid SSA/tau-leaping method. The implementation details of the hybrid strategy are given here and a related software package is introduced. Finally, the hybrid method is applied to simple biochemical systems as a demonstration of its application.

Solving intuitionistic fuzzy multi-objective nonlinear programming problem

NASA Astrophysics Data System (ADS)

Anuradha, D.; Sobana, V. E.

2017-11-01

This paper presents intuitionistic fuzzy multi-objective nonlinear programming problem (IFMONLPP). All the coefficients of the multi-objective nonlinear programming problem (MONLPP) and the constraints are taken to be intuitionistic fuzzy numbers (IFN). The IFMONLPP has been transformed into crisp one and solved by using Kuhn-Tucker condition. Numerical example is provided to illustrate the approach.

A stochastic HMM-based forecasting model for fuzzy time series.

PubMed

Li, Sheng-Tun; Cheng, Yi-Chung

2010-10-01

Recently, fuzzy time series have attracted more academic attention than traditional time series due to their capability of dealing with the uncertainty and vagueness inherent in the data collected. The formulation of fuzzy relations is one of the key issues affecting forecasting results. Most of the present works adopt IF-THEN rules for relationship representation, which leads to higher computational overhead and rule redundancy. Sullivan and Woodall proposed a Markov-based formulation and a forecasting model to reduce computational overhead; however, its applicability is limited to handling one-factor problems. In this paper, we propose a novel forecasting model based on the hidden Markov model by enhancing Sullivan and Woodall's work to allow handling of two-factor forecasting problems. Moreover, in order to make the nature of conjecture and randomness of forecasting more realistic, the Monte Carlo method is adopted to estimate the outcome. To test the effectiveness of the resulting stochastic model, we conduct two experiments and compare the results with those from other models. The first experiment consists of forecasting the daily average temperature and cloud density in Taipei, Taiwan, and the second experiment is based on the Taiwan Weighted Stock Index by forecasting the exchange rate of the New Taiwan dollar against the U.S. dollar. In addition to improving forecasting accuracy, the proposed model adheres to the central limit theorem, and thus, the result statistically approximates to the real mean of the target value being forecast.

Multiple object tracking using the shortest path faster association algorithm.

PubMed

Xi, Zhenghao; Liu, Heping; Liu, Huaping; Yang, Bin

2014-01-01

To solve the persistently multiple object tracking in cluttered environments, this paper presents a novel tracking association approach based on the shortest path faster algorithm. First, the multiple object tracking is formulated as an integer programming problem of the flow network. Then we relax the integer programming to a standard linear programming problem. Therefore, the global optimum can be quickly obtained using the shortest path faster algorithm. The proposed method avoids the difficulties of integer programming, and it has a lower worst-case complexity than competing methods but better robustness and tracking accuracy in complex environments. Simulation results show that the proposed algorithm takes less time than other state-of-the-art methods and can operate in real time.

Multiple Object Tracking Using the Shortest Path Faster Association Algorithm

PubMed Central

Liu, Heping; Liu, Huaping; Yang, Bin

2014-01-01

To solve the persistently multiple object tracking in cluttered environments, this paper presents a novel tracking association approach based on the shortest path faster algorithm. First, the multiple object tracking is formulated as an integer programming problem of the flow network. Then we relax the integer programming to a standard linear programming problem. Therefore, the global optimum can be quickly obtained using the shortest path faster algorithm. The proposed method avoids the difficulties of integer programming, and it has a lower worst-case complexity than competing methods but better robustness and tracking accuracy in complex environments. Simulation results show that the proposed algorithm takes less time than other state-of-the-art methods and can operate in real time. PMID:25215322

Expected value based fuzzy programming approach to solve integrated supplier selection and inventory control problem with fuzzy demand

NASA Astrophysics Data System (ADS)

Sutrisno; Widowati; Sunarsih; Kartono

2018-01-01

In this paper, a mathematical model in quadratic programming with fuzzy parameter is proposed to determine the optimal strategy for integrated inventory control and supplier selection problem with fuzzy demand. To solve the corresponding optimization problem, we use the expected value based fuzzy programming. Numerical examples are performed to evaluate the model. From the results, the optimal amount of each product that have to be purchased from each supplier for each time period and the optimal amount of each product that have to be stored in the inventory for each time period were determined with minimum total cost and the inventory level was sufficiently closed to the reference level.

A Composite Algorithm for Mixed Integer Constrained Nonlinear Optimization.

DTIC Science & Technology

1980-01-01

de Silva [141, and Weisman and Wood [76). A particular direct search algorithm, the simplex method, has been cited for having the potential for...spaced discrete points on a line which makes the direction suitable for an efficient integer search technique based on Fibonacci numbers. Two...defined by a subset of variables. The complex algorithm is particularly well suited for this subspace search for two reasons. First, the complex method

Stochastic entrainment of a stochastic oscillator.

PubMed

Wang, Guanyu; Peskin, Charles S

2015-01-01

In this work, we consider a stochastic oscillator described by a discrete-state continuous-time Markov chain, in which the states are arranged in a circle, and there is a constant probability per unit time of jumping from one state to the next in a specified direction around the circle. At each of a sequence of equally spaced times, the oscillator has a specified probability of being reset to a particular state. The focus of this work is the entrainment of the oscillator by this periodic but stochastic stimulus. We consider a distinguished limit, in which (i) the number of states of the oscillator approaches infinity, as does the probability per unit time of jumping from one state to the next, so that the natural mean period of the oscillator remains constant, (ii) the resetting probability approaches zero, and (iii) the period of the resetting signal approaches a multiple, by a ratio of small integers, of the natural mean period of the oscillator. In this distinguished limit, we use analytic and numerical methods to study the extent to which entrainment occurs.

MILP model for integrated balancing and sequencing mixed-model two-sided assembly line with variable launching interval and assignment restrictions

NASA Astrophysics Data System (ADS)

Azmi, N. I. L. Mohd; Ahmad, R.; Zainuddin, Z. M.

2017-09-01

This research explores the Mixed-Model Two-Sided Assembly Line (MMTSAL). There are two interrelated problems in MMTSAL which are line balancing and model sequencing. In previous studies, many researchers considered these problems separately and only few studied them simultaneously for one-sided line. However in this study, these two problems are solved simultaneously to obtain more efficient solution. The Mixed Integer Linear Programming (MILP) model with objectives of minimizing total utility work and idle time is generated by considering variable launching interval and assignment restriction constraint. The problem is analysed using small-size test cases to validate the integrated model. Throughout this paper, numerical experiment was conducted by using General Algebraic Modelling System (GAMS) with the solver CPLEX. Experimental results indicate that integrating the problems of model sequencing and line balancing help to minimise the proposed objectives function.

Capacity planning for waste management systems: an interval fuzzy robust dynamic programming approach.

PubMed

Nie, Xianghui; Huang, Guo H; Li, Yongping

2009-11-01

This study integrates the concepts of interval numbers and fuzzy sets into optimization analysis by dynamic programming as a means of accounting for system uncertainty. The developed interval fuzzy robust dynamic programming (IFRDP) model improves upon previous interval dynamic programming methods. It allows highly uncertain information to be effectively communicated into the optimization process through introducing the concept of fuzzy boundary interval and providing an interval-parameter fuzzy robust programming method for an embedded linear programming problem. Consequently, robustness of the optimization process and solution can be enhanced. The modeling approach is applied to a hypothetical problem for the planning of waste-flow allocation and treatment/disposal facility expansion within a municipal solid waste (MSW) management system. Interval solutions for capacity expansion of waste management facilities and relevant waste-flow allocation are generated and interpreted to provide useful decision alternatives. The results indicate that robust and useful solutions can be obtained, and the proposed IFRDP approach is applicable to practical problems that are associated with highly complex and uncertain information.

Classification of drug molecules considering their IC50 values using mixed-integer linear programming based hyper-boxes method.

PubMed

Armutlu, Pelin; Ozdemir, Muhittin E; Uney-Yuksektepe, Fadime; Kavakli, I Halil; Turkay, Metin

2008-10-03

A priori analysis of the activity of drugs on the target protein by computational approaches can be useful in narrowing down drug candidates for further experimental tests. Currently, there are a large number of computational methods that predict the activity of drugs on proteins. In this study, we approach the activity prediction problem as a classification problem and, we aim to improve the classification accuracy by introducing an algorithm that combines partial least squares regression with mixed-integer programming based hyper-boxes classification method, where drug molecules are classified as low active or high active regarding their binding activity (IC50 values) on target proteins. We also aim to determine the most significant molecular descriptors for the drug molecules. We first apply our approach by analyzing the activities of widely known inhibitor datasets including Acetylcholinesterase (ACHE), Benzodiazepine Receptor (BZR), Dihydrofolate Reductase (DHFR), Cyclooxygenase-2 (COX-2) with known IC50 values. The results at this stage proved that our approach consistently gives better classification accuracies compared to 63 other reported classification methods such as SVM, Naïve Bayes, where we were able to predict the experimentally determined IC50 values with a worst case accuracy of 96%. To further test applicability of this approach we first created dataset for Cytochrome P450 C17 inhibitors and then predicted their activities with 100% accuracy. Our results indicate that this approach can be utilized to predict the inhibitory effects of inhibitors based on their molecular descriptors. This approach will not only enhance drug discovery process, but also save time and resources committed.

Random walk on p-adics and hierarchical systems

DOE Office of Scientific and Technical Information (OSTI.GOV)

Lukierska-Walasek, K.; Topolski, K.; Institute of Mathematics, Wroclaw University, pl. Grunwaldzki 2/4, 50-384 Wroclaw

2006-02-01

We show that p-adic analysis provides a quite natural basis for the description of relaxation in hierarchical systems. For our purposes, we specify the Markov stochastic process considered by Albeverio and Karwowski. As a result we have obtained a random walk on the p-adic integer numbers, which provides the generalization of Cayley tree proposed by Ogielski and Stein. The temperature-dependent power-law decay and the Kohlrausch law are derived.

Random crystal field effects on the integer and half-integer mixed-spin system

NASA Astrophysics Data System (ADS)

Yigit, Ali; Albayrak, Erhan

2018-05-01

In this work, we have focused on the random crystal field effects on the phase diagrams of the mixed spin-1 and spin-5/2 Ising system obtained by utilizing the exact recursion relations (ERR) on the Bethe lattice (BL). The distribution function P(Di) = pδ [Di - D(1 + α) ] +(1 - p) δ [Di - D(1 - α) ] is used to randomize the crystal field.The phase diagrams are found to exhibit second- and first-order phase transitions depending on the values of α, D and p. It is also observed that the model displays tricritical point, isolated point, critical end point and three compensation temperatures for suitable values of the system parameters.

Dynamic UNITY

DTIC Science & Technology

2002-01-01

UNITY program that implements exactly the same algorithm as Specification 1.1. The correctness of this program is proven in amanner sim- 4 program...chapter, we introduce the Dynamic UNITY formalism, which allows us to reason about algorithms and protocols in which the sets of participating processes...implements Euclid’s algorithm for calculating the greatest common divisor (GCD) of two integers; it repeat- edly reads an integer message from each of its

Comparison of Integer Programming (IP) Solvers for Automated Test Assembly (ATA). Research Report. ETS RR-15-05

ERIC Educational Resources Information Center

Donoghue, John R.

2015-01-01

At the heart of van der Linden's approach to automated test assembly (ATA) is a linear programming/integer programming (LP/IP) problem. A variety of IP solvers are available, ranging in cost from free to hundreds of thousands of dollars. In this paper, I compare several approaches to solving the underlying IP problem. These approaches range from…

Mathematical model and metaheuristics for simultaneous balancing and sequencing of a robotic mixed-model assembly line

NASA Astrophysics Data System (ADS)

Li, Zixiang; Janardhanan, Mukund Nilakantan; Tang, Qiuhua; Nielsen, Peter

2018-05-01

This article presents the first method to simultaneously balance and sequence robotic mixed-model assembly lines (RMALB/S), which involves three sub-problems: task assignment, model sequencing and robot allocation. A new mixed-integer programming model is developed to minimize makespan and, using CPLEX solver, small-size problems are solved for optimality. Two metaheuristics, the restarted simulated annealing algorithm and co-evolutionary algorithm, are developed and improved to address this NP-hard problem. The restarted simulated annealing method replaces the current temperature with a new temperature to restart the search process. The co-evolutionary method uses a restart mechanism to generate a new population by modifying several vectors simultaneously. The proposed algorithms are tested on a set of benchmark problems and compared with five other high-performing metaheuristics. The proposed algorithms outperform their original editions and the benchmarked methods. The proposed algorithms are able to solve the balancing and sequencing problem of a robotic mixed-model assembly line effectively and efficiently.

Mixed Effects Modeling Using Stochastic Differential Equations: Illustrated by Pharmacokinetic Data of Nicotinic Acid in Obese Zucker Rats.

PubMed

Leander, Jacob; Almquist, Joachim; Ahlström, Christine; Gabrielsson, Johan; Jirstrand, Mats

2015-05-01

Inclusion of stochastic differential equations in mixed effects models provides means to quantify and distinguish three sources of variability in data. In addition to the two commonly encountered sources, measurement error and interindividual variability, we also consider uncertainty in the dynamical model itself. To this end, we extend the ordinary differential equation setting used in nonlinear mixed effects models to include stochastic differential equations. The approximate population likelihood is derived using the first-order conditional estimation with interaction method and extended Kalman filtering. To illustrate the application of the stochastic differential mixed effects model, two pharmacokinetic models are considered. First, we use a stochastic one-compartmental model with first-order input and nonlinear elimination to generate synthetic data in a simulated study. We show that by using the proposed method, the three sources of variability can be successfully separated. If the stochastic part is neglected, the parameter estimates become biased, and the measurement error variance is significantly overestimated. Second, we consider an extension to a stochastic pharmacokinetic model in a preclinical study of nicotinic acid kinetics in obese Zucker rats. The parameter estimates are compared between a deterministic and a stochastic NiAc disposition model, respectively. Discrepancies between model predictions and observations, previously described as measurement noise only, are now separated into a comparatively lower level of measurement noise and a significant uncertainty in model dynamics. These examples demonstrate that stochastic differential mixed effects models are useful tools for identifying incomplete or inaccurate model dynamics and for reducing potential bias in parameter estimates due to such model deficiencies.

A Treatment of Computational Precision, Number Representation, and Large Integers in an Introductory Fortran Course

ERIC Educational Resources Information Center

Richardson, William H., Jr.

2006-01-01

Computational precision is sometimes given short shrift in a first programming course. Treating this topic requires discussing integer and floating-point number representations and inaccuracies that may result from their use. An example of a moderately simple programming problem from elementary statistics was examined. It forced students to…

An Integer Programming Approach to School District Financial Management.

ERIC Educational Resources Information Center

Dembowski, Frederick L.

Because of the nature of school district cash flows, there are opportunities for investing surplus cash and the necessity to borrow cash in deficit periods. The term structure of interest rates makes the manual determination of the optimal financial package impossible. In this research, an integer programming model of this cash management process…

Currency Arbitrage Detection Using a Binary Integer Programming Model

ERIC Educational Resources Information Center

Soon, Wanmei; Ye, Heng-Qing

2011-01-01

In this article, we examine the use of a new binary integer programming (BIP) model to detect arbitrage opportunities in currency exchanges. This model showcases an excellent application of mathematics to the real world. The concepts involved are easily accessible to undergraduate students with basic knowledge in Operations Research. Through this…

ODE, RDE and SDE models of cell cycle dynamics and clustering in yeast.

PubMed

Boczko, Erik M; Gedeon, Tomas; Stowers, Chris C; Young, Todd R

2010-07-01

Biologists have long observed periodic-like oxygen consumption oscillations in yeast populations under certain conditions, and several unsatisfactory explanations for this phenomenon have been proposed. These ‘autonomous oscillations’ have often appeared with periods that are nearly integer divisors of the calculated doubling time of the culture. We hypothesize that these oscillations could be caused by a form of cell cycle synchronization that we call clustering. We develop some novel ordinary differential equation models of the cell cycle. For these models, and for random and stochastic perturbations, we give both rigorous proofs and simulations showing that both positive and negative growth rate feedback within the cell cycle are possible agents that can cause clustering of populations within the cell cycle. It occurs for a variety of models and for a broad selection of parameter values. These results suggest that the clustering phenomenon is robust and is likely to be observed in nature. Since there are necessarily an integer number of clusters, clustering would lead to periodic-like behaviour with periods that are nearly integer divisors of the period of the cell cycle. Related experiments have shown conclusively that cell cycle clustering occurs in some oscillating yeast cultures.

Development of Solution Algorithm and Sensitivity Analysis for Random Fuzzy Portfolio Selection Model

NASA Astrophysics Data System (ADS)

Hasuike, Takashi; Katagiri, Hideki

2010-10-01

This paper focuses on the proposition of a portfolio selection problem considering an investor's subjectivity and the sensitivity analysis for the change of subjectivity. Since this proposed problem is formulated as a random fuzzy programming problem due to both randomness and subjectivity presented by fuzzy numbers, it is not well-defined. Therefore, introducing Sharpe ratio which is one of important performance measures of portfolio models, the main problem is transformed into the standard fuzzy programming problem. Furthermore, using the sensitivity analysis for fuzziness, the analytical optimal portfolio with the sensitivity factor is obtained.

A fuzzy Bayesian approach to flood frequency estimation with imprecise historical information

PubMed Central

Kiss, Andrea; Viglione, Alberto; Viertl, Reinhard; Blöschl, Günter

2016-01-01

Abstract This paper presents a novel framework that links imprecision (through a fuzzy approach) and stochastic uncertainty (through a Bayesian approach) in estimating flood probabilities from historical flood information and systematic flood discharge data. The method exploits the linguistic characteristics of historical source material to construct membership functions, which may be wider or narrower, depending on the vagueness of the statements. The membership functions are either included in the prior distribution or the likelihood function to obtain a fuzzy version of the flood frequency curve. The viability of the approach is demonstrated by three case studies that differ in terms of their hydromorphological conditions (from an Alpine river with bedrock profile to a flat lowland river with extensive flood plains) and historical source material (including narratives, town and county meeting protocols, flood marks and damage accounts). The case studies are presented in order of increasing fuzziness (the Rhine at Basel, Switzerland; the Werra at Meiningen, Germany; and the Tisza at Szeged, Hungary). Incorporating imprecise historical information is found to reduce the range between the 5% and 95% Bayesian credibility bounds of the 100 year floods by 45% and 61% for the Rhine and Werra case studies, respectively. The strengths and limitations of the framework are discussed relative to alternative (non‐fuzzy) methods. The fuzzy Bayesian inference framework provides a flexible methodology that fits the imprecise nature of linguistic information on historical floods as available in historical written documentation. PMID:27840456

A fuzzy Bayesian approach to flood frequency estimation with imprecise historical information

NASA Astrophysics Data System (ADS)

Salinas, José Luis; Kiss, Andrea; Viglione, Alberto; Viertl, Reinhard; Blöschl, Günter

2016-09-01

This paper presents a novel framework that links imprecision (through a fuzzy approach) and stochastic uncertainty (through a Bayesian approach) in estimating flood probabilities from historical flood information and systematic flood discharge data. The method exploits the linguistic characteristics of historical source material to construct membership functions, which may be wider or narrower, depending on the vagueness of the statements. The membership functions are either included in the prior distribution or the likelihood function to obtain a fuzzy version of the flood frequency curve. The viability of the approach is demonstrated by three case studies that differ in terms of their hydromorphological conditions (from an Alpine river with bedrock profile to a flat lowland river with extensive flood plains) and historical source material (including narratives, town and county meeting protocols, flood marks and damage accounts). The case studies are presented in order of increasing fuzziness (the Rhine at Basel, Switzerland; the Werra at Meiningen, Germany; and the Tisza at Szeged, Hungary). Incorporating imprecise historical information is found to reduce the range between the 5% and 95% Bayesian credibility bounds of the 100 year floods by 45% and 61% for the Rhine and Werra case studies, respectively. The strengths and limitations of the framework are discussed relative to alternative (non-fuzzy) methods. The fuzzy Bayesian inference framework provides a flexible methodology that fits the imprecise nature of linguistic information on historical floods as available in historical written documentation.

A fuzzy Bayesian approach to flood frequency estimation with imprecise historical information.

PubMed

Salinas, José Luis; Kiss, Andrea; Viglione, Alberto; Viertl, Reinhard; Blöschl, Günter

2016-09-01

This paper presents a novel framework that links imprecision (through a fuzzy approach) and stochastic uncertainty (through a Bayesian approach) in estimating flood probabilities from historical flood information and systematic flood discharge data. The method exploits the linguistic characteristics of historical source material to construct membership functions, which may be wider or narrower, depending on the vagueness of the statements. The membership functions are either included in the prior distribution or the likelihood function to obtain a fuzzy version of the flood frequency curve. The viability of the approach is demonstrated by three case studies that differ in terms of their hydromorphological conditions (from an Alpine river with bedrock profile to a flat lowland river with extensive flood plains) and historical source material (including narratives, town and county meeting protocols, flood marks and damage accounts). The case studies are presented in order of increasing fuzziness (the Rhine at Basel, Switzerland; the Werra at Meiningen, Germany; and the Tisza at Szeged, Hungary). Incorporating imprecise historical information is found to reduce the range between the 5% and 95% Bayesian credibility bounds of the 100 year floods by 45% and 61% for the Rhine and Werra case studies, respectively. The strengths and limitations of the framework are discussed relative to alternative (non-fuzzy) methods. The fuzzy Bayesian inference framework provides a flexible methodology that fits the imprecise nature of linguistic information on historical floods as available in historical written documentation.

Yager’s ranking method for solving the trapezoidal fuzzy number linear programming

NASA Astrophysics Data System (ADS)

Karyati; Wutsqa, D. U.; Insani, N.

2018-03-01

In the previous research, the authors have studied the fuzzy simplex method for trapezoidal fuzzy number linear programming based on the Maleki’s ranking function. We have found some theories related to the term conditions for the optimum solution of fuzzy simplex method, the fuzzy Big-M method, the fuzzy two-phase method, and the sensitivity analysis. In this research, we study about the fuzzy simplex method based on the other ranking function. It is called Yager's ranking function. In this case, we investigate the optimum term conditions. Based on the result of research, it is found that Yager’s ranking function is not like Maleki’s ranking function. Using the Yager’s function, the simplex method cannot work as well as when using the Maleki’s function. By using the Yager’s function, the value of the subtraction of two equal fuzzy numbers is not equal to zero. This condition makes the optimum table of the fuzzy simplex table is undetected. As a result, the simplified fuzzy simplex table becomes stopped and does not reach the optimum solution.

A k-permutation algorithm for Fixed Satellite Service orbital allotments

NASA Technical Reports Server (NTRS)

Reilly, Charles H.; Mount-Campbell, Clark A.; Gonsalvez, David J. A.

1988-01-01

A satellite system synthesis problem, the satellite location problem (SLP), is addressed in this paper. In SLP, orbital locations (longitudes) are allotted to geostationary satellites in the Fixed Satellite Service. A linear mixed-integer programming model is presented that views SLP as a combination of two problems: (1) the problem of ordering the satellites and (2) the problem of locating the satellites given some ordering. A special-purpose heuristic procedure, a k-permutation algorithm, that has been developed to find solutions to SLPs formulated in the manner suggested is described. Solutions to small example problems are presented and analyzed.

The Optimization dispatching of Micro Grid Considering Load Control

NASA Astrophysics Data System (ADS)

Zhang, Pengfei; Xie, Jiqiang; Yang, Xiu; He, Hongli

2018-01-01

This paper proposes an optimization control of micro-grid system economy operation model. It coordinates the new energy and storage operation with diesel generator output, so as to achieve the economic operation purpose of micro-grid. In this paper, the micro-grid network economic operation model is transformed into mixed integer programming problem, which is solved by the mature commercial software, and the new model is proved to be economical, and the load control strategy can reduce the charge and discharge times of energy storage devices, and extend the service life of the energy storage device to a certain extent.

Astronauts' menu problem.

NASA Technical Reports Server (NTRS)

Lesso, W. G.; Kenyon, E.

1972-01-01

Consideration of the problems involved in choosing appropriate menus for astronauts carrying out SKYLAB missions lasting up to eight weeks. The problem of planning balanced menus on the basis of prepackaged food items within limitations on the intake of calories, protein, and certain elements is noted, as well as a number of other restrictions of both physical and arbitrary nature. The tailoring of a set of menus for each astronaut on the basis of subjective rankings of each food by the astronaut in terms of a 'measure of pleasure' is described, and a computer solution to this problem by means of a mixed integer programming code is presented.

Mixed Integer Programming and Heuristic Scheduling for Space Communication Networks

NASA Technical Reports Server (NTRS)

Lee, Charles H.; Cheung, Kar-Ming

2012-01-01

In this paper, we propose to solve the constrained optimization problem in two phases. The first phase uses heuristic methods such as the ant colony method, particle swarming optimization, and genetic algorithm to seek a near optimal solution among a list of feasible initial populations. The final optimal solution can be found by using the solution of the first phase as the initial condition to the SQP algorithm. We demonstrate the above problem formulation and optimization schemes with a large-scale network that includes the DSN ground stations and a number of spacecraft of deep space missions.

Systematic process synthesis and design methods for cost effective waste minimization

DOE Office of Scientific and Technical Information (OSTI.GOV)

Biegler, L.T.; Grossman, I.E.; Westerberg, A.W.

We present progress on our work to develop synthesis methods to aid in the design of cost effective approaches to waste minimization. Work continues to combine the approaches of Douglas and coworkers and of Grossmann and coworkers on a hierarchical approach where bounding information allows it to fit within a mixed integer programming approach. We continue work on the synthesis of reactors and of flexible separation processes. In the first instance, we strive for methods we can use to reduce the production of potential pollutants, while in the second we look for ways to recover and recycle solvents.

FERN - a Java framework for stochastic simulation and evaluation of reaction networks.

PubMed

Erhard, Florian; Friedel, Caroline C; Zimmer, Ralf

2008-08-29

Stochastic simulation can be used to illustrate the development of biological systems over time and the stochastic nature of these processes. Currently available programs for stochastic simulation, however, are limited in that they either a) do not provide the most efficient simulation algorithms and are difficult to extend, b) cannot be easily integrated into other applications or c) do not allow to monitor and intervene during the simulation process in an easy and intuitive way. Thus, in order to use stochastic simulation in innovative high-level modeling and analysis approaches more flexible tools are necessary. In this article, we present FERN (Framework for Evaluation of Reaction Networks), a Java framework for the efficient simulation of chemical reaction networks. FERN is subdivided into three layers for network representation, simulation and visualization of the simulation results each of which can be easily extended. It provides efficient and accurate state-of-the-art stochastic simulation algorithms for well-mixed chemical systems and a powerful observer system, which makes it possible to track and control the simulation progress on every level. To illustrate how FERN can be easily integrated into other systems biology applications, plugins to Cytoscape and CellDesigner are included. These plugins make it possible to run simulations and to observe the simulation progress in a reaction network in real-time from within the Cytoscape or CellDesigner environment. FERN addresses shortcomings of currently available stochastic simulation programs in several ways. First, it provides a broad range of efficient and accurate algorithms both for exact and approximate stochastic simulation and a simple interface for extending to new algorithms. FERN's implementations are considerably faster than the C implementations of gillespie2 or the Java implementations of ISBJava. Second, it can be used in a straightforward way both as a stand-alone program and within new systems biology applications. Finally, complex scenarios requiring intervention during the simulation progress can be modelled easily with FERN.

Fuzzy Logic-Based Filter for Removing Additive and Impulsive Noise from Color Images

NASA Astrophysics Data System (ADS)

Zhu, Yuhong; Li, Hongyang; Jiang, Huageng

2017-12-01

This paper presents an efficient filter method based on fuzzy logics for adaptively removing additive and impulsive noise from color images. The proposed filter comprises two parts including noise detection and noise removal filtering. In the detection part, the fuzzy peer group concept is applied to determine what type of noise is added to each pixel of the corrupted image. In the filter part, the impulse noise is deducted by the vector median filter in the CIELAB color space and an optimal fuzzy filter is introduced to reduce the Gaussian noise, while they can work together to remove the mixed Gaussian-impulse noise from color images. Experimental results on several color images proves the efficacy of the proposed fuzzy filter.

Ordering kinetics in the long-period superlattice alloy Cu0.79 Pd0.21

NASA Astrophysics Data System (ADS)

Wang, X.; Mainville, J.; Ludwig, K.; Flament, X.; Finel, A.; Caudron, R.

2005-07-01

The kinetics of long-period superlattice (LPS) formation from the disordered state has been examined in a Cu0.79Pd0.21 alloy that exhibits a one-dimensional LPS ordered state. Time-resolved x-ray scattering shows that, following a rapid temperature quench from the disordered state into the LPS region of the phase diagram, the satellite peaks initially grow more quickly than do the central integer-order superlattice peaks. During this process, the satellite peak position, which is inversely related to the average modulation wavelength 2M , initially decreases rapidly, then reaches a minimum and relaxes slowly back toward its new equilibrium position. In the later stages of the LPS formation process, the satellite and central integer-order superlattice peaks narrow in a manner consistent with t1/2 domain coarsening. A simple stochastic model of the partially ordered structure was developed to better understand the relationships between peak widths.

Airborne Tactical Crossload Planner

DTIC Science & Technology

2017-12-01

set out in the Airborne Standard Operating Procedure (ASOP). 14. SUBJECT TERMS crossload, airborne, optimization, integer linear programming ...they land to their respective sub-mission locations. In this thesis, we formulate and implement an integer linear program called the Tactical...to meet any desired crossload objectives. xiv We demonstrate TCP with two real-world tactical problems from recent airborne operations: one by the

Logic integer programming models for signaling networks.

PubMed

Haus, Utz-Uwe; Niermann, Kathrin; Truemper, Klaus; Weismantel, Robert

2009-05-01

We propose a static and a dynamic approach to model biological signaling networks, and show how each can be used to answer relevant biological questions. For this, we use the two different mathematical tools of Propositional Logic and Integer Programming. The power of discrete mathematics for handling qualitative as well as quantitative data has so far not been exploited in molecular biology, which is mostly driven by experimental research, relying on first-order or statistical models. The arising logic statements and integer programs are analyzed and can be solved with standard software. For a restricted class of problems the logic models reduce to a polynomial-time solvable satisfiability algorithm. Additionally, a more dynamic model enables enumeration of possible time resolutions in poly-logarithmic time. Computational experiments are included.

A logic-based method for integer programming

DOE Office of Scientific and Technical Information (OSTI.GOV)

Hooker, J.; Natraj, N.R.

1994-12-31

We propose a logic-based approach to integer programming that replaces traditional branch-and-cut techniques with logical analogs. Integer variables are regarded as atomic propositions. The constraints give rise to logical formulas that are analogous to separating cuts. No continuous relaxation is used. Rather, the cuts are selected so that they can be easily solved as a discrete relaxation. (In fact, defining a relaxation and generating cuts are best seen as the same problem.) We experiment with relaxations that have a k-tree structure and can be solved by nonserial dynamic programming. We also present logic-based analogs of facet-defining cuts, Chv{acute a}tal rank,more » etc. We conclude with some preliminary computational results.« less

Evolving fuzzy rules for relaxed-criteria negotiation.

PubMed

Sim, Kwang Mong

2008-12-01

In the literature on automated negotiation, very few negotiation agents are designed with the flexibility to slightly relax their negotiation criteria to reach a consensus more rapidly and with more certainty. Furthermore, these relaxed-criteria negotiation agents were not equipped with the ability to enhance their performance by learning and evolving their relaxed-criteria negotiation rules. The impetus of this work is designing market-driven negotiation agents (MDAs) that not only have the flexibility of relaxing bargaining criteria using fuzzy rules, but can also evolve their structures by learning new relaxed-criteria fuzzy rules to improve their negotiation outcomes as they participate in negotiations in more e-markets. To this end, an evolutionary algorithm for adapting and evolving relaxed-criteria fuzzy rules was developed. Implementing the idea in a testbed, two kinds of experiments for evaluating and comparing EvEMDAs (MDAs with relaxed-criteria rules that are evolved using the evolutionary algorithm) and EMDAs (MDAs with relaxed-criteria rules that are manually constructed) were carried out through stochastic simulations. Empirical results show that: 1) EvEMDAs generally outperformed EMDAs in different types of e-markets and 2) the negotiation outcomes of EvEMDAs generally improved as they negotiated in more e-markets.

Autapse-induced multiple stochastic resonances in a modular neuronal network

NASA Astrophysics Data System (ADS)

Yang, XiaoLi; Yu, YanHu; Sun, ZhongKui

2017-08-01

This study investigates the nontrivial effects of autapse on stochastic resonance in a modular neuronal network subjected to bounded noise. The resonance effect of autapse is detected by imposing a self-feedback loop with autaptic strength and autaptic time delay to each constituent neuron. Numerical simulations have demonstrated that bounded noise with the proper level of amplitude can induce stochastic resonance; moreover, the noise induced resonance dynamics can be significantly shaped by the autapse. In detail, for a specific range of autaptic strength, multiple stochastic resonances can be induced when the autaptic time delays are appropriately adjusted. These appropriately adjusted delays are detected to nearly approach integer multiples of the period of the external weak signal when the autaptic strength is very near zero; otherwise, they do not match the period of the external weak signal when the autaptic strength is slightly greater than zero. Surprisingly, in both cases, the differences between arbitrary two adjacent adjusted autaptic delays are always approximately equal to the period of the weak signal. The phenomenon of autaptic delay induced multiple stochastic resonances is further confirmed to be robust against the period of the external weak signal and the intramodule probability of subnetwork. These findings could have important implications for weak signal detection and information propagation in realistic neural systems.

IEA/Annex II Powder Characterization Cooperative Program

DTIC Science & Technology

1989-06-01

entatie Sampling of Particks with a Spinning Riffler. Stochastic ModeL Powder Technol., v. 19, 1978. p. 227-233 6. CHARLIER, R., and GOOSSENS , P. J. D...12222 St. Paul, Mix 55144 1 ATTN: Prof. W. A. Lanfo d ATTN: R. E. Richards State University of New York at Stony Brook, Department of Technology

TH-EF-BRB-04: 4π Dynamic Conformal Arc Therapy Dynamic Conformal Arc Therapy (DCAT) for SBRT

DOE Office of Scientific and Technical Information (OSTI.GOV)

Chiu, T; Long, T; Tian, Z.

2016-06-15

Purpose: To develop an efficient and effective trajectory optimization methodology for 4π dynamic conformal arc treatment (4π DCAT) with synchronized gantry and couch motion; and to investigate potential clinical benefits for stereotactic body radiation therapy (SBRT) to breast, lung, liver and spine tumors. Methods: The entire optimization framework for 4π DCAT inverse planning consists of two parts: 1) integer programming algorithm and 2) particle swarm optimization (PSO) algorithm. The integer programming is designed to find an optimal solution for arc delivery trajectory with both couch and gantry rotation, while PSO minimize a non-convex objective function based on the selected trajectorymore » and dose-volume constraints. In this study, control point interaction is explicitly taken into account. Beam trajectory was modeled as a series of control points connected together to form a deliverable path. With linear treatment planning objectives, a mixed-integer program (MIP) was formulated. Under mild assumptions, the MIP is tractable. Assigning monitor units to control points along the path can be integrated into the model and done by PSO. The developed 4π DCAT inverse planning strategy is evaluated on SBRT cases and compared to clinically treated plans. Results: The resultant dose distribution of this technique was evaluated between 3D conformal treatment plan generated by Pinnacle treatment planning system and 4π DCAT on a lung SBRT patient case. Both plans share the same scale of MU, 3038 and 2822 correspondingly to 3D conformal plan and 4π DCAT. The mean doses for most of OARs were greatly reduced at 32% (cord), 70% (esophagus), 2.8% (lung) and 42.4% (stomach). Conclusion: Initial results in this study show the proposed 4π DCAT treatment technique can achieve better OAR sparing and lower MUs, which indicates that the developed technique is promising for high dose SBRT to reduce the risk of secondary cancer.« less

Polynomial chaos expansion with random and fuzzy variables

NASA Astrophysics Data System (ADS)

Jacquelin, E.; Friswell, M. I.; Adhikari, S.; Dessombz, O.; Sinou, J.-J.

2016-06-01

A dynamical uncertain system is studied in this paper. Two kinds of uncertainties are addressed, where the uncertain parameters are described through random variables and/or fuzzy variables. A general framework is proposed to deal with both kinds of uncertainty using a polynomial chaos expansion (PCE). It is shown that fuzzy variables may be expanded in terms of polynomial chaos when Legendre polynomials are used. The components of the PCE are a solution of an equation that does not depend on the nature of uncertainty. Once this equation is solved, the post-processing of the data gives the moments of the random response when the uncertainties are random or gives the response interval when the variables are fuzzy. With the PCE approach, it is also possible to deal with mixed uncertainty, when some parameters are random and others are fuzzy. The results provide a fuzzy description of the response statistical moments.

A benders decomposition approach to multiarea stochastic distributed utility planning

NASA Astrophysics Data System (ADS)

McCusker, Susan Ann

Until recently, small, modular generation and storage options---distributed resources (DRs)---have been installed principally in areas too remote for economic power grid connection and sensitive applications requiring backup capacity. Recent regulatory changes and DR advances, however, have lead utilities to reconsider the role of DRs. To a utility facing distribution capacity bottlenecks or uncertain load growth, DRs can be particularly valuable since they can be dispersed throughout the system and constructed relatively quickly. DR value is determined by comparing its costs to avoided central generation expenses (i.e., marginal costs) and distribution investments. This requires a comprehensive central and local planning and production model, since central system marginal costs result from system interactions over space and time. This dissertation develops and applies an iterative generalized Benders decomposition approach to coordinate models for optimal DR evaluation. Three coordinated models exchange investment, net power demand, and avoided cost information to minimize overall expansion costs. Local investment and production decisions are made by a local mixed integer linear program. Central system investment decisions are made by a LP, and production costs are estimated by a stochastic multi-area production costing model with Kirchhoff's Voltage and Current Law constraints. The nested decomposition is a new and unique method for distributed utility planning that partitions the variables twice to separate local and central investment and production variables, and provides upper and lower bounds on expected expansion costs. Kirchhoff's Voltage Law imposes nonlinear, nonconvex constraints that preclude use of LP if transmission capacity is available in a looped transmission system. This dissertation develops KVL constraint approximations that permit the nested decomposition to consider new transmission resources, while maintaining linearity in the three individual models. These constraints are presented as a heuristic for the given examples; future research will investigate conditions for convergence. A ten-year multi-area example demonstrates the decomposition approach and suggests the ability of DRs and new transmission to modify capacity additions and production costs by changing demand and power flows. Results demonstrate that DR and new transmission options may lead to greater capacity additions, but resulting production cost savings more than offset extra capacity costs.

Determination of optimum values for maximizing the profit in bread production: Daily bakery Sdn Bhd

NASA Astrophysics Data System (ADS)

Muda, Nora; Sim, Raymond

2015-02-01

An integer programming problem is a mathematical optimization or feasibility program in which some or all of the variables are restricted to be integers. In many settings the term refers to integer linear programming (ILP), in which the objective function and the constraints (other than the integer constraints) are linear. An ILP has many applications in industrial production, including job-shop modelling. A possible objective is to maximize the total production, without exceeding the available resources. In some cases, this can be expressed in terms of a linear program, but variables must be constrained to be integer. It concerned with the optimization of a linear function while satisfying a set of linear equality and inequality constraints and restrictions. It has been used to solve optimization problem in many industries area such as banking, nutrition, agriculture, and bakery and so on. The main purpose of this study is to formulate the best combination of all ingredients in producing different type of bread in Daily Bakery in order to gain maximum profit. This study also focuses on the sensitivity analysis due to changing of the profit and the cost of each ingredient. The optimum result obtained from QM software is RM 65,377.29 per day. This study will be benefited for Daily Bakery and also other similar industries. By formulating a combination of all ingredients make up, they can easily know their total profit in producing bread everyday.

Industrial waste recycling strategies optimization problem: mixed integer programming model and heuristics

NASA Astrophysics Data System (ADS)

Tang, Jiafu; Liu, Yang; Fung, Richard; Luo, Xinggang

2008-12-01

Manufacturers have a legal accountability to deal with industrial waste generated from their production processes in order to avoid pollution. Along with advances in waste recovery techniques, manufacturers may adopt various recycling strategies in dealing with industrial waste. With reuse strategies and technologies, byproducts or wastes will be returned to production processes in the iron and steel industry, and some waste can be recycled back to base material for reuse in other industries. This article focuses on a recovery strategies optimization problem for a typical class of industrial waste recycling process in order to maximize profit. There are multiple strategies for waste recycling available to generate multiple byproducts; these byproducts are then further transformed into several types of chemical products via different production patterns. A mixed integer programming model is developed to determine which recycling strategy and which production pattern should be selected with what quantity of chemical products corresponding to this strategy and pattern in order to yield maximum marginal profits. The sales profits of chemical products and the set-up costs of these strategies, patterns and operation costs of production are considered. A simulated annealing (SA) based heuristic algorithm is developed to solve the problem. Finally, an experiment is designed to verify the effectiveness and feasibility of the proposed method. By comparing a single strategy to multiple strategies in an example, it is shown that the total sales profit of chemical products can be increased by around 25% through the simultaneous use of multiple strategies. This illustrates the superiority of combinatorial multiple strategies. Furthermore, the effects of the model parameters on profit are discussed to help manufacturers organize their waste recycling network.

COMSAT: Residue contact prediction of transmembrane proteins based on support vector machines and mixed integer linear programming.

PubMed

Zhang, Huiling; Huang, Qingsheng; Bei, Zhendong; Wei, Yanjie; Floudas, Christodoulos A

2016-03-01

In this article, we present COMSAT, a hybrid framework for residue contact prediction of transmembrane (TM) proteins, integrating a support vector machine (SVM) method and a mixed integer linear programming (MILP) method. COMSAT consists of two modules: COMSAT_SVM which is trained mainly on position-specific scoring matrix features, and COMSAT_MILP which is an ab initio method based on optimization models. Contacts predicted by the SVM model are ranked by SVM confidence scores, and a threshold is trained to improve the reliability of the predicted contacts. For TM proteins with no contacts above the threshold, COMSAT_MILP is used. The proposed hybrid contact prediction scheme was tested on two independent TM protein sets based on the contact definition of 14 Å between Cα-Cα atoms. First, using a rigorous leave-one-protein-out cross validation on the training set of 90 TM proteins, an accuracy of 66.8%, a coverage of 12.3%, a specificity of 99.3% and a Matthews' correlation coefficient (MCC) of 0.184 were obtained for residue pairs that are at least six amino acids apart. Second, when tested on a test set of 87 TM proteins, the proposed method showed a prediction accuracy of 64.5%, a coverage of 5.3%, a specificity of 99.4% and a MCC of 0.106. COMSAT shows satisfactory results when compared with 12 other state-of-the-art predictors, and is more robust in terms of prediction accuracy as the length and complexity of TM protein increase. COMSAT is freely accessible at http://hpcc.siat.ac.cn/COMSAT/. © 2016 Wiley Periodicals, Inc.

Beam orientation optimization for intensity-modulated radiation therapy using mixed integer programming

NASA Astrophysics Data System (ADS)

Yang, Ruijie; Dai, Jianrong; Yang, Yong; Hu, Yimin

2006-08-01

The purpose of this study is to extend an algorithm proposed for beam orientation optimization in classical conformal radiotherapy to intensity-modulated radiation therapy (IMRT) and to evaluate the algorithm's performance in IMRT scenarios. In addition, the effect of the candidate pool of beam orientations, in terms of beam orientation resolution and starting orientation, on the optimized beam configuration, plan quality and optimization time is also explored. The algorithm is based on the technique of mixed integer linear programming in which binary and positive float variables are employed to represent candidates for beam orientation and beamlet weights in beam intensity maps. Both beam orientations and beam intensity maps are simultaneously optimized in the algorithm with a deterministic method. Several different clinical cases were used to test the algorithm and the results show that both target coverage and critical structures sparing were significantly improved for the plans with optimized beam orientations compared to those with equi-spaced beam orientations. The calculation time was less than an hour for the cases with 36 binary variables on a PC with a Pentium IV 2.66 GHz processor. It is also found that decreasing beam orientation resolution to 10° greatly reduced the size of the candidate pool of beam orientations without significant influence on the optimized beam configuration and plan quality, while selecting different starting orientations had large influence. Our study demonstrates that the algorithm can be applied to IMRT scenarios, and better beam orientation configurations can be obtained using this algorithm. Furthermore, the optimization efficiency can be greatly increased through proper selection of beam orientation resolution and starting beam orientation while guaranteeing the optimized beam configurations and plan quality.

A Logical Framework for Service Migration Based Survivability

DTIC Science & Technology

2016-06-24

platforms; Service Migration Strategy Fuzzy Inference System Knowledge Base Fuzzy rules representing domain expert knowledge about implications of...service migration strategy. Our approach uses expert knowledge as linguistic reasoning rules and takes service programs damage assessment, service...programs complexity, and available network capability as input. The fuzzy inference system includes four components as shown in Figure 5: (1) a knowledge

Enhanced ant colony optimization for inventory routing problem

NASA Astrophysics Data System (ADS)

Wong, Lily; Moin, Noor Hasnah

2015-10-01

The inventory routing problem (IRP) integrates and coordinates two important components of supply chain management which are transportation and inventory management. We consider a one-to-many IRP network for a finite planning horizon. The demand for each product is deterministic and time varying as well as a fleet of capacitated homogeneous vehicles, housed at a depot/warehouse, delivers the products from the warehouse to meet the demand specified by the customers in each period. The inventory holding cost is product specific and is incurred at the customer sites. The objective is to determine the amount of inventory and to construct a delivery routing that minimizes both the total transportation and inventory holding cost while ensuring each customer's demand is met over the planning horizon. The problem is formulated as a mixed integer programming problem and is solved using CPLEX 12.4 to get the lower and upper bound (best integer) for each instance considered. We propose an enhanced ant colony optimization (ACO) to solve the problem and the built route is improved by using local search. The computational experiments demonstrating the effectiveness of our approach is presented.

Hybrid Stochastic Forecasting Model for Management of Large Open Water Reservoir with Storage Function

NASA Astrophysics Data System (ADS)

Kozel, Tomas; Stary, Milos

2017-12-01

The main advantage of stochastic forecasting is fan of possible value whose deterministic method of forecasting could not give us. Future development of random process is described better by stochastic then deterministic forecasting. Discharge in measurement profile could be categorized as random process. Content of article is construction and application of forecasting model for managed large open water reservoir with supply function. Model is based on neural networks (NS) and zone models, which forecasting values of average monthly flow from inputs values of average monthly flow, learned neural network and random numbers. Part of data was sorted to one moving zone. The zone is created around last measurement average monthly flow. Matrix of correlation was assembled only from data belonging to zone. The model was compiled for forecast of 1 to 12 month with using backward month flows (NS inputs) from 2 to 11 months for model construction. Data was got ridded of asymmetry with help of Box-Cox rule (Box, Cox, 1964), value r was found by optimization. In next step were data transform to standard normal distribution. The data were with monthly step and forecast is not recurring. 90 years long real flow series was used for compile of the model. First 75 years were used for calibration of model (matrix input-output relationship), last 15 years were used only for validation. Outputs of model were compared with real flow series. For comparison between real flow series (100% successfully of forecast) and forecasts, was used application to management of artificially made reservoir. Course of water reservoir management using Genetic algorithm (GE) + real flow series was compared with Fuzzy model (Fuzzy) + forecast made by Moving zone model. During evaluation process was founding the best size of zone. Results show that the highest number of input did not give the best results and ideal size of zone is in interval from 25 to 35, when course of management was almost same for all numbers from interval. Resulted course of management was compared with course, which was obtained from using GE + real flow series. Comparing results showed that fuzzy model with forecasted values has been able to manage main malfunction and artificially disorders made by model were founded essential, after values of water volume during management were evaluated. Forecasting model in combination with fuzzy model provide very good results in management of water reservoir with storage function and can be recommended for this purpose.

Fuzzy multi-objective chance-constrained programming model for hazardous materials transportation

NASA Astrophysics Data System (ADS)

Du, Jiaoman; Yu, Lean; Li, Xiang

2016-04-01

Hazardous materials transportation is an important and hot issue of public safety. Based on the shortest path model, this paper presents a fuzzy multi-objective programming model that minimizes the transportation risk to life, travel time and fuel consumption. First, we present the risk model, travel time model and fuel consumption model. Furthermore, we formulate a chance-constrained programming model within the framework of credibility theory, in which the lengths of arcs in the transportation network are assumed to be fuzzy variables. A hybrid intelligent algorithm integrating fuzzy simulation and genetic algorithm is designed for finding a satisfactory solution. Finally, some numerical examples are given to demonstrate the efficiency of the proposed model and algorithm.

Reference set design for relational modeling of fuzzy systems

NASA Astrophysics Data System (ADS)

Lapohos, Tibor; Buchal, Ralph O.

1994-10-01

One of the keys to the successful relational modeling of fuzzy systems is the proper design of fuzzy reference sets. This has been discussed throughout the literature. In the frame of modeling a stochastic system, we analyze the problem numerically. First, we briefly describe the relational model and present the performance of the modeling in the most trivial case: the reference sets are triangle shaped. Next, we present a known fuzzy reference set generator algorithm (FRSGA) which is based on the fuzzy c-means (Fc-M) clustering algorithm. In the second section of this chapter we improve the previous FRSGA by adding a constraint to the Fc-M algorithm (modified Fc-M or MFc-M): two cluster centers are forced to coincide with the domain limits. This is needed to obtain properly shaped extreme linguistic reference values. We apply this algorithm to uniformly discretized domains of the variables involved. The fuzziness of the reference sets produced by both Fc-M and MFc-M is determined by a parameter, which in our experiments is modified iteratively. Each time, a new model is created and its performance analyzed. For certain algorithm parameter values both of these two algorithms have shortcomings. To eliminate the drawbacks of these two approaches, we develop a completely new generator algorithm for reference sets which we call Polyline. This algorithm and its performance are described in the last section. In all three cases, the modeling is performed for a variety of operators used in the inference engine and two defuzzification methods. Therefore our results depend neither on the system model order nor the experimental setup.

Improving Transportation Services for the University of the Thai Chamber of Commerce: A Case Study on Solving the Mixed-Fleet Vehicle Routing Problem with Split Deliveries

NASA Astrophysics Data System (ADS)

Suthikarnnarunai, N.; Olinick, E.

2009-01-01

We present a case study on the application of techniques for solving the Vehicle Routing Problem (VRP) to improve the transportation service provided by the University of The Thai Chamber of Commerce to its staff. The problem is modeled as VRP with time windows, split deliveries, and a mixed fleet. An exact algorithm and a heuristic solution procedure are developed to solve the problem and implemented in the AMPL modeling language and CPLEX Integer Programming solver. Empirical results indicate that the heuristic can find relatively good solutions in a small fraction of the time required by the exact method. We also perform sensitivity analysis and find that a savings in outsourcing cost can be achieved with a small increase in vehicle capacity.

Portfolio optimization using fuzzy linear programming

NASA Astrophysics Data System (ADS)

Pandit, Purnima K.

2013-09-01

Portfolio Optimization (PO) is a problem in Finance, in which investor tries to maximize return and minimize risk by carefully choosing different assets. Expected return and risk are the most important parameters with regard to optimal portfolios. In the simple form PO can be modeled as quadratic programming problem which can be put into equivalent linear form. PO problems with the fuzzy parameters can be solved as multi-objective fuzzy linear programming problem. In this paper we give the solution to such problems with an illustrative example.

Computer Corner: Spreadsheets, Power Series, Generating Functions, and Integers.

ERIC Educational Resources Information Center

Snow, Donald R.

1989-01-01

Implements a table algorithm on a spreadsheet program and obtains functions for several number sequences such as the Fibonacci and Catalan numbers. Considers other applications of the table algorithm to integers represented in various number bases. (YP)

Uncertainty analysis for effluent trading planning using a Bayesian estimation-based simulation-optimization modeling approach.

PubMed

Zhang, J L; Li, Y P; Huang, G H; Baetz, B W; Liu, J

2017-06-01

In this study, a Bayesian estimation-based simulation-optimization modeling approach (BESMA) is developed for identifying effluent trading strategies. BESMA incorporates nutrient fate modeling with soil and water assessment tool (SWAT), Bayesian estimation, and probabilistic-possibilistic interval programming with fuzzy random coefficients (PPI-FRC) within a general framework. Based on the water quality protocols provided by SWAT, posterior distributions of parameters can be analyzed through Bayesian estimation; stochastic characteristic of nutrient loading can be investigated which provides the inputs for the decision making. PPI-FRC can address multiple uncertainties in the form of intervals with fuzzy random boundaries and the associated system risk through incorporating the concept of possibility and necessity measures. The possibility and necessity measures are suitable for optimistic and pessimistic decision making, respectively. BESMA is applied to a real case of effluent trading planning in the Xiangxihe watershed, China. A number of decision alternatives can be obtained under different trading ratios and treatment rates. The results can not only facilitate identification of optimal effluent-trading schemes, but also gain insight into the effects of trading ratio and treatment rate on decision making. The results also reveal that decision maker's preference towards risk would affect decision alternatives on trading scheme as well as system benefit. Compared with the conventional optimization methods, it is proved that BESMA is advantageous in (i) dealing with multiple uncertainties associated with randomness and fuzziness in effluent-trading planning within a multi-source, multi-reach and multi-period context; (ii) reflecting uncertainties existing in nutrient transport behaviors to improve the accuracy in water quality prediction; and (iii) supporting pessimistic and optimistic decision making for effluent trading as well as promoting diversity of decision alternatives. Copyright © 2017 Elsevier Ltd. All rights reserved.

On Local Homogeneity and Stochastically Ordered Mixed Rasch Models

ERIC Educational Resources Information Center

Kreiner, Svend; Hansen, Mogens; Hansen, Carsten Rosenberg

2006-01-01

Mixed Rasch models add latent classes to conventional Rasch models, assuming that the Rasch model applies within each class and that relative difficulties of items are different in two or more latent classes. This article considers a family of stochastically ordered mixed Rasch models, with ordinal latent classes characterized by increasing total…

A comparison of numerical solutions of partial differential equations with probabilistic and possibilistic parameters for the quantification of uncertainty in subsurface solute transport.

PubMed

Zhang, Kejiang; Achari, Gopal; Li, Hua

2009-11-03

Traditionally, uncertainty in parameters are represented as probabilistic distributions and incorporated into groundwater flow and contaminant transport models. With the advent of newer uncertainty theories, it is now understood that stochastic methods cannot properly represent non random uncertainties. In the groundwater flow and contaminant transport equations, uncertainty in some parameters may be random, whereas those of others may be non random. The objective of this paper is to develop a fuzzy-stochastic partial differential equation (FSPDE) model to simulate conditions where both random and non random uncertainties are involved in groundwater flow and solute transport. Three potential solution techniques namely, (a) transforming a probability distribution to a possibility distribution (Method I) then a FSPDE becomes a fuzzy partial differential equation (FPDE), (b) transforming a possibility distribution to a probability distribution (Method II) and then a FSPDE becomes a stochastic partial differential equation (SPDE), and (c) the combination of Monte Carlo methods and FPDE solution techniques (Method III) are proposed and compared. The effects of these three methods on the predictive results are investigated by using two case studies. The results show that the predictions obtained from Method II is a specific case of that got from Method I. When an exact probabilistic result is needed, Method II is suggested. As the loss or gain of information during a probability-possibility (or vice versa) transformation cannot be quantified, their influences on the predictive results is not known. Thus, Method III should probably be preferred for risk assessments.

Transportation optimization with fuzzy trapezoidal numbers based on possibility theory.

PubMed

He, Dayi; Li, Ran; Huang, Qi; Lei, Ping

2014-01-01

In this paper, a parametric method is introduced to solve fuzzy transportation problem. Considering that parameters of transportation problem have uncertainties, this paper develops a generalized fuzzy transportation problem with fuzzy supply, demand and cost. For simplicity, these parameters are assumed to be fuzzy trapezoidal numbers. Based on possibility theory and consistent with decision-makers' subjectiveness and practical requirements, the fuzzy transportation problem is transformed to a crisp linear transportation problem by defuzzifying fuzzy constraints and objectives with application of fractile and modality approach. Finally, a numerical example is provided to exemplify the application of fuzzy transportation programming and to verify the validity of the proposed methods.

Scheduling algorithms for rapid imaging using agile Cubesat constellations

NASA Astrophysics Data System (ADS)

Nag, Sreeja; Li, Alan S.; Merrick, James H.

2018-02-01

Distributed Space Missions such as formation flight and constellations, are being recognized as important Earth Observation solutions to increase measurement samples over space and time. Cubesats are increasing in size (27U, ∼40 kg in development) with increasing capabilities to host imager payloads. Given the precise attitude control systems emerging in the commercial market, Cubesats now have the ability to slew and capture images within short notice. We propose a modular framework that combines orbital mechanics, attitude control and scheduling optimization to plan the time-varying, full-body orientation of agile Cubesats in a constellation such that they maximize the number of observed images and observation time, within the constraints of Cubesat hardware specifications. The attitude control strategy combines bang-bang and PD control, with constraints such as power consumption, response time, and stability factored into the optimality computations and a possible extension to PID control to account for disturbances. Schedule optimization is performed using dynamic programming with two levels of heuristics, verified and improved upon using mixed integer linear programming. The automated scheduler is expected to run on ground station resources and the resultant schedules uplinked to the satellites for execution, however it can be adapted for onboard scheduling, contingent on Cubesat hardware and software upgrades. The framework is generalizable over small steerable spacecraft, sensor specifications, imaging objectives and regions of interest, and is demonstrated using multiple 20 kg satellites in Low Earth Orbit for two case studies - rapid imaging of Landsat's land and coastal images and extended imaging of global, warm water coral reefs. The proposed algorithm captures up to 161% more Landsat images than nadir-pointing sensors with the same field of view, on a 2-satellite constellation over a 12-h simulation. Integer programming was able to verify that optimality of the dynamic programming solution for single satellites was within 10%, and find up to 5% more optimal solutions. The optimality gap for constellations was found to be 22% at worst, but the dynamic programming schedules were found at nearly four orders of magnitude better computational speed than integer programming. The algorithm can include cloud cover predictions, ground downlink windows or any other spatial, temporal or angular constraints into the orbital module and be integrated into planning tools for agile constellations.

Using a Mixed Model to Explore Evaluation Criteria for Bank Supervision: A Banking Supervision Law Perspective

PubMed Central

Tsai, Sang-Bing; Chen, Kuan-Yu; Zhao, Hongrui; Wei, Yu-Min; Wang, Cheng-Kuang; Zheng, Yuxiang; Chang, Li-Chung; Wang, Jiangtao

2016-01-01

Financial supervision means that monetary authorities have the power to supervise and manage financial institutions according to laws. Monetary authorities have this power because of the requirements of improving financial services, protecting the rights of depositors, adapting to industrial development, ensuring financial fair trade, and maintaining stable financial order. To establish evaluation criteria for bank supervision in China, this study integrated fuzzy theory and the decision making trial and evaluation laboratory (DEMATEL) and proposes a fuzzy-DEMATEL model. First, fuzzy theory was applied to examine bank supervision criteria and analyze fuzzy semantics. Second, the fuzzy-DEMATEL model was used to calculate the degree to which financial supervision criteria mutually influenced one another and their causal relationship. Finally, an evaluation criteria model for evaluating bank and financial supervision was established. PMID:27992449

Using a Mixed Model to Explore Evaluation Criteria for Bank Supervision: A Banking Supervision Law Perspective.

PubMed

Tsai, Sang-Bing; Chen, Kuan-Yu; Zhao, Hongrui; Wei, Yu-Min; Wang, Cheng-Kuang; Zheng, Yuxiang; Chang, Li-Chung; Wang, Jiangtao

2016-01-01

Financial supervision means that monetary authorities have the power to supervise and manage financial institutions according to laws. Monetary authorities have this power because of the requirements of improving financial services, protecting the rights of depositors, adapting to industrial development, ensuring financial fair trade, and maintaining stable financial order. To establish evaluation criteria for bank supervision in China, this study integrated fuzzy theory and the decision making trial and evaluation laboratory (DEMATEL) and proposes a fuzzy-DEMATEL model. First, fuzzy theory was applied to examine bank supervision criteria and analyze fuzzy semantics. Second, the fuzzy-DEMATEL model was used to calculate the degree to which financial supervision criteria mutually influenced one another and their causal relationship. Finally, an evaluation criteria model for evaluating bank and financial supervision was established.

Anticipatory systems using a probabilistic-possibilistic formalism

DOE Office of Scientific and Technical Information (OSTI.GOV)

Tsoukalas, L.H.

1989-01-01

A methodology for the realization of the Anticipatory Paradigm in the diagnosis and control of complex systems, such as power plants, is developed. The objective is to synthesize engineering systems as analogs of certain biological systems which are capable of modifying their present states on the basis of anticipated future states. These future states are construed to be the output of predictive, numerical, stochastic or symbolic models. The mathematical basis of the implementation is developed on the basis of a formulation coupling probabilistic (random) and possibilistic(fuzzy) data in the form of an Information Granule. Random data are generated from observationsmore » and sensors input from the environment. Fuzzy data consists of eqistemic information, such as criteria or constraints qualifying the environmental inputs. The approach generates mathematical performance measures upon which diagnostic inferences and control functions are based. Anticipated performance is generated using a fuzzified Bayes formula. Triplex arithmetic is used in the numerical estimation of the performance measures. Representation of the system is based upon a goal-tree within the rule-based paradigm from the field of Applied Artificial Intelligence. The ensuing construction incorporates a coupling of Symbolic and Procedural programming methods. As a demonstration of the possibility of constructing such systems, a model-based system of a nuclear reactor is constructed. A numerical model of the reactor as a damped simple harmonic oscillator is used. The neutronic behavior is described by a point kinetics model with temperature feedback. The resulting system is programmed in OPS5 for the symbolic component and in FORTRAN for the procedural part.« less

Fuzzy Q-Learning for Generalization of Reinforcement Learning

NASA Technical Reports Server (NTRS)

Berenji, Hamid R.

1996-01-01

Fuzzy Q-Learning, introduced earlier by the author, is an extension of Q-Learning into fuzzy environments. GARIC is a methodology for fuzzy reinforcement learning. In this paper, we introduce GARIC-Q, a new method for doing incremental Dynamic Programming using a society of intelligent agents which are controlled at the top level by Fuzzy Q-Learning and at the local level, each agent learns and operates based on GARIC. GARIC-Q improves the speed and applicability of Fuzzy Q-Learning through generalization of input space by using fuzzy rules and bridges the gap between Q-Learning and rule based intelligent systems.

Modification of Programs CHIEF and CID to Compute Sound Radiation from an Arbitrary Body with Mixed Boundary Conditions

DTIC Science & Technology

1991-06-01

layer surfaces (NSU * NSV) DIMENSION CC(1I), TRNS(3), IELTS (8, 311) REAL Xl(lH@), YI(liOI) CHARACTER*3 SYMTYP CHARACTER*4 FLOTYP, TAPEID, PRTTYP INTEGER...element data. WRITE(NUINPRT, 1411) 1410 FORMAT(//,’ EEENT DATA’,/) DO 1412 1 = 1, I6EE WIlTE(KUNPRT,1411) 1, ( IELTS (J,1),J=1,S) 1412 CONTINUE 00 1414...1 = 1, iaaiM DO 1413 J =1, S CC(J) IELTS (J, 1) 1413 CONTINUE XIRG = XIRG * 1 CALL LDSURR(XIRG, 10, CC, TRNS, XIZAX, 22 NRL MEMORANDUM REPORT 6813 1

TORC3: Token-ring clearing heuristic for currency circulation

NASA Astrophysics Data System (ADS)

Humes, Carlos, Jr.; Lauretto, Marcelo S.; Nakano, Fábio; Pereira, Carlos A. B.; Rafare, Guilherme F. G.; Stern, Julio Michael

2012-10-01

Clearing algorithms are at the core of modern payment systems, facilitating the settling of multilateral credit messages with (near) minimum transfers of currency. Traditional clearing procedures use batch processing based on MILP - mixed-integer linear programming algorithms. The MILP approach demands intensive computational resources; moreover, it is also vulnerable to operational risks generated by possible defaults during the inter-batch period. This paper presents TORC3 - the Token-Ring Clearing Algorithm for Currency Circulation. In contrast to the MILP approach, TORC3 is a real time heuristic procedure, demanding modest computational resources, and able to completely shield the clearing operation against the participating agents' risk of default.

A comparison of mixed-integer linear programming models for workforce scheduling with position-dependent processing times

NASA Astrophysics Data System (ADS)

Moreno-Camacho, Carlos A.; Montoya-Torres, Jairo R.; Vélez-Gallego, Mario C.

2018-06-01

Only a few studies in the available scientific literature address the problem of having a group of workers that do not share identical levels of productivity during the planning horizon. This study considers a workforce scheduling problem in which the actual processing time is a function of the scheduling sequence to represent the decline in workers' performance, evaluating two classical performance measures separately: makespan and maximum tardiness. Several mathematical models are compared with each other to highlight the advantages of each approach. The mathematical models are tested with randomly generated instances available from a public e-library.

Wind Power Ramping Product for Increasing Power System Flexibility

DOE Office of Scientific and Technical Information (OSTI.GOV)

Cui, Mingjian; Zhang, Jie; Wu, Hongyu

With increasing penetrations of wind power, system operators are concerned about a potential lack of system flexibility and ramping capacity in real-time dispatch stages. In this paper, a modified dispatch formulation is proposed considering the wind power ramping product (WPRP). A swinging door algorithm (SDA) and dynamic programming are combined and used to detect WPRPs in the next scheduling periods. The detected WPRPs are included in the unit commitment (UC) formulation considering ramping capacity limits, active power limits, and flexible ramping requirements. The modified formulation is solved by mixed integer linear programming. Numerical simulations on a modified PJM 5-bus Systemmore » show the effectiveness of the model considering WPRP, which not only reduces the production cost but also does not affect the generation schedules of thermal units.« less

A hybrid approach to modeling and control of vehicle height for electronically controlled air suspension

NASA Astrophysics Data System (ADS)

Sun, Xiaoqiang; Cai, Yingfeng; Wang, Shaohua; Liu, Yanling; Chen, Long

2016-01-01

The control problems associated with vehicle height adjustment of electronically controlled air suspension (ECAS) still pose theoretical challenges for researchers, which manifest themselves in the publications on this subject over the last years. This paper deals with modeling and control of a vehicle height adjustment system for ECAS, which is an example of a hybrid dynamical system due to the coexistence and coupling of continuous variables and discrete events. A mixed logical dynamical (MLD) modeling approach is chosen for capturing enough details of the vehicle height adjustment process. The hybrid dynamic model is constructed on the basis of some assumptions and piecewise linear approximation for components nonlinearities. Then, the on-off statuses of solenoid valves and the piecewise approximation process are described by propositional logic, and the hybrid system is transformed into the set of linear mixed-integer equalities and inequalities, denoted as MLD model, automatically by HYSDEL. Using this model, a hybrid model predictive controller (HMPC) is tuned based on online mixed-integer quadratic optimization (MIQP). Two different scenarios are considered in the simulation, whose results verify the height adjustment effectiveness of the proposed approach. Explicit solutions of the controller are computed to control the vehicle height adjustment system in realtime using an offline multi-parametric programming technology (MPT), thus convert the controller into an equivalent explicit piecewise affine form. Finally, bench experiments for vehicle height lifting, holding and lowering procedures are conducted, which demonstrate that the HMPC can adjust the vehicle height by controlling the on-off statuses of solenoid valves directly. This research proposes a new modeling and control method for vehicle height adjustment of ECAS, which leads to a closed-loop system with favorable dynamical properties.

Fuzzy robust credibility-constrained programming for environmental management and planning.

PubMed

Zhang, Yimei; Hang, Guohe

2010-06-01

In this study, a fuzzy robust credibility-constrained programming (FRCCP) is developed and applied to the planning for waste management systems. It incorporates the concepts of credibility-based chance-constrained programming and robust programming within an optimization framework. The developed method can reflect uncertainties presented as possibility-density by fuzzy-membership functions. Fuzzy credibility constraints are transformed to the crisp equivalents with different credibility levels, and ordinary fuzzy inclusion constraints are determined by their robust deterministic constraints by setting a-cut levels. The FRCCP method can provide different system costs under different credibility levels (lambda). From the results of sensitivity analyses, the operation cost of the landfill is a critical parameter. For the management, any factors that would induce cost fluctuation during landfilling operation would deserve serious observation and analysis. By FRCCP, useful solutions can be obtained to provide decision-making support for long-term planning of solid waste management systems. It could be further enhanced through incorporating methods of inexact analysis into its framework. It can also be applied to other environmental management problems.

Scheduling the resident 80-hour work week: an operations research algorithm.

PubMed

Day, T Eugene; Napoli, Joseph T; Kuo, Paul C

2006-01-01

The resident 80-hour work week requires that programs now schedule duty hours. Typically, scheduling is performed in an empirical "trial-and-error" fashion. However, this is a classic "scheduling" problem from the field of operations research (OR). It is similar to scheduling issues that airlines must face with pilots and planes routing through various airports at various times. The authors hypothesized that an OR approach using iterative computer algorithms could provide a rational scheduling solution. Institution-specific constraints of the residency problem were formulated. A total of 56 residents are rotating through 4 hospitals. Additional constraints were dictated by the Residency Review Committee (RRC) rules or the specific surgical service. For example, at Hospital 1, during the weekday hours between 6 am and 6 pm, there will be a PGY4 or PGY5 and a PGY2 or PGY3 on-duty to cover Service "A." A series of equations and logic statements was generated to satisfy all constraints and requirements. These were restated in the Optimization Programming Language used by the ILOG software suite for solving mixed integer programming problems. An integer programming solution was generated to this resource-constrained assignment problem. A total of 30,900 variables and 12,443 constraints were required. A total of man-hours of programming were used; computer run-time was 25.9 hours. A weekly schedule was generated for each resident that satisfied the RRC regulations while fulfilling all stated surgical service requirements. Each required between 64 and 80 weekly resident duty hours. The authors conclude that OR is a viable approach to schedule resident work hours. This technique is sufficiently robust to accommodate changes in resident numbers, service requirements, and service and hospital rotations.

An interactive approach based on a discrete differential evolution algorithm for a class of integer bilevel programming problems

NASA Astrophysics Data System (ADS)

Li, Hong; Zhang, Li; Jiao, Yong-Chang

2016-07-01

This paper presents an interactive approach based on a discrete differential evolution algorithm to solve a class of integer bilevel programming problems, in which integer decision variables are controlled by an upper-level decision maker and real-value or continuous decision variables are controlled by a lower-level decision maker. Using the Karush--Kuhn-Tucker optimality conditions in the lower-level programming, the original discrete bilevel formulation can be converted into a discrete single-level nonlinear programming problem with the complementarity constraints, and then the smoothing technique is applied to deal with the complementarity constraints. Finally, a discrete single-level nonlinear programming problem is obtained, and solved by an interactive approach. In each iteration, for each given upper-level discrete variable, a system of nonlinear equations including the lower-level variables and Lagrange multipliers is solved first, and then a discrete nonlinear programming problem only with inequality constraints is handled by using a discrete differential evolution algorithm. Simulation results show the effectiveness of the proposed approach.

Real-Time Control of an Ensemble of Heterogeneous Resources

DOE Office of Scientific and Technical Information (OSTI.GOV)

Bernstein, Andrey; Bouman, Niek J.; Le Boudec, Jean-Yves

This paper focuses on the problem of controlling an ensemble of heterogeneous resources connected to an electrical grid at the same point of common coupling (PCC). The controller receives an aggregate power setpoint for the ensemble in real time and tracks this setpoint by issuing individual optimal setpoints to the resources. The resources can have continuous or discrete nature (e.g., heating systems consisting of a finite number of heaters that each can be either switched on or off) and/or can be highly uncertain (e.g., photovoltaic (PV) systems or residential loads). A naive approach would lead to a stochastic mixed-integer optimizationmore » problem to be solved at the controller at each time step, which might be infeasible in real time. Instead, we allow the controller to solve a continuous convex optimization problem and compensate for the errors at the resource level by using a variant of the well-known error diffusion algorithm. We give conditions guaranteeing that our algorithm tracks the power setpoint at the PCC on average while issuing optimal setpoints to individual resources. We illustrate the approach numerically by controlling a collection of batteries, PV systems, and discrete loads.« less

Robust Sensitivity Analysis for Multi-Attribute Deterministic Hierarchical Value Models

DTIC Science & Technology

2002-03-01

such as weighted sum method, weighted 5 product method, and the Analytic Hierarchy Process ( AHP ). This research focuses on only weighted sum...different groups. They can be termed as deterministic, stochastic, or fuzzy multi-objective decision methods if they are classified according to the...weighted product model (WPM), and analytic hierarchy process ( AHP ). His method attempts to identify the most important criteria weight and the most

A cloud model based multi-attribute decision making approach for selection and evaluation of groundwater management schemes

NASA Astrophysics Data System (ADS)

Lu, Hongwei; Ren, Lixia; Chen, Yizhong; Tian, Peipei; Liu, Jia

2017-12-01

Due to the uncertainty (i.e., fuzziness, stochasticity and imprecision) existed simultaneously during the process for groundwater remediation, the accuracy of ranking results obtained by the traditional methods has been limited. This paper proposes a cloud model based multi-attribute decision making framework (CM-MADM) with Monte Carlo for the contaminated-groundwater remediation strategies selection. The cloud model is used to handle imprecise numerical quantities, which can describe the fuzziness and stochasticity of the information fully and precisely. In the proposed approach, the contaminated concentrations are aggregated via the backward cloud generator and the weights of attributes are calculated by employing the weight cloud module. A case study on the remedial alternative selection for a contaminated site suffering from a 1,1,1-trichloroethylene leakage problem in Shanghai, China is conducted to illustrate the efficiency and applicability of the developed approach. Totally, an attribute system which consists of ten attributes were used for evaluating each alternative through the developed method under uncertainty, including daily total pumping rate, total cost and cloud model based health risk. Results indicated that A14 was evaluated to be the most preferred alternative for the 5-year, A5 for the 10-year, A4 for the 15-year and A6 for the 20-year remediation.

Superstructure-based Design and Optimization of Batch Biodiesel Production Using Heterogeneous Catalysts

NASA Astrophysics Data System (ADS)

Nuh, M. Z.; Nasir, N. F.

2017-08-01

Biodiesel as a fuel comprised of mono alkyl esters of long chain fatty acids derived from renewable lipid feedstock, such as vegetable oil and animal fat. Biodiesel production is complex process which need systematic design and optimization. However, no case study using the process system engineering (PSE) elements which are superstructure optimization of batch process, it involves complex problems and uses mixed-integer nonlinear programming (MINLP). The PSE offers a solution to complex engineering system by enabling the use of viable tools and techniques to better manage and comprehend the complexity of the system. This study is aimed to apply the PSE tools for the simulation of biodiesel process and optimization and to develop mathematical models for component of the plant for case A, B, C by using published kinetic data. Secondly, to determine economic analysis for biodiesel production, focusing on heterogeneous catalyst. Finally, the objective of this study is to develop the superstructure for biodiesel production by using heterogeneous catalyst. The mathematical models are developed by the superstructure and solving the resulting mixed integer non-linear model and estimation economic analysis by using MATLAB software. The results of the optimization process with the objective function of minimizing the annual production cost by batch process from case C is 23.2587 million USD. Overall, the implementation a study of process system engineering (PSE) has optimized the process of modelling, design and cost estimation. By optimizing the process, it results in solving the complex production and processing of biodiesel by batch.

Water quality analysis in rivers with non-parametric probability distributions and fuzzy inference systems: application to the Cauca River, Colombia.

PubMed

Ocampo-Duque, William; Osorio, Carolina; Piamba, Christian; Schuhmacher, Marta; Domingo, José L

2013-02-01

The integration of water quality monitoring variables is essential in environmental decision making. Nowadays, advanced techniques to manage subjectivity, imprecision, uncertainty, vagueness, and variability are required in such complex evaluation process. We here propose a probabilistic fuzzy hybrid model to assess river water quality. Fuzzy logic reasoning has been used to compute a water quality integrative index. By applying a Monte Carlo technique, based on non-parametric probability distributions, the randomness of model inputs was estimated. Annual histograms of nine water quality variables were built with monitoring data systematically collected in the Colombian Cauca River, and probability density estimations using the kernel smoothing method were applied to fit data. Several years were assessed, and river sectors upstream and downstream the city of Santiago de Cali, a big city with basic wastewater treatment and high industrial activity, were analyzed. The probabilistic fuzzy water quality index was able to explain the reduction in water quality, as the river receives a larger number of agriculture, domestic, and industrial effluents. The results of the hybrid model were compared to traditional water quality indexes. The main advantage of the proposed method is that it considers flexible boundaries between the linguistic qualifiers used to define the water status, being the belongingness of water quality to the diverse output fuzzy sets or classes provided with percentiles and histograms, which allows classify better the real water condition. The results of this study show that fuzzy inference systems integrated to stochastic non-parametric techniques may be used as complementary tools in water quality indexing methodologies. Copyright © 2012 Elsevier Ltd. All rights reserved.

Different methodologies to quantify uncertainties of air emissions.

PubMed

Romano, Daniela; Bernetti, Antonella; De Lauretis, Riccardo

2004-10-01

Characterization of the uncertainty associated with air emission estimates is of critical importance especially in the compilation of air emission inventories. In this paper, two different theories are discussed and applied to evaluate air emissions uncertainty. In addition to numerical analysis, which is also recommended in the framework of the United Nation Convention on Climate Change guidelines with reference to Monte Carlo and Bootstrap simulation models, fuzzy analysis is also proposed. The methodologies are discussed and applied to an Italian example case study. Air concentration values are measured from two electric power plants: a coal plant, consisting of two boilers and a fuel oil plant, of four boilers; the pollutants considered are sulphur dioxide (SO(2)), nitrogen oxides (NO(X)), carbon monoxide (CO) and particulate matter (PM). Monte Carlo, Bootstrap and fuzzy methods have been applied to estimate uncertainty of these data. Regarding Monte Carlo, the most accurate results apply to Gaussian distributions; a good approximation is also observed for other distributions with almost regular features either positive asymmetrical or negative asymmetrical. Bootstrap, on the other hand, gives a good uncertainty estimation for irregular and asymmetrical distributions. The logic of fuzzy analysis, where data are represented as vague and indefinite in opposition to the traditional conception of neatness, certain classification and exactness of the data, follows a different description. In addition to randomness (stochastic variability) only, fuzzy theory deals with imprecision (vagueness) of data. Fuzzy variance of the data set was calculated; the results cannot be directly compared with empirical data but the overall performance of the theory is analysed. Fuzzy theory may appear more suitable for qualitative reasoning than for a quantitative estimation of uncertainty, but it suits well when little information and few measurements are available and when distributions of data are not properly known.

Coordinated control system modelling of ultra-supercritical unit based on a new T-S fuzzy structure.

PubMed

Hou, Guolian; Du, Huan; Yang, Yu; Huang, Congzhi; Zhang, Jianhua

2018-03-01

The thermal power plant, especially the ultra-supercritical unit is featured with severe nonlinearity, strong multivariable coupling. In order to deal with these difficulties, it is of great importance to build an accurate and simple model of the coordinated control system (CCS) in the ultra-supercritical unit. In this paper, an improved T-S fuzzy model identification approach is proposed. First of all, the k-means++ algorithm is employed to identify the premise parameters so as to guarantee the number of fuzzy rules. Then, the local linearized models are determined by using the incremental historical data around the cluster centers, which are obtained via the stochastic gradient descent algorithm with momentum and variable learning rate. Finally, with the proposed method, the CCS model of a 1000 MW USC unit in Tai Zhou power plant is developed. The effectiveness of the proposed approach is validated by the given extensive simulation results, and it can be further employed to design the overall advanced controllers for the CCS in an USC unit. Copyright © 2018 ISA. Published by Elsevier Ltd. All rights reserved.

A generalized fuzzy linear programming approach for environmental management problem under uncertainty.

PubMed

Fan, Yurui; Huang, Guohe; Veawab, Amornvadee

2012-01-01

In this study, a generalized fuzzy linear programming (GFLP) method was developed to deal with uncertainties expressed as fuzzy sets that exist in the constraints and objective function. A stepwise interactive algorithm (SIA) was advanced to solve GFLP model and generate solutions expressed as fuzzy sets. To demonstrate its application, the developed GFLP method was applied to a regional sulfur dioxide (SO2) control planning model to identify effective SO2 mitigation polices with a minimized system performance cost under uncertainty. The results were obtained to represent the amount of SO2 allocated to different control measures from different sources. Compared with the conventional interval-parameter linear programming (ILP) approach, the solutions obtained through GFLP were expressed as fuzzy sets, which can provide intervals for the decision variables and objective function, as well as related possibilities. Therefore, the decision makers can make a tradeoff between model stability and the plausibility based on solutions obtained through GFLP and then identify desired policies for SO2-emission control under uncertainty.

Solving Fuzzy Optimization Problem Using Hybrid Ls-Sa Method

NASA Astrophysics Data System (ADS)

Vasant, Pandian

2011-06-01

Fuzzy optimization problem has been one of the most and prominent topics inside the broad area of computational intelligent. It's especially relevant in the filed of fuzzy non-linear programming. It's application as well as practical realization can been seen in all the real world problems. In this paper a large scale non-linear fuzzy programming problem has been solved by hybrid optimization techniques of Line Search (LS), Simulated Annealing (SA) and Pattern Search (PS). As industrial production planning problem with cubic objective function, 8 decision variables and 29 constraints has been solved successfully using LS-SA-PS hybrid optimization techniques. The computational results for the objective function respect to vagueness factor and level of satisfaction has been provided in the form of 2D and 3D plots. The outcome is very promising and strongly suggests that the hybrid LS-SA-PS algorithm is very efficient and productive in solving the large scale non-linear fuzzy programming problem.

Fuzzy logic and neural network technologies

NASA Technical Reports Server (NTRS)

Villarreal, James A.; Lea, Robert N.; Savely, Robert T.

1992-01-01

Applications of fuzzy logic technologies in NASA projects are reviewed to examine their advantages in the development of neural networks for aerospace and commercial expert systems and control. Examples of fuzzy-logic applications include a 6-DOF spacecraft controller, collision-avoidance systems, and reinforcement-learning techniques. The commercial applications examined include a fuzzy autofocusing system, an air conditioning system, and an automobile transmission application. The practical use of fuzzy logic is set in the theoretical context of artificial neural systems (ANSs) to give the background for an overview of ANS research programs at NASA. The research and application programs include the Network Execution and Training Simulator and faster training algorithms such as the Difference Optimized Training Scheme. The networks are well suited for pattern-recognition applications such as predicting sunspots, controlling posture maintenance, and conducting adaptive diagnoses.

Using Fuzzy Gaussian Inference and Genetic Programming to Classify 3D Human Motions

NASA Astrophysics Data System (ADS)

Khoury, Mehdi; Liu, Honghai

This research introduces and builds on the concept of Fuzzy Gaussian Inference (FGI) (Khoury and Liu in Proceedings of UKCI, 2008 and IEEE Workshop on Robotic Intelligence in Informationally Structured Space (RiiSS 2009), 2009) as a novel way to build Fuzzy Membership Functions that map to hidden Probability Distributions underlying human motions. This method is now combined with a Genetic Programming Fuzzy rule-based system in order to classify boxing moves from natural human Motion Capture data. In this experiment, FGI alone is able to recognise seven different boxing stances simultaneously with an accuracy superior to a GMM-based classifier. Results seem to indicate that adding an evolutionary Fuzzy Inference Engine on top of FGI improves the accuracy of the classifier in a consistent way.

Naturally-Emerging Technology-Based Leadership Roles in Three Independent Schools: A Social Network-Based Case Study Using Fuzzy Set Qualitative Comparative Analysis

ERIC Educational Resources Information Center

Velastegui, Pamela J.

2013-01-01

This hypothesis-generating case study investigates the naturally emerging roles of technology brokers and technology leaders in three independent schools in New York involving 92 school educators. A multiple and mixed method design utilizing Social Network Analysis (SNA) and fuzzy set Qualitative Comparative Analysis (FSQCA) involved gathering…

Currency arbitrage detection using a binary integer programming model

NASA Astrophysics Data System (ADS)

Soon, Wanmei; Ye, Heng-Qing

2011-04-01

In this article, we examine the use of a new binary integer programming (BIP) model to detect arbitrage opportunities in currency exchanges. This model showcases an excellent application of mathematics to the real world. The concepts involved are easily accessible to undergraduate students with basic knowledge in Operations Research. Through this work, students can learn to link several types of basic optimization models, namely linear programming, integer programming and network models, and apply the well-known sensitivity analysis procedure to accommodate realistic changes in the exchange rates. Beginning with a BIP model, we discuss how it can be reduced to an equivalent but considerably simpler model, where an efficient algorithm can be applied to find the arbitrages and incorporate the sensitivity analysis procedure. A simple comparison is then made with a different arbitrage detection model. This exercise helps students learn to apply basic Operations Research concepts to a practical real-life example, and provides insights into the processes involved in Operations Research model formulations.

An Interactive Artificial Cutting Plane Method for Bicriterion Integer Programming Problems

DTIC Science & Technology

1992-08-01

AUTHOR(S) Diane Breivik Allen, 1st Lt 7. PERFORMING ORGANIZATION NAME(S) AND ADDRESS(ES) 8. PERFORMING ORGANIZATION REPORT NUMBER AFIT Student Attending...INTERACTIVE ARTIFICIAL CUTTING PLANE METHOD FOR BICRITERION INTEGER PROGRAMMING PROBLEMS By Diane Breivik Allen A Thesis Submitted to the Faculty of...ITfiSRA&1 DTIC TAB 0 Unannounced 0 Justirication By BY Diane Breivik Allen Distributlon/ Availability CQdes Avail and/or Dist Special Approved: DTI

Two Related Parametric Integrals

ERIC Educational Resources Information Center

Dana-Picard, T.

2007-01-01

Two related sequences of definite integrals are considered. By mixing hand-work, computer algebra system assistance and websurfing, fine connections can be studied between integrals and a couple of interesting sequences of integers. (Contains 4 tables.)

Smart-Grid Backbone Network Real-Time Delay Reduction via Integer Programming.

PubMed

Pagadrai, Sasikanth; Yilmaz, Muhittin; Valluri, Pratyush

2016-08-01

This research investigates an optimal delay-based virtual topology design using integer linear programming (ILP), which is applied to the current backbone networks such as smart-grid real-time communication systems. A network traffic matrix is applied and the corresponding virtual topology problem is solved using the ILP formulations that include a network delay-dependent objective function and lightpath routing, wavelength assignment, wavelength continuity, flow routing, and traffic loss constraints. The proposed optimization approach provides an efficient deterministic integration of intelligent sensing and decision making, and network learning features for superior smart grid operations by adaptively responding the time-varying network traffic data as well as operational constraints to maintain optimal virtual topologies. A representative optical backbone network has been utilized to demonstrate the proposed optimization framework whose simulation results indicate that superior smart-grid network performance can be achieved using commercial networks and integer programming.

Chromosome structures: reduction of certain problems with unequal gene content and gene paralogs to integer linear programming.

PubMed

Lyubetsky, Vassily; Gershgorin, Roman; Gorbunov, Konstantin

2017-12-06

Chromosome structure is a very limited model of the genome including the information about its chromosomes such as their linear or circular organization, the order of genes on them, and the DNA strand encoding a gene. Gene lengths, nucleotide composition, and intergenic regions are ignored. Although highly incomplete, such structure can be used in many cases, e.g., to reconstruct phylogeny and evolutionary events, to identify gene synteny, regulatory elements and promoters (considering highly conserved elements), etc. Three problems are considered; all assume unequal gene content and the presence of gene paralogs. The distance problem is to determine the minimum number of operations required to transform one chromosome structure into another and the corresponding transformation itself including the identification of paralogs in two structures. We use the DCJ model which is one of the most studied combinatorial rearrangement models. Double-, sesqui-, and single-operations as well as deletion and insertion of a chromosome region are considered in the model; the single ones comprise cut and join. In the reconstruction problem, a phylogenetic tree with chromosome structures in the leaves is given. It is necessary to assign the structures to inner nodes of the tree to minimize the sum of distances between terminal structures of each edge and to identify the mutual paralogs in a fairly large set of structures. A linear algorithm is known for the distance problem without paralogs, while the presence of paralogs makes it NP-hard. If paralogs are allowed but the insertion and deletion operations are missing (and special constraints are imposed), the reduction of the distance problem to integer linear programming is known. Apparently, the reconstruction problem is NP-hard even in the absence of paralogs. The problem of contigs is to find the optimal arrangements for each given set of contigs, which also includes the mutual identification of paralogs. We proved that these problems can be reduced to integer linear programming formulations, which allows an algorithm to redefine the problems to implement a very special case of the integer linear programming tool. The results were tested on synthetic and biological samples. Three well-known problems were reduced to a very special case of integer linear programming, which is a new method of their solutions. Integer linear programming is clearly among the main computational methods and, as generally accepted, is fast on average; in particular, computation systems specifically targeted at it are available. The challenges are to reduce the size of the corresponding integer linear programming formulations and to incorporate a more detailed biological concept in our model of the reconstruction.

A Comparative Theoretical and Computational Study on Robust Counterpart Optimization: I. Robust Linear Optimization and Robust Mixed Integer Linear Optimization

PubMed Central

Li, Zukui; Ding, Ran; Floudas, Christodoulos A.

2011-01-01

Robust counterpart optimization techniques for linear optimization and mixed integer linear optimization problems are studied in this paper. Different uncertainty sets, including those studied in literature (i.e., interval set; combined interval and ellipsoidal set; combined interval and polyhedral set) and new ones (i.e., adjustable box; pure ellipsoidal; pure polyhedral; combined interval, ellipsoidal, and polyhedral set) are studied in this work and their geometric relationship is discussed. For uncertainty in the left hand side, right hand side, and objective function of the optimization problems, robust counterpart optimization formulations induced by those different uncertainty sets are derived. Numerical studies are performed to compare the solutions of the robust counterpart optimization models and applications in refinery production planning and batch process scheduling problem are presented. PMID:21935263

A multi-period optimization model for energy planning with CO(2) emission consideration.

PubMed

Mirzaesmaeeli, H; Elkamel, A; Douglas, P L; Croiset, E; Gupta, M

2010-05-01

A novel deterministic multi-period mixed-integer linear programming (MILP) model for the power generation planning of electric systems is described and evaluated in this paper. The model is developed with the objective of determining the optimal mix of energy supply sources and pollutant mitigation options that meet a specified electricity demand and CO(2) emission targets at minimum cost. Several time-dependent parameters are included in the model formulation; they include forecasted energy demand, fuel price variability, construction lead time, conservation initiatives, and increase in fixed operational and maintenance costs over time. The developed model is applied to two case studies. The objective of the case studies is to examine the economical, structural, and environmental effects that would result if the electricity sector was required to reduce its CO(2) emissions to a specified limit. Copyright 2009 Elsevier Ltd. All rights reserved.

Exponential Mixing of the 3D Stochastic Navier-Stokes Equations Driven by Mildly Degenerate Noises

DOE Office of Scientific and Technical Information (OSTI.GOV)

Albeverio, Sergio; Debussche, Arnaud, E-mail: arnaud.debussche@bretagne.ens-cachan.fr; Xu Lihu, E-mail: Lihu.Xu@brunel.ac.uk

2012-10-15

We prove the strong Feller property and exponential mixing for 3D stochastic Navier-Stokes equation driven by mildly degenerate noises (i.e. all but finitely many Fourier modes being forced) via a Kolmogorov equation approach.

Solving complex maintenance planning optimization problems using stochastic simulation and multi-criteria fuzzy decision making

DOE Office of Scientific and Technical Information (OSTI.GOV)

Tahvili, Sahar; Österberg, Jonas; Silvestrov, Sergei

One of the most important factors in the operations of many cooperations today is to maximize profit and one important tool to that effect is the optimization of maintenance activities. Maintenance activities is at the largest level divided into two major areas, corrective maintenance (CM) and preventive maintenance (PM). When optimizing maintenance activities, by a maintenance plan or policy, we seek to find the best activities to perform at each point in time, be it PM or CM. We explore the use of stochastic simulation, genetic algorithms and other tools for solving complex maintenance planning optimization problems in terms ofmore » a suggested framework model based on discrete event simulation.« less

pyomo.dae: a modeling and automatic discretization framework for optimization with differential and algebraic equations

DOE PAGES

Nicholson, Bethany; Siirola, John D.; Watson, Jean-Paul; ...

2017-12-20

We describe pyomo.dae, an open source Python-based modeling framework that enables high-level abstract specification of optimization problems with differential and algebraic equations. The pyomo.dae framework is integrated with the Pyomo open source algebraic modeling language, and is available at http://www.pyomo.org. One key feature of pyomo.dae is that it does not restrict users to standard, predefined forms of differential equations, providing a high degree of modeling flexibility and the ability to express constraints that cannot be easily specified in other modeling frameworks. Other key features of pyomo.dae are the ability to specify optimization problems with high-order differential equations and partial differentialmore » equations, defined on restricted domain types, and the ability to automatically transform high-level abstract models into finite-dimensional algebraic problems that can be solved with off-the-shelf solvers. Moreover, pyomo.dae users can leverage existing capabilities of Pyomo to embed differential equation models within stochastic and integer programming models and mathematical programs with equilibrium constraint formulations. Collectively, these features enable the exploration of new modeling concepts, discretization schemes, and the benchmarking of state-of-the-art optimization solvers.« less

pyomo.dae: a modeling and automatic discretization framework for optimization with differential and algebraic equations

DOE Office of Scientific and Technical Information (OSTI.GOV)

Nicholson, Bethany; Siirola, John D.; Watson, Jean-Paul

We describe pyomo.dae, an open source Python-based modeling framework that enables high-level abstract specification of optimization problems with differential and algebraic equations. The pyomo.dae framework is integrated with the Pyomo open source algebraic modeling language, and is available at http://www.pyomo.org. One key feature of pyomo.dae is that it does not restrict users to standard, predefined forms of differential equations, providing a high degree of modeling flexibility and the ability to express constraints that cannot be easily specified in other modeling frameworks. Other key features of pyomo.dae are the ability to specify optimization problems with high-order differential equations and partial differentialmore » equations, defined on restricted domain types, and the ability to automatically transform high-level abstract models into finite-dimensional algebraic problems that can be solved with off-the-shelf solvers. Moreover, pyomo.dae users can leverage existing capabilities of Pyomo to embed differential equation models within stochastic and integer programming models and mathematical programs with equilibrium constraint formulations. Collectively, these features enable the exploration of new modeling concepts, discretization schemes, and the benchmarking of state-of-the-art optimization solvers.« less

Optimal one-way and roundtrip journeys design by mixed-integer programming

NASA Astrophysics Data System (ADS)

Ribeiro, Isabel M.; Vale, Cecília

2017-12-01

The introduction of multimodal/intermodal networks in transportation problems, especially when considering roundtrips, adds complexity to the models. This article presents two models for the optimization of intermodal trips as a contribution to the integration of transport modes in networks. The first model is devoted to one-way trips while the second one is dedicated to roundtrips. The original contribution of this research to transportation is mainly the consideration of roundtrips in the optimization process of intermodal transport, especially because the transport mode between two nodes on the return trip should be the same as the one on the outward trip if both nodes are visited on the return trip, which is a valuable aspect for transport companies. The mathematical formulations of both models leads to mixed binary linear programs, which is not a common approach for this type of problem. In this article, as well as the model description, computational experience is included to highlight the importance and efficiency of the proposed models, which may provide a valuable tool for transport managers.

Optimizing integrated airport surface and terminal airspace operations under uncertainty

NASA Astrophysics Data System (ADS)

Bosson, Christabelle S.

In airports and surrounding terminal airspaces, the integration of surface, arrival and departure scheduling and routing have the potential to improve the operations efficiency. Moreover, because both the airport surface and the terminal airspace are often altered by random perturbations, the consideration of uncertainty in flight schedules is crucial to improve the design of robust flight schedules. Previous research mainly focused on independently solving arrival scheduling problems, departure scheduling problems and surface management scheduling problems and most of the developed models are deterministic. This dissertation presents an alternate method to model the integrated operations by using a machine job-shop scheduling formulation. A multistage stochastic programming approach is chosen to formulate the problem in the presence of uncertainty and candidate solutions are obtained by solving sample average approximation problems with finite sample size. The developed mixed-integer-linear-programming algorithm-based scheduler is capable of computing optimal aircraft schedules and routings that reflect the integration of air and ground operations. The assembled methodology is applied to a Los Angeles case study. To show the benefits of integrated operations over First-Come-First-Served, a preliminary proof-of-concept is conducted for a set of fourteen aircraft evolving under deterministic conditions in a model of the Los Angeles International Airport surface and surrounding terminal areas. Using historical data, a representative 30-minute traffic schedule and aircraft mix scenario is constructed. The results of the Los Angeles application show that the integration of air and ground operations and the use of a time-based separation strategy enable both significant surface and air time savings. The solution computed by the optimization provides a more efficient routing and scheduling than the First-Come-First-Served solution. Additionally, a data driven analysis is performed for the Los Angeles environment and probabilistic distributions of pertinent uncertainty sources are obtained. A sensitivity analysis is then carried out to assess the methodology performance and find optimal sampling parameters. Finally, simulations of increasing traffic density in the presence of uncertainty are conducted first for integrated arrivals and departures, then for integrated surface and air operations. To compare the optimization results and show the benefits of integrated operations, two aircraft separation methods are implemented that offer different routing options. The simulations of integrated air operations and the simulations of integrated air and surface operations demonstrate that significant traveling time savings, both total and individual surface and air times, can be obtained when more direct routes are allowed to be traveled even in the presence of uncertainty. The resulting routings induce however extra take off delay for departing flights. As a consequence, some flights cannot meet their initial assigned runway slot which engenders runway position shifting when comparing resulting runway sequences computed under both deterministic and stochastic conditions. The optimization is able to compute an optimal runway schedule that represents an optimal balance between total schedule delays and total travel times.

Fuzzy logic control of telerobot manipulators

NASA Technical Reports Server (NTRS)

Franke, Ernest A.; Nedungadi, Ashok

1992-01-01

Telerobot systems for advanced applications will require manipulators with redundant 'degrees of freedom' (DOF) that are capable of adapting manipulator configurations to avoid obstacles while achieving the user specified goal. Conventional methods for control of manipulators (based on solution of the inverse kinematics) cannot be easily extended to these situations. Fuzzy logic control offers a possible solution to these needs. A current research program at SRI developed a fuzzy logic controller for a redundant, 4 DOF, planar manipulator. The manipulator end point trajectory can be specified by either a computer program (robot mode) or by manual input (teleoperator). The approach used expresses end-point error and the location of manipulator joints as fuzzy variables. Joint motions are determined by a fuzzy rule set without requiring solution of the inverse kinematics. Additional rules for sensor data, obstacle avoidance and preferred manipulator configuration, e.g., 'righty' or 'lefty', are easily accommodated. The procedure used to generate the fuzzy rules can be extended to higher DOF systems.

Algorithms for optimizing cross-overs in DNA shuffling.

PubMed

He, Lu; Friedman, Alan M; Bailey-Kellogg, Chris

2012-03-21

DNA shuffling generates combinatorial libraries of chimeric genes by stochastically recombining parent genes. The resulting libraries are subjected to large-scale genetic selection or screening to identify those chimeras with favorable properties (e.g., enhanced stability or enzymatic activity). While DNA shuffling has been applied quite successfully, it is limited by its homology-dependent, stochastic nature. Consequently, it is used only with parents of sufficient overall sequence identity, and provides no control over the resulting chimeric library. This paper presents efficient methods to extend the scope of DNA shuffling to handle significantly more diverse parents and to generate more predictable, optimized libraries. Our CODNS (cross-over optimization for DNA shuffling) approach employs polynomial-time dynamic programming algorithms to select codons for the parental amino acids, allowing for zero or a fixed number of conservative substitutions. We first present efficient algorithms to optimize the local sequence identity or the nearest-neighbor approximation of the change in free energy upon annealing, objectives that were previously optimized by computationally-expensive integer programming methods. We then present efficient algorithms for more powerful objectives that seek to localize and enhance the frequency of recombination by producing "runs" of common nucleotides either overall or according to the sequence diversity of the resulting chimeras. We demonstrate the effectiveness of CODNS in choosing codons and allocating substitutions to promote recombination between parents targeted in earlier studies: two GAR transformylases (41% amino acid sequence identity), two very distantly related DNA polymerases, Pol X and β (15%), and beta-lactamases of varying identity (26-47%). Our methods provide the protein engineer with a new approach to DNA shuffling that supports substantially more diverse parents, is more deterministic, and generates more predictable and more diverse chimeric libraries.

Optimization of Operations Resources via Discrete Event Simulation Modeling

NASA Technical Reports Server (NTRS)

Joshi, B.; Morris, D.; White, N.; Unal, R.

1996-01-01

The resource levels required for operation and support of reusable launch vehicles are typically defined through discrete event simulation modeling. Minimizing these resources constitutes an optimization problem involving discrete variables and simulation. Conventional approaches to solve such optimization problems involving integer valued decision variables are the pattern search and statistical methods. However, in a simulation environment that is characterized by search spaces of unknown topology and stochastic measures, these optimization approaches often prove inadequate. In this paper, we have explored the applicability of genetic algorithms to the simulation domain. Genetic algorithms provide a robust search strategy that does not require continuity and differentiability of the problem domain. The genetic algorithm successfully minimized the operation and support activities for a space vehicle, through a discrete event simulation model. The practical issues associated with simulation optimization, such as stochastic variables and constraints, were also taken into consideration.

Application of optimization technique for flood damage modeling in river system

NASA Astrophysics Data System (ADS)

Barman, Sangita Deb; Choudhury, Parthasarathi

2018-04-01

A river system is defined as a network of channels that drains different parts of a basin uniting downstream to form a common outflow. An application of various models found in literatures, to a river system having multiple upstream flows is not always straight forward, involves a lengthy procedure; and with non-availability of data sets model calibration and applications may become difficult. In the case of a river system the flow modeling can be simplified to a large extent if the channel network is replaced by an equivalent single channel. In the present work optimization model formulations based on equivalent flow and applications of the mixed integer programming based pre-emptive goal programming model in evaluating flood control alternatives for a real life river system in India are proposed to be covered in the study.

Mathematical programming formulations for satellite synthesis

NASA Technical Reports Server (NTRS)

Bhasin, Puneet; Reilly, Charles H.

1987-01-01

The problem of satellite synthesis can be described as optimally allotting locations and sometimes frequencies and polarizations, to communication satellites so that interference from unwanted satellite signals does not exceed a specified threshold. In this report, mathematical programming models and optimization methods are used to solve satellite synthesis problems. A nonlinear programming formulation which is solved using Zoutendijk's method and a gradient search method is described. Nine mixed integer programming models are considered. Results of computer runs with these nine models and five geographically compatible scenarios are presented and evaluated. A heuristic solution procedure is also used to solve two of the models studied. Heuristic solutions to three large synthesis problems are presented. The results of our analysis show that the heuristic performs very well, both in terms of solution quality and solution time, on the two models to which it was applied. It is concluded that the heuristic procedure is the best of the methods considered for solving satellite synthesis problems.

Robust Programming Problems Based on the Mean-Variance Model Including Uncertainty Factors

NASA Astrophysics Data System (ADS)

Hasuike, Takashi; Ishii, Hiroaki

2009-01-01

This paper considers robust programming problems based on the mean-variance model including uncertainty sets and fuzzy factors. Since these problems are not well-defined problems due to fuzzy factors, it is hard to solve them directly. Therefore, introducing chance constraints, fuzzy goals and possibility measures, the proposed models are transformed into the deterministic equivalent problems. Furthermore, in order to solve these equivalent problems efficiently, the solution method is constructed introducing the mean-absolute deviation and doing the equivalent transformations.

A stochastic equilibrium model for the North American natural gas market

NASA Astrophysics Data System (ADS)

Zhuang, Jifang

This dissertation is an endeavor in the field of energy modeling for the North American natural gas market using a mixed complementarity formulation combined with the stochastic programming. The genesis of the stochastic equilibrium model presented in this dissertation is the deterministic market equilibrium model developed in [Gabriel, Kiet and Zhuang, 2005]. Based on some improvements that we made to this model, including proving new existence and uniqueness results, we present a multistage stochastic equilibrium model with uncertain demand for the deregulated North American natural gas market using the recourse method of the stochastic programming. The market participants considered by the model are pipeline operators, producers, storage operators, peak gas operators, marketers and consumers. Pipeline operators are described with regulated tariffs but also involve "congestion pricing" as a mechanism to allocate scarce pipeline capacity. Marketers are modeled as Nash-Cournot players in sales to the residential and commercial sectors but price-takers in all other aspects. Consumers are represented by demand functions in the marketers' problem. Producers, storage operators and peak gas operators are price-takers consistent with perfect competition. Also, two types of the natural gas markets are included: the long-term and spot markets. Market participants make both high-level planning decisions (first-stage decisions) in the long-term market and daily operational decisions (recourse decisions) in the spot market subject to their engineering, resource and political constraints, resource constraints as well as market constraints on both the demand and the supply side, so as to simultaneously maximize their expected profits given others' decisions. The model is shown to be an instance of a mixed complementarity problem (MiCP) under minor conditions. The MiCP formulation is derived from applying the Karush-Kuhn-Tucker optimality conditions of the optimization problems faced by the market participants. Some theoretical results regarding the market prices in both markets are shown. We also illustrate the model on a representative, sample network of two production nodes, two consumption nodes with discretely distributed end-user demand and three seasons using four cases.

AN ADA LINEAR ALGEBRA PACKAGE MODELED AFTER HAL/S

NASA Technical Reports Server (NTRS)

Klumpp, A. R.

1994-01-01

This package extends the Ada programming language to include linear algebra capabilities similar to those of the HAL/S programming language. The package is designed for avionics applications such as Space Station flight software. In addition to the HAL/S built-in functions, the package incorporates the quaternion functions used in the Shuttle and Galileo projects, and routines from LINPAK that solve systems of equations involving general square matrices. Language conventions in this package follow those of HAL/S to the maximum extent practical and minimize the effort required for writing new avionics software and translating existent software into Ada. Valid numeric types in this package include scalar, vector, matrix, and quaternion declarations. (Quaternions are fourcomponent vectors used in representing motion between two coordinate frames). Single precision and double precision floating point arithmetic is available in addition to the standard double precision integer manipulation. Infix operators are used instead of function calls to define dot products, cross products, quaternion products, and mixed scalar-vector, scalar-matrix, and vector-matrix products. The package contains two generic programs: one for floating point, and one for integer. The actual component type is passed as a formal parameter to the generic linear algebra package. The procedures for solving systems of linear equations defined by general matrices include GEFA, GECO, GESL, and GIDI. The HAL/S functions include ABVAL, UNIT, TRACE, DET, INVERSE, TRANSPOSE, GET, PUT, FETCH, PLACE, and IDENTITY. This package is written in Ada (Version 1.2) for batch execution and is machine independent. The linear algebra software depends on nothing outside the Ada language except for a call to a square root function for floating point scalars (such as SQRT in the DEC VAX MATHLIB library). This program was developed in 1989, and is a copyrighted work with all copyright vested in NASA.

System design optimization for stand-alone photovoltaic systems sizing by using superstructure model

NASA Astrophysics Data System (ADS)

Azau, M. A. M.; Jaafar, S.; Samsudin, K.

2013-06-01

Although the photovoltaic (PV) systems have been increasingly installed as an alternative and renewable green power generation, the initial set up cost, maintenance cost and equipment mismatch are some of the key issues that slows down the installation in small household. This paper presents the design optimization of stand-alone photovoltaic systems using superstructure model where all possible types of technology of the equipment are captured and life cycle cost analysis is formulated as a mixed integer programming (MIP). A model for investment planning of power generation and long-term decision model are developed in order to help the system engineer to build a cost effective system.

MEIGO: an open-source software suite based on metaheuristics for global optimization in systems biology and bioinformatics.

PubMed

Egea, Jose A; Henriques, David; Cokelaer, Thomas; Villaverde, Alejandro F; MacNamara, Aidan; Danciu, Diana-Patricia; Banga, Julio R; Saez-Rodriguez, Julio

2014-05-10

Optimization is the key to solving many problems in computational biology. Global optimization methods, which provide a robust methodology, and metaheuristics in particular have proven to be the most efficient methods for many applications. Despite their utility, there is a limited availability of metaheuristic tools. We present MEIGO, an R and Matlab optimization toolbox (also available in Python via a wrapper of the R version), that implements metaheuristics capable of solving diverse problems arising in systems biology and bioinformatics. The toolbox includes the enhanced scatter search method (eSS) for continuous nonlinear programming (cNLP) and mixed-integer programming (MINLP) problems, and variable neighborhood search (VNS) for Integer Programming (IP) problems. Additionally, the R version includes BayesFit for parameter estimation by Bayesian inference. The eSS and VNS methods can be run on a single-thread or in parallel using a cooperative strategy. The code is supplied under GPLv3 and is available at http://www.iim.csic.es/~gingproc/meigo.html. Documentation and examples are included. The R package has been submitted to BioConductor. We evaluate MEIGO against optimization benchmarks, and illustrate its applicability to a series of case studies in bioinformatics and systems biology where it outperforms other state-of-the-art methods. MEIGO provides a free, open-source platform for optimization that can be applied to multiple domains of systems biology and bioinformatics. It includes efficient state of the art metaheuristics, and its open and modular structure allows the addition of further methods.

MEIGO: an open-source software suite based on metaheuristics for global optimization in systems biology and bioinformatics

PubMed Central

2014-01-01

Background Optimization is the key to solving many problems in computational biology. Global optimization methods, which provide a robust methodology, and metaheuristics in particular have proven to be the most efficient methods for many applications. Despite their utility, there is a limited availability of metaheuristic tools. Results We present MEIGO, an R and Matlab optimization toolbox (also available in Python via a wrapper of the R version), that implements metaheuristics capable of solving diverse problems arising in systems biology and bioinformatics. The toolbox includes the enhanced scatter search method (eSS) for continuous nonlinear programming (cNLP) and mixed-integer programming (MINLP) problems, and variable neighborhood search (VNS) for Integer Programming (IP) problems. Additionally, the R version includes BayesFit for parameter estimation by Bayesian inference. The eSS and VNS methods can be run on a single-thread or in parallel using a cooperative strategy. The code is supplied under GPLv3 and is available at http://www.iim.csic.es/~gingproc/meigo.html. Documentation and examples are included. The R package has been submitted to BioConductor. We evaluate MEIGO against optimization benchmarks, and illustrate its applicability to a series of case studies in bioinformatics and systems biology where it outperforms other state-of-the-art methods. Conclusions MEIGO provides a free, open-source platform for optimization that can be applied to multiple domains of systems biology and bioinformatics. It includes efficient state of the art metaheuristics, and its open and modular structure allows the addition of further methods. PMID:24885957

Fuzzy physical programming for Space Manoeuvre Vehicles trajectory optimization based on hp-adaptive pseudospectral method

NASA Astrophysics Data System (ADS)

Chai, Runqi; Savvaris, Al; Tsourdos, Antonios

2016-06-01

In this paper, a fuzzy physical programming (FPP) method has been introduced for solving multi-objective Space Manoeuvre Vehicles (SMV) skip trajectory optimization problem based on hp-adaptive pseudospectral methods. The dynamic model of SMV is elaborated and then, by employing hp-adaptive pseudospectral methods, the problem has been transformed to nonlinear programming (NLP) problem. According to the mission requirements, the solutions were calculated for each single-objective scenario. To get a compromised solution for each target, the fuzzy physical programming (FPP) model is proposed. The preference function is established with considering the fuzzy factor of the system such that a proper compromised trajectory can be acquired. In addition, the NSGA-II is tested to obtain the Pareto-optimal solution set and verify the Pareto optimality of the FPP solution. Simulation results indicate that the proposed method is effective and feasible in terms of dealing with the multi-objective skip trajectory optimization for the SMV.

Regional SAR Image Segmentation Based on Fuzzy Clustering with Gamma Mixture Model

NASA Astrophysics Data System (ADS)

Li, X. L.; Zhao, Q. H.; Li, Y.

2017-09-01

Most of stochastic based fuzzy clustering algorithms are pixel-based, which can not effectively overcome the inherent speckle noise in SAR images. In order to deal with the problem, a regional SAR image segmentation algorithm based on fuzzy clustering with Gamma mixture model is proposed in this paper. First, initialize some generating points randomly on the image, the image domain is divided into many sub-regions using Voronoi tessellation technique. Each sub-region is regarded as a homogeneous area in which the pixels share the same cluster label. Then, assume the probability of the pixel to be a Gamma mixture model with the parameters respecting to the cluster which the pixel belongs to. The negative logarithm of the probability represents the dissimilarity measure between the pixel and the cluster. The regional dissimilarity measure of one sub-region is defined as the sum of the measures of pixels in the region. Furthermore, the Markov Random Field (MRF) model is extended from pixels level to Voronoi sub-regions, and then the regional objective function is established under the framework of fuzzy clustering. The optimal segmentation results can be obtained by the solution of model parameters and generating points. Finally, the effectiveness of the proposed algorithm can be proved by the qualitative and quantitative analysis from the segmentation results of the simulated and real SAR images.

A hybrid Jaya algorithm for reliability-redundancy allocation problems

NASA Astrophysics Data System (ADS)

Ghavidel, Sahand; Azizivahed, Ali; Li, Li

2018-04-01

This article proposes an efficient improved hybrid Jaya algorithm based on time-varying acceleration coefficients (TVACs) and the learning phase introduced in teaching-learning-based optimization (TLBO), named the LJaya-TVAC algorithm, for solving various types of nonlinear mixed-integer reliability-redundancy allocation problems (RRAPs) and standard real-parameter test functions. RRAPs include series, series-parallel, complex (bridge) and overspeed protection systems. The search power of the proposed LJaya-TVAC algorithm for finding the optimal solutions is first tested on the standard real-parameter unimodal and multi-modal functions with dimensions of 30-100, and then tested on various types of nonlinear mixed-integer RRAPs. The results are compared with the original Jaya algorithm and the best results reported in the recent literature. The optimal results obtained with the proposed LJaya-TVAC algorithm provide evidence for its better and acceptable optimization performance compared to the original Jaya algorithm and other reported optimal results.

A novel approach for analyzing fuzzy system reliability using different types of intuitionistic fuzzy failure rates of components.

PubMed

Kumar, Mohit; Yadav, Shiv Prasad

2012-03-01

This paper addresses the fuzzy system reliability analysis using different types of intuitionistic fuzzy numbers. Till now, in the literature, to analyze the fuzzy system reliability, it is assumed that the failure rates of all components of a system follow the same type of fuzzy set or intuitionistic fuzzy set. However, in practical problems, such type of situation rarely occurs. Therefore, in the present paper, a new algorithm has been introduced to construct the membership function and non-membership function of fuzzy reliability of a system having components following different types of intuitionistic fuzzy failure rates. Functions of intuitionistic fuzzy numbers are calculated to construct the membership function and non-membership function of fuzzy reliability via non-linear programming techniques. Using the proposed algorithm, membership functions and non-membership functions of fuzzy reliability of a series system and a parallel systems are constructed. Our study generalizes the various works of the literature. Numerical examples are given to illustrate the proposed algorithm. Copyright © 2011 ISA. Published by Elsevier Ltd. All rights reserved.

Performance comparison of genetic algorithms and particle swarm optimization for model integer programming bus timetabling problem

NASA Astrophysics Data System (ADS)

Wihartiko, F. D.; Wijayanti, H.; Virgantari, F.

2018-03-01

Genetic Algorithm (GA) is a common algorithm used to solve optimization problems with artificial intelligence approach. Similarly, the Particle Swarm Optimization (PSO) algorithm. Both algorithms have different advantages and disadvantages when applied to the case of optimization of the Model Integer Programming for Bus Timetabling Problem (MIPBTP), where in the case of MIPBTP will be found the optimal number of trips confronted with various constraints. The comparison results show that the PSO algorithm is superior in terms of complexity, accuracy, iteration and program simplicity in finding the optimal solution.

Solving the Water Jugs Problem by an Integer Sequence Approach

ERIC Educational Resources Information Center

Man, Yiu-Kwong

2012-01-01

In this article, we present an integer sequence approach to solve the classic water jugs problem. The solution steps can be obtained easily by additions and subtractions only, which is suitable for manual calculation or programming by computer. This approach can be introduced to secondary and undergraduate students, and also to teachers and…

Answer Sets in a Fuzzy Equilibrium Logic

NASA Astrophysics Data System (ADS)

Schockaert, Steven; Janssen, Jeroen; Vermeir, Dirk; de Cock, Martine

Since its introduction, answer set programming has been generalized in many directions, to cater to the needs of real-world applications. As one of the most general “classical” approaches, answer sets of arbitrary propositional theories can be defined as models in the equilibrium logic of Pearce. Fuzzy answer set programming, on the other hand, extends answer set programming with the capability of modeling continuous systems. In this paper, we combine the expressiveness of both approaches, and define answer sets of arbitrary fuzzy propositional theories as models in a fuzzification of equilibrium logic. We show that the resulting notion of answer set is compatible with existing definitions, when the syntactic restrictions of the corresponding approaches are met. We furthermore locate the complexity of the main reasoning tasks at the second level of the polynomial hierarchy. Finally, as an illustration of its modeling power, we show how fuzzy equilibrium logic can be used to find strong Nash equilibria.

Rational-q Triggered Transport Changes With Varying Toroidal Rotation in DIII-D

NASA Astrophysics Data System (ADS)

Austin, M. E.; Burrell, K. H.; Waltz, R. E.; van Zeeland, M. A.; McKee, G. R.; Shafer, M. W.; Rhodes, T. L.

2007-11-01

Comparison of rational-q triggered ITBs in discharges with varying toroidal torque injection was carried out. Experiments were conducted in negative central shear discharges with different mixes of co/counter neutral beam injection (NBI) that altered the equilibrium ExB shear in conditions where transient improvements in transport occur near integer qmin values. The transport changes were seen in high and low rotation cases; however, the latter discharges did not transition to improved core confinement. Observations support the model that sufficient background ExB shear is required for barrier formation and zonal flow effects at integer qmin act as trigger in this case. The lack of TAE modes in the balanced injection cases indicates they are not linked to the transient confinement improvement. Fluctuation data obtained in co and balanced NBI show similar reductions in turbulence near integer qmin as well as poloidal velocity excursions that may be further evidence of zonal flow.

Robust Fuzzy Controllers Using FPGAs

NASA Technical Reports Server (NTRS)

Monroe, Author Gene S., Jr.

2007-01-01

Electro-mechanical device controllers typically come in one of three forms, proportional (P), Proportional Derivative (PD), and Proportional Integral Derivative (PID). Two methods of control are discussed in this paper; they are (1) the classical technique that requires an in-depth mathematical use of poles and zeros, and (2) the fuzzy logic (FL) technique that is similar to the way humans think and make decisions. FL controllers are used in multiple industries; examples include control engineering, computer vision, pattern recognition, statistics, and data analysis. Presented is a study on the development of a PD motor controller written in very high speed hardware description language (VHDL), and implemented in FL. Four distinct abstractions compose the FL controller, they are the fuzzifier, the rule-base, the fuzzy inference system (FIS), and the defuzzifier. FL is similar to, but different from, Boolean logic; where the output value may be equal to 0 or 1, but it could also be equal to any decimal value between them. This controller is unique because of its VHDL implementation, which uses integer mathematics. To compensate for VHDL's inability to synthesis floating point numbers, a scale factor equal to 10(sup (N/4) is utilized; where N is equal to data word size. The scaling factor shifts the decimal digits to the left of the decimal point for increased precision. PD controllers are ideal for use with servo motors, where position control is effective. This paper discusses control methods for motion-base platforms where a constant velocity equivalent to a spectral resolution of 0.25 cm(exp -1) is required; however, the control capability of this controller extends to various other platforms.

A generalized fuzzy credibility-constrained linear fractional programming approach for optimal irrigation water allocation under uncertainty

NASA Astrophysics Data System (ADS)

Zhang, Chenglong; Guo, Ping

2017-10-01

The vague and fuzzy parametric information is a challenging issue in irrigation water management problems. In response to this problem, a generalized fuzzy credibility-constrained linear fractional programming (GFCCFP) model is developed for optimal irrigation water allocation under uncertainty. The model can be derived from integrating generalized fuzzy credibility-constrained programming (GFCCP) into a linear fractional programming (LFP) optimization framework. Therefore, it can solve ratio optimization problems associated with fuzzy parameters, and examine the variation of results under different credibility levels and weight coefficients of possibility and necessary. It has advantages in: (1) balancing the economic and resources objectives directly; (2) analyzing system efficiency; (3) generating more flexible decision solutions by giving different credibility levels and weight coefficients of possibility and (4) supporting in-depth analysis of the interrelationships among system efficiency, credibility level and weight coefficient. The model is applied to a case study of irrigation water allocation in the middle reaches of Heihe River Basin, northwest China. Therefore, optimal irrigation water allocation solutions from the GFCCFP model can be obtained. Moreover, factorial analysis on the two parameters (i.e. λ and γ) indicates that the weight coefficient is a main factor compared with credibility level for system efficiency. These results can be effective for support reasonable irrigation water resources management and agricultural production.

MITIE: Simultaneous RNA-Seq-based transcript identification and quantification in multiple samples.

PubMed

Behr, Jonas; Kahles, André; Zhong, Yi; Sreedharan, Vipin T; Drewe, Philipp; Rätsch, Gunnar

2013-10-15

High-throughput sequencing of mRNA (RNA-Seq) has led to tremendous improvements in the detection of expressed genes and reconstruction of RNA transcripts. However, the extensive dynamic range of gene expression, technical limitations and biases, as well as the observed complexity of the transcriptional landscape, pose profound computational challenges for transcriptome reconstruction. We present the novel framework MITIE (Mixed Integer Transcript IdEntification) for simultaneous transcript reconstruction and quantification. We define a likelihood function based on the negative binomial distribution, use a regularization approach to select a few transcripts collectively explaining the observed read data and show how to find the optimal solution using Mixed Integer Programming. MITIE can (i) take advantage of known transcripts, (ii) reconstruct and quantify transcripts simultaneously in multiple samples, and (iii) resolve the location of multi-mapping reads. It is designed for genome- and assembly-based transcriptome reconstruction. We present an extensive study based on realistic simulated RNA-Seq data. When compared with state-of-the-art approaches, MITIE proves to be significantly more sensitive and overall more accurate. Moreover, MITIE yields substantial performance gains when used with multiple samples. We applied our system to 38 Drosophila melanogaster modENCODE RNA-Seq libraries and estimated the sensitivity of reconstructing omitted transcript annotations and the specificity with respect to annotated transcripts. Our results corroborate that a well-motivated objective paired with appropriate optimization techniques lead to significant improvements over the state-of-the-art in transcriptome reconstruction. MITIE is implemented in C++ and is available from http://bioweb.me/mitie under the GPL license.

Teaching Machines to Think Fuzzy

ERIC Educational Resources Information Center

Technology Teacher, 2004

2004-01-01

Fuzzy logic programs for computers make them more human. Computers can then think through messy situations and make smart decisions. It makes computers able to control things the way people do. Fuzzy logic has been used to control subway trains, elevators, washing machines, microwave ovens, and cars. Pretty much all the human has to do is push one…

Discrimination of Mixed Taste Solutions using Ultrasonic Wave and Soft Computing

NASA Astrophysics Data System (ADS)

Kojima, Yohichiro; Kimura, Futoshi; Mikami, Tsuyoshi; Kitama, Masataka

In this study, ultrasonic wave acoustic properties of mixed taste solutions were investigated, and the possibility of taste sensing based on the acoustical properties obtained was examined. In previous studies, properties of solutions were discriminated based on sound velocity, amplitude and frequency characteristics of ultrasonic waves propagating through the five basic taste solutions and marketed beverages. However, to make this method applicable to beverages that contain many taste substances, further studies are required. In this paper, the waveform of an ultrasonic wave with frequency of approximately 5 MHz propagating through mixed solutions composed of sweet and salty substance was measured. As a result, differences among solutions were clearly observed as differences in their properties. Furthermore, these mixed solutions were discriminated by a self-organizing neural network. The ratio of volume in their mixed solutions was estimated by a distance-type fuzzy reasoning method. Therefore, the possibility of taste sensing was shown by using ultrasonic wave acoustic properties and the soft computing, such as the self-organizing neural network and the distance-type fuzzy reasoning method.

A unified approach for squeal instability analysis of disc brakes with two types of random-fuzzy uncertainties

NASA Astrophysics Data System (ADS)

Lü, Hui; Shangguan, Wen-Bin; Yu, Dejie

2017-09-01

Automotive brake systems are always subjected to various types of uncertainties and two types of random-fuzzy uncertainties may exist in the brakes. In this paper, a unified approach is proposed for squeal instability analysis of disc brakes with two types of random-fuzzy uncertainties. In the proposed approach, two uncertainty analysis models with mixed variables are introduced to model the random-fuzzy uncertainties. The first one is the random and fuzzy model, in which random variables and fuzzy variables exist simultaneously and independently. The second one is the fuzzy random model, in which uncertain parameters are all treated as random variables while their distribution parameters are expressed as fuzzy numbers. Firstly, the fuzziness is discretized by using α-cut technique and the two uncertainty analysis models are simplified into random-interval models. Afterwards, by temporarily neglecting interval uncertainties, the random-interval models are degraded into random models, in which the expectations, variances, reliability indexes and reliability probabilities of system stability functions are calculated. And then, by reconsidering the interval uncertainties, the bounds of the expectations, variances, reliability indexes and reliability probabilities are computed based on Taylor series expansion. Finally, by recomposing the analysis results at each α-cut level, the fuzzy reliability indexes and probabilities can be obtained, by which the brake squeal instability can be evaluated. The proposed approach gives a general framework to deal with both types of random-fuzzy uncertainties that may exist in the brakes and its effectiveness is demonstrated by numerical examples. It will be a valuable supplement to the systematic study of brake squeal considering uncertainty.

Impulsive synchronization of stochastic reaction-diffusion neural networks with mixed time delays.

PubMed

Sheng, Yin; Zeng, Zhigang

2018-07-01

This paper discusses impulsive synchronization of stochastic reaction-diffusion neural networks with Dirichlet boundary conditions and hybrid time delays. By virtue of inequality techniques, theories of stochastic analysis, linear matrix inequalities, and the contradiction method, sufficient criteria are proposed to ensure exponential synchronization of the addressed stochastic reaction-diffusion neural networks with mixed time delays via a designed impulsive controller. Compared with some recent studies, the neural network models herein are more general, some restrictions are relaxed, and the obtained conditions enhance and generalize some published ones. Finally, two numerical simulations are performed to substantiate the validity and merits of the developed theoretical analysis. Copyright © 2018 Elsevier Ltd. All rights reserved.

A multiobjective optimization model and an orthogonal design-based hybrid heuristic algorithm for regional urban mining management problems.

PubMed

Wu, Hao; Wan, Zhong

2018-02-01

In this paper, a multiobjective mixed-integer piecewise nonlinear programming model (MOMIPNLP) is built to formulate the management problem of urban mining system, where the decision variables are associated with buy-back pricing, choices of sites, transportation planning, and adjustment of production capacity. Different from the existing approaches, the social negative effect, generated from structural optimization of the recycling system, is minimized in our model, as well as the total recycling profit and utility from environmental improvement are jointly maximized. For solving the problem, the MOMIPNLP model is first transformed into an ordinary mixed-integer nonlinear programming model by variable substitution such that the piecewise feature of the model is removed. Then, based on technique of orthogonal design, a hybrid heuristic algorithm is developed to find an approximate Pareto-optimal solution, where genetic algorithm is used to optimize the structure of search neighborhood, and both local branching algorithm and relaxation-induced neighborhood search algorithm are employed to cut the searching branches and reduce the number of variables in each branch. Numerical experiments indicate that this algorithm spends less CPU (central processing unit) time in solving large-scale regional urban mining management problems, especially in comparison with the similar ones available in literature. By case study and sensitivity analysis, a number of practical managerial implications are revealed from the model. Since the metal stocks in society are reliable overground mineral sources, urban mining has been paid great attention as emerging strategic resources in an era of resource shortage. By mathematical modeling and development of efficient algorithms, this paper provides decision makers with useful suggestions on the optimal design of recycling system in urban mining. For example, this paper can answer how to encourage enterprises to join the recycling activities by government's support and subsidies, whether the existing recycling system can meet the developmental requirements or not, and what is a reasonable adjustment of production capacity.

Large-Scale Bi-Level Strain Design Approaches and Mixed-Integer Programming Solution Techniques

PubMed Central

Kim, Joonhoon; Reed, Jennifer L.; Maravelias, Christos T.

2011-01-01

The use of computational models in metabolic engineering has been increasing as more genome-scale metabolic models and computational approaches become available. Various computational approaches have been developed to predict how genetic perturbations affect metabolic behavior at a systems level, and have been successfully used to engineer microbial strains with improved primary or secondary metabolite production. However, identification of metabolic engineering strategies involving a large number of perturbations is currently limited by computational resources due to the size of genome-scale models and the combinatorial nature of the problem. In this study, we present (i) two new bi-level strain design approaches using mixed-integer programming (MIP), and (ii) general solution techniques that improve the performance of MIP-based bi-level approaches. The first approach (SimOptStrain) simultaneously considers gene deletion and non-native reaction addition, while the second approach (BiMOMA) uses minimization of metabolic adjustment to predict knockout behavior in a MIP-based bi-level problem for the first time. Our general MIP solution techniques significantly reduced the CPU times needed to find optimal strategies when applied to an existing strain design approach (OptORF) (e.g., from ∼10 days to ∼5 minutes for metabolic engineering strategies with 4 gene deletions), and identified strategies for producing compounds where previous studies could not (e.g., malate and serine). Additionally, we found novel strategies using SimOptStrain with higher predicted production levels (for succinate and glycerol) than could have been found using an existing approach that considers network additions and deletions in sequential steps rather than simultaneously. Finally, using BiMOMA we found novel strategies involving large numbers of modifications (for pyruvate and glutamate), which sequential search and genetic algorithms were unable to find. The approaches and solution techniques developed here will facilitate the strain design process and extend the scope of its application to metabolic engineering. PMID:21949695

Large-scale bi-level strain design approaches and mixed-integer programming solution techniques.

PubMed

Kim, Joonhoon; Reed, Jennifer L; Maravelias, Christos T

2011-01-01

The use of computational models in metabolic engineering has been increasing as more genome-scale metabolic models and computational approaches become available. Various computational approaches have been developed to predict how genetic perturbations affect metabolic behavior at a systems level, and have been successfully used to engineer microbial strains with improved primary or secondary metabolite production. However, identification of metabolic engineering strategies involving a large number of perturbations is currently limited by computational resources due to the size of genome-scale models and the combinatorial nature of the problem. In this study, we present (i) two new bi-level strain design approaches using mixed-integer programming (MIP), and (ii) general solution techniques that improve the performance of MIP-based bi-level approaches. The first approach (SimOptStrain) simultaneously considers gene deletion and non-native reaction addition, while the second approach (BiMOMA) uses minimization of metabolic adjustment to predict knockout behavior in a MIP-based bi-level problem for the first time. Our general MIP solution techniques significantly reduced the CPU times needed to find optimal strategies when applied to an existing strain design approach (OptORF) (e.g., from ∼10 days to ∼5 minutes for metabolic engineering strategies with 4 gene deletions), and identified strategies for producing compounds where previous studies could not (e.g., malate and serine). Additionally, we found novel strategies using SimOptStrain with higher predicted production levels (for succinate and glycerol) than could have been found using an existing approach that considers network additions and deletions in sequential steps rather than simultaneously. Finally, using BiMOMA we found novel strategies involving large numbers of modifications (for pyruvate and glutamate), which sequential search and genetic algorithms were unable to find. The approaches and solution techniques developed here will facilitate the strain design process and extend the scope of its application to metabolic engineering.

Modeling hospital infrastructure by optimizing quality, accessibility and efficiency via a mixed integer programming model.

PubMed

Ikkersheim, David; Tanke, Marit; van Schooten, Gwendy; de Bresser, Niels; Fleuren, Hein

2013-06-16

The majority of curative health care is organized in hospitals. As in most other countries, the current 94 hospital locations in the Netherlands offer almost all treatments, ranging from rather basic to very complex care. Recent studies show that concentration of care can lead to substantial quality improvements for complex conditions and that dispersion of care for chronic conditions may increase quality of care. In previous studies on allocation of hospital infrastructure, the allocation is usually only based on accessibility and/or efficiency of hospital care. In this paper, we explore the possibilities to include a quality function in the objective function, to give global directions to how the 'optimal' hospital infrastructure would be in the Dutch context. To create optimal societal value we have used a mathematical mixed integer programming (MIP) model that balances quality, efficiency and accessibility of care for 30 ICD-9 diagnosis groups. Typical aspects that are taken into account are the volume-outcome relationship, the maximum accepted travel times for diagnosis groups that may need emergency treatment and the minimum use of facilities. The optimal number of hospital locations per diagnosis group varies from 12-14 locations for diagnosis groups which have a strong volume-outcome relationship, such as neoplasms, to 150 locations for chronic diagnosis groups such as diabetes and chronic obstructive pulmonary disease (COPD). In conclusion, our study shows a new approach for allocating hospital infrastructure over a country or certain region that includes quality of care in relation to volume per provider that can be used in various countries or regions. In addition, our model shows that within the Dutch context chronic care may be too concentrated and complex and/or acute care may be too dispersed. Our approach can relatively easily be adopted towards other countries or regions and is very suitable to perform a 'what-if' analysis.

A Comparison of the DISASTER (Trademark) Scheduling Software with a Simultaneous Scheduling Algorithm for Minimizing Maximum Tardiness in Job Shops

DTIC Science & Technology

1993-09-01

goal ( Heizer , Render , and Stair, 1993:94). Integer Prgronmming. Integer programming is a general purpose approach used to optimally solve job shop...Scheduling," Operations Research Journal. 29, No 4: 646-667 (July-August 1981). Heizer , Jay, Barry Render and Ralph M. Stair, Jr. Production and Operations

RSM 1.0 - A RESUPPLY SCHEDULER USING INTEGER OPTIMIZATION

NASA Technical Reports Server (NTRS)

Viterna, L. A.

1994-01-01

RSM, Resupply Scheduling Modeler, is a fully menu-driven program that uses integer programming techniques to determine an optimum schedule for replacing components on or before the end of a fixed replacement period. Although written to analyze the electrical power system on the Space Station Freedom, RSM is quite general and can be used to model the resupply of almost any system subject to user-defined resource constraints. RSM is based on a specific form of the general linear programming problem in which all variables in the objective function and all variables in the constraints are integers. While more computationally intensive, integer programming was required for accuracy when modeling systems with small quantities of components. Input values for component life cane be real numbers, RSM converts them to integers by dividing the lifetime by the period duration, then reducing the result to the next lowest integer. For each component, there is a set of constraints that insure that it is replaced before its lifetime expires. RSM includes user-defined constraints such as transportation mass and volume limits, as well as component life, available repair crew time and assembly sequences. A weighting factor allows the program to minimize factors such as cost. The program then performs an iterative analysis, which is displayed during the processing. A message gives the first period in which resources are being exceeded on each iteration. If the scheduling problem is unfeasible, the final message will also indicate the first period in which resources were exceeded. RSM is written in APL2 for IBM PC series computers and compatibles. A stand-alone executable version of RSM is provided; however, this is a "packed" version of RSM which can only utilize the memory within the 640K DOS limit. This executable requires at least 640K of memory and DOS 3.1 or higher. Source code for an APL2/PC workspace version is also provided. This version of RSM can make full use of any installed extended memory but must be run with the APL2 interpreter; and it requires an 80486 based microcomputer or an 80386 based microcomputer with an 80387 math coprocessor, at least 2Mb of extended memory, and DOS 3.3 or higher. The standard distribution medium for this package is one 5.25 inch 360K MS-DOS format diskette. RSM was developed in 1991. APL2 and IBM PC are registered trademarks of International Business Machines Corporation. MS-DOS is a registered trademark of Microsoft Corporation.

Emerald: an object-based language for distributed programming

DOE Office of Scientific and Technical Information (OSTI.GOV)

Hutchinson, N.C.

1987-01-01

Distributed systems have become more common, however constructing distributed applications remains a very difficult task. Numerous operating systems and programming languages have been proposed that attempt to simplify the programming of distributed applications. Here a programing language called Emerald is presented that simplifies distributed programming by extending the concepts of object-based languages to the distributed environment. Emerald supports a single model of computation: the object. Emerald objects include private entities such as integers and Booleans, as well as shared, distributed entities such as compilers, directories, and entire file systems. Emerald objects may move between machines in the system, but objectmore » invocation is location independent. The uniform semantic model used for describing all Emerald objects makes the construction of distributed applications in Emerald much simpler than in systems where the differences in implementation between local and remote entities are visible in the language semantics. Emerald incorporates a type system that deals only with the specification of objects - ignoring differences in implementation. Thus, two different implementations of the same abstraction may be freely mixed.« less

An optimization model for energy generation and distribution in a dynamic facility

NASA Technical Reports Server (NTRS)

Lansing, F. L.

1981-01-01

An analytical model is described using linear programming for the optimum generation and distribution of energy demands among competing energy resources and different economic criteria. The model, which will be used as a general engineering tool in the analysis of the Deep Space Network ground facility, considers several essential decisions for better design and operation. The decisions sought for the particular energy application include: the optimum time to build an assembly of elements, inclusion of a storage medium of some type, and the size or capacity of the elements that will minimize the total life-cycle cost over a given number of years. The model, which is structured in multiple time divisions, employ the decomposition principle for large-size matrices, the branch-and-bound method in mixed-integer programming, and the revised simplex technique for efficient and economic computer use.

Mixing Single Scattering Properties in Vector Radiative Transfer for Deterministic and Stochastic Solutions

NASA Astrophysics Data System (ADS)

Mukherjee, L.; Zhai, P.; Hu, Y.; Winker, D. M.

2016-12-01

Among the primary factors, which determine the polarized radiation, field of a turbid medium are the single scattering properties of the medium. When multiple types of scatterers are present, the single scattering properties of the scatterers need to be properly mixed in order to find the solutions to the vector radiative transfer theory (VRT). The VRT solvers can be divided into two types: deterministic and stochastic. The deterministic solver can only accept one set of single scattering property in its smallest discretized spatial volume. When the medium contains more than one kind of scatterer, their single scattering properties are averaged, and then used as input for the deterministic solver. The stochastic solver, can work with different kinds of scatterers explicitly. In this work, two different mixing schemes are studied using the Successive Order of Scattering (SOS) method and Monte Carlo (MC) methods. One scheme is used for deterministic and the other is used for the stochastic Monte Carlo method. It is found that the solutions from the two VRT solvers using two different mixing schemes agree with each other extremely well. This confirms the equivalence to the two mixing schemes and also provides a benchmark for the VRT solution for the medium studied.

The Construction of a Vague Fuzzy Measure Through L1 Parameter Optimization

DTIC Science & Technology

2012-08-26

Programming v. 1.21, http://cvxr.com/cvx, (2011) 11 [3] E.J. Candes, J. Romberg and T. Tao. Robust Uncertainty Principles: Exact Signal Reconstruction From...Annales de I’institut Fourer, 5 (1954), pp. 131-295 [9] D. Diakoulaki, C. Antunes and A. Martins. MCDA in Energy Planning, Int. Series in Operations...formance and Tests , Fuzzy Sets and Systems, Vol. 65, Issues 2-3 (1994), pp.255-271 [15] M. Grabisch. Fuzzy Integral in Multicriteria Decision Making, Fuzzy

The role of service areas in the optimization of FSS orbital and frequency assignments

NASA Technical Reports Server (NTRS)

Levis, C. A.; Wang, C.-W.; Yamamura, Y.; Reilly, C. H.; Gonsalvez, D. J.

1986-01-01

An implicit relationship is derived which relates the topocentric separation of two satellites required for a given level of single-entry protection to the separation and orientation of their service areas. The results are presented explicitly for circular beams and topocentric angles. A computational approach is given for elliptical beams and for use with longitude and latitude variables. It is found that the geocentric separation depends primarily on the service area separation, secondarily on a parameter which characterizes the electrical design, and only slightly on the mean orbital position of the satellites. Both linear programming and mixed integer programming algorithms are implemented. Possible objective function choices are discussed, and explicit formulations are presented for the choice of the sum of the absolute deviations of the orbital locations from some prescribed 'ideal' location set. A test problem involving six service areas is examined with results that are encouraging with respect to applying the linear programming procedure to larger scenarios.

Inexact nonlinear improved fuzzy chance-constrained programming model for irrigation water management under uncertainty

NASA Astrophysics Data System (ADS)

Zhang, Chenglong; Zhang, Fan; Guo, Shanshan; Liu, Xiao; Guo, Ping

2018-01-01

An inexact nonlinear mλ-measure fuzzy chance-constrained programming (INMFCCP) model is developed for irrigation water allocation under uncertainty. Techniques of inexact quadratic programming (IQP), mλ-measure, and fuzzy chance-constrained programming (FCCP) are integrated into a general optimization framework. The INMFCCP model can deal with not only nonlinearities in the objective function, but also uncertainties presented as discrete intervals in the objective function, variables and left-hand side constraints and fuzziness in the right-hand side constraints. Moreover, this model improves upon the conventional fuzzy chance-constrained programming by introducing a linear combination of possibility measure and necessity measure with varying preference parameters. To demonstrate its applicability, the model is then applied to a case study in the middle reaches of Heihe River Basin, northwest China. An interval regression analysis method is used to obtain interval crop water production functions in the whole growth period under uncertainty. Therefore, more flexible solutions can be generated for optimal irrigation water allocation. The variation of results can be examined by giving different confidence levels and preference parameters. Besides, it can reflect interrelationships among system benefits, preference parameters, confidence levels and the corresponding risk levels. Comparison between interval crop water production functions and deterministic ones based on the developed INMFCCP model indicates that the former is capable of reflecting more complexities and uncertainties in practical application. These results can provide more reliable scientific basis for supporting irrigation water management in arid areas.

Development of a Menu Driven Materials Data Base for Use on Personal Computers

DTIC Science & Technology

1992-07-01

written permission. Copyright Is the responsibility of the Director Publishing and Marketing , AGPS. Enquiries should be directed to the Manager, AGPS...PROGRAM LISTING A-2-1 Program MOB; uses crt; label levell,level2,level3,shutdown,dis;play; var options,code, nlines ,nmeflitemp,i,j4,k :integer; w,chl,ch2,ch3...char; menus :array [I. .1001 of st~ring[801; nline :array [l. .100] of integer; s2 :string[21; control :string[4]; aline :string[801; inm,iflt :text

Stochastic constructions of flows of rank 1

NASA Astrophysics Data System (ADS)

Prikhod'ko, A. A.

2001-12-01

Automorphisms of rank 1 appeared in the well-known papers of Chacon (1965), who constructed an example of a weakly mixing automorphism not having the strong mixing property, and Ornstein (1970), who proved the existence of mixing automorphisms without a square root. Ornstein's construction is essentially stochastic, since its parameters are chosen in a "sufficiently random manner" according to a certain random law.In the present article it is shown that mixing flows of rank 1 exist. The construction given is also stochastic and is based to a large extent on ideas in Ornstein's paper. At the same time it complements Ornstein's paper and makes it more transparent. The construction can be used also to obtain automorphisms with various approximation and statistical properties. It is established that the new examples of dynamical systems are not isomorphic to Ornstein automorphisms, that is, they are qualitatively new.

Stochastic constructions of flows of rank 1

DOE Office of Scientific and Technical Information (OSTI.GOV)

Prikhod'ko, A A

2001-12-31

Automorphisms of rank 1 appeared in the well-known papers of Chacon (1965), who constructed an example of a weakly mixing automorphism not having the strong mixing property, and Ornstein (1970), who proved the existence of mixing automorphisms without a square root. Ornstein's construction is essentially stochastic, since its parameters are chosen in a 'sufficiently random manner' according to a certain random law. In the present article it is shown that mixing flows of rank 1 exist. The construction given is also stochastic and is based to a large extent on ideas in Ornstein's paper. At the same time it complementsmore » Ornstein's paper and makes it more transparent. The construction can be used also to obtain automorphisms with various approximation and statistical properties. It is established that the new examples of dynamical systems are not isomorphic to Ornstein automorphisms, that is, they are qualitatively new.« less

Towards Lagrangian formulations of mixed-symmetry higher spin fields on AdS-space within BFV-BRST formalism

NASA Astrophysics Data System (ADS)

Reshetnyak, A. A.

2010-11-01

The spectrum of superstring theory on the AdS 5 × S 5 Ramond-Ramond background in tensionless limit contains integer and half-integer higher-spin fields subject at most to two-rows Young tableaux Y( s 1, s 2). We review the details of a gauge-invariant Lagrangian description of such massive and massless higher-spin fields in anti-de-Sitter spaces with arbitrary dimensions. The procedure is based on the construction of Verma modules, its oscillator realizations and of a BFV-BRST operator for non-linear algebras encoding unitary irreducible representations of AdS group.

Fuzzy comprehensive evaluation for grid-connected performance of integrated distributed PV-ES systems

NASA Astrophysics Data System (ADS)

Lv, Z. H.; Li, Q.; Huang, R. W.; Liu, H. M.; Liu, D.

2016-08-01

Based on the discussion about topology structure of integrated distributed photovoltaic (PV) power generation system and energy storage (ES) in single or mixed type, this paper focuses on analyzing grid-connected performance of integrated distributed photovoltaic and energy storage (PV-ES) systems, and proposes a comprehensive evaluation index system. Then a multi-level fuzzy comprehensive evaluation method based on grey correlation degree is proposed, and the calculations for weight matrix and fuzzy matrix are presented step by step. Finally, a distributed integrated PV-ES power generation system connected to a 380 V low voltage distribution network is taken as the example, and some suggestions are made based on the evaluation results.

Stacking-sequence optimization for buckling of laminated plates by integer programming

NASA Technical Reports Server (NTRS)

Haftka, Raphael T.; Walsh, Joanne L.

1991-01-01

Integer-programming formulations for the design of symmetric and balanced laminated plates under biaxial compression are presented. Both maximization of buckling load for a given total thickness and the minimization of total thickness subject to a buckling constraint are formulated. The design variables that define the stacking sequence of the laminate are zero-one integers. It is shown that the formulation results in a linear optimization problem that can be solved on readily available software. This is in contrast to the continuous case, where the design variables are the thicknesses of layers with specified ply orientations, and the optimization problem is nonlinear. Constraints on the stacking sequence such as a limit on the number of contiguous plies of the same orientation and limits on in-plane stiffnesses are easily accommodated. Examples are presented for graphite-epoxy plates under uniaxial and biaxial compression using a commercial software package based on the branch-and-bound algorithm.

Planning for robust reserve networks using uncertainty analysis

USGS Publications Warehouse

Moilanen, A.; Runge, M.C.; Elith, Jane; Tyre, A.; Carmel, Y.; Fegraus, E.; Wintle, B.A.; Burgman, M.; Ben-Haim, Y.

2006-01-01

Planning land-use for biodiversity conservation frequently involves computer-assisted reserve selection algorithms. Typically such algorithms operate on matrices of species presence?absence in sites, or on species-specific distributions of model predicted probabilities of occurrence in grid cells. There are practically always errors in input data?erroneous species presence?absence data, structural and parametric uncertainty in predictive habitat models, and lack of correspondence between temporal presence and long-run persistence. Despite these uncertainties, typical reserve selection methods proceed as if there is no uncertainty in the data or models. Having two conservation options of apparently equal biological value, one would prefer the option whose value is relatively insensitive to errors in planning inputs. In this work we show how uncertainty analysis for reserve planning can be implemented within a framework of information-gap decision theory, generating reserve designs that are robust to uncertainty. Consideration of uncertainty involves modifications to the typical objective functions used in reserve selection. Search for robust-optimal reserve structures can still be implemented via typical reserve selection optimization techniques, including stepwise heuristics, integer-programming and stochastic global search.

A dynamic programming-based particle swarm optimization algorithm for an inventory management problem under uncertainty

NASA Astrophysics Data System (ADS)

Xu, Jiuping; Zeng, Ziqiang; Han, Bernard; Lei, Xiao

2013-07-01

This article presents a dynamic programming-based particle swarm optimization (DP-based PSO) algorithm for solving an inventory management problem for large-scale construction projects under a fuzzy random environment. By taking into account the purchasing behaviour and strategy under rules of international bidding, a multi-objective fuzzy random dynamic programming model is constructed. To deal with the uncertainties, a hybrid crisp approach is used to transform fuzzy random parameters into fuzzy variables that are subsequently defuzzified by using an expected value operator with optimistic-pessimistic index. The iterative nature of the authors' model motivates them to develop a DP-based PSO algorithm. More specifically, their approach treats the state variables as hidden parameters. This in turn eliminates many redundant feasibility checks during initialization and particle updates at each iteration. Results and sensitivity analysis are presented to highlight the performance of the authors' optimization method, which is very effective as compared to the standard PSO algorithm.

Mathematical solution of multilevel fractional programming problem with fuzzy goal programming approach

NASA Astrophysics Data System (ADS)

Lachhwani, Kailash; Poonia, Mahaveer Prasad

2012-08-01

In this paper, we show a procedure for solving multilevel fractional programming problems in a large hierarchical decentralized organization using fuzzy goal programming approach. In the proposed method, the tolerance membership functions for the fuzzily described numerator and denominator part of the objective functions of all levels as well as the control vectors of the higher level decision makers are respectively defined by determining individual optimal solutions of each of the level decision makers. A possible relaxation of the higher level decision is considered for avoiding decision deadlock due to the conflicting nature of objective functions. Then, fuzzy goal programming approach is used for achieving the highest degree of each of the membership goal by minimizing negative deviational variables. We also provide sensitivity analysis with variation of tolerance values on decision vectors to show how the solution is sensitive to the change of tolerance values with the help of a numerical example.

An electromagnetism-like metaheuristic for open-shop problems with no buffer

NASA Astrophysics Data System (ADS)

Naderi, Bahman; Najafi, Esmaeil; Yazdani, Mehdi

2012-12-01

This paper considers open-shop scheduling with no intermediate buffer to minimize total tardiness. This problem occurs in many production settings, in the plastic molding, chemical, and food processing industries. The paper mathematically formulates the problem by a mixed integer linear program. The problem can be optimally solved by the model. The paper also develops a novel metaheuristic based on an electromagnetism algorithm to solve the large-sized problems. The paper conducts two computational experiments. The first includes small-sized instances by which the mathematical model and general performance of the proposed metaheuristic are evaluated. The second evaluates the metaheuristic for its performance to solve some large-sized instances. The results show that the model and algorithm are effective to deal with the problem.

The integrated model for solving the single-period deterministic inventory routing problem

NASA Astrophysics Data System (ADS)

Rahim, Mohd Kamarul Irwan Abdul; Abidin, Rahimi; Iteng, Rosman; Lamsali, Hendrik

2016-08-01

This paper discusses the problem of efficiently managing inventory and routing problems in a two-level supply chain system. Vendor Managed Inventory (VMI) policy is an integrating decisions between a supplier and his customers. We assumed that the demand at each customer is stationary and the warehouse is implementing a VMI. The objective of this paper is to minimize the inventory and the transportation costs of the customers for a two-level supply chain. The problem is to determine the delivery quantities, delivery times and routes to the customers for the single-period deterministic inventory routing problem (SP-DIRP) system. As a result, a linear mixed-integer program is developed for the solutions of the SP-DIRP problem.

Data Sufficiency Assessment and Pumping Test Design for Groundwater Prediction Using Decision Theory and Genetic Algorithms

NASA Astrophysics Data System (ADS)

McPhee, J.; William, Y. W.

2005-12-01

This work presents a methodology for pumping test design based on the reliability requirements of a groundwater model. Reliability requirements take into consideration the application of the model results in groundwater management, expressed in this case as a multiobjective management model. The pumping test design is formulated as a mixed-integer nonlinear programming (MINLP) problem and solved using a combination of genetic algorithm (GA) and gradient-based optimization. Bayesian decision theory provides a formal framework for assessing the influence of parameter uncertainty over the reliability of the proposed pumping test. The proposed methodology is useful for selecting a robust design that will outperform all other candidate designs under most potential 'true' states of the system

A fuzzy goal programming model for biodiesel production

NASA Astrophysics Data System (ADS)

Lutero, D. S.; Pangue, EMU; Tubay, J. M.; Lubag, S. P.

2016-02-01

A fuzzy goal programming (FGP) model for biodiesel production in the Philippines was formulated with Coconut (Cocos nucifera) and Jatropha (Jatropha curcas) as sources of biodiesel. Objectives were maximization of feedstock production and overall revenue and, minimization of energy used in production and working capital for farming subject to biodiesel and non-biodiesel requirements, and availability of land, labor, water and machine time. All these objectives and constraints were assumed to be fuzzy. Model was tested for different sets of weights. Results for all sets of weights showed the same optimal allocation. Coconut alone can satisfy the biodiesel requirement of 2% per volume.

Multifractal Modeling of Turbulent Mixing

NASA Astrophysics Data System (ADS)

Samiee, Mehdi; Zayernouri, Mohsen; Meerschaert, Mark M.

2017-11-01

Stochastic processes in random media are emerging as interesting tools for modeling anomalous transport phenomena. Applications include intermittent passive scalar transport with background noise in turbulent flows, which are observed in atmospheric boundary layers, turbulent mixing in reactive flows, and long-range dependent flow fields in disordered/fractal environments. In this work, we propose a nonlocal scalar transport equation involving the fractional Laplacian, where the corresponding fractional index is linked to the multifractal structure of the nonlinear passive scalar power spectrum. This work was supported by the AFOSR Young Investigator Program (YIP) award (FA9550-17-1-0150) and partially by MURI/ARO (W911NF-15-1-0562).

A set-covering based heuristic algorithm for the periodic vehicle routing problem.

PubMed

Cacchiani, V; Hemmelmayr, V C; Tricoire, F

2014-01-30

We present a hybrid optimization algorithm for mixed-integer linear programming, embedding both heuristic and exact components. In order to validate it we use the periodic vehicle routing problem (PVRP) as a case study. This problem consists of determining a set of minimum cost routes for each day of a given planning horizon, with the constraints that each customer must be visited a required number of times (chosen among a set of valid day combinations), must receive every time the required quantity of product, and that the number of routes per day (each respecting the capacity of the vehicle) does not exceed the total number of available vehicles. This is a generalization of the well-known vehicle routing problem (VRP). Our algorithm is based on the linear programming (LP) relaxation of a set-covering-like integer linear programming formulation of the problem, with additional constraints. The LP-relaxation is solved by column generation, where columns are generated heuristically by an iterated local search algorithm. The whole solution method takes advantage of the LP-solution and applies techniques of fixing and releasing of the columns as a local search, making use of a tabu list to avoid cycling. We show the results of the proposed algorithm on benchmark instances from the literature and compare them to the state-of-the-art algorithms, showing the effectiveness of our approach in producing good quality solutions. In addition, we report the results on realistic instances of the PVRP introduced in Pacheco et al. (2011)  [24] and on benchmark instances of the periodic traveling salesman problem (PTSP), showing the efficacy of the proposed algorithm on these as well. Finally, we report the new best known solutions found for all the tested problems.

A set-covering based heuristic algorithm for the periodic vehicle routing problem

PubMed Central

Cacchiani, V.; Hemmelmayr, V.C.; Tricoire, F.

2014-01-01

We present a hybrid optimization algorithm for mixed-integer linear programming, embedding both heuristic and exact components. In order to validate it we use the periodic vehicle routing problem (PVRP) as a case study. This problem consists of determining a set of minimum cost routes for each day of a given planning horizon, with the constraints that each customer must be visited a required number of times (chosen among a set of valid day combinations), must receive every time the required quantity of product, and that the number of routes per day (each respecting the capacity of the vehicle) does not exceed the total number of available vehicles. This is a generalization of the well-known vehicle routing problem (VRP). Our algorithm is based on the linear programming (LP) relaxation of a set-covering-like integer linear programming formulation of the problem, with additional constraints. The LP-relaxation is solved by column generation, where columns are generated heuristically by an iterated local search algorithm. The whole solution method takes advantage of the LP-solution and applies techniques of fixing and releasing of the columns as a local search, making use of a tabu list to avoid cycling. We show the results of the proposed algorithm on benchmark instances from the literature and compare them to the state-of-the-art algorithms, showing the effectiveness of our approach in producing good quality solutions. In addition, we report the results on realistic instances of the PVRP introduced in Pacheco et al. (2011)  [24] and on benchmark instances of the periodic traveling salesman problem (PTSP), showing the efficacy of the proposed algorithm on these as well. Finally, we report the new best known solutions found for all the tested problems. PMID:24748696

Capacity Adequacy and Revenue Sufficiency in Electricity Markets With Wind Power

DOE Office of Scientific and Technical Information (OSTI.GOV)

Levin, Todd; Botterud, Audun

2015-05-01

We present a computationally efficient mixed-integer program (MIP) that determines optimal generator expansion decisions, as well as periodic unit commitment and dispatch. The model is applied to analyze the impact of increasing wind power capacity on the optimal generation mix and the profitability of thermal generators. In a case study, we find that increasing wind penetration reduces energy prices while the prices for operating reserves increase. Moreover, scarcity pricing for operating reserves through reserve shortfall penalties significantly impacts the prices and profitability of thermal generators. Without scarcity pricing, no thermal units are profitable, however scarcity pricing can ensure profitability formore » peaking units at high wind penetration levels. Capacity payments can also ensure profitability, but the payments required for baseload units to break even increase with the amount of wind power. The results indicate that baseload units are most likely to experience revenue sufficiency problems when wind penetration increases and new baseload units are only developed when natural gas prices are high and wind penetration is low.« less

A model and solving algorithm of combination planning for weapon equipment based on Epoch-era analysis method

NASA Astrophysics Data System (ADS)

Wang, Meng; Zhang, Huaiqiang; Zhang, Kan

2017-10-01

Focused on the circumstance that the equipment using demand in the short term and the development demand in the long term should be made overall plans and took into consideration in the weapons portfolio planning and the practical problem of the fuzziness in the definition of equipment capacity demand. The expression of demand is assumed to be an interval number or a discrete number. With the analysis method of epoch-era, a long planning cycle is broke into several short planning cycles with different demand value. The multi-stage stochastic programming model is built aimed at maximize long-term planning cycle demand under the constraint of budget, equipment development time and short planning cycle demand. The scenario tree is used to discretize the interval value of the demand, and genetic algorithm is designed to solve the problem. At last, a case is studied to demonstrate the feasibility and effectiveness of the proposed mode.

An inexact reverse logistics model for municipal solid waste management systems.

PubMed

Zhang, Yi Mei; Huang, Guo He; He, Li

2011-03-01

This paper proposed an inexact reverse logistics model for municipal solid waste management systems (IRWM). Waste managers, suppliers, industries and distributors were involved in strategic planning and operational execution through reverse logistics management. All the parameters were assumed to be intervals to quantify the uncertainties in the optimization process and solutions in IRWM. To solve this model, a piecewise interval programming was developed to deal with Min-Min functions in both objectives and constraints. The application of the model was illustrated through a classical municipal solid waste management case. With different cost parameters for landfill and the WTE, two scenarios were analyzed. The IRWM could reflect the dynamic and uncertain characteristics of MSW management systems, and could facilitate the generation of desired management plans. The model could be further advanced through incorporating methods of stochastic or fuzzy parameters into its framework. Design of multi-waste, multi-echelon, multi-uncertainty reverse logistics model for waste management network would also be preferred. Copyright © 2010 Elsevier Ltd. All rights reserved.

Optimal design and dispatch of a system of diesel generators, photovoltaics and batteries for remote locations

DOE Office of Scientific and Technical Information (OSTI.GOV)

Scioletti, Michael S.; Newman, Alexandra M.; Goodman, Johanna K.

Renewable energy technologies, specifically, solar photovoltaic cells, combined with battery storage and diesel generators, form a hybrid system capable of independently powering remote locations, i.e., those isolated from larger grids. If sized correctly, hybrid systems reduce fuel consumption compared to diesel generator-only alternatives. We present an optimization model for establishing a hybrid power design and dispatch strategy for remote locations, such as a military forward operating base, that models the acquisition of different power technologies as integer variables and their operation using nonlinear expressions. Our cost-minimizing, nonconvex, mixed-integer, nonlinear program contains a detailed battery model. Due to its complexities, wemore » present linearizations, which include exact and convex under-estimation techniques, and a heuristic, which determines an initial feasible solution to serve as a “warm start” for the solver. We determine, in a few hours at most, solutions within 5% of optimality for a candidate set of technologies; these solutions closely resemble those from the nonlinear model. Lastly, our instances contain real data spanning a yearly horizon at hour fidelity and demonstrate that a hybrid system could reduce fuel consumption by as much as 50% compared to a generator-only solution.« less

Optimal design and dispatch of a system of diesel generators, photovoltaics and batteries for remote locations

DOE PAGES

Scioletti, Michael S.; Newman, Alexandra M.; Goodman, Johanna K.; ...

2017-05-08

Renewable energy technologies, specifically, solar photovoltaic cells, combined with battery storage and diesel generators, form a hybrid system capable of independently powering remote locations, i.e., those isolated from larger grids. If sized correctly, hybrid systems reduce fuel consumption compared to diesel generator-only alternatives. We present an optimization model for establishing a hybrid power design and dispatch strategy for remote locations, such as a military forward operating base, that models the acquisition of different power technologies as integer variables and their operation using nonlinear expressions. Our cost-minimizing, nonconvex, mixed-integer, nonlinear program contains a detailed battery model. Due to its complexities, wemore » present linearizations, which include exact and convex under-estimation techniques, and a heuristic, which determines an initial feasible solution to serve as a “warm start” for the solver. We determine, in a few hours at most, solutions within 5% of optimality for a candidate set of technologies; these solutions closely resemble those from the nonlinear model. Lastly, our instances contain real data spanning a yearly horizon at hour fidelity and demonstrate that a hybrid system could reduce fuel consumption by as much as 50% compared to a generator-only solution.« less

Minimal excitation states for heat transport in driven quantum Hall systems

NASA Astrophysics Data System (ADS)

Vannucci, Luca; Ronetti, Flavio; Rech, Jérôme; Ferraro, Dario; Jonckheere, Thibaut; Martin, Thierry; Sassetti, Maura

2017-06-01

We investigate minimal excitation states for heat transport into a fractional quantum Hall system driven out of equilibrium by means of time-periodic voltage pulses. A quantum point contact allows for tunneling of fractional quasiparticles between opposite edge states, thus acting as a beam splitter in the framework of the electron quantum optics. Excitations are then studied through heat and mixed noise generated by the random partitioning at the barrier. It is shown that levitons, the single-particle excitations of a filled Fermi sea recently observed in experiments, represent the cleanest states for heat transport since excess heat and mixed shot noise both vanish only when Lorentzian voltage pulses carrying integer electric charge are applied to the conductor. This happens in the integer quantum Hall regime and for Laughlin fractional states as well, with no influence of fractional physics on the conditions for clean energy pulses. In addition, we demonstrate the robustness of such excitations to the overlap of Lorentzian wave packets. Even though mixed and heat noise have nonlinear dependence on the voltage bias, and despite the noninteger power-law behavior arising from the fractional quantum Hall physics, an arbitrary superposition of levitons always generates minimal excitation states.

Fuzzy multinomial logistic regression analysis: A multi-objective programming approach

NASA Astrophysics Data System (ADS)

Abdalla, Hesham A.; El-Sayed, Amany A.; Hamed, Ramadan

2017-05-01

Parameter estimation for multinomial logistic regression is usually based on maximizing the likelihood function. For large well-balanced datasets, Maximum Likelihood (ML) estimation is a satisfactory approach. Unfortunately, ML can fail completely or at least produce poor results in terms of estimated probabilities and confidence intervals of parameters, specially for small datasets. In this study, a new approach based on fuzzy concepts is proposed to estimate parameters of the multinomial logistic regression. The study assumes that the parameters of multinomial logistic regression are fuzzy. Based on the extension principle stated by Zadeh and Bárdossy's proposition, a multi-objective programming approach is suggested to estimate these fuzzy parameters. A simulation study is used to evaluate the performance of the new approach versus Maximum likelihood (ML) approach. Results show that the new proposed model outperforms ML in cases of small datasets.

A Fuzzy Goal Programming for a Multi-Depot Distribution Problem

NASA Astrophysics Data System (ADS)

Nunkaew, Wuttinan; Phruksaphanrat, Busaba

2010-10-01

A fuzzy goal programming model for solving a Multi-Depot Distribution Problem (MDDP) is proposed in this research. This effective proposed model is applied for solving in the first step of Assignment First-Routing Second (AFRS) approach. Practically, a basic transportation model is firstly chosen to solve this kind of problem in the assignment step. After that the Vehicle Routing Problem (VRP) model is used to compute the delivery cost in the routing step. However, in the basic transportation model, only depot to customer relationship is concerned. In addition, the consideration of customer to customer relationship should also be considered since this relationship exists in the routing step. Both considerations of relationships are solved using Preemptive Fuzzy Goal Programming (P-FGP). The first fuzzy goal is set by a total transportation cost and the second fuzzy goal is set by a satisfactory level of the overall independence value. A case study is used for describing the effectiveness of the proposed model. Results from the proposed model are compared with the basic transportation model that has previously been used in this company. The proposed model can reduce the actual delivery cost in the routing step owing to the better result in the assignment step. Defining fuzzy goals by membership functions are more realistic than crisps. Furthermore, flexibility to adjust goals and an acceptable satisfactory level for decision maker can also be increased and the optimal solution can be obtained.

Split diversity in constrained conservation prioritization using integer linear programming.

PubMed

Chernomor, Olga; Minh, Bui Quang; Forest, Félix; Klaere, Steffen; Ingram, Travis; Henzinger, Monika; von Haeseler, Arndt

2015-01-01

Phylogenetic diversity (PD) is a measure of biodiversity based on the evolutionary history of species. Here, we discuss several optimization problems related to the use of PD, and the more general measure split diversity (SD), in conservation prioritization.Depending on the conservation goal and the information available about species, one can construct optimization routines that incorporate various conservation constraints. We demonstrate how this information can be used to select sets of species for conservation action. Specifically, we discuss the use of species' geographic distributions, the choice of candidates under economic pressure, and the use of predator-prey interactions between the species in a community to define viability constraints.Despite such optimization problems falling into the area of NP hard problems, it is possible to solve them in a reasonable amount of time using integer programming. We apply integer linear programming to a variety of models for conservation prioritization that incorporate the SD measure.We exemplarily show the results for two data sets: the Cape region of South Africa and a Caribbean coral reef community. Finally, we provide user-friendly software at http://www.cibiv.at/software/pda.

Rarity-weighted richness: a simple and reliable alternative to integer programming and heuristic algorithms for minimum set and maximum coverage problems in conservation planning.

PubMed

Albuquerque, Fabio; Beier, Paul

2015-01-01

Here we report that prioritizing sites in order of rarity-weighted richness (RWR) is a simple, reliable way to identify sites that represent all species in the fewest number of sites (minimum set problem) or to identify sites that represent the largest number of species within a given number of sites (maximum coverage problem). We compared the number of species represented in sites prioritized by RWR to numbers of species represented in sites prioritized by the Zonation software package for 11 datasets in which the size of individual planning units (sites) ranged from <1 ha to 2,500 km2. On average, RWR solutions were more efficient than Zonation solutions. Integer programming remains the only guaranteed way find an optimal solution, and heuristic algorithms remain superior for conservation prioritizations that consider compactness and multiple near-optimal solutions in addition to species representation. But because RWR can be implemented easily and quickly in R or a spreadsheet, it is an attractive alternative to integer programming or heuristic algorithms in some conservation prioritization contexts.

Footstep Planning on Uneven Terrain with Mixed-Integer Convex Optimization

DTIC Science & Technology

2014-08-01

ORGANIZATION NAME(S) AND ADDRESS(ES) Massachusetts Institute of Technology,Computer Science and Artificial Intellegence Laboratory,Cambridge,MA,02139...the MIT Energy Initiative, MIT CSAIL, and the DARPA Robotics Challenge. 1Robin Deits is with the Computer Science and Artificial Intelligence Laboratory

Tunable transmission of quantum Hall edge channels with full degeneracy lifting in split-gated graphene devices.

PubMed

Zimmermann, Katrin; Jordan, Anna; Gay, Frédéric; Watanabe, Kenji; Taniguchi, Takashi; Han, Zheng; Bouchiat, Vincent; Sellier, Hermann; Sacépé, Benjamin

2017-04-13

Charge carriers in the quantum Hall regime propagate via one-dimensional conducting channels that form along the edges of a two-dimensional electron gas. Controlling their transmission through a gate-tunable constriction, also called quantum point contact, is fundamental for many coherent transport experiments. However, in graphene, tailoring a constriction with electrostatic gates remains challenging due to the formation of p-n junctions below gate electrodes along which electron and hole edge channels co-propagate and mix, short circuiting the constriction. Here we show that this electron-hole mixing is drastically reduced in high-mobility graphene van der Waals heterostructures thanks to the full degeneracy lifting of the Landau levels, enabling quantum point contact operation with full channel pinch-off. We demonstrate gate-tunable selective transmission of integer and fractional quantum Hall edge channels through the quantum point contact. This gate control of edge channels opens the door to quantum Hall interferometry and electron quantum optics experiments in the integer and fractional quantum Hall regimes of graphene.

Robust synthetic biology design: stochastic game theory approach.

PubMed

Chen, Bor-Sen; Chang, Chia-Hung; Lee, Hsiao-Ching

2009-07-15

Synthetic biology is to engineer artificial biological systems to investigate natural biological phenomena and for a variety of applications. However, the development of synthetic gene networks is still difficult and most newly created gene networks are non-functioning due to uncertain initial conditions and disturbances of extra-cellular environments on the host cell. At present, how to design a robust synthetic gene network to work properly under these uncertain factors is the most important topic of synthetic biology. A robust regulation design is proposed for a stochastic synthetic gene network to achieve the prescribed steady states under these uncertain factors from the minimax regulation perspective. This minimax regulation design problem can be transformed to an equivalent stochastic game problem. Since it is not easy to solve the robust regulation design problem of synthetic gene networks by non-linear stochastic game method directly, the Takagi-Sugeno (T-S) fuzzy model is proposed to approximate the non-linear synthetic gene network via the linear matrix inequality (LMI) technique through the Robust Control Toolbox in Matlab. Finally, an in silico example is given to illustrate the design procedure and to confirm the efficiency and efficacy of the proposed robust gene design method. http://www.ee.nthu.edu.tw/bschen/SyntheticBioDesign_supplement.pdf.

Automated oral cancer identification using histopathological images: a hybrid feature extraction paradigm.

PubMed

Krishnan, M Muthu Rama; Venkatraghavan, Vikram; Acharya, U Rajendra; Pal, Mousumi; Paul, Ranjan Rashmi; Min, Lim Choo; Ray, Ajoy Kumar; Chatterjee, Jyotirmoy; Chakraborty, Chandan

2012-02-01

Oral cancer (OC) is the sixth most common cancer in the world. In India it is the most common malignant neoplasm. Histopathological images have widely been used in the differential diagnosis of normal, oral precancerous (oral sub-mucous fibrosis (OSF)) and cancer lesions. However, this technique is limited by subjective interpretations and less accurate diagnosis. The objective of this work is to improve the classification accuracy based on textural features in the development of a computer assisted screening of OSF. The approach introduced here is to grade the histopathological tissue sections into normal, OSF without Dysplasia (OSFWD) and OSF with Dysplasia (OSFD), which would help the oral onco-pathologists to screen the subjects rapidly. The biopsy sections are stained with H&E. The optical density of the pixels in the light microscopic images is recorded and represented as matrix quantized as integers from 0 to 255 for each fundamental color (Red, Green, Blue), resulting in a M×N×3 matrix of integers. Depending on either normal or OSF condition, the image has various granular structures which are self similar patterns at different scales termed "texture". We have extracted these textural changes using Higher Order Spectra (HOS), Local Binary Pattern (LBP), and Laws Texture Energy (LTE) from the histopathological images (normal, OSFWD and OSFD). These feature vectors were fed to five different classifiers: Decision Tree (DT), Sugeno Fuzzy, Gaussian Mixture Model (GMM), K-Nearest Neighbor (K-NN), Radial Basis Probabilistic Neural Network (RBPNN) to select the best classifier. Our results show that combination of texture and HOS features coupled with Fuzzy classifier resulted in 95.7% accuracy, sensitivity and specificity of 94.5% and 98.8% respectively. Finally, we have proposed a novel integrated index called Oral Malignancy Index (OMI) using the HOS, LBP, LTE features, to diagnose benign or malignant tissues using just one number. We hope that this OMI can help the clinicians in making a faster and more objective detection of benign/malignant oral lesions. Copyright © 2011 Elsevier Ltd. All rights reserved.

Recourse-based facility-location problems in hybrid uncertain environment.

PubMed

Wang, Shuming; Watada, Junzo; Pedrycz, Witold

2010-08-01

The objective of this paper is to study facility-location problems in the presence of a hybrid uncertain environment involving both randomness and fuzziness. A two-stage fuzzy-random facility-location model with recourse (FR-FLMR) is developed in which both the demands and costs are assumed to be fuzzy-random variables. The bounds of the optimal objective value of the two-stage FR-FLMR are derived. As, in general, the fuzzy-random parameters of the FR-FLMR can be regarded as continuous fuzzy-random variables with an infinite number of realizations, the computation of the recourse requires solving infinite second-stage programming problems. Owing to this requirement, the recourse function cannot be determined analytically, and, hence, the model cannot benefit from the use of techniques of classical mathematical programming. In order to solve the location problems of this nature, we first develop a technique of fuzzy-random simulation to compute the recourse function. The convergence of such simulation scenarios is discussed. In the sequel, we propose a hybrid mutation-based binary ant-colony optimization (MBACO) approach to the two-stage FR-FLMR, which comprises the fuzzy-random simulation and the simplex algorithm. A numerical experiment illustrates the application of the hybrid MBACO algorithm. The comparison shows that the hybrid MBACO finds better solutions than the one using other discrete metaheuristic algorithms, such as binary particle-swarm optimization, genetic algorithm, and tabu search.

A novel method of fuzzy fault tree analysis combined with VB program to identify and assess the risk of coal dust explosions

PubMed Central

Li, Jia; Wang, Deming; Huang, Zonghou

2017-01-01

Coal dust explosions (CDE) are one of the main threats to the occupational safety of coal miners. Aiming to identify and assess the risk of CDE, this paper proposes a novel method of fuzzy fault tree analysis combined with the Visual Basic (VB) program. In this methodology, various potential causes of the CDE are identified and a CDE fault tree is constructed. To overcome drawbacks from the lack of exact probability data for the basic events, fuzzy set theory is employed and the probability data of each basic event is treated as intuitionistic trapezoidal fuzzy numbers. In addition, a new approach for calculating the weighting of each expert is also introduced in this paper to reduce the error during the expert elicitation process. Specifically, an in-depth quantitative analysis of the fuzzy fault tree, such as the importance measure of the basic events and the cut sets, and the CDE occurrence probability is given to assess the explosion risk and acquire more details of the CDE. The VB program is applied to simplify the analysis process. A case study and analysis is provided to illustrate the effectiveness of this proposed method, and some suggestions are given to take preventive measures in advance and avoid CDE accidents. PMID:28793348

A novel method of fuzzy fault tree analysis combined with VB program to identify and assess the risk of coal dust explosions.

PubMed

Wang, Hetang; Li, Jia; Wang, Deming; Huang, Zonghou

2017-01-01

Coal dust explosions (CDE) are one of the main threats to the occupational safety of coal miners. Aiming to identify and assess the risk of CDE, this paper proposes a novel method of fuzzy fault tree analysis combined with the Visual Basic (VB) program. In this methodology, various potential causes of the CDE are identified and a CDE fault tree is constructed. To overcome drawbacks from the lack of exact probability data for the basic events, fuzzy set theory is employed and the probability data of each basic event is treated as intuitionistic trapezoidal fuzzy numbers. In addition, a new approach for calculating the weighting of each expert is also introduced in this paper to reduce the error during the expert elicitation process. Specifically, an in-depth quantitative analysis of the fuzzy fault tree, such as the importance measure of the basic events and the cut sets, and the CDE occurrence probability is given to assess the explosion risk and acquire more details of the CDE. The VB program is applied to simplify the analysis process. A case study and analysis is provided to illustrate the effectiveness of this proposed method, and some suggestions are given to take preventive measures in advance and avoid CDE accidents.

An Integer Programming Model for the Management of a Forest in the North of Portugal

NASA Astrophysics Data System (ADS)

Cerveira, Adelaide; Fonseca, Teresa; Mota, Artur; Martins, Isabel

2011-09-01

This study aims to develop an approach for the management of a forest of maritime pine located in the north region of Portugal. The forest is classified into five public lands, the so-called baldios, extending over 4432 ha. These baldios are co-managed by the Official Forest Services and the local communities mainly for timber production purposes. The forest planning involves non-spatial and spatial constraints. Spatial constraints dictate a maximum clearcut area and an exclusion time. An integer programming model is presented and the computational results are discussed.

Obstacle avoidance handling and mixed integer predictive control for space robots

NASA Astrophysics Data System (ADS)

Zong, Lijun; Luo, Jianjun; Wang, Mingming; Yuan, Jianping

2018-04-01

This paper presents a novel obstacle avoidance constraint and a mixed integer predictive control (MIPC) method for space robots avoiding obstacles and satisfying physical limits during performing tasks. Firstly, a novel kind of obstacle avoidance constraint of space robots, which needs the assumption that the manipulator links and the obstacles can be represented by convex bodies, is proposed by limiting the relative velocity between two closest points which are on the manipulator and the obstacle, respectively. Furthermore, the logical variables are introduced into the obstacle avoidance constraint, which have realized the constraint form is automatically changed to satisfy different obstacle avoidance requirements in different distance intervals between the space robot and the obstacle. Afterwards, the obstacle avoidance constraint and other system physical limits, such as joint angle ranges, the amplitude boundaries of joint velocities and joint torques, are described as inequality constraints of a quadratic programming (QP) problem by using the model predictive control (MPC) method. To guarantee the feasibility of the obtained multi-constraint QP problem, the constraints are treated as soft constraints and assigned levels of priority based on the propositional logic theory, which can realize that the constraints with lower priorities are always firstly violated to recover the feasibility of the QP problem. Since the logical variables have been introduced, the optimization problem including obstacle avoidance and system physical limits as prioritized inequality constraints is termed as MIPC method of space robots, and its computational complexity as well as possible strategies for reducing calculation amount are analyzed. Simulations of the space robot unfolding its manipulator and tracking the end-effector's desired trajectories with the existence of obstacles and physical limits are presented to demonstrate the effectiveness of the proposed obstacle avoidance strategy and MIPC control method of space robots.

Portfolios with fuzzy returns: Selection strategies based on semi-infinite programming

NASA Astrophysics Data System (ADS)

Vercher, Enriqueta

2008-08-01

This paper provides new models for portfolio selection in which the returns on securities are considered fuzzy numbers rather than random variables. The investor's problem is to find the portfolio that minimizes the risk of achieving a return that is not less than the return of a riskless asset. The corresponding optimal portfolio is derived using semi-infinite programming in a soft framework. The return on each asset and their membership functions are described using historical data. The investment risk is approximated by mean intervals which evaluate the downside risk for a given fuzzy portfolio. This approach is illustrated with a numerical example.

Mixed layer depths via Doppler lidar during low-level jet events

NASA Astrophysics Data System (ADS)

Carroll, Brian; Demoz, Belay; Bonin, Timothy; Delgado, Ruben

2018-04-01

A low-level jet (LLJ) is a prominent wind speed peak in the lower troposphere. Nocturnal LLJs have been shown to transport and mix atmospheric constituents from the residual layer down to the surface, breaching quiescent nocturnal conditions due to high wind shear. A new fuzzy logic algorithm combining turbulence and aerosol information from Doppler lidar scans can resolve the strength and depth of this mixing below the jet. Conclusions will be drawn about LLJ relations to turbulence and mixing.

Response Surface Analysis of Stochastic Network Performance

DTIC Science & Technology

1988-12-01

Bl5/32768/, B16 /65536/,P/2147483647/ XHI-IX/B 16 XALO=(IX-XHI* Bl6 )*A LEFTLO=XALO/ Bl6 FHI=XHI*A+LEFTLO IC=FHI/B1 5 IX-(((XALO-LEFTLO* Bl6 )-P)4(FHI-K*Bl5...ELSE GO TO 50 END IF GO TO 50 100 END D-5 * RANDOM NUMBER GENERATOR FUNCTION RANDOM( IX) INTEGER AP, IX,B15, B16 ,XHI ,XALOI,LEFTLO,FHI ,K DATA A/16807... Bl6 )+K IF(IX.LT.O) IX=IX+P RANDOM-FLOAT( IX) *4.656612875E-1O RETURN END * NETWORK ENTRY and * PATHSET AND CUTSET GENERATION SUBROUTINE SUBROUTINE

Solving the water jugs problem by an integer sequence approach

NASA Astrophysics Data System (ADS)

Man, Yiu-Kwong

2012-01-01

In this article, we present an integer sequence approach to solve the classic water jugs problem. The solution steps can be obtained easily by additions and subtractions only, which is suitable for manual calculation or programming by computer. This approach can be introduced to secondary and undergraduate students, and also to teachers and lecturers involved in teaching mathematical problem solving, recreational mathematics, or elementary number theory.

New Approaches for Very Large-Scale Integer Programming

DTIC Science & Technology

2016-06-24

existing algorithms. This research has been presented at several conferences and has and will appear in archival journals. 15. SUBJECT TERMS integer...This research has been presented at several conferences and has and will appear in archival journals. Distribution Statement This is block 12 on the...pdf Upload a Report Document, if any. The maximum file size for the Report Document is 50MB. Archival Publications (published) during reporting

Fuzzy Structures Analysis of Aircraft Panels in NASTRAN

NASA Technical Reports Server (NTRS)

Sparrow, Victor W.; Buehrle, Ralph D.

2001-01-01

This paper concerns an application of the fuzzy structures analysis (FSA) procedures of Soize to prototypical aerospace panels in MSC/NASTRAN, a large commercial finite element program. A brief introduction to the FSA procedures is first provided. The implementation of the FSA methods is then disclosed, and the method is validated by comparison to published results for the forced vibrations of a fuzzy beam. The results of the new implementation show excellent agreement to the benchmark results. The ongoing effort at NASA Langley and Penn State to apply these fuzzy structures analysis procedures to real aircraft panels is then described.

Scheduling work zones in multi-modal networks phase 1: scheduling work zones in transportation service networks.

DOT National Transportation Integrated Search

2016-06-01

The purpose of this project is to study the optimal scheduling of work zones so that they have minimum negative impact (e.g., travel delay, gas consumption, accidents, etc.) on transport service vehicle flows. In this project, a mixed integer linear ...

Fuzzy Modal Control Applied to Smart Composite Structure

NASA Astrophysics Data System (ADS)

Koroishi, E. H.; Faria, A. W.; Lara-Molina, F. A.; Steffen, V., Jr.

2015-07-01

This paper proposes an active vibration control technique, which is based on Fuzzy Modal Control, as applied to a piezoelectric actuator bonded to a composite structure forming a so-called smart composite structure. Fuzzy Modal Controllers were found to be well adapted for controlling structures with nonlinear behavior, whose characteristics change considerably with respect to time. The smart composite structure was modelled by using a so called mixed theory. This theory uses a single equivalent layer for the discretization of the mechanical displacement field and a layerwise representation of the electrical field. Temperature effects are neglected. Due to numerical reasons it was necessary to reduce the size of the model of the smart composite structure so that the design of the controllers and the estimator could be performed. The role of the Kalman Estimator in the present contribution is to estimate the modal states of the system, which are used by the Fuzzy Modal controllers. Simulation results illustrate the effectiveness of the proposed vibration control methodology for composite structures.

A Dynamic Scheduling Method of Earth-Observing Satellites by Employing Rolling Horizon Strategy

PubMed Central

Dishan, Qiu; Chuan, He; Jin, Liu; Manhao, Ma

2013-01-01

Focused on the dynamic scheduling problem for earth-observing satellites (EOS), an integer programming model is constructed after analyzing the main constraints. The rolling horizon (RH) strategy is proposed according to the independent arriving time and deadline of the imaging tasks. This strategy is designed with a mixed triggering mode composed of periodical triggering and event triggering, and the scheduling horizon is decomposed into a series of static scheduling intervals. By optimizing the scheduling schemes in each interval, the dynamic scheduling of EOS is realized. We also propose three dynamic scheduling algorithms by the combination of the RH strategy and various heuristic algorithms. Finally, the scheduling results of different algorithms are compared and the presented methods in this paper are demonstrated to be efficient by extensive experiments. PMID:23690742

A dynamic scheduling method of Earth-observing satellites by employing rolling horizon strategy.

PubMed

Dishan, Qiu; Chuan, He; Jin, Liu; Manhao, Ma

2013-01-01

Focused on the dynamic scheduling problem for earth-observing satellites (EOS), an integer programming model is constructed after analyzing the main constraints. The rolling horizon (RH) strategy is proposed according to the independent arriving time and deadline of the imaging tasks. This strategy is designed with a mixed triggering mode composed of periodical triggering and event triggering, and the scheduling horizon is decomposed into a series of static scheduling intervals. By optimizing the scheduling schemes in each interval, the dynamic scheduling of EOS is realized. We also propose three dynamic scheduling algorithms by the combination of the RH strategy and various heuristic algorithms. Finally, the scheduling results of different algorithms are compared and the presented methods in this paper are demonstrated to be efficient by extensive experiments.

Decision Model for Planning and Scheduling of Seafood Product Considering Traceability

NASA Astrophysics Data System (ADS)

Agustin; Mawengkang, Herman; Mathelinea, Devy

2018-01-01

Due to the global challenges, it is necessary for an industrial company to integrate production scheduling and distribution planning, in order to be more efficient and to get more economics advantages. This paper presents seafood production planning and scheduling of a seafood manufacture company which produces simultaneously multi kind of seafood products, located at Aceh Province, Indonesia. The perishability nature of fish highly restricts its storage duration and delivery conditions. Traceability is a tracking requirement to check whether the quality of the product is satisfied. The production and distribution planning problem aims to meet customer demand subject to traceability of the seafood product and other restrictions. The problem is modeled as a mixed integer linear program, and then it is solved using neighborhood search approach.

Minimizing makespan in a two-stage flow shop with parallel batch-processing machines and re-entrant jobs

NASA Astrophysics Data System (ADS)

Huang, J. D.; Liu, J. J.; Chen, Q. X.; Mao, N.

2017-06-01

Against a background of heat-treatment operations in mould manufacturing, a two-stage flow-shop scheduling problem is described for minimizing makespan with parallel batch-processing machines and re-entrant jobs. The weights and release dates of jobs are non-identical, but job processing times are equal. A mixed-integer linear programming model is developed and tested with small-scale scenarios. Given that the problem is NP hard, three heuristic construction methods with polynomial complexity are proposed. The worst case of the new constructive heuristic is analysed in detail. A method for computing lower bounds is proposed to test heuristic performance. Heuristic efficiency is tested with sets of scenarios. Compared with the two improved heuristics, the performance of the new constructive heuristic is superior.

Fuzzy Arden Syntax: A fuzzy programming language for medicine.

PubMed

Vetterlein, Thomas; Mandl, Harald; Adlassnig, Klaus-Peter

2010-05-01

The programming language Arden Syntax has been optimised for use in clinical decision support systems. We describe an extension of this language named Fuzzy Arden Syntax, whose original version was introduced in S. Tiffe's dissertation on "Fuzzy Arden Syntax: Representation and Interpretation of Vague Medical Knowledge by Fuzzified Arden Syntax" (Vienna University of Technology, 2003). The primary aim is to provide an easy means of processing vague or uncertain data, which frequently appears in medicine. For both propositional and number data types, fuzzy equivalents have been added to Arden Syntax. The Boolean data type was generalised to represent any truth degree between the two extremes 0 (falsity) and 1 (truth); fuzzy data types were introduced to represent fuzzy sets. The operations on truth values and real numbers were generalised accordingly. As the conditions to decide whether a certain programme unit is executed or not may be indeterminate, a Fuzzy Arden Syntax programme may split. The data in the different branches may be optionally aggregated subsequently. Fuzzy Arden Syntax offers the possibility to formulate conveniently Medical Logic Modules (MLMs) based on the principle of a continuously graded applicability of statements. Furthermore, ad hoc decisions about sharp value boundaries can be avoided. As an illustrative example shows, an MLM making use of the features of Fuzzy Arden Syntax is not significantly more complex than its Arden Syntax equivalent; in the ideal case, a programme handling crisp data remains practically unchanged when compared to its fuzzified version. In the latter case, the output data, which can be a set of weighted alternatives, typically depends continuously from the input data. In typical applications an Arden Syntax MLM can produce a different output after only slight changes of the input; discontinuities are in fact unavoidable when the input varies continuously but the output is taken from a discrete set of possibilities. This inconvenience can, however, be attenuated by means of certain mechanisms on which the programme flow under Fuzzy Arden Syntax is based. To write a programme making use of these possibilities is not significantly more difficult than to write a programme according to the usual practice. 2010 Elsevier B.V. All rights reserved.

Partial ASL extensions for stochastic programming.

DOE Office of Scientific and Technical Information (OSTI.GOV)

Gay, David

2010-03-31

partially completed extensions for stochastic programming to the AMPL/solver interface library (ASL).modeling and experimenting with stochastic recourse problems. This software is not primarily for military applications

A stochastic conflict resolution model for trading pollutant discharge permits in river systems.

PubMed

Niksokhan, Mohammad Hossein; Kerachian, Reza; Amin, Pedram

2009-07-01

This paper presents an efficient methodology for developing pollutant discharge permit trading in river systems considering the conflict of interests of involving decision-makers and the stakeholders. In this methodology, a trade-off curve between objectives is developed using a powerful and recently developed multi-objective genetic algorithm technique known as the Nondominated Sorting Genetic Algorithm-II (NSGA-II). The best non-dominated solution on the trade-off curve is defined using the Young conflict resolution theory, which considers the utility functions of decision makers and stakeholders of the system. These utility functions are related to the total treatment cost and a fuzzy risk of violating the water quality standards. The fuzzy risk is evaluated using the Monte Carlo analysis. Finally, an optimization model provides the trading discharge permit policies. The practical utility of the proposed methodology in decision-making is illustrated through a realistic example of the Zarjub River in the northern part of Iran.

A hybrid intelligent algorithm for portfolio selection problem with fuzzy returns

NASA Astrophysics Data System (ADS)

Li, Xiang; Zhang, Yang; Wong, Hau-San; Qin, Zhongfeng

2009-11-01

Portfolio selection theory with fuzzy returns has been well developed and widely applied. Within the framework of credibility theory, several fuzzy portfolio selection models have been proposed such as mean-variance model, entropy optimization model, chance constrained programming model and so on. In order to solve these nonlinear optimization models, a hybrid intelligent algorithm is designed by integrating simulated annealing algorithm, neural network and fuzzy simulation techniques, where the neural network is used to approximate the expected value and variance for fuzzy returns and the fuzzy simulation is used to generate the training data for neural network. Since these models are used to be solved by genetic algorithm, some comparisons between the hybrid intelligent algorithm and genetic algorithm are given in terms of numerical examples, which imply that the hybrid intelligent algorithm is robust and more effective. In particular, it reduces the running time significantly for large size problems.

An export coefficient based inexact fuzzy bi-level multi-objective programming model for the management of agricultural nonpoint source pollution under uncertainty

NASA Astrophysics Data System (ADS)

Cai, Yanpeng; Rong, Qiangqiang; Yang, Zhifeng; Yue, Wencong; Tan, Qian

2018-02-01

In this research, an export coefficient based inexact fuzzy bi-level multi-objective programming (EC-IFBLMOP) model was developed through integrating export coefficient model (ECM), interval parameter programming (IPP) and fuzzy parameter programming (FPP) within a bi-level multi-objective programming framework. The proposed EC-IFBLMOP model can effectively deal with the multiple uncertainties expressed as discrete intervals and fuzzy membership functions. Also, the complexities in agricultural systems, such as the cooperation and gaming relationship between the decision makers at different levels, can be fully considered in the model. The developed model was then applied to identify the optimal land use patterns and BMP implementing levels for agricultural nonpoint source (NPS) pollution management in a subcatchment in the upper stream watershed of the Miyun Reservoir in north China. The results of the model showed that the desired optimal land use patterns and implementing levels of best management of practices (BMPs) would be obtained. It is the gaming result between the upper- and lower-level decision makers, when the allowable discharge amounts of NPS pollutants were limited. Moreover, results corresponding to different decision scenarios could provide a set of decision alternatives for the upper- and lower-level decision makers to identify the most appropriate management strategy. The model has a good applicability and can be effectively utilized for agricultural NPS pollution management.

Integer programming of cement distribution by train

NASA Astrophysics Data System (ADS)

Indarsih

2018-01-01

Cement industry in Central Java distributes cement by train to meet daily demand in Yogyakarta and Central Java area. There are five destination stations. For each destination station, there is a warehouse to load cements. Decision maker of cement industry have a plan to redesign the infrastructure and transportation system. The aim is to determine how many locomotives, train wagons, and containers and how to arrange train schedules with subject to the delivery time. For this purposes, we consider an integer programming to minimize the total of operational cost. Further, we will discuss a case study and the solution the problem can be calculated by LINGO software.

Dynamic Infinite Mixed-Membership Stochastic Blockmodel.

PubMed

Fan, Xuhui; Cao, Longbing; Xu, Richard Yi Da

2015-09-01

Directional and pairwise measurements are often used to model interactions in a social network setting. The mixed-membership stochastic blockmodel (MMSB) was a seminal work in this area, and its ability has been extended. However, models such as MMSB face particular challenges in modeling dynamic networks, for example, with the unknown number of communities. Accordingly, this paper proposes a dynamic infinite mixed-membership stochastic blockmodel, a generalized framework that extends the existing work to potentially infinite communities inside a network in dynamic settings (i.e., networks are observed over time). Additional model parameters are introduced to reflect the degree of persistence among one's memberships at consecutive time stamps. Under this framework, two specific models, namely mixture time variant and mixture time invariant models, are proposed to depict two different time correlation structures. Two effective posterior sampling strategies and their results are presented, respectively, using synthetic and real-world data.

An integer programming model for distal humerus fracture fixation planning.

PubMed

Maratt, Joseph D; Peaks, Ya-Sin A; Doro, Lisa Case; Karunakar, Madhav A; Hughes, Richard E

2008-05-01

To demonstrate the feasibility of an integer programming model to assist in pre-operative planning for open reduction and internal fixation of a distal humerus fracture. We describe an integer programming model based on the objective of maximizing the reward for screws placed while satisfying the requirements for sound internal fixation. The model maximizes the number of bicortical screws placed while avoiding screw collision and favoring screws of greater length that cross multiple fracture planes. The model was tested on three types of total articular fractures of the distal humerus. Solutions were generated using 5, 9, 21 and 33 possible screw orientations per hole. Solutions generated using 33 possible screw orientations per hole and five screw lengths resulted in the most clinically relevant fixation plan and required the calculation of 1,191,975 pairs of screws that resulted in collision. At this level of complexity, the pre-processor took 104 seconds to generate the constraints for the solver, and a solution was generated in under one minute in all three cases. Despite the large size of this problem, it can be solved in a reasonable amount of time, making use of the model practical in pre-surgical planning.

Harmonic mixing characteristics of metal-barrier-metal junctions as predicted by electron tunneling

NASA Technical Reports Server (NTRS)

Faris, S. M.; Gustafson, T. K.

1974-01-01

The bias dependence of the nonlinear mixing characteristics of metal-barrier-metal junction currents is deduced assuming an electron tunneling model. The difference-frequency beat voltage at frequency omega sub 1 - (n x omega sub 2), when n is an integer and omega sub 1 and omega sub 2 are the assumed frequencies of two induced currents, is found to have n zeros as the diode bias is varied. Recent experimental observations have demonstrated such characteristics.

Multiscale Hy3S: hybrid stochastic simulation for supercomputers.

PubMed

Salis, Howard; Sotiropoulos, Vassilios; Kaznessis, Yiannis N

2006-02-24

Stochastic simulation has become a useful tool to both study natural biological systems and design new synthetic ones. By capturing the intrinsic molecular fluctuations of "small" systems, these simulations produce a more accurate picture of single cell dynamics, including interesting phenomena missed by deterministic methods, such as noise-induced oscillations and transitions between stable states. However, the computational cost of the original stochastic simulation algorithm can be high, motivating the use of hybrid stochastic methods. Hybrid stochastic methods partition the system into multiple subsets and describe each subset as a different representation, such as a jump Markov, Poisson, continuous Markov, or deterministic process. By applying valid approximations and self-consistently merging disparate descriptions, a method can be considerably faster, while retaining accuracy. In this paper, we describe Hy3S, a collection of multiscale simulation programs. Building on our previous work on developing novel hybrid stochastic algorithms, we have created the Hy3S software package to enable scientists and engineers to both study and design extremely large well-mixed biological systems with many thousands of reactions and chemical species. We have added adaptive stochastic numerical integrators to permit the robust simulation of dynamically stiff biological systems. In addition, Hy3S has many useful features, including embarrassingly parallelized simulations with MPI; special discrete events, such as transcriptional and translation elongation and cell division; mid-simulation perturbations in both the number of molecules of species and reaction kinetic parameters; combinatorial variation of both initial conditions and kinetic parameters to enable sensitivity analysis; use of NetCDF optimized binary format to quickly read and write large datasets; and a simple graphical user interface, written in Matlab, to help users create biological systems and analyze data. We demonstrate the accuracy and efficiency of Hy3S with examples, including a large-scale system benchmark and a complex bistable biochemical network with positive feedback. The software itself is open-sourced under the GPL license and is modular, allowing users to modify it for their own purposes. Hy3S is a powerful suite of simulation programs for simulating the stochastic dynamics of networks of biochemical reactions. Its first public version enables computational biologists to more efficiently investigate the dynamics of realistic biological systems.

Adaptive Neuro-Fuzzy Determination of the Effect of Experimental Parameters on Vehicle Agent Speed Relative to Vehicle Intruder.

PubMed

Shamshirband, Shahaboddin; Banjanovic-Mehmedovic, Lejla; Bosankic, Ivan; Kasapovic, Suad; Abdul Wahab, Ainuddin Wahid Bin

2016-01-01

Intelligent Transportation Systems rely on understanding, predicting and affecting the interactions between vehicles. The goal of this paper is to choose a small subset from the larger set so that the resulting regression model is simple, yet have good predictive ability for Vehicle agent speed relative to Vehicle intruder. The method of ANFIS (adaptive neuro fuzzy inference system) was applied to the data resulting from these measurements. The ANFIS process for variable selection was implemented in order to detect the predominant variables affecting the prediction of agent speed relative to intruder. This process includes several ways to discover a subset of the total set of recorded parameters, showing good predictive capability. The ANFIS network was used to perform a variable search. Then, it was used to determine how 9 parameters (Intruder Front sensors active (boolean), Intruder Rear sensors active (boolean), Agent Front sensors active (boolean), Agent Rear sensors active (boolean), RSSI signal intensity/strength (integer), Elapsed time (in seconds), Distance between Agent and Intruder (m), Angle of Agent relative to Intruder (angle between vehicles °), Altitude difference between Agent and Intruder (m)) influence prediction of agent speed relative to intruder. The results indicated that distance between Vehicle agent and Vehicle intruder (m) and angle of Vehicle agent relative to Vehicle Intruder (angle between vehicles °) is the most influential parameters to Vehicle agent speed relative to Vehicle intruder.

Fuzzy Control/Space Station automation

NASA Technical Reports Server (NTRS)

Gersh, Mark

1990-01-01

Viewgraphs on fuzzy control/space station automation are presented. Topics covered include: Space Station Freedom (SSF); SSF evolution; factors pointing to automation & robotics (A&R); astronaut office inputs concerning A&R; flight system automation and ground operations applications; transition definition program; and advanced automation software tools.